@drift-labs/sdk 0.2.0-master.14 → 0.2.0-master.17

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (61) hide show
  1. package/lib/accounts/bulkUserStatsSubscription.d.ts +7 -0
  2. package/lib/accounts/bulkUserStatsSubscription.js +21 -0
  3. package/lib/accounts/bulkUserSubscription.js +0 -1
  4. package/lib/accounts/types.d.ts +0 -1
  5. package/lib/factory/bigNum.js +7 -9
  6. package/lib/index.d.ts +5 -0
  7. package/lib/index.js +5 -0
  8. package/lib/math/bankBalance.js +2 -2
  9. package/lib/types.d.ts +4 -1
  10. package/package.json +1 -1
  11. package/src/accounts/bulkUserStatsSubscription.ts +33 -0
  12. package/src/accounts/bulkUserSubscription.ts +0 -1
  13. package/src/factory/bigNum.ts +6 -7
  14. package/src/index.ts +5 -0
  15. package/src/math/bankBalance.ts +2 -2
  16. package/src/types.ts +4 -1
  17. package/tests/bn/test.ts +8 -0
  18. package/src/addresses/marketAddresses.js +0 -26
  19. package/src/assert/assert.js +0 -9
  20. package/src/constants/banks.js +0 -42
  21. package/src/constants/markets.js +0 -42
  22. package/src/constants/numericConstants.js +0 -41
  23. package/src/events/eventList.js +0 -77
  24. package/src/events/eventSubscriber.js +0 -139
  25. package/src/events/fetchLogs.js +0 -50
  26. package/src/events/pollingLogProvider.js +0 -64
  27. package/src/events/sort.js +0 -44
  28. package/src/events/txEventCache.js +0 -71
  29. package/src/events/types.js +0 -20
  30. package/src/events/webSocketLogProvider.js +0 -41
  31. package/src/examples/makeTradeExample.js +0 -80
  32. package/src/factory/bigNum.js +0 -390
  33. package/src/factory/oracleClient.js +0 -20
  34. package/src/math/amm.js +0 -369
  35. package/src/math/auction.js +0 -42
  36. package/src/math/conversion.js +0 -11
  37. package/src/math/funding.js +0 -248
  38. package/src/math/oracles.js +0 -26
  39. package/src/math/repeg.js +0 -128
  40. package/src/math/state.js +0 -15
  41. package/src/math/trade.js +0 -253
  42. package/src/math/utils.js +0 -26
  43. package/src/math/utils.js.map +0 -1
  44. package/src/oracles/oracleClientCache.js +0 -19
  45. package/src/oracles/pythClient.js +0 -46
  46. package/src/oracles/quoteAssetOracleClient.js +0 -32
  47. package/src/oracles/switchboardClient.js +0 -69
  48. package/src/oracles/types.js +0 -2
  49. package/src/orderParams.js +0 -20
  50. package/src/slot/SlotSubscriber.js +0 -39
  51. package/src/token/index.js +0 -38
  52. package/src/tokenFaucet.js +0 -189
  53. package/src/tx/types.js +0 -2
  54. package/src/tx/utils.js +0 -17
  55. package/src/types.js +0 -125
  56. package/src/userName.js +0 -20
  57. package/src/util/computeUnits.js +0 -27
  58. package/src/util/getTokenAddress.js +0 -9
  59. package/src/util/promiseTimeout.js +0 -14
  60. package/src/util/tps.js +0 -27
  61. package/src/wallet.js +0 -35
@@ -0,0 +1,7 @@
1
+ import { ClearingHouseUserStats } from '../clearingHouseUserStats';
2
+ import { BulkAccountLoader } from './bulkAccountLoader';
3
+ /**
4
+ * @param userStats
5
+ * @param accountLoader
6
+ */
7
+ export declare function bulkPollingUserStatsSubscribe(userStats: ClearingHouseUserStats[], accountLoader: BulkAccountLoader): Promise<void>;
@@ -0,0 +1,21 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.bulkPollingUserStatsSubscribe = void 0;
4
+ /**
5
+ * @param userStats
6
+ * @param accountLoader
7
+ */
8
+ async function bulkPollingUserStatsSubscribe(userStats, accountLoader) {
9
+ if (userStats.length === 0) {
10
+ await accountLoader.load();
11
+ return;
12
+ }
13
+ await Promise.all(userStats.map((userStat) => {
14
+ return userStat.accountSubscriber.addToAccountLoader();
15
+ }));
16
+ await accountLoader.load();
17
+ await Promise.all(userStats.map(async (userStat) => {
18
+ return userStat.subscribe();
