@drift-labs/sdk 0.2.0-master.10 → 0.2.0-master.13

package/src/mockUSDCFaucet.js

@@ -1,171 +1,280 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || function (mod) {
-    if (mod && mod.__esModule) return mod;
-    var result = {};
-    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
-    __setModuleDefault(result, mod);
-    return result;
-};
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
+'use strict';
+var __createBinding =
+	(this && this.__createBinding) ||
+	(Object.create
+		? function (o, m, k, k2) {
+				if (k2 === undefined) k2 = k;
+				Object.defineProperty(o, k2, {
+					enumerable: true,
+					get: function () {
+						return m[k];
+					},
+				});
+		  }
+		: function (o, m, k, k2) {
+				if (k2 === undefined) k2 = k;
+				o[k2] = m[k];
+		  });
+var __setModuleDefault =
+	(this && this.__setModuleDefault) ||
+	(Object.create
+		? function (o, v) {
+				Object.defineProperty(o, 'default', { enumerable: true, value: v });
+		  }
+		: function (o, v) {
+				o['default'] = v;
+		  });
+var __importStar =
+	(this && this.__importStar) ||
+	function (mod) {
+		if (mod && mod.__esModule) return mod;
+		var result = {};
+		if (mod != null)
+			for (var k in mod)
+				if (k !== 'default' && Object.prototype.hasOwnProperty.call(mod, k))
+					__createBinding(result, mod, k);
+		__setModuleDefault(result, mod);
+		return result;
+	};
+var __awaiter =
+	(this && this.__awaiter) ||
+	function (thisArg, _arguments, P, generator) {
+		function adopt(value) {
+			return value instanceof P
+				? value
+				: new P(function (resolve) {
+						resolve(value);
+				  });
+		}
+		return new (P || (P = Promise))(function (resolve, reject) {
+			function fulfilled(value) {
+				try {
+					step(generator.next(value));
+				} catch (e) {
+					reject(e);
+				}
+			}
+			function rejected(value) {
+				try {
+					step(generator['throw'](value));
+				} catch (e) {
+					reject(e);
+				}
+			}
+			function step(result) {
+				result.done
+					? resolve(result.value)
+					: adopt(result.value).then(fulfilled, rejected);
+			}
+			step((generator = generator.apply(thisArg, _arguments || [])).next());
+		});
+	};
+var __importDefault =
+	(this && this.__importDefault) ||
+	function (mod) {
+		return mod && mod.__esModule ? mod : { default: mod };
+	};
+Object.defineProperty(exports, '__esModule', { value: true });
 exports.MockUSDCFaucet = void 0;
-const anchor = __importStar(require("@project-serum/anchor"));
-const anchor_1 = require("@project-serum/anchor");
-const spl_token_1 = require("@solana/spl-token");
-const web3_js_1 = require("@solana/web3.js");
-const mock_usdc_faucet_json_1 = __importDefault(require("./idl/mock_usdc_faucet.json"));
+const anchor = __importStar(require('@project-serum/anchor'));
+const anchor_1 = require('@project-serum/anchor');
+const spl_token_1 = require('@solana/spl-token');
+const web3_js_1 = require('@solana/web3.js');
+const mock_usdc_faucet_json_1 = __importDefault(
+	require('./idl/token_faucet.json')
+);
 class MockUSDCFaucet {
-    constructor(connection, wallet, programId, opts) {
-        this.connection = connection;
-        this.wallet = wallet;
-        this.opts = opts || anchor_1.AnchorProvider.defaultOptions();
-        const provider = new anchor_1.AnchorProvider(connection, wallet, this.opts);
-        this.provider = provider;
-        this.program = new anchor_1.Program(mock_usdc_faucet_json_1.default, programId, provider);
-    }
-    getMockUSDCFaucetStatePublicKeyAndNonce() {
-        return __awaiter(this, void 0, void 0, function* () {
-            return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
-        });
-    }
-    getMockUSDCFaucetStatePublicKey() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.mockUSDCFaucetStatePublicKey) {
-                return this.mockUSDCFaucetStatePublicKey;
-            }
-            this.mockUSDCFaucetStatePublicKey = (yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
-            return this.mockUSDCFaucetStatePublicKey;
-        });
-    }
