@drift-labs/sdk 0.2.0-master.1 → 0.2.0-master.2

package/lib/accounts/types.d.ts

@@ -1,5 +1,6 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
+/// <reference types="node" />
 import { BankAccount, MarketAccount, OracleSource, StateAccount, UserAccount } from '../types';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';

package/lib/admin.d.ts

@@ -20,6 +20,7 @@ export declare class Admin extends ClearingHouse {
     updateCurveUpdateIntensity(marketIndex: BN, curveUpdateIntensity: number): Promise<TransactionSignature>;
     updateMarginRatio(marketIndex: BN, marginRatioInitial: number, marginRatioPartial: number, marginRatioMaintenance: number): Promise<TransactionSignature>;
     updateMarketBaseSpread(marketIndex: BN, baseSpread: number): Promise<TransactionSignature>;
+    updateMarketMaxSpread(marketIndex: BN, maxSpread: number): Promise<TransactionSignature>;
     updatePartialLiquidationClosePercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;
     updatePartialLiquidationPenaltyPercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;
     updateFullLiquidationPenaltyPercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;

package/lib/admin.js

@@ -255,6 +255,15 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
+    async updateMarketMaxSpread(marketIndex, maxSpread) {
+        return await this.program.rpc.updateMarketMaxSpread(maxSpread, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                market: await (0, pda_1.getMarketPublicKey)(this.program.programId, marketIndex),
+            },
+        });
+    }
     async updatePartialLiquidationClosePercentage(numerator, denominator) {
         return await this.program.rpc.updatePartialLiquidationClosePercentage(numerator, denominator, {
             accounts: {

package/lib/clearingHouse.d.ts

@@ -101,16 +101,18 @@ export declare class ClearingHouse {
     getExpireOrdersIx(userAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
     updateAMMs(marketIndexes: BN[]): Promise<TransactionSignature>;
     getUpdateAMMsIx(marketIndexes: BN[]): Promise<TransactionInstruction>;
-    cancelOrder(orderId: BN): Promise<TransactionSignature>;
-    getCancelOrderIx(orderId: BN): Promise<TransactionInstruction>;
+    cancelOrder(orderId?: BN): Promise<TransactionSignature>;
+    getCancelOrderIx(orderId?: BN): Promise<TransactionInstruction>;
     cancelOrderByUserId(userOrderId: number): Promise<TransactionSignature>;
     getCancelOrderByUserIdIx(userOrderId: number): Promise<TransactionInstruction>;
     cancelAllOrders(bestEffort?: boolean): Promise<TransactionSignature>;
     getCancelAllOrdersIx(bestEffort?: boolean): Promise<TransactionInstruction>;
     cancelOrdersByMarketAndSide(bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionSignature>;
     getCancelOrdersByMarketAndSideIx(bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionInstruction>;
-    fillOrder(userAccountPublicKey: PublicKey, user: UserAccount, order: Order, makerInfo?: MakerInfo): Promise<TransactionSignature>;
+    fillOrder(userAccountPublicKey: PublicKey, user: UserAccount, order?: Order, makerInfo?: MakerInfo): Promise<TransactionSignature>;
     getFillOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
+    triggerOrder(userAccountPublicKey: PublicKey, user: UserAccount, order: Order): Promise<TransactionSignature>;
+    getTriggerOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order): Promise<TransactionInstruction>;
     placeAndTake(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionSignature>;
     getPlaceAndTakeIx(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
     /**

