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

package/lib/clearingHouseUser.d.ts

@@ -61,48 +61,43 @@ export declare class ClearingHouseUser {
     getFreeCollateral(): BN;
     getInitialMarginRequirement(): BN;
     /**
-     * @returns The partial margin requirement in USDC. : QUOTE_PRECISION
+     * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
-    getPartialMarginRequirement(): BN;
+    getMaintenanceMarginRequirement(): BN;
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN): BN;
-    /**
-     * calculates unrealized position price pnl
-     * @returns : Precision QUOTE_PRECISION
-     */
-    getUnsettledPNL(marketIndex?: BN): BN;
+    getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates unrealized funding payment pnl
      * @returns : Precision QUOTE_PRECISION
      */
     getUnrealizedFundingPNL(marketIndex?: BN): BN;
-    getTotalLiability(): BN;
-    getCollateralValue(bankIndex?: BN): BN;
+    getBankLiabilityValue(bankIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
+    getBankAssetValue(bankIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
+    getNetBankValue(withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
-     * TODO: rename to total equity (for perpetuals swaps)
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalCollateral(): BN;
+    getTotalCollateral(marginCategory?: MarginCategory): BN;
     /**
-     * calculates sum of position value across all positions
+     * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
     getTotalPositionValue(): BN;
     /**
-     * calculates position value from closing 100%
+     * calculates position value in margin system
      * @returns : Precision QUOTE_PRECISION
      */
     getPositionValue(marketIndex: BN, oraclePriceData: OraclePriceData): BN;
     getPositionSide(currentPosition: Pick<UserPosition, 'baseAssetAmount'>): PositionDirection | undefined;
     /**
-     * calculates average exit price for closing 100% of position
+     * calculates average exit price (optionally for closing up to 100% of position)
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPriceAndPnl(position: UserPosition, amountToClose?: BN): [BN, BN];
+    getPositionEstimatedExitPriceAndPnl(position: UserPosition, amountToClose?: BN, useAMMClose?: boolean): [BN, BN];
     /**
      * calculates current user leverage across all positions
      * @returns : Precision TEN_THOUSAND
@@ -132,7 +127,7 @@ export declare class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN, partial?: boolean): BN;
+    liquidationPrice(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex

package/lib/clearingHouseUser.js

@@ -6,6 +6,7 @@ const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
 const _1 = require(".");
 const bankBalance_1 = require("./math/bankBalance");
+const margin_1 = require("./math/margin");
 const pollingUserAccountSubscriber_1 = require("./accounts/pollingUserAccountSubscriber");
 const webSocketUserAccountSubscriber_1 = require("./accounts/webSocketUserAccountSubscriber");
 class ClearingHouseUser {
@@ -68,7 +69,6 @@ class ClearingHouseUser {
             quoteAssetAmount: numericConstants_1.ZERO,
             quoteEntryAmount: numericConstants_1.ZERO,
             openOrders: numericConstants_1.ZERO,
-            unsettledPnl: numericConstants_1.ZERO,
             openBids: numericConstants_1.ZERO,
             openAsks: numericConstants_1.ZERO,
         };
@@ -114,49 +114,55 @@ class ClearingHouseUser {
         return freeCollateral.gte(numericConstants_1.ZERO) ? freeCollateral : numericConstants_1.ZERO;
     }
     getInitialMarginRequirement() {
-        return this.getUserAccount()
-            .positions.reduce((marginRequirement, marketPosition) => {
+        const postionMarginRequirement = this.getUserAccount().positions.reduce((marginRequirement, marketPosition) => {
             const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            return marginRequirement.add((0, _1.calculateBaseAssetValue)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex))
-                .mul(new _1.BN(market.marginRatioInitial))
-                .div(numericConstants_1.MARGIN_PRECISION));
-        }, numericConstants_1.ZERO)
-            .add(this.getTotalLiability());
+            const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(marketPosition);
+            const worstCaseAssetValue = worstCaseBaseAssetAmount
+                .abs()
+                .mul(this.getOracleDataForMarket(market.marketIndex).price)
+                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
+            const marketMarginRatio = new _1.BN((0, _1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), 'Initial'));
+            return marginRequirement.add(worstCaseAssetValue.mul(marketMarginRatio).div(numericConstants_1.MARGIN_PRECISION));
+        }, numericConstants_1.ZERO);
+        const bankMarginRequirement = this.getBankLiabilityValue(undefined, 'Initial');
+        return bankMarginRequirement.add(postionMarginRequirement);
     }
     /**
-     * @returns The partial margin requirement in USDC. : QUOTE_PRECISION
+     * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
-    getPartialMarginRequirement() {
+    getMaintenanceMarginRequirement() {
         return this.getUserAccount()
             .positions.reduce((marginRequirement, marketPosition) => {
             const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            return marginRequirement.add((0, _1.calculateBaseAssetValue)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex))
-                .mul(new _1.BN(market.marginRatioPartial))
+            const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(marketPosition);
+            const worstCaseAssetValue = worstCaseBaseAssetAmount
+                .abs()
+                .mul(this.getOracleDataForMarket(market.marketIndex).price)
+                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
+            return marginRequirement.add(worstCaseAssetValue
+                .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), 'Maintenance')))
                 .div(numericConstants_1.MARGIN_PRECISION));
         }, numericConstants_1.ZERO)
-            .add(this.getTotalLiability());
+            .add(this.getBankLiabilityValue(undefined, 'Maintenance'));
     }
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding, marketIndex) {
+    getUnrealizedPNL(withFunding, marketIndex, withWeightMarginCategory) {
         return this.getUserAccount()
             .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
             .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            return pnl.add((0, _1.calculatePositionPNL)(market, marketPosition, withFunding, this.getOracleDataForMarket(market.marketIndex)));
-        }, numericConstants_1.ZERO);
-    }
-    /**
-     * calculates unrealized position price pnl
-     * @returns : Precision QUOTE_PRECISION
-     */
-    getUnsettledPNL(marketIndex) {
-        return this.getUserAccount()
-            .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
-            .reduce((pnl, marketPosition) => {
-            return pnl.add(marketPosition.unsettledPnl);
+            let pnl0 = (0, _1.calculatePositionPNL)(market, marketPosition, withFunding, this.getOracleDataForMarket(market.marketIndex));
+            if (withWeightMarginCategory !== undefined) {
+                if (pnl0.gt(numericConstants_1.ZERO)) {
+                    pnl0 = pnl0
+                        .mul((0, _1.calculateUnsettledAssetWeight)(market, pnl0, withWeightMarginCategory))
+                        .div(new _1.BN(numericConstants_1.BANK_WEIGHT_PRECISION));
+                }
+            }
+            return pnl.add(pnl0);
         }, numericConstants_1.ZERO);
     }
     /**