19
+ }));
20
+ }
21
+ exports.bulkPollingUserStatsSubscribe = bulkPollingUserStatsSubscribe;
@@ -11,7 +11,6 @@ async function bulkPollingUserSubscribe(users, accountLoader) {
11
11
  return;
12
12
  }
13
13
  await Promise.all(users.map((user) => {
14
- // Pull the keys from the authority map so we can skip fetching them in addToAccountLoader
15
14
  return user.accountSubscriber.addToAccountLoader();
16
15
  }));
17
16
  await accountLoader.load();
@@ -1,6 +1,5 @@
1
1
  /// <reference types="node" />
2
2
  /// <reference types="bn.js" />
3
- /// <reference types="node" />
4
3
  import { BankAccount, MarketAccount, OracleSource, StateAccount, UserAccount, UserStatsAccount } from '../types';
5
4
  import StrictEventEmitter from 'strict-event-emitter-types';
6
5
  import { EventEmitter } from 'events';
@@ -137,7 +137,8 @@ class BigNum {
137
137
  */
138
138
  print() {
139
139
  (0, assert_1.assert)(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
140
- const plainString = this.toString();
140
+ const isNeg = this.isNeg();
141
+ const plainString = this.abs().toString();
141
142
  const precisionNum = this.precision.toNumber();
142
143
  // make a string with at least the precisionNum number of zeroes
143
144
  let printString = [
@@ -152,14 +153,11 @@ class BigNum {
152
153
  // remove leading zeroes
153
154
  printString = printString.replace(/^0+/, '');
154
155
  // add zero if leading delim
155
- if (this.isNeg()) {
156
- if (printString[1] === BigNum.delim)
157
- printString = printString.replace('-.', '-0.');
158
- }
159
- else {
160
- if (printString[0] === BigNum.delim)
161
- printString = `0${printString}`;
162
- }
156
+ if (printString[0] === BigNum.delim)
157
+ printString = `0${printString}`;
158
+ // Add minus if negative
159
+ if (isNeg)
160
+ printString = `-${printString}`;
163
161
  // remove trailing delim
164
162
  if (printString[printString.length - 1] === BigNum.delim)
165
163
  printString = printString.slice(0, printString.length - 1);
package/lib/index.d.ts CHANGED
@@ -11,14 +11,19 @@ export * from './accounts/fetch';
11
11
  export * from './accounts/webSocketClearingHouseAccountSubscriber';
12
12
  export * from './accounts/bulkAccountLoader';
13
13
  export * from './accounts/bulkUserSubscription';
14
+ export * from './accounts/bulkUserStatsSubscription';
14
15
  export * from './accounts/pollingClearingHouseAccountSubscriber';
15
16
  export * from './accounts/pollingOracleSubscriber';
16
17
  export * from './accounts/pollingTokenAccountSubscriber';
18
+ export * from './accounts/pollingUserAccountSubscriber';
19
+ export * from './accounts/pollingUserStatsAccountSubscriber';
17
20
  export * from './accounts/types';
18
21
  export * from './addresses/pda';
19
22
  export * from './admin';
20
23
  export * from './clearingHouseUser';
21
24
  export * from './clearingHouseUserConfig';
25
+ export * from './clearingHouseUserStats';
26
+ export * from './clearingHouseUserStatsConfig';
22
27
  export * from './clearingHouse';
23
28
  export * from './factory/oracleClient';
24
29
  export * from './factory/bigNum';
package/lib/index.js CHANGED
@@ -34,14 +34,19 @@ __exportStar(require("./accounts/fetch"), exports);
34
34
  __exportStar(require("./accounts/webSocketClearingHouseAccountSubscriber"), exports);
35
35
  __exportStar(require("./accounts/bulkAccountLoader"), exports);
36
36
  __exportStar(require("./accounts/bulkUserSubscription"), exports);
37
+ __exportStar(require("./accounts/bulkUserStatsSubscription"), exports);
37
38
  __exportStar(require("./accounts/pollingClearingHouseAccountSubscriber"), exports);
38
39
  __exportStar(require("./accounts/pollingOracleSubscriber"), exports);
39
40
  __exportStar(require("./accounts/pollingTokenAccountSubscriber"), exports);
41
