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

package/src/constants/markets.js

@@ -0,0 +1,42 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
+const __1 = require("../");
+const web3_js_1 = require("@solana/web3.js");
+exports.DevnetMarkets = [
+    {
+        fullName: 'Solana',
+        category: ['L1', 'Infra'],
+        symbol: 'SOL-PERP',
+        baseAssetSymbol: 'SOL',
+        marketIndex: new __1.BN(0),
+        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+        launchTs: 1655751353000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
+    {
+        fullName: 'Bitcoin',
+        category: ['L1', 'Payment'],
+        symbol: 'BTC-PERP',
+        baseAssetSymbol: 'BTC',
+        marketIndex: new __1.BN(1),
+        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
+        launchTs: 1655751353000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
+    {
+        fullName: 'Ethereum',
+        category: ['L1', 'Infra'],
+        symbol: 'ETH-PERP',
+        baseAssetSymbol: 'ETH',
+        marketIndex: new __1.BN(2),
+        oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
+        launchTs: 1637691133472,
+        oracleSource: __1.OracleSource.PYTH,
+    },
+];
+exports.MainnetMarkets = [];
+exports.Markets = {
+    devnet: exports.DevnetMarkets,
+    'mainnet-beta': [],
+};

package/src/constants/numericConstants.js

@@ -0,0 +1,41 @@
+"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.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
+const __1 = require("../");
+exports.ZERO = new __1.BN(0);
+exports.ONE = new __1.BN(1);
+exports.TWO = new __1.BN(2);
+exports.TEN = new __1.BN(10);
+exports.TEN_THOUSAND = new __1.BN(10000);
+exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
+exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
+exports.MAX_LEVERAGE = new __1.BN(5);
+exports.QUOTE_PRECISION_EXP = new __1.BN(6);
+exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
+exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
+exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
+exports.PEG_PRECISION_EXP = new __1.BN(3);
+exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
+exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
+exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
+exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
+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.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);
+exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
+exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
+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;
+exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
+exports.ONE_YEAR = new __1.BN(31536000);
+exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);

package/src/constants/numericConstants.ts

@@ -28,6 +28,10 @@ export const BANK_BALANCE_PRECISION_EXP = new BN(6);
 export const BANK_BALANCE_PRECISION = new BN(10).pow(
 	BANK_BALANCE_PRECISION_EXP
 );
+export const BANK_IMF_PRECISION_EXP = new BN(6);
+
+export const BANK_IMF_PRECISION = new BN(10).pow(BANK_IMF_PRECISION_EXP);
+export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
 
 export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
 export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);

package/src/events/eventList.ts

@@ -53,7 +53,10 @@ export class EventList<Type extends EventType> {
 			newNode.next = currentNode.next;
 			if (currentNode.next !== undefined) {
 				newNode.next.prev = newNode;
+			} else {
+				this.tail = newNode;
 			}
+
 			currentNode.next = newNode;
 			newNode.prev = currentNode;
 		}

package/src/events/types.ts

@@ -5,6 +5,7 @@ import {
 	FundingRateRecord,
 	LiquidationRecord,
 	OrderRecord,
+	SettlePnlRecord,
 } from '../index';
 
 export type EventSubscriptionOptions = {
@@ -59,6 +60,7 @@ export type EventMap = {
 	LiquidationRecord: Event<LiquidationRecord>;
 	FundingRateRecord: Event<FundingRateRecord>;
 	OrderRecord: Event<OrderRecord>;
+	SettlePnlRecord: Event<SettlePnlRecord>;
 };
 
 export type EventType = keyof EventMap;

package/src/factory/bigNum.js

@@ -10,6 +10,9 @@ class BigNum {
         this.val = new anchor_1.BN(val);
         this.precision = new anchor_1.BN(precisionVal);
     }
+    bigNumFromParam(bn) {
+        return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
+    }
     add(bn) {
         assert_1.assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
         return BigNum.from(this.val.add(bn.val), this.precision);
@@ -19,7 +22,7 @@ class BigNum {
         return BigNum.from(this.val.sub(bn.val), this.precision);
     }
     mul(bn) {
-        const mulVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const mulVal = this.bigNumFromParam(bn);
         return BigNum.from(this.val.mul(mulVal.val), this.precision.add(mulVal.precision));
     }
     /**
@@ -28,12 +31,12 @@ class BigNum {
      * @returns
      */
     scalarMul(bn) {
-        if (bn instanceof anchor_1.BN)
+        if (anchor_1.BN.isBN(bn))
             return BigNum.from(this.val.mul(bn), this.precision);
         return BigNum.from(this.val.mul(bn.val), this.precision.add(bn.precision)).shift(bn.precision.neg());
     }
     div(bn) {
-        if (bn instanceof anchor_1.BN)
+        if (anchor_1.BN.isBN(bn))
             return BigNum.from(this.val.div(bn), this.precision);
         return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
     }
@@ -73,35 +76,35 @@ class BigNum {
             .toPrecision(precision);
     }
     gt(bn, ignorePrecision) {
-        const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
             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');
         }
         return this.val.gt(comparisonVal.val);
     }
     lt(bn, ignorePrecision) {
-        const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
             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');
         }
         return this.val.lt(comparisonVal.val);
     }
     gte(bn, ignorePrecision) {
-        const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
             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');
         }
         return this.val.gte(comparisonVal.val);
     }
     lte(bn, ignorePrecision) {
-        const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
             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');
         }
         return this.val.lte(comparisonVal.val);
     }
     eq(bn, ignorePrecision) {
-        const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+        const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
             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');
         }
@@ -149,8 +152,14 @@ class BigNum {
         // remove leading zeroes
         printString = printString.replace(/^0+/, '');
         // add zero if leading delim
-        if (printString[0] === BigNum.delim)
-            printString = `0${printString}`;
+        if (this.isNeg()) {
+            if (printString[1] === BigNum.delim)
+                printString = printString.replace('-.', '-0.');
+        }
+        else {
+            if (printString[0] === BigNum.delim)
+                printString = `0${printString}`;
+        }
         // remove trailing delim
         if (printString[printString.length - 1] === BigNum.delim)
             printString = printString.slice(0, printString.length - 1);
@@ -261,10 +270,27 @@ class BigNum {
      * @returns
      */
     toNotional(useTradePrecision, precisionOverride) {
+        var _a;
         const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
-        const val = useTradePrecision || precisionOverride
+        const usingCustomPrecision = true && (useTradePrecision || precisionOverride);
+        let val = usingCustomPrecision
             ? this.prettyPrint(useTradePrecision, precisionOverride)
             : BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
+        // Append two trailing zeroes if not using custom precision
+        if (!usingCustomPrecision) {
+            const [_, rightSide] = val.split(BigNum.delim);
+            const trailingLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
+            if (trailingLength < 2) {
+                const numHasDecimals = this.print().includes(BigNum.delim);
+                // Handle case where pretty print won't include the decimal point
+                if (trailingLength === 0 && numHasDecimals) {
+                    val = `${val}.00`;
+                }
+                else {
+                    val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
+                }
+            }
+        }
         return `${prefix}${val.replace('-', '')}`;
     }
     toMillified(precision = 3) {