-    initialize() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const stateAccountRPCResponse = yield this.connection.getParsedAccountInfo(yield this.getMockUSDCFaucetStatePublicKey());
-            if (stateAccountRPCResponse.value !== null) {
-                throw new Error('Faucet already initialized');
-            }
-            const fakeUSDCMint = anchor.web3.Keypair.generate();
-            const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
-                fromPubkey: this.wallet.publicKey,
-                newAccountPubkey: fakeUSDCMint.publicKey,
-                lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
-                space: spl_token_1.MintLayout.span,
-                programId: spl_token_1.TOKEN_PROGRAM_ID,
-            });
-            const [mintAuthority, _mintAuthorityNonce] = yield web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
-            const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
-            const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
-            return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
-                accounts: {
-                    mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
-                    admin: this.wallet.publicKey,
-                    mintAccount: fakeUSDCMint.publicKey,
-                    rent: web3_js_1.SYSVAR_RENT_PUBKEY,
-                    systemProgram: anchor.web3.SystemProgram.programId,
-                },
-                instructions: [createUSDCMintAccountIx, initUSDCMintIx],
-                signers: [fakeUSDCMint],
-            });
-        });
-    }
-    fetchState() {
-        return __awaiter(this, void 0, void 0, function* () {
-            return yield this.program.account.mockUsdcFaucetState.fetch(yield this.getMockUSDCFaucetStatePublicKey());
-        });
-    }
-    mintToUser(userTokenAccount, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            return yield this.program.rpc.mintToUser(amount, {
-                accounts: {
-                    mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
-                    mintAccount: state.mint,
-                    userTokenAccount,
-                    mintAuthority: state.mintAuthority,
-                    tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
-                },
-            });
-        });
-    }
-    createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = yield this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
-            const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
-            const txSig = yield this.program.provider.sendAndConfirm(tx, [], this.opts);
-            return [associatedTokenPublicKey, txSig];
-        });
-    }
-    createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            const associateTokenPublicKey = yield this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
-            const createAssociatedAccountIx = spl_token_1.Token.createAssociatedTokenAccountInstruction(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, associateTokenPublicKey, userPublicKey, this.wallet.publicKey);
-            const mintToIx = yield this.program.instruction.mintToUser(amount, {
-                accounts: {
-                    mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
-                    mintAccount: state.mint,
-                    userTokenAccount: associateTokenPublicKey,
-                    mintAuthority: state.mintAuthority,
-                    tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
-                },
-            });
-            return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
-        });
-    }
-    getAssosciatedMockUSDMintAddress(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
-        });
-    }
-    getTokenAccountInfo(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
-            const state = yield this.fetchState();
-            const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID, 
-            // eslint-disable-next-line @typescript-eslint/ban-ts-comment
-            // @ts-ignore
-            this.provider.payer);
-            return yield token.getAccountInfo(assosciatedKey);