+ __exportStar(require("./accounts/pollingUserAccountSubscriber"), exports);
42
+ __exportStar(require("./accounts/pollingUserStatsAccountSubscriber"), exports);
40
43
  __exportStar(require("./accounts/types"), exports);
41
44
  __exportStar(require("./addresses/pda"), exports);
42
45
  __exportStar(require("./admin"), exports);
43
46
  __exportStar(require("./clearingHouseUser"), exports);
44
47
  __exportStar(require("./clearingHouseUserConfig"), exports);
48
+ __exportStar(require("./clearingHouseUserStats"), exports);
49
+ __exportStar(require("./clearingHouseUserStatsConfig"), exports);
45
50
  __exportStar(require("./clearingHouse"), exports);
46
51
  __exportStar(require("./factory/oracleClient"), exports);
47
52
  __exportStar(require("./factory/bigNum"), exports);
@@ -109,7 +109,7 @@ function calculateInterestAccumulated(bank, now) {
109
109
  .mul(borrowRateSlope)
110
110
  .div(numericConstants_1.BANK_UTILIZATION_PRECISION);
111
111
  }
112
- const timeSinceLastUpdate = now.sub(bank.lastUpdated);
112
+ const timeSinceLastUpdate = now.sub(bank.lastInterestTs);
113
113
  const modifiedBorrowRate = interest_rate.mul(timeSinceLastUpdate);
114
114
  const modifiedDepositRate = modifiedBorrowRate
115
115
  .mul(utilization)
@@ -130,7 +130,7 @@ function calculateWithdrawLimit(bank, now) {
130
130
  const bankDepositTokenAmount = getTokenAmount(bank.depositBalance, bank, types_1.BankBalanceType.DEPOSIT);
131
131
  const bankBorrowTokenAmount = getTokenAmount(bank.borrowBalance, bank, types_1.BankBalanceType.BORROW);
132
132
  const twentyFourHours = new anchor_1.BN(60 * 60 * 24);
133
- const sinceLast = now.sub(bank.lastUpdated);
133
+ const sinceLast = now.sub(bank.lastTwapTs);
134
134
  const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, twentyFourHours.sub(sinceLast));
135
135
  const borrowTokenTwapLive = bank.borrowTokenTwap
136
136
  .mul(sinceStart)
package/lib/types.d.ts CHANGED
@@ -368,7 +368,8 @@ export declare type BankAccount = {
368
368
  cumulativeBorrowInterest: BN;
369
369
  depositBalance: BN;
370
370
  borrowBalance: BN;
371
- lastUpdated: BN;
371
+ lastInterestTs: BN;
372
+ lastTwapTs: BN;
372
373
  oracle: PublicKey;
373
374
  initialAssetWeight: BN;
374
375
  maintenanceAssetWeight: BN;
@@ -469,6 +470,8 @@ export declare type UserStatsAccount = {
469
470
  totalReferralReward: BN;
470
471
  totalRefereeDiscount: BN;
471
472
  };
473
+ authority: PublicKey;
474
+ referrer: PublicKey;
472
475
  };
473
476
  export declare type UserAccount = {
474
477
  authority: PublicKey;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "0.2.0-master.14",
3
+ "version": "0.2.0-master.17",
4
4
  "main": "lib/index.js",
5
5
  "types": "lib/index.d.ts",
6
6
  "author": "crispheaney",
@@ -0,0 +1,33 @@
1
+ import { ClearingHouseUserStats } from '../clearingHouseUserStats';
2
+ import { BulkAccountLoader } from './bulkAccountLoader';
3
+ import { PollingUserStatsAccountSubscriber } from './pollingUserStatsAccountSubscriber';
4
+
5
+ /**
6
+ * @param userStats
7
+ * @param accountLoader
8
+ */
9
+ export async function bulkPollingUserStatsSubscribe(
10
+ userStats: ClearingHouseUserStats[],
11
+ accountLoader: BulkAccountLoader
12
+ ): Promise<void> {
13
+ if (userStats.length === 0) {
14
+ await accountLoader.load();
15
+ return;
16
+ }
17
+
18
+ await Promise.all(
19
+ userStats.map((userStat) => {
20
+ return (
21
+ userStat.accountSubscriber as PollingUserStatsAccountSubscriber
22
+ ).addToAccountLoader();
23
+ })
24
+ );
25
+
26
+ await accountLoader.load();
27
+
28
+ await Promise.all(
29
+ userStats.map(async (userStat) => {
30
+ return userStat.subscribe();
31
+ })
32
+ );
33
+ }
@@ -17,7 +17,6 @@ export async function bulkPollingUserSubscribe(
17
17
 
