@drift-labs/sdk 0.2.0-master.14 → 0.2.0-master.15

package/src/math/oracles.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isOracleValid = void 0;
-const numericConstants_1 = require("../constants/numericConstants");
-const index_1 = require("../index");
-function isOracleValid(amm, oraclePriceData, oracleGuardRails, slot) {
-    const isOraclePriceNonPositive = oraclePriceData.price.lt(numericConstants_1.ZERO);
-    const isOraclePriceTooVolatile = oraclePriceData.price
-        .div(index_1.BN.max(numericConstants_1.ONE, amm.lastOraclePriceTwap))
-        .gt(oracleGuardRails.validity.tooVolatileRatio) ||
-        amm.lastOraclePriceTwap
-            .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
-            .gt(oracleGuardRails.validity.tooVolatileRatio);
-    const isConfidenceTooLarge = oraclePriceData.price
-        .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence))
-        .lt(oracleGuardRails.validity.confidenceIntervalMaxSize);
-    const oracleIsStale = oraclePriceData.slot
-        .sub(new index_1.BN(slot))
-        .gt(oracleGuardRails.validity.slotsBeforeStale);
-    return !(!oraclePriceData.hasSufficientNumberOfDataPoints ||
-        oracleIsStale ||
-        isOraclePriceNonPositive ||
-        isOraclePriceTooVolatile ||
-        isConfidenceTooLarge);
-}
-exports.isOracleValid = isOracleValid;