@@ -171,45 +177,58 @@ class ClearingHouseUser {
             return pnl.add((0, _1.calculatePositionFundingPNL)(market, marketPosition));
         }, numericConstants_1.ZERO);
     }
-    getTotalLiability() {
-        return this.getUserAccount().bankBalances.reduce((totalAssetValue, bankBalance) => {
+    getBankLiabilityValue(bankIndex, withWeightMarginCategory) {
+        return this.getUserAccount().bankBalances.reduce((totalLiabilityValue, bankBalance) => {
             if (bankBalance.balance.eq(numericConstants_1.ZERO) ||
-                (0, types_1.isVariant)(bankBalance.balanceType, 'deposit')) {
-                return totalAssetValue;
+                (0, types_1.isVariant)(bankBalance.balanceType, 'deposit') ||
+                (bankIndex !== undefined && !bankBalance.bankIndex.eq(bankIndex))) {
+                return totalLiabilityValue;
             }
             // Todo this needs to account for whether it's based on initial or maintenance requirements
             const bankAccount = this.clearingHouse.getBankAccount(bankBalance.bankIndex);
             const tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
-            return totalAssetValue.add(tokenAmount
+            let liabilityValue = tokenAmount
                 .mul(this.getOracleDataForBank(bankAccount.bankIndex).price)
-                .mul(bankAccount.initialLiabilityWeight)
-                .div(numericConstants_1.BANK_WEIGHT_PRECISION)
-                .div(numericConstants_1.MARK_PRICE_PRECISION));
+                .div(numericConstants_1.MARK_PRICE_PRECISION)
+                .div(new _1.BN(10).pow(new _1.BN(bankAccount.decimals).sub(numericConstants_1.BANK_BALANCE_PRECISION_EXP)));
+            if (withWeightMarginCategory !== undefined) {
+                const weight = (0, bankBalance_1.calculateLiabilityWeight)(tokenAmount, bankAccount, withWeightMarginCategory);
+                liabilityValue = liabilityValue
+                    .mul(weight)
+                    .div(numericConstants_1.BANK_WEIGHT_PRECISION);
+            }
+            return totalLiabilityValue.add(liabilityValue);
         }, numericConstants_1.ZERO);
     }
-    getCollateralValue(bankIndex) {
+    getBankAssetValue(bankIndex, withWeightMarginCategory) {
         return this.getUserAccount().bankBalances.reduce((totalAssetValue, bankBalance) => {
             if (bankBalance.balance.eq(numericConstants_1.ZERO) ||
+                (0, types_1.isVariant)(bankBalance.balanceType, 'borrow') ||
                 (bankIndex !== undefined && !bankBalance.bankIndex.eq(bankIndex))) {
                 return totalAssetValue;
             }
             // Todo this needs to account for whether it's based on initial or maintenance requirements
             const bankAccount = this.clearingHouse.getBankAccount(bankBalance.bankIndex);
-            let tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
-            if ((0, types_1.isVariant)(bankBalance.balanceType, 'borrow')) {
-                tokenAmount = tokenAmount.mul(new _1.BN(-1));
-            }
-            return totalAssetValue.add(tokenAmount
+            const tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
+            let assetValue = tokenAmount
                 .mul(this.getOracleDataForBank(bankAccount.bankIndex).price)
-                .div(numericConstants_1.MARK_PRICE_PRECISION));
+                .div(numericConstants_1.MARK_PRICE_PRECISION)
+                .div(new _1.BN(10).pow(new _1.BN(bankAccount.decimals).sub(numericConstants_1.BANK_BALANCE_PRECISION_EXP)));
+            if (withWeightMarginCategory !== undefined) {
+                const weight = (0, bankBalance_1.calculateAssetWeight)(tokenAmount, bankAccount, withWeightMarginCategory);
+                assetValue = assetValue.mul(weight).div(numericConstants_1.BANK_WEIGHT_PRECISION);
+            }
+            return totalAssetValue.add(assetValue);
         }, numericConstants_1.ZERO);
     }
+    getNetBankValue(withWeightMarginCategory) {
+        return this.getBankAssetValue(undefined, withWeightMarginCategory).sub(this.getBankLiabilityValue(undefined, withWeightMarginCategory));
+    }
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
-     * TODO: rename to total equity (for perpetuals swaps)
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalCollateral() {
+    getTotalCollateral(marginCategory = 'Initial') {
         return this.getUserAccount()
             .bankBalances.reduce((totalAssetValue, bankBalance) => {
             if (bankBalance.balance.eq(numericConstants_1.ZERO) ||
@@ -219,33 +238,36 @@ class ClearingHouseUser {
             // Todo this needs to account for whether it's based on initial or maintenance requirements
             const bankAccount = this.clearingHouse.getBankAccount(bankBalance.bankIndex);
             const tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
+            const weight = (0, bankBalance_1.calculateAssetWeight)(tokenAmount, bankAccount, marginCategory);
             return totalAssetValue.add(tokenAmount
                 .mul(this.getOracleDataForBank(bankAccount.bankIndex).price)
-                .mul(bankAccount.initialAssetWeight)
+                .mul(weight)