-        });
-    }
-    subscribeToTokenAccount(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            try {
-                const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(props);
-                props.callback(yield this.getTokenAccountInfo(props));
-                // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
-                this.connection.onAccountChange(tokenAccountKey, (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => __awaiter(this, void 0, void 0, function* () {
-                    props.callback(yield this.getTokenAccountInfo(props));
-                }));
-                return true;
-            }
-            catch (e) {
-                return false;
-            }
-        });
-    }
+	constructor(connection, wallet, programId, opts) {
+		this.connection = connection;
+		this.wallet = wallet;
+		this.opts = opts || anchor_1.AnchorProvider.defaultOptions();
+		const provider = new anchor_1.AnchorProvider(connection, wallet, this.opts);
+		this.provider = provider;
+		this.program = new anchor_1.Program(
+			mock_usdc_faucet_json_1.default,
+			programId,
+			provider
+		);
+	}
+	getMockUSDCFaucetStatePublicKeyAndNonce() {
+		return __awaiter(this, void 0, void 0, function* () {
+			return anchor.web3.PublicKey.findProgramAddress(
+				[Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))],
+				this.program.programId
+			);
+		});
+	}
+	getMockUSDCFaucetStatePublicKey() {
+		return __awaiter(this, void 0, void 0, function* () {
+			if (this.mockUSDCFaucetStatePublicKey) {
+				return this.mockUSDCFaucetStatePublicKey;
+			}
+			this.mockUSDCFaucetStatePublicKey =
+				(yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
+			return this.mockUSDCFaucetStatePublicKey;
+		});
+	}
+	initialize() {
+		return __awaiter(this, void 0, void 0, function* () {
+			const stateAccountRPCResponse =
+				yield this.connection.getParsedAccountInfo(
+					yield this.getMockUSDCFaucetStatePublicKey()
+				);
+			if (stateAccountRPCResponse.value !== null) {
+				throw new Error('Faucet already initialized');
+			}
+			const fakeUSDCMint = anchor.web3.Keypair.generate();
+			const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
+				fromPubkey: this.wallet.publicKey,
+				newAccountPubkey: fakeUSDCMint.publicKey,
+				lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(
+					this.connection
+				),
+				space: spl_token_1.MintLayout.span,
+				programId: spl_token_1.TOKEN_PROGRAM_ID,
+			});
+			const [mintAuthority, _mintAuthorityNonce] =
+				yield web3_js_1.PublicKey.findProgramAddress(
+					[fakeUSDCMint.publicKey.toBuffer()],
+					this.program.programId
+				);
+			const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(
+				spl_token_1.TOKEN_PROGRAM_ID,
+				fakeUSDCMint.publicKey,
+				6,
+				mintAuthority,
+				null
+			);
+			const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] =
+				yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
+			return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
+				accounts: {
+					mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
+					admin: this.wallet.publicKey,
+					mintAccount: fakeUSDCMint.publicKey,
+					rent: web3_js_1.SYSVAR_RENT_PUBKEY,
+					systemProgram: anchor.web3.SystemProgram.programId,
+				},
+				instructions: [createUSDCMintAccountIx, initUSDCMintIx],
+				signers: [fakeUSDCMint],
+			});
+		});
+	}
+	fetchState() {
+		return __awaiter(this, void 0, void 0, function* () {
+			return yield this.program.account.mockUsdcFaucetState.fetch(
+				yield this.getMockUSDCFaucetStatePublicKey()
+			);
+		});
+	}
+	mintToUser(userTokenAccount, amount) {
+		return __awaiter(this, void 0, void 0, function* () {
+			const state = yield this.fetchState();
+			return yield this.program.rpc.mintToUser(amount, {
+				accounts: {
+					mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
+					mintAccount: state.mint,
+					userTokenAccount,
+					mintAuthority: state.mintAuthority,
+					tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
+				},
+			});
+		});
+	}
+	createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