package/src/math/repeg.js

@@ -1,128 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
-const anchor_1 = require("@project-serum/anchor");
-const assert_1 = require("../assert/assert");
-const numericConstants_1 = require("../constants/numericConstants");
-/**
- * Helper function calculating adjust k cost
- * @param amm
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateAdjustKCost(amm, numerator, denomenator) {
-    // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
-    const x = amm.baseAssetReserve;
-    const y = amm.quoteAssetReserve;
-    const d = amm.netBaseAssetAmount;
-    const Q = amm.pegMultiplier;
-    const quoteScale = y.mul(d).mul(Q); //.div(AMM_RESERVE_PRECISION);
-    const p = numerator.mul(numericConstants_1.MARK_PRICE_PRECISION).div(denomenator);
-    const cost = quoteScale
-        .div(x.add(d))
-        .sub(quoteScale
-        .mul(p)
-        .div(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(x.mul(p).div(numericConstants_1.MARK_PRICE_PRECISION).add(d)))
-        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(numericConstants_1.PEG_PRECISION);
-    return cost.mul(new anchor_1.BN(-1));
-}
-exports.calculateAdjustKCost = calculateAdjustKCost;
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param amm
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateRepegCost(amm, newPeg) {
-    const dqar = amm.quoteAssetReserve.sub(amm.terminalQuoteAssetReserve);
-    const cost = dqar
-        .mul(newPeg.sub(amm.pegMultiplier))
-        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(numericConstants_1.PEG_PRECISION);
-    return cost;
-}
-exports.calculateRepegCost = calculateRepegCost;
-function calculateBudgetedKBN(x, y, budget, Q, d) {
-    assert_1.assert(Q.gt(new anchor_1.BN(0)));
-    const C = budget.mul(new anchor_1.BN(-1));
-    let dSign = new anchor_1.BN(1);
-    if (d.lt(new anchor_1.BN(0))) {
-        dSign = new anchor_1.BN(-1);
-    }
-    const pegged_y_d_d = y
-        .mul(d)
-        .mul(d)
-        .mul(Q)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.PEG_PRECISION);
-    const numer1 = pegged_y_d_d;
-    const numer2 = C.mul(d)
-        .div(numericConstants_1.QUOTE_PRECISION)
-        .mul(x.add(d))
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .mul(dSign);
-    const denom1 = C.mul(x)
-        .mul(x.add(d))
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.QUOTE_PRECISION);
-    const denom2 = pegged_y_d_d;
-    const numerator = numer1.sub(numer2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-    const denominator = denom1.add(denom2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-    return [numerator, denominator];
-}
-exports.calculateBudgetedKBN = calculateBudgetedKBN;
-function calculateBudgetedK(amm, cost) {
-    // wolframalpha.com
-    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
-    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*d*d*Q)
-    // numer
-    //   =  y*d*d*Q - Cxd - Cdd
-    //   =  y/x*Q*d*d - Cd - Cd/x
-    //   = mark      - C/d - C/(x)
-    //   =  mark/C    - 1/d - 1/x
-    // denom
-    // = C*x*x + C*x*d + y*d*d*Q
-    // = x/d**2 + 1 / d + mark/C
-    // todo: assumes k = x * y
-    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-    const x = amm.baseAssetReserve;
-    const y = amm.quoteAssetReserve;
-    const d = amm.netBaseAssetAmount;
-    const Q = amm.pegMultiplier;
-    const [numerator, denominator] = calculateBudgetedKBN(x, y, cost, Q, d);
-    return [numerator, denominator];
-}
-exports.calculateBudgetedK = calculateBudgetedK;
-function calculateBudgetedPeg(amm, cost, targetPrice) {
-    // wolframalpha.com
-    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
-    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
-    // todo: assumes k = x * y
-    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-    const targetPeg = targetPrice
-        .mul(amm.baseAssetReserve)
-        .div(amm.quoteAssetReserve)
-        .div(numericConstants_1.PRICE_DIV_PEG);
-    const k = amm.sqrtK.mul(amm.sqrtK);
-    const x = amm.baseAssetReserve;
-    const y = amm.quoteAssetReserve;
-    const d = amm.netBaseAssetAmount;
-    const Q = amm.pegMultiplier;
-    const C = cost.mul(new anchor_1.BN(-1));
-    const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
-    const pegChangeDirection = targetPeg.sub(Q);
-    const useTargetPeg = (deltaQuoteAssetReserves.lt(numericConstants_1.ZERO) && pegChangeDirection.gt(numericConstants_1.ZERO)) ||
-        (deltaQuoteAssetReserves.gt(numericConstants_1.ZERO) && pegChangeDirection.lt(numericConstants_1.ZERO));
-    if (deltaQuoteAssetReserves.eq(numericConstants_1.ZERO) || useTargetPeg) {
-        return targetPeg;
-    }
-    const deltaPegMultiplier = C.mul(numericConstants_1.MARK_PRICE_PRECISION).div(deltaQuoteAssetReserves.div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO));
-    const newPeg = Q.sub(deltaPegMultiplier.mul(numericConstants_1.PEG_PRECISION).div(numericConstants_1.MARK_PRICE_PRECISION));
-    return newPeg;
-}
-exports.calculateBudgetedPeg = calculateBudgetedPeg;

package/src/math/state.js

@@ -1,15 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getExchangeFee = void 0;
-/**
- * Get the clearing house percent fee charged on notional of taking trades
- *
- * @param state
- * @returns Precision : basis points (bps)
- */
-function getExchangeFee(state) {
-    const exchangeFee = state.feeStructure.feeNumerator.toNumber() /
-        state.feeStructure.feeDenominator.toNumber();
-    return exchangeFee;
-}
-exports.getExchangeFee = getExchangeFee;

