@drift-labs/sdk 0.2.0-master.13 → 0.2.0-master.16

package/src/clearingHouseUser.ts

@@ -53,7 +53,6 @@ import { OraclePriceData } from './oracles/types';
 import { ClearingHouseUserConfig } from './clearingHouseUserConfig';
 import { PollingUserAccountSubscriber } from './accounts/pollingUserAccountSubscriber';
 import { WebSocketUserAccountSubscriber } from './accounts/webSocketUserAccountSubscriber';
-
 export class ClearingHouseUser {
 	clearingHouse: ClearingHouse;
 	userAccountPublicKey: PublicKey;
@@ -137,6 +136,11 @@ export class ClearingHouseUser {
 			openOrders: ZERO,
 			openBids: ZERO,
 			openAsks: ZERO,
+			realizedPnl: ZERO,
+			lpShares: ZERO,
+			lastFeePerLp: ZERO,
+			lastNetBaseAssetAmountPerLp: ZERO,
+			lastNetQuoteAssetAmountPerLp: ZERO,
 		};
 	}
 
@@ -172,6 +176,98 @@ export class ClearingHouseUser {
 		return userAccountRPCResponse.value !== null;
 	}
 
+	/**
+	 * calculates the market position if the lp position was settled
+	 * @returns : userPosition
+	 */
+	public getSettledLPPosition(marketIndex: BN): [UserPosition, BN] {
+		const position = this.getUserPosition(marketIndex);
+		const market = this.clearingHouse.getMarketAccount(position.marketIndex);
+		const nShares = position.lpShares;
+
+		const deltaBaa = market.amm.marketPositionPerLp.baseAssetAmount
+			.sub(position.lastNetBaseAssetAmountPerLp)
+			.mul(nShares)
+			.div(AMM_RESERVE_PRECISION);
+		const deltaQaa = market.amm.marketPositionPerLp.quoteAssetAmount
+			.sub(position.lastNetQuoteAssetAmountPerLp)
+			.mul(nShares)
+			.div(AMM_RESERVE_PRECISION);
+
+		function sign(v: BN) {
+			const sign = { true: new BN(1), false: new BN(-1) }[
+				v.gte(ZERO).toString()
+			];
+			return sign;
+		}
+
+		const remainder = deltaBaa
+			.abs()
+			.mod(market.amm.baseAssetAmountStepSize)
+			.mul(sign(deltaBaa));
+		const _standardizedBaa = deltaBaa.sub(remainder);
+
+		let remainderBaa;
+		if (_standardizedBaa.abs().gte(market.amm.baseAssetAmountStepSize)) {
+			remainderBaa = remainder;
+		} else {
+			remainderBaa = deltaBaa;
+		}
+		const standardizedBaa = deltaBaa.sub(remainderBaa);
+
+		const reaminderPerLP = remainderBaa.mul(AMM_RESERVE_PRECISION).div(nShares);
+
+		position.baseAssetAmount = position.baseAssetAmount.add(standardizedBaa);
+		position.quoteAssetAmount = position.quoteAssetAmount.add(deltaQaa);
+
+		position.lastNetBaseAssetAmountPerLp =
+			market.amm.marketPositionPerLp.baseAssetAmount.sub(reaminderPerLP);
+
+		let updateType;
+		if (position.baseAssetAmount.eq(ZERO)) {
+			updateType = 'open';
+		} else if (sign(position.baseAssetAmount).eq(sign(deltaBaa))) {
+			updateType = 'increase';
+		} else if (position.baseAssetAmount.abs().gt(deltaBaa.abs())) {
+			updateType = 'reduce';
+		} else if (position.baseAssetAmount.abs().eq(deltaBaa.abs())) {
+			updateType = 'close';
+		} else {
+			updateType = 'flip';
+		}
+
+		let newQuoteEntry;
+		let pnl;
+		if (updateType == 'open' || updateType == 'increase') {
+			newQuoteEntry = position.quoteEntryAmount.add(deltaQaa);
+			pnl = 0;
+		} else if (updateType == 'reduce' || updateType == 'close') {
+			newQuoteEntry = position.quoteEntryAmount.sub(
+				position.quoteEntryAmount
+					.mul(deltaBaa.abs())
+					.div(position.baseAssetAmount.abs())
+			);
+			pnl = position.quoteEntryAmount.sub(newQuoteEntry);
+		} else {
+			newQuoteEntry = deltaQaa.sub(
+				deltaQaa.mul(position.baseAssetAmount.abs()).div(deltaBaa.abs())
+			);
+			pnl = position.quoteEntryAmount.add(deltaQaa.sub(newQuoteEntry));
+		}
+		position.quoteEntryAmount = newQuoteEntry;
+
+		if (position.baseAssetAmount.gt(ZERO)) {
+			position.lastCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+		} else if (position.baseAssetAmount.lt(ZERO)) {
+			position.lastCumulativeFundingRate =
+				market.amm.cumulativeFundingRateShort;
+		} else {
+			position.lastCumulativeFundingRate = ZERO;
+		}
+
+		return [position, pnl];
+	}
+
 	/**
 	 * calculates Buying Power = FC * MAX_LEVERAGE
 	 * @returns : Precision QUOTE_PRECISION
@@ -716,13 +812,17 @@ export class ClearingHouseUser {
 		const proposedMarketPosition: UserPosition = {
 			marketIndex: marketPosition.marketIndex,
 			baseAssetAmount: proposedBaseAssetAmount,
-			lastCumulativeFundingRate:
-				currentMarketPosition.lastCumulativeFundingRate,
 			quoteAssetAmount: new BN(0),
+			lastCumulativeFundingRate: ZERO,
 			quoteEntryAmount: new BN(0),
 			openOrders: new BN(0),
 			openBids: new BN(0),
 			openAsks: new BN(0),
+			realizedPnl: ZERO,
+			lpShares: ZERO,
+			lastFeePerLp: ZERO,
+			lastNetBaseAssetAmountPerLp: ZERO,
+			lastNetQuoteAssetAmountPerLp: ZERO,
 		};
 