+		return __awaiter(this, void 0, void 0, function* () {
+			const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] =
+				yield this.createAssociatedTokenAccountAndMintToInstructions(
+					userPublicKey,
+					amount
+				);
+			const tx = new web3_js_1.Transaction()
+				.add(createAssociatedAccountIx)
+				.add(mintToTx);
+			const txSig = yield this.program.provider.sendAndConfirm(
+				tx,
+				[],
+				this.opts
+			);
+			return [associatedTokenPublicKey, txSig];
+		});
+	}
+	createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
+		return __awaiter(this, void 0, void 0, function* () {
+			const state = yield this.fetchState();
+			const associateTokenPublicKey =
+				yield this.getAssosciatedMockUSDMintAddress({
+					userPubKey: userPublicKey,
+				});
+			const createAssociatedAccountIx =
+				spl_token_1.Token.createAssociatedTokenAccountInstruction(
+					spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID,
+					spl_token_1.TOKEN_PROGRAM_ID,
+					state.mint,
+					associateTokenPublicKey,
+					userPublicKey,
+					this.wallet.publicKey
+				);
+			const mintToIx = yield this.program.instruction.mintToUser(amount, {
+				accounts: {
+					mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
+					mintAccount: state.mint,
+					userTokenAccount: associateTokenPublicKey,
+					mintAuthority: state.mintAuthority,
+					tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
+				},
+			});
+			return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
+		});
+	}
+	getAssosciatedMockUSDMintAddress(props) {
+		return __awaiter(this, void 0, void 0, function* () {
+			const state = yield this.fetchState();
+			return spl_token_1.Token.getAssociatedTokenAddress(
+				spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID,
+				spl_token_1.TOKEN_PROGRAM_ID,
+				state.mint,
+				props.userPubKey
+			);
+		});
+	}
+	getTokenAccountInfo(props) {
+		return __awaiter(this, void 0, void 0, function* () {
+			const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
+			const state = yield this.fetchState();
+			const token = new spl_token_1.Token(
+				this.connection,
+				state.mint,
+				spl_token_1.TOKEN_PROGRAM_ID,
+				// eslint-disable-next-line @typescript-eslint/ban-ts-comment
+				// @ts-ignore
+				this.provider.payer
+			);
+			return yield token.getAccountInfo(assosciatedKey);
+		});
+	}
+	subscribeToTokenAccount(props) {
+		return __awaiter(this, void 0, void 0, function* () {
+			try {
+				const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(
+					props
+				);
+				props.callback(yield this.getTokenAccountInfo(props));
+				// Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
+				this.connection.onAccountChange(
+					tokenAccountKey,
+					(
+						_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */
+					) =>
+						__awaiter(this, void 0, void 0, function* () {
+							props.callback(yield this.getTokenAccountInfo(props));
+						})
+				);
+				return true;
+			} catch (e) {
+				return false;
+			}
+		});
+	}
 }
 exports.MockUSDCFaucet = MockUSDCFaucet;

package/src/orders.ts

@@ -1,163 +1,9 @@
-import {
-	isVariant,
-	MarketAccount,
-	Order,
-	PositionDirection,
-	UserAccount,
-	UserPosition,
-} from './types';
+import { isVariant, MarketAccount, Order, PositionDirection } from './types';
 import { BN, standardizeBaseAssetAmount } from '.';
-import { calculateNewMarketAfterTrade } from './math/market';
-import {
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	PEG_PRECISION,
-	ZERO,
-} from './constants/numericConstants';
+import { ZERO } from './constants/numericConstants';
 import { calculateMaxBaseAssetAmountToTrade } from './math/amm';
-import {
-	findDirectionToClose,
-	positionCurrentDirection,
-} from './math/position';
 import { OraclePriceData } from '.';
 
-export function calculateNewStateAfterOrder(
-	userAccount: UserAccount,
-	userPosition: UserPosition,
-	market: MarketAccount,
-	order: Order
-): [UserAccount, UserPosition, MarketAccount] | null {
-	if (isVariant(order.status, 'init')) {
-		return null;
-	}
-