package/src/math/trade.js

@@ -1,253 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
-const types_1 = require("../types");
-const anchor_1 = require("@project-serum/anchor");
-const assert_1 = require("../assert/assert");
-const numericConstants_1 = require("../constants/numericConstants");
-const market_1 = require("./market");
-const amm_1 = require("./amm");
-const utils_1 = require("./utils");
-const types_2 = require("../types");
-const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
-/**
- * Calculates avg/max slippage (price impact) for candidate trade
- * @param direction
- * @param amount
- * @param market
- * @param inputAssetType which asset is being traded
- * @param useSpread whether to consider spread with calculating slippage
- * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
- *
- * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'pctMaxSlippage' =>  the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION
- *
- * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
- */
-function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
-    let oldPrice;
-    if (useSpread && market.amm.baseSpread > 0) {
-        if (types_2.isVariant(direction, 'long')) {
-            oldPrice = market_1.calculateAskPrice(market, oraclePriceData);
-        }
-        else {
-            oldPrice = market_1.calculateBidPrice(market, oraclePriceData);
-        }
-    }
-    else {
-        oldPrice = market_1.calculateMarkPrice(market, oraclePriceData);
-    }
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
-    }
-    const [acquiredBaseReserve, acquiredQuoteReserve, acquiredQuoteAssetAmount] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread);
-    const entryPrice = acquiredQuoteAssetAmount
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(acquiredBaseReserve.abs());
-    let amm;
-    if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
-        amm = {
-            baseAssetReserve,
-            quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg,
-        };
-    }
-    else {
-        amm = market.amm;
-    }
-    const newPrice = amm_1.calculatePrice(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
-    if (direction == types_1.PositionDirection.SHORT) {
-        assert_1.assert(newPrice.lte(oldPrice));
-    }
-    else {
-        assert_1.assert(oldPrice.lte(newPrice));
-    }
-    const pctMaxSlippage = newPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    const pctAvgSlippage = entryPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice];
-}
-exports.calculateTradeSlippage = calculateTradeSlippage;
-/**
- * Calculates acquired amounts for trade executed
- * @param direction
- * @param amount
- * @param market
- * @param inputAssetType
- * @param useSpread
- * @return
- * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
- * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
- */
-function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
-    }
-    const swapDirection = amm_1.getSwapDirection(inputAssetType, direction);
-    let amm;
-    if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
-        amm = {
-            baseAssetReserve,
-            quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg,
-        };
-    }
-    else {
-        amm = market.amm;
-    }
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(amm, inputAssetType, amount, swapDirection);
-    const acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
-    const acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    const acquiredQuoteAssetamount = amm_1.calculateQuoteAssetAmountSwapped(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
-    return [acquiredBase, acquiredQuote, acquiredQuoteAssetamount];
-}
-exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
-/**
- * calculateTargetPriceTrade
- * simple function for finding arbitraging trades
- * @param market
- * @param targetPrice
- * @param pct optional default is 100% gap filling, can set smaller.
- * @param outputAssetType which asset to trade.
- * @param useSpread whether or not to consider the spread when calculating the trade size
- * @returns trade direction/size in order to push price to a targetPrice,
- *
- * [
- *   direction => direction of trade required, PositionDirection
- *   tradeSize => size of trade required, TODO-PRECISION
- *   entryPrice => the entry price for the trade, MARK_PRICE_PRECISION
- *   targetPrice => the target price MARK_PRICE_PRECISION
- * ]
- */
-function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', oraclePriceData, useSpread = true) {
-    assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
-    assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const markPriceBefore = market_1.calculateMarkPrice(market, oraclePriceData);
-    const bidPriceBefore = market_1.calculateBidPrice(market, oraclePriceData);
-    const askPriceBefore = market_1.calculateAskPrice(market, oraclePriceData);
-    let direction;
-    if (targetPrice.gt(markPriceBefore)) {
-        const priceGap = targetPrice.sub(markPriceBefore);
-        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.add(priceGapScaled);
-        direction = types_1.PositionDirection.LONG;
-    }
-    else {
-        const priceGap = markPriceBefore.sub(targetPrice);
-        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.sub(priceGapScaled);
-        direction = types_1.PositionDirection.SHORT;
-    }
-    let tradeSize;
-    let baseSize;
-    let baseAssetReserveBefore;
-    let quoteAssetReserveBefore;
-    let peg = market.amm.pegMultiplier;
-    if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
-        baseAssetReserveBefore = baseAssetReserve;
-        quoteAssetReserveBefore = quoteAssetReserve;
-        peg = newPeg;
-    }
-    else {
-        baseAssetReserveBefore = market.amm.baseAssetReserve;
-        quoteAssetReserveBefore = market.amm.quoteAssetReserve;
-    }
-    const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
-    const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
-    let baseAssetReserveAfter;
-    let quoteAssetReserveAfter;
-    const biasModifier = new anchor_1.BN(1);
-    let markPriceAfter;
-    if (useSpread &&
-        targetPrice.lt(askPriceBefore) &&
-        targetPrice.gt(bidPriceBefore)) {
-        // no trade, market is at target
-        if (markPriceBefore.gt(targetPrice)) {
-            direction = types_1.PositionDirection.SHORT;
-        }
-        else {
-            direction = types_1.PositionDirection.LONG;
-        }
-        tradeSize = numericConstants_1.ZERO;
-        return [direction, tradeSize, targetPrice, targetPrice];
-    }
-    else if (markPriceBefore.gt(targetPrice)) {
-        // overestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.SHORT;
-        tradeSize = quoteAssetReserveBefore
-            .sub(quoteAssetReserveAfter)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
-    }
-    else if (markPriceBefore.lt(targetPrice)) {
-        // underestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = quoteAssetReserveAfter
-            .sub(quoteAssetReserveBefore)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
-    }
-    else {
-        // no trade, market is at target
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = numericConstants_1.ZERO;
-        return [direction, tradeSize, targetPrice, targetPrice];
-    }
-    let tp1 = targetPrice;
-    let tp2 = markPriceAfter;
-    let originalDiff = targetPrice.sub(markPriceBefore);
-    if (direction == types_1.PositionDirection.SHORT) {
-        tp1 = markPriceAfter;
-        tp2 = targetPrice;
-        originalDiff = markPriceBefore.sub(targetPrice);
-    }
-    const entryPrice = tradeSize
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(baseSize.abs());
-    assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
-        tp2.toString() +
-        '>=' +
-        tp1.toString() +
-        'err: ' +
-        tp2.sub(tp1).abs().toString());
-    if (outputAssetType == 'quote') {
-        return [direction, tradeSize, entryPrice, targetPrice];
-    }
-    else {
-        return [direction, baseSize, entryPrice, targetPrice];
-    }
-}
-exports.calculateTargetPriceTrade = calculateTargetPriceTrade;