                 .div(numericConstants_1.BANK_WEIGHT_PRECISION)
-                .div(numericConstants_1.MARK_PRICE_PRECISION));
+                .div(numericConstants_1.MARK_PRICE_PRECISION)
+                // Adjust for decimals of bank account
+                .div(new _1.BN(10).pow(new _1.BN(bankAccount.decimals).sub(numericConstants_1.BANK_BALANCE_PRECISION_EXP))));
         }, numericConstants_1.ZERO)
-            .add(this.getUnrealizedPNL(true))
-            .add(this.getUnsettledPNL());
+            .add(this.getUnrealizedPNL(true, undefined, marginCategory));
     }
     /**
-     * calculates sum of position value across all positions
+     * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
     getTotalPositionValue() {
         return this.getUserAccount().positions.reduce((positionValue, marketPosition) => {
             const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            return positionValue.add((0, _1.calculateBaseAssetValue)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex)));
+            const posVal = (0, margin_1.calculateMarginBaseAssetValue)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex));
+            return positionValue.add(posVal);
         }, numericConstants_1.ZERO);
     }
     /**
-     * calculates position value from closing 100%
+     * calculates position value in margin system
      * @returns : Precision QUOTE_PRECISION
      */
     getPositionValue(marketIndex, oraclePriceData) {
         const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
         const market = this.clearingHouse.getMarketAccount(userPosition.marketIndex);
-        return (0, _1.calculateBaseAssetValue)(market, userPosition, oraclePriceData);
+        return (0, margin_1.calculateMarginBaseAssetValue)(market, userPosition, oraclePriceData);
     }
     getPositionSide(currentPosition) {
         if (currentPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
@@ -259,10 +281,10 @@ class ClearingHouseUser {
         }
     }
     /**
-     * calculates average exit price for closing 100% of position
+     * calculates average exit price (optionally for closing up to 100% of position)
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPriceAndPnl(position, amountToClose) {
+    getPositionEstimatedExitPriceAndPnl(position, amountToClose, useAMMClose = false) {
         const market = this.clearingHouse.getMarketAccount(position.marketIndex);
         const entryPrice = (0, position_1.calculateEntryPrice)(position);
         const oraclePriceData = this.getOracleDataForMarket(position.marketIndex);
@@ -277,7 +299,13 @@ class ClearingHouseUser {
                 quoteAssetAmount: position.quoteAssetAmount,
             };
         }
-        const baseAssetValue = (0, _1.calculateBaseAssetValue)(market, position, oraclePriceData);
+        let baseAssetValue;
+        if (useAMMClose) {
+            baseAssetValue = (0, _1.calculateBaseAssetValue)(market, position, oraclePriceData);
+        }
+        else {
+            baseAssetValue = (0, margin_1.calculateMarginBaseAssetValue)(market, position, oraclePriceData);
+        }
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
             return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
@@ -311,21 +339,10 @@ class ClearingHouseUser {
      */
     getMaxLeverage(marketIndex, category = 'Initial') {
         const market = this.clearingHouse.getMarketAccount(marketIndex);
-        let marginRatioCategory;
-        switch (category) {
-            case 'Initial':
-                marginRatioCategory = market.marginRatioInitial;
-                break;
-            case 'Maintenance':
-                marginRatioCategory = market.marginRatioMaintenance;
-                break;
-            case 'Partial':
-                marginRatioCategory = market.marginRatioPartial;
-                break;
-            default:
-                marginRatioCategory = market.marginRatioInitial;
-                break;
-        }
+        const marginRatioCategory = (0, _1.calculateMarketMarginRatio)(market, 
+        // worstCaseBaseAssetAmount.abs(),
+        numericConstants_1.ZERO, // todo
+        category);
         const maxLeverage = numericConstants_1.TEN_THOUSAND.mul(numericConstants_1.TEN_THOUSAND).div(new _1.BN(marginRatioCategory));
         return maxLeverage;
     }
@@ -342,7 +359,7 @@ class ClearingHouseUser {
     }
     canBeLiquidated() {
         const totalCollateral = this.getTotalCollateral();
-        const partialMaintenanceRequirement = this.getPartialMarginRequirement();
+        const partialMaintenanceRequirement = this.getMaintenanceMarginRequirement();
         const marginRatio = this.getMarginRatio();
         const canLiquidate = totalCollateral.lt(partialMaintenanceRequirement);
         return [canLiquidate, marginRatio];
@@ -372,7 +389,7 @@ class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(marketPosition, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+    liquidationPrice(marketPosition, positionBaseSizeChange = numericConstants_1.ZERO) {
         // solves formula for example canBeLiquidated below
         /* example: assume BTC price is $40k (examine 10% up/down)
 