package/src/factory/bigNum.ts

@@ -17,6 +17,10 @@ export class BigNum {
 		this.precision = new BN(precisionVal);
 	}
 
+	private bigNumFromParam(bn: BigNum | BN) {
+		return BN.isBN(bn) ? BigNum.from(bn) : bn;
+	}
+
 	public add(bn: BigNum): BigNum {
 		assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
 
@@ -30,7 +34,7 @@ export class BigNum {
 	}
 
 	public mul(bn: BigNum | BN): BigNum {
-		const mulVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const mulVal = this.bigNumFromParam(bn);
 
 		return BigNum.from(
 			this.val.mul(mulVal.val),
@@ -44,7 +48,7 @@ export class BigNum {
 	 * @returns
 	 */
 	public scalarMul(bn: BigNum | BN): BigNum {
-		if (bn instanceof BN) return BigNum.from(this.val.mul(bn), this.precision);
+		if (BN.isBN(bn)) return BigNum.from(this.val.mul(bn), this.precision);
 
 		return BigNum.from(
 			this.val.mul(bn.val),
@@ -53,7 +57,8 @@ export class BigNum {
 	}
 
 	public div(bn: BigNum | BN): BigNum {
-		if (bn instanceof BN) return BigNum.from(this.val.div(bn), this.precision);
+		if (BN.isBN(bn)) return BigNum.from(this.val.div(bn), this.precision);
+
 		return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
 	}
 
@@ -101,7 +106,7 @@ export class BigNum {
 	}
 
 	public gt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
-		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const comparisonVal = this.bigNumFromParam(bn);
 
 		if (!ignorePrecision && !comparisonVal.eq(ZERO)) {
 			assert(
@@ -114,7 +119,7 @@ export class BigNum {
 	}
 
 	public lt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
-		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const comparisonVal = this.bigNumFromParam(bn);
 
 		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
 			assert(
@@ -127,7 +132,7 @@ export class BigNum {
 	}
 
 	public gte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
-		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const comparisonVal = this.bigNumFromParam(bn);
 
 		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
 			assert(
@@ -140,7 +145,7 @@ export class BigNum {
 	}
 
 	public lte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
-		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const comparisonVal = this.bigNumFromParam(bn);
 
 		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
 			assert(
@@ -153,7 +158,7 @@ export class BigNum {
 	}
 
 	public eq(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
-		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+		const comparisonVal = this.bigNumFromParam(bn);
 
 		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
 			assert(
@@ -225,7 +230,12 @@ export class BigNum {
 		printString = printString.replace(/^0+/, '');
 
 		// add zero if leading delim
-		if (printString[0] === BigNum.delim) printString = `0${printString}`;
+		if (this.isNeg()) {
+			if (printString[1] === BigNum.delim)
+				printString = printString.replace('-.', '-0.');
+		} else {
+			if (printString[0] === BigNum.delim) printString = `0${printString}`;
+		}
 
 		// remove trailing delim
 		if (printString[printString.length - 1] === BigNum.delim)
@@ -392,10 +402,30 @@ export class BigNum {
 	): string {
 		const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
 
-		const val =
-			useTradePrecision || precisionOverride
-				? this.prettyPrint(useTradePrecision, precisionOverride)
-				: BigNum.fromPrint(this.toFixed(2), new BN(2)).prettyPrint();
+		const usingCustomPrecision =
+			true && (useTradePrecision || precisionOverride);
+
+		let val = usingCustomPrecision
+			? this.prettyPrint(useTradePrecision, precisionOverride)
+			: BigNum.fromPrint(this.toFixed(2), new BN(2)).prettyPrint();
+
+		// Append two trailing zeroes if not using custom precision
+		if (!usingCustomPrecision) {
+			const [_, rightSide] = val.split(BigNum.delim);
+
+			const trailingLength = rightSide?.length ?? 0;
+
+			if (trailingLength < 2) {
+				const numHasDecimals = this.print().includes(BigNum.delim);
+
+				// Handle case where pretty print won't include the decimal point
+				if (trailingLength === 0 && numHasDecimals) {
+					val = `${val}.00`;
+				} else {
+					val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
+				}
+			}
+		}
 
 		return `${prefix}${val.replace('-', '')}`;
 	}