package/src/math/utils.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.squareRootBN = void 0;
-const __1 = require("../");
-const squareRootBN = (n, closeness = new __1.BN(1)) => {
-    // Assuming the sqrt of n as n only
-    let x = n;
-    // The closed guess will be stored in the root
-    let root;
-    // To count the number of iterations
-    let count = 0;
-    const TWO = new __1.BN(2);
-    // eslint-disable-next-line @typescript-eslint/ban-ts-comment
-    while (count < Number.MAX_SAFE_INTEGER) {
-        count++;
-        // Calculate more closed x
-        root = x.add(n.div(x)).div(TWO);
-        // Check for closeness
-        if (x.sub(root).abs().lte(closeness))
-            break;
-        // Update root
-        x = root;
-    }
-    return root;
-};
-exports.squareRootBN = squareRootBN;

package/src/math/utils.js.map

@@ -1 +0,0 @@
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package/src/oracles/oracleClientCache.js

@@ -1,19 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OracleClientCache = void 0;
-const oracleClient_1 = require("../factory/oracleClient");
-class OracleClientCache {
-    constructor() {
-        this.cache = new Map();
-    }
-    get(oracleSource, connection) {
-        const key = Object.keys(oracleSource)[0];
-        if (this.cache.has(key)) {
-            return this.cache.get(key);
-        }
-        const client = oracleClient_1.getOracleClient(oracleSource, connection);
-        this.cache.set(key, client);
-        return client;
-    }
-}
-exports.OracleClientCache = OracleClientCache;