@@ -398,25 +415,21 @@ class ClearingHouseUser {
             quoteAssetAmount: new _1.BN(0),
             quoteEntryAmount: new _1.BN(0),
             openOrders: new _1.BN(0),
-            unsettledPnl: new _1.BN(0),
             openBids: new _1.BN(0),
             openAsks: new _1.BN(0),
         };
         if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
             return new _1.BN(-1);
         const market = this.clearingHouse.getMarketAccount(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValue = (0, _1.calculateBaseAssetValue)(market, proposedMarketPosition, this.getOracleDataForMarket(market.marketIndex));
+        const proposedMarketPositionValue = (0, margin_1.calculateMarginBaseAssetValue)(market, proposedMarketPosition, this.getOracleDataForMarket(market.marketIndex));
         // total position value after trade
         const totalPositionValueAfterTrade = totalPositionValueExcludingTargetMarket.add(proposedMarketPositionValue);
         const marginRequirementExcludingTargetMarket = this.getUserAccount().positions.reduce((totalMarginRequirement, position) => {
             if (!position.marketIndex.eq(marketPosition.marketIndex)) {
                 const market = this.clearingHouse.getMarketAccount(position.marketIndex);
-                const positionValue = (0, _1.calculateBaseAssetValue)(market, position, this.getOracleDataForMarket(market.marketIndex));
-                const marketMarginRequirement = positionValue
-                    .mul(partial
-                    ? new _1.BN(market.marginRatioPartial)
-                    : new _1.BN(market.marginRatioMaintenance))
-                    .div(numericConstants_1.MARGIN_PRECISION);
+                const positionValue = (0, margin_1.calculateMarginBaseAssetValue)(market, position, this.getOracleDataForMarket(market.marketIndex));
+                const marketMarginRequirement = positionValue;
+                new _1.BN((0, _1.calculateMarketMarginRatio)(market, position.baseAssetAmount.abs(), 'Maintenance')).div(numericConstants_1.MARGIN_PRECISION);
                 totalMarginRequirement = totalMarginRequirement.add(marketMarginRequirement);
             }
             return totalMarginRequirement;
@@ -428,14 +441,10 @@ class ClearingHouseUser {
             return new _1.BN(-1);
         }
         const marginRequirementAfterTrade = marginRequirementExcludingTargetMarket.add(proposedMarketPositionValue
-            .mul(partial
-            ? new _1.BN(market.marginRatioPartial)
-            : new _1.BN(market.marginRatioMaintenance))
+            .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, proposedMarketPosition.baseAssetAmount.abs(), 'Maintenance')))
             .div(numericConstants_1.MARGIN_PRECISION));
         const freeCollateralAfterTrade = totalCollateral.sub(marginRequirementAfterTrade);
-        const marketMaxLeverage = partial
-            ? this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Partial')
-            : this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Maintenance');
+        const marketMaxLeverage = this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Maintenance');
         let priceDelta;
         if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
             priceDelta = freeCollateralAfterTrade
@@ -479,14 +488,14 @@ class ClearingHouseUser {
             this.getEmptyPosition(positionMarketIndex);
         const closeBaseAmount = currentPosition.baseAssetAmount
             .mul(closeQuoteAmount)
-            .div(currentPosition.quoteAssetAmount)
+            .div(currentPosition.quoteAssetAmount.abs())
             .add(currentPosition.baseAssetAmount
             .mul(closeQuoteAmount)
-            .mod(currentPosition.quoteAssetAmount))
+            .mod(currentPosition.quoteAssetAmount.abs()))
             .neg();
         return this.liquidationPrice({
             marketIndex: positionMarketIndex,
-        }, closeBaseAmount, true);
+        }, closeBaseAmount);
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.