 		if (proposedBaseAssetAmount.eq(ZERO)) return new BN(-1);
@@ -753,14 +853,17 @@ export class ClearingHouseUser {
 							position,
 							this.getOracleDataForMarket(market.marketIndex)
 						);
-						const marketMarginRequirement = positionValue;
-						new BN(
-							calculateMarketMarginRatio(
-								market,
-								position.baseAssetAmount.abs(),
-								'Maintenance'
+						const marketMarginRequirement = positionValue
+							.mul(
+								new BN(
+									calculateMarketMarginRatio(
+										market,
+										position.baseAssetAmount.abs(),
+										'Maintenance'
+									)
+								)
 							)
-						).div(MARGIN_PRECISION);
+							.div(MARGIN_PRECISION);
 						totalMarginRequirement = totalMarginRequirement.add(
 							marketMarginRequirement
 						);

package/src/clearingHouseUserStats.ts

@@ -0,0 +1,53 @@
+import { ClearingHouse } from './clearingHouse';
+import { PublicKey } from '@solana/web3.js';
+import { DataAndSlot, UserStatsAccountSubscriber } from './accounts/types';
+import { ClearingHouseUserStatsConfig } from './clearingHouseUserStatsConfig';
+import { PollingUserStatsAccountSubscriber } from './accounts/pollingUserStatsAccountSubscriber';
+import { WebSocketUserStatsAccountSubscriber } from './accounts/webSocketUserStatsAccountSubsriber';
+import { UserStatsAccount } from './types';
+
+export class ClearingHouseUserStats {
+	clearingHouse: ClearingHouse;
+	userStatsAccountPublicKey: PublicKey;
+	accountSubscriber: UserStatsAccountSubscriber;
+	isSubscribed: boolean;
+
+	public constructor(config: ClearingHouseUserStatsConfig) {
+		this.clearingHouse = config.clearingHouse;
+		this.userStatsAccountPublicKey = config.userStatsAccountPublicKey;
+		if (config.accountSubscription?.type === 'polling') {
+			this.accountSubscriber = new PollingUserStatsAccountSubscriber(
+				config.clearingHouse.program,
+				config.userStatsAccountPublicKey,
+				config.accountSubscription.accountLoader
+			);
+		} else {
+			this.accountSubscriber = new WebSocketUserStatsAccountSubscriber(
+				config.clearingHouse.program,
+				config.userStatsAccountPublicKey
+			);
+		}
+	}
+
+	public async subscribe(): Promise<boolean> {
+		this.isSubscribed = await this.accountSubscriber.subscribe();
+		return this.isSubscribed;
+	}
+
+	public async fetchAccounts(): Promise<void> {
+		await this.accountSubscriber.fetch();
+	}
+
+	public async unsubscribe(): Promise<void> {
+		await this.accountSubscriber.unsubscribe();
+		this.isSubscribed = false;
+	}
+
+	public getAccountAndSlot(): DataAndSlot<UserStatsAccount> {
+		return this.accountSubscriber.getUserStatsAccountAndSlot();
+	}
+
+	public getAccount(): UserStatsAccount {
+		return this.accountSubscriber.getUserStatsAccountAndSlot().data;
+	}
+}

package/src/clearingHouseUserStatsConfig.ts

@@ -0,0 +1,18 @@
+import { ClearingHouse } from './clearingHouse';
+import { PublicKey } from '@solana/web3.js';
+import { BulkAccountLoader } from './accounts/bulkAccountLoader';
+
+export type ClearingHouseUserStatsConfig = {
+	accountSubscription?: ClearingHouseUserStatsAccountSubscriptionConfig;
+	clearingHouse: ClearingHouse;
+	userStatsAccountPublicKey: PublicKey;
+};
+
+export type ClearingHouseUserStatsAccountSubscriptionConfig =
+	| {
+			type: 'websocket';
+	  }
+	| {
+			type: 'polling';
+			accountLoader: BulkAccountLoader;
+	  };

package/src/config.ts

@@ -28,7 +28,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: '7HDuhZ94TVTWpH3vba3dJhGWyHvQuy2zBjniRxE7PU88',
+		CLEARING_HOUSE_PROGRAM_ID: 'D9bW92Maa1yDigJqvabRgr5S5VybPNDB5xxSpQD6mkkV',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
 		MARKETS: DevnetMarkets,
 		BANKS: DevnetBanks,

package/src/factory/bigNum.ts

@@ -211,7 +211,8 @@ export class BigNum {
 			'Tried to print a BN with precision lower than zero'
 		);
 
-		const plainString = this.toString();
+		const isNeg = this.isNeg();
+		const plainString = this.abs().toString();
 		const precisionNum = this.precision.toNumber();
 
 		// make a string with at least the precisionNum number of zeroes
@@ -230,12 +231,10 @@ export class BigNum {
 		printString = printString.replace(/^0+/, '');
 
 		// add zero if leading delim
-		if (this.isNeg()) {
-			if (printString[1] === BigNum.delim)
-				printString = printString.replace('-.', '-0.');
-		} else {
-			if (printString[0] === BigNum.delim) printString = `0${printString}`;
-		}
+		if (printString[0] === BigNum.delim) printString = `0${printString}`;
+
+		// Add minus if negative
+		if (isNeg) printString = `-${printString}`;
 
 		// remove trailing delim
 		if (printString[printString.length - 1] === BigNum.delim)