package/lib/clearingHouse.js

@@ -561,15 +561,12 @@ class ClearingHouse {
     }
     async getCancelOrderIx(orderId) {
         const userAccountPublicKey = await this.getUserAccountPublicKey();
-        const order = this.getOrder(orderId);
-        const oracle = this.getMarketAccount(order.marketIndex).amm.oracle;
         const remainingAccounts = this.getRemainingAccounts({});
-        return await this.program.instruction.cancelOrder(orderId, {
+        return await this.program.instruction.cancelOrder(orderId !== null && orderId !== void 0 ? orderId : null, {
             accounts: {
                 state: await this.getStatePublicKey(),
                 user: userAccountPublicKey,
                 authority: this.wallet.publicKey,
-                oracle,
             },
             remainingAccounts,
         });
@@ -708,6 +705,63 @@ class ClearingHouse {
             remainingAccounts,
         });
     }
+    async triggerOrder(userAccountPublicKey, user, order) {
+        const { txSig } = await this.txSender.send((0, utils_1.wrapInTx)(await this.getTriggerOrderIx(userAccountPublicKey, user, order)), [], this.opts);
+        return txSig;
+    }
+    async getTriggerOrderIx(userAccountPublicKey, userAccount, order) {
+        const fillerPublicKey = await this.getUserAccountPublicKey();
+        const marketIndex = order.marketIndex;
+        const marketAccount = this.getMarketAccount(marketIndex);
+        const bankAccountInfos = [
+            {
+                pubkey: this.getQuoteAssetBankAccount().pubkey,
+                isSigner: false,
+                isWritable: true,
+            },
+        ];
+        const marketAccountInfos = [
+            {
+                pubkey: marketAccount.pubkey,
+                isWritable: true,
+                isSigner: false,
+            },
+        ];
+        const oracleAccountInfos = [
+            {
+                pubkey: marketAccount.amm.oracle,
+                isWritable: false,
+                isSigner: false,
+            },
+        ];
+        for (const position of userAccount.positions) {
+            if (!(0, position_1.positionIsAvailable)(position) &&
+                !position.marketIndex.eq(order.marketIndex)) {
+                const market = this.getMarketAccount(position.marketIndex);
+                marketAccountInfos.push({
+                    pubkey: market.pubkey,
+                    isWritable: false,
+                    isSigner: false,
+                });
+                oracleAccountInfos.push({
+                    pubkey: market.amm.oracle,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+        }
+        const remainingAccounts = oracleAccountInfos.concat(bankAccountInfos.concat(marketAccountInfos));
+        const orderId = order.orderId;
+        return await this.program.instruction.triggerOrder(orderId, {
+            accounts: {
+                state: await this.getStatePublicKey(),
+                filler: fillerPublicKey,
+                user: userAccountPublicKey,
+                authority: this.wallet.publicKey,
+            },
+            remainingAccounts,
+        });
+    }
     async placeAndTake(orderParams, makerInfo) {
         const { txSig, slot } = await this.txSender.send((0, utils_1.wrapInTx)(await this.getPlaceAndTakeIx(orderParams, makerInfo)), [], this.opts);
         this.marketLastSlotCache.set(orderParams.marketIndex.toNumber(), slot);

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: '9jwr5nC2f9yAraXrg4UzHXmCX3vi9FQkjD6p9e8bRqNa',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
         MARKETS: markets_1.DevnetMarkets,
         BANKS: banks_1.DevnetBanks,

package/lib/constants/numericConstants.d.ts

@@ -29,6 +29,7 @@ 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.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);
@@ -31,6 +31,7 @@ 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/factory/bigNum.d.ts

@@ -55,7 +55,7 @@ export declare class BigNum {
      * @returns
      */
     print(): string;
-    prettyPrint(): string;
+    prettyPrint(useTradePrecision?: boolean, precisionOverride?: number): string;
     /**
      * Print and remove unnecessary trailing zeroes
      * @returns
@@ -75,7 +75,13 @@ export declare class BigNum {
      */
     toPrecision(fixedPrecision: number, trailingZeroes?: boolean): string;
     toTradePrecision(): string;
-    toNotional(): string;
+    /**
+     * Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
+     * @param useTradePrecision
+     * @param precisionOverride
+     * @returns
+     */
+    toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
     toMillified(precision?: number): string;
     toJSON(): {
         val: string;

package/lib/factory/bigNum.js

@@ -156,8 +156,8 @@ class BigNum {
             printString = printString.slice(0, printString.length - 1);
         return printString;
     }
-    prettyPrint() {
-        const [leftSide, rightSide] = this.printShort().split(BigNum.delim);
+    prettyPrint(useTradePrecision, precisionOverride) {
+        const [leftSide, rightSide] = this.printShort(useTradePrecision, precisionOverride).split(BigNum.delim);
         let formattedLeftSide = leftSide;
         const isNeg = formattedLeftSide.includes('-');
         if (isNeg) {
@@ -254,10 +254,18 @@ class BigNum {
     toTradePrecision() {
         return this.toPrecision(6, true);
     }
-    toNotional() {
-        return `${this.lt(BigNum.zero()) ? `-` : ``}$${BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2))
-            .prettyPrint()
-            .replace('-', '')}`;
+    /**
+     * Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
+     * @param useTradePrecision
+     * @param precisionOverride
+     * @returns
+     */
+    toNotional(useTradePrecision, precisionOverride) {
+        const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
+        const val = useTradePrecision || precisionOverride
+            ? this.prettyPrint(useTradePrecision, precisionOverride)
+            : BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
+        return `${prefix}${val.replace('-', '')}`;
     }
     toMillified(precision = 3) {
         const stringVal = this.print();