package/lib/config.js

@@ -7,7 +7,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: 'GCuH76fb1rXc7bjFXNcnNvWSekLgzpsnMbc1Ng4FsGSs',
+        CLEARING_HOUSE_PROGRAM_ID: '7HDuhZ94TVTWpH3vba3dJhGWyHvQuy2zBjniRxE7PU88',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
         MARKETS: markets_1.DevnetMarkets,
         BANKS: banks_1.DevnetBanks,

package/lib/constants/banks.d.ts

@@ -1,7 +1,6 @@
 /// <reference types="bn.js" />
-import { BN, OracleSource } from '../';
-import { DriftEnv } from '../';
 import { PublicKey } from '@solana/web3.js';
+import { BN, DriftEnv, OracleSource } from '../';
 export declare type BankConfig = {
     symbol: string;
     bankIndex: BN;
@@ -9,6 +8,7 @@ export declare type BankConfig = {
     mint: PublicKey;
     oracleSource: OracleSource;
 };
+export declare const WRAPPED_SOL_MINT: PublicKey;
 export declare const DevnetBanks: BankConfig[];
 export declare const MainnetBanks: BankConfig[];
 export declare const Banks: {

package/lib/constants/banks.js

@@ -1,8 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Banks = exports.MainnetBanks = exports.DevnetBanks = void 0;
-const __1 = require("../");
+exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
 const web3_js_1 = require("@solana/web3.js");
+const __1 = require("../");
+exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
 exports.DevnetBanks = [
     {
         symbol: 'USDC',
@@ -12,11 +13,18 @@ exports.DevnetBanks = [
         mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
     },
     {
-        symbol: 'BTC',
+        symbol: 'SOL',
         bankIndex: new __1.BN(1),
+        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
+    },
+    {
+        symbol: 'BTC',
+        bankIndex: new __1.BN(2),
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey('Gh9ZwEmdLJ8DscKNTkTqPbNwLNNBjuSzaG9Vp2KGtKJr'),
+        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
     },
 ];
 exports.MainnetBanks = [

package/lib/constants/numericConstants.d.ts

@@ -21,6 +21,9 @@ export declare const BANK_RATE_PRECISION: BN;
 export declare const BANK_WEIGHT_PRECISION: BN;
 export declare const BANK_BALANCE_PRECISION_EXP: BN;
 export declare const BANK_BALANCE_PRECISION: BN;
+export declare const BANK_IMF_PRECISION_EXP: BN;
+export declare const BANK_IMF_PRECISION: BN;
+export declare const LIQUIDATION_FEE_PRECISION: BN;
 export declare const QUOTE_PRECISION: BN;
 export declare const MARK_PRICE_PRECISION: BN;
 export declare const FUNDING_PAYMENT_PRECISION: BN;
@@ -29,6 +32,7 @@ export declare const AMM_RESERVE_PRECISION: BN;
 export declare const BASE_PRECISION: BN;
 export declare const BASE_PRECISION_EXP: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
+export declare const PRICE_DIV_PEG: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const MARGIN_PRECISION: BN;

package/lib/constants/numericConstants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
+exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_IMF_PRECISION = exports.BANK_IMF_PRECISION_EXP = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
 exports.ONE = new __1.BN(1);
@@ -23,6 +23,9 @@ exports.BANK_RATE_PRECISION = new __1.BN(1000000);
 exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
 exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
 exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
+exports.BANK_IMF_PRECISION_EXP = new __1.BN(6);
+exports.BANK_IMF_PRECISION = new __1.BN(10).pow(exports.BANK_IMF_PRECISION_EXP);
+exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
 exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
 exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
 exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
@@ -31,6 +34,7 @@ exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION
 exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
+exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
 exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
 exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;

package/lib/events/eventList.js

@@ -40,6 +40,9 @@ class EventList {
             if (currentNode.next !== undefined) {
                 newNode.next.prev = newNode;
             }
+            else {
+                this.tail = newNode;
+            }
             currentNode.next = newNode;
             newNode.prev = currentNode;
         }

package/lib/events/types.d.ts

@@ -1,5 +1,5 @@
 import { Commitment, TransactionSignature } from '@solana/web3.js';
-import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, OrderRecord } from '../index';
+import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, OrderRecord, SettlePnlRecord } from '../index';
 export declare type EventSubscriptionOptions = {
     eventTypes?: EventType[];
     maxEventsPerType?: number;
@@ -27,6 +27,7 @@ export declare type EventMap = {
     LiquidationRecord: Event<LiquidationRecord>;
     FundingRateRecord: Event<FundingRateRecord>;
     OrderRecord: Event<OrderRecord>;
+    SettlePnlRecord: Event<SettlePnlRecord>;
 };
 export declare type EventType = keyof EventMap;
 export interface EventSubscriberEvents {

package/lib/factory/bigNum.d.ts

@@ -6,6 +6,7 @@ export declare class BigNum {
     static delim: string;
     static spacer: string;
     constructor(val: BN | number | string, precisionVal?: BN | number | string);
+    private bigNumFromParam;
     add(bn: BigNum): BigNum;
     sub(bn: BigNum): BigNum;
     mul(bn: BigNum | BN): BigNum;
@@ -55,7 +56,7 @@ export declare class BigNum {
      * @returns
      */
     print(): string;
-    prettyPrint(): string;
+    prettyPrint(useTradePrecision?: boolean, precisionOverride?: number): string;
     /**
      * Print and remove unnecessary trailing zeroes
      * @returns
@@ -75,7 +76,13 @@ 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;