-	const baseAssetAmountToTrade = calculateBaseAssetAmountMarketCanExecute(
-		market,
-		order
-	);
-	if (baseAssetAmountToTrade.lt(market.amm.baseAssetAmountStepSize)) {
-		return null;
-	}
-
-	const userAccountAfter = Object.assign({}, userAccount);
-	const userPositionAfter = Object.assign({}, userPosition);
-
-	const currentPositionDirection = positionCurrentDirection(userPosition);
-	const increasePosition =
-		userPosition.baseAssetAmount.eq(ZERO) ||
-		isSameDirection(order.direction, currentPositionDirection);
-
-	if (increasePosition) {
-		const marketAfter = calculateNewMarketAfterTrade(
-			baseAssetAmountToTrade,
-			order.direction,
-			market
-		);
-
-		const { quoteAssetAmountSwapped, baseAssetAmountSwapped } =
-			calculateAmountSwapped(market, marketAfter);
-
-		userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(
-			baseAssetAmountSwapped
-		);
-		userPositionAfter.quoteAssetAmount = userPositionAfter.quoteAssetAmount.add(
-			quoteAssetAmountSwapped
-		);
-
-		return [userAccountAfter, userPositionAfter, marketAfter];
-	} else {
-		const reversePosition = baseAssetAmountToTrade.gt(
-			userPosition.baseAssetAmount.abs()
-		);
-
-		if (reversePosition) {
-			const intermediateMarket = calculateNewMarketAfterTrade(
-				userPosition.baseAssetAmount,
-				findDirectionToClose(userPosition),
-				market
-			);
-
-			const { quoteAssetAmountSwapped: baseAssetValue } =
-				calculateAmountSwapped(market, intermediateMarket);
-
-			let pnl;
-			if (isVariant(currentPositionDirection, 'long')) {
-				pnl = baseAssetValue.sub(userPosition.quoteAssetAmount);
-			} else {
-				pnl = userPosition.quoteAssetAmount.sub(baseAssetValue);
-			}
-
-			userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-
-			const baseAssetAmountLeft = baseAssetAmountToTrade.sub(
-				userPosition.baseAssetAmount.abs()
-			);
-
-			const marketAfter = calculateNewMarketAfterTrade(
-				baseAssetAmountLeft,
-				order.direction,
-				intermediateMarket
-			);
-
-			const { quoteAssetAmountSwapped, baseAssetAmountSwapped } =
-				calculateAmountSwapped(intermediateMarket, marketAfter);
-
-			userPositionAfter.quoteAssetAmount = quoteAssetAmountSwapped;
-			userPositionAfter.baseAssetAmount = baseAssetAmountSwapped;
-
-			return [userAccountAfter, userPositionAfter, marketAfter];
-		} else {
-			const marketAfter = calculateNewMarketAfterTrade(
-				baseAssetAmountToTrade,
-				order.direction,
-				market
-			);
-
-			const {
-				quoteAssetAmountSwapped: baseAssetValue,
-				baseAssetAmountSwapped,
-			} = calculateAmountSwapped(market, marketAfter);
-
-			const costBasisRealized = userPosition.quoteAssetAmount
-				.mul(baseAssetAmountSwapped.abs())
-				.div(userPosition.baseAssetAmount.abs());
-
-			let pnl;
-			if (isVariant(currentPositionDirection, 'long')) {
-				pnl = baseAssetValue.sub(costBasisRealized);
-			} else {
-				pnl = costBasisRealized.sub(baseAssetValue);
-			}
-
-			userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-
-			userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(
-				baseAssetAmountSwapped
-			);
-			userPositionAfter.quoteAssetAmount =
-				userPositionAfter.quoteAssetAmount.sub(costBasisRealized);
-
-			return [userAccountAfter, userPositionAfter, marketAfter];
-		}
-	}
-}
-
-function calculateAmountSwapped(
-	marketBefore: MarketAccount,
-	marketAfter: MarketAccount
-): { quoteAssetAmountSwapped: BN; baseAssetAmountSwapped: BN } {
-	return {
-		quoteAssetAmountSwapped: marketBefore.amm.quoteAssetReserve
-			.sub(marketAfter.amm.quoteAssetReserve)
-			.abs()
-			.mul(marketBefore.amm.pegMultiplier)
-			.div(PEG_PRECISION)
-			.div(AMM_TO_QUOTE_PRECISION_RATIO),
-		baseAssetAmountSwapped: marketBefore.amm.baseAssetReserve.sub(
-			marketAfter.amm.baseAssetReserve
-		),
-	};
-}
-
 export function calculateBaseAssetAmountMarketCanExecute(
 	market: MarketAccount,
 	order: Order,
@@ -192,7 +38,8 @@ export function calculateAmountToTradeForLimit(
 	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
 		market.amm,
 		limitPrice,
-		order.direction
+		order.direction,
+		oraclePriceData
 	);
 
 	const baseAssetAmount = standardizeBaseAssetAmount(