package/lib/idl/clearing_house.json

@@ -414,17 +414,14 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
                 {
                     "name": "orderId",
-                    "type": "u64"
+                    "type": {
+                        "option": "u64"
+                    }
                 }
             ]
         },
@@ -445,11 +442,6 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
@@ -491,7 +483,9 @@
             "args": [
                 {
                     "name": "orderId",
-                    "type": "u64"
+                    "type": {
+                        "option": "u64"
+                    }
                 },
                 {
                     "name": "makerOrderId",
@@ -582,6 +576,37 @@
                 }
             ]
         },
+        {
+            "name": "triggerOrder",
+            "accounts": [
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "filler",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "orderId",
+                    "type": "u64"
+                }
+            ]
+        },
         {
             "name": "updateAmms",
             "accounts": [
@@ -993,11 +1018,6 @@
                     "name": "user",
                     "isMut": true,
                     "isSigner": false
-                },
-                {
-                    "name": "market",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": []
@@ -1389,6 +1409,32 @@
                 }
             ]
         },
+        {
+            "name": "updateMarketMaxSpread",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "maxSpread",
+                    "type": "u32"
+                }
+            ]
+        },
         {
             "name": "updateMarketBaseAssetAmountStepSize",
             "accounts": [
@@ -2194,6 +2240,10 @@
                         "name": "shortSpread",
                         "type": "u128"
                     },
+                    {
+                        "name": "maxSpread",
+                        "type": "u32"
+                    },
                     {
                         "name": "askBaseAssetReserve",
                         "type": "u128"
@@ -2252,7 +2302,7 @@
                     },
                     {
                         "name": "totalFeeMinusDistributions",
-                        "type": "u128"
+                        "type": "i128"
                     },
                     {
                         "name": "totalFeeWithdrawn",
@@ -2712,6 +2762,10 @@
                             "defined": "OrderTriggerCondition"
                         }
                     },
+                    {
+                        "name": "triggered",
+                        "type": "bool"
+                    },
                     {
                         "name": "referrer",
                         "type": "publicKey"
@@ -2848,6 +2902,9 @@
                     {
                         "name": "Fill"
                     },
+                    {
+                        "name": "Trigger"
+                    },
                     {
                         "name": "Expire"
                     }
@@ -3016,6 +3073,11 @@
                     "type": "u64",
                     "index": false
                 },
+                {
+                    "name": "oraclePrice",
+                    "type": "i128",
+                    "index": false
+                },
                 {
                     "name": "from",
                     "type": {
@@ -3217,7 +3279,7 @@
                 },
                 {
                     "name": "totalFeeMinusDistributions",
-                    "type": "u128",
+                    "type": "i128",
                     "index": false
                 },
                 {
@@ -3349,6 +3411,16 @@
                     },
                     "index": false
                 },
+                {
+                    "name": "makerUnsettledPnl",
+                    "type": "i128",
+                    "index": false
+                },
+                {
+                    "name": "takerUnsettledPnl",
+                    "type": "i128",
+                    "index": false
+                },
                 {
                     "name": "action",
                     "type": {
@@ -3854,6 +3926,21 @@
         },
         {
             "code": 6087,
+            "name": "OrderMustBeTriggeredFirst",
+            "msg": "OrderMustBeTriggeredFirst"
+        },
+        {
+            "code": 6088,
+            "name": "OrderNotTriggerable",
+            "msg": "OrderNotTriggerable"
+        },
+        {
+            "code": 6089,
+            "name": "OrderDidNotSatisfyTriggerCondition",
+            "msg": "OrderDidNotSatisfyTriggerCondition"
+        },
+        {
+            "code": 6090,
             "name": "DefaultError",
             "msg": "DefaultError"
         }

package/lib/math/amm.d.ts

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