package/src/oracles/pythClient.js

@@ -1,46 +0,0 @@
-"use strict";
-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());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertPythPrice = exports.PythClient = void 0;
-const client_1 = require("@pythnetwork/client");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-class PythClient {
-    constructor(connection) {
-        this.connection = connection;
-    }
-    getOraclePriceData(pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
-            return this.getOraclePriceDataFromBuffer(accountInfo.data);
-        });
-    }
-    getOraclePriceDataFromBuffer(buffer) {
-        const priceData = client_1.parsePriceData(buffer);
-        return {
-            price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
-            slot: new anchor_1.BN(priceData.lastSlot.toString()),
-            confidence: convertPythPrice(priceData.confidence, priceData.exponent),
-            twap: convertPythPrice(priceData.twap.value, priceData.exponent),
-            twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
-            hasSufficientNumberOfDataPoints: true,
-        };
-    }
-}
-exports.PythClient = PythClient;
-function convertPythPrice(price, exponent) {
-    exponent = Math.abs(exponent);
-    const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
-    return new anchor_1.BN(price * Math.pow(10, exponent))
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(pythPrecision);
-}
-exports.convertPythPrice = convertPythPrice;

package/src/oracles/quoteAssetOracleClient.js

@@ -1,32 +0,0 @@
-"use strict";
-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());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.QuoteAssetOracleClient = exports.QUOTE_ORACLE_PRICE_DATA = void 0;
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-exports.QUOTE_ORACLE_PRICE_DATA = {
-    price: numericConstants_1.MARK_PRICE_PRECISION,
-    slot: new anchor_1.BN(0),
-    confidence: new anchor_1.BN(1),
-    hasSufficientNumberOfDataPoints: true,
-};
-class QuoteAssetOracleClient {
-    constructor() { }
-    getOraclePriceData(_pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function* () {
-            return Promise.resolve(exports.QUOTE_ORACLE_PRICE_DATA);
-        });
-    }
-    getOraclePriceDataFromBuffer(_buffer) {
-        return exports.QUOTE_ORACLE_PRICE_DATA;
-    }
-}
-exports.QuoteAssetOracleClient = QuoteAssetOracleClient;

package/src/oracles/switchboardClient.js

@@ -1,69 +0,0 @@
-"use strict";
-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.SwitchboardClient = void 0;
-const web3_js_1 = require("@solana/web3.js");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-const wallet_1 = require("../wallet");
-const switchboard_v2_json_1 = __importDefault(require("../idl/switchboard_v2.json"));
-let program;
-class SwitchboardClient {
-    constructor(connection) {
-        this.connection = connection;
-    }
-    getOraclePriceData(pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
-            return this.getOraclePriceDataFromBuffer(accountInfo.data);
-        });
-    }
-    getOraclePriceDataFromBuffer(buffer) {
-        const program = this.getProgram();
-        const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
-        const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
-        const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
-            .stdDeviation);
-        const hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
-            aggregatorAccountData.minOracleResults;
-        const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
-        return {
-            price,
-            slot,
-            confidence,
-            hasSufficientNumberOfDataPoints,
-        };
-    }
-    getProgram() {
-        if (program) {
-            return program;
-        }
-        program = getSwitchboardProgram(this.connection);
-        return program;
-    }
-}
-exports.SwitchboardClient = SwitchboardClient;
-function getSwitchboardProgram(connection) {
-    const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
-    const programId = web3_js_1.PublicKey.default;
-    const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
-    const provider = new anchor_1.AnchorProvider(connection, wallet, {});
-    return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
-}
-function convertSwitchboardDecimal(switchboardDecimal) {
-    const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
-    return switchboardDecimal.mantissa
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(switchboardPrecision);
-}

package/src/oracles/types.js

@@ -1,2 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });

package/src/orderParams.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
-const types_1 = require("./types");
-function getLimitOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.LIMIT });
-}
-exports.getLimitOrderParams = getLimitOrderParams;
-function getTriggerMarketOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_MARKET });
-}
-exports.getTriggerMarketOrderParams = getTriggerMarketOrderParams;
-function getTriggerLimitOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_LIMIT });
-}
-exports.getTriggerLimitOrderParams = getTriggerLimitOrderParams;
-function getMarketOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.MARKET });
-}
-exports.getMarketOrderParams = getMarketOrderParams;