18
18
  await Promise.all(
19
19
  users.map((user) => {
20
- // Pull the keys from the authority map so we can skip fetching them in addToAccountLoader
21
20
  return (
22
21
  user.accountSubscriber as PollingUserAccountSubscriber
23
22
  ).addToAccountLoader();
@@ -211,7 +211,8 @@ export class BigNum {
211
211
  'Tried to print a BN with precision lower than zero'
212
212
  );
213
213
 
214
- const plainString = this.toString();
214
+ const isNeg = this.isNeg();
215
+ const plainString = this.abs().toString();
215
216
  const precisionNum = this.precision.toNumber();
216
217
 
217
218
  // make a string with at least the precisionNum number of zeroes
@@ -230,12 +231,10 @@ export class BigNum {
230
231
  printString = printString.replace(/^0+/, '');
231
232
 
232
233
  // add zero if leading delim
233
- if (this.isNeg()) {
234
- if (printString[1] === BigNum.delim)
235
- printString = printString.replace('-.', '-0.');
236
- } else {
237
- if (printString[0] === BigNum.delim) printString = `0${printString}`;
238
- }
234
+ if (printString[0] === BigNum.delim) printString = `0${printString}`;
235
+
236
+ // Add minus if negative
237
+ if (isNeg) printString = `-${printString}`;
239
238
 
240
239
  // remove trailing delim
241
240
  if (printString[printString.length - 1] === BigNum.delim)
package/src/index.ts CHANGED
@@ -12,14 +12,19 @@ export * from './accounts/fetch';
12
12
  export * from './accounts/webSocketClearingHouseAccountSubscriber';
13
13
  export * from './accounts/bulkAccountLoader';
14
14
  export * from './accounts/bulkUserSubscription';
15
+ export * from './accounts/bulkUserStatsSubscription';
15
16
  export * from './accounts/pollingClearingHouseAccountSubscriber';
16
17
  export * from './accounts/pollingOracleSubscriber';
17
18
  export * from './accounts/pollingTokenAccountSubscriber';
19
+ export * from './accounts/pollingUserAccountSubscriber';
20
+ export * from './accounts/pollingUserStatsAccountSubscriber';
18
21
  export * from './accounts/types';
19
22
  export * from './addresses/pda';
20
23
  export * from './admin';
21
24
  export * from './clearingHouseUser';
22
25
  export * from './clearingHouseUserConfig';
26
+ export * from './clearingHouseUserStats';
27
+ export * from './clearingHouseUserStatsConfig';
23
28
  export * from './clearingHouse';
24
29
  export * from './factory/oracleClient';
25
30
  export * from './factory/bigNum';
@@ -187,7 +187,7 @@ export function calculateInterestAccumulated(
187
187
  .div(BANK_UTILIZATION_PRECISION);
188
188
  }
189
189
 
190
- const timeSinceLastUpdate = now.sub(bank.lastUpdated);
190
+ const timeSinceLastUpdate = now.sub(bank.lastInterestTs);
191
191
 
192
192
  const modifiedBorrowRate = interest_rate.mul(timeSinceLastUpdate);
193
193
 
@@ -224,7 +224,7 @@ export function calculateWithdrawLimit(
224
224
  );
225
225
 
226
226
  const twentyFourHours = new BN(60 * 60 * 24);
227
- const sinceLast = now.sub(bank.lastUpdated);
227
+ const sinceLast = now.sub(bank.lastTwapTs);
228
228
  const sinceStart = BN.max(ZERO, twentyFourHours.sub(sinceLast));
229
229
  const borrowTokenTwapLive = bank.borrowTokenTwap
230
230
  .mul(sinceStart)
package/src/types.ts CHANGED
@@ -350,7 +350,8 @@ export type BankAccount = {
350
350
  cumulativeBorrowInterest: BN;
351
351
  depositBalance: BN;
352
352
  borrowBalance: BN;
353
- lastUpdated: BN;
353
+ lastInterestTs: BN;
354
+ lastTwapTs: BN;
354
355
  oracle: PublicKey;
355
356
  initialAssetWeight: BN;
356
357
  maintenanceAssetWeight: BN;
@@ -457,6 +458,8 @@ export type UserStatsAccount = {
457
458
  totalReferralReward: BN;
458
459
  totalRefereeDiscount: BN;
459
460
  };
461
+ authority: PublicKey;
462
+ referrer: PublicKey;
460
463
  };
461
464
 
462
465
  export type UserAccount = {
package/tests/bn/test.ts CHANGED
@@ -127,6 +127,14 @@ describe('BigNum Tests', () => {
127
127
  expect(BigNum.fromPrint('123456789').toMillified(5)).to.equal('123.45M');
128
128
 
129
129
  expect(BigNum.from(-95, 2).print()).to.equal('-0.95');
130
+
131
+ // Case 6 strange numbers
132
+ expect(BigNum.from('-100', 2).print()).to.equal('-1.00');
133
+ expect(BigNum.from('-8402189', 13).print()).to.equal('-0.0000008402189');
134
+ expect(BigNum.from('-10000000000000', 13).print()).to.equal(
135
+ '-1.0000000000000'
136
+ );
137
+ expect(BigNum.from('-100', 6).print()).to.equal('-0.000100');
130
138
  });
131
139
 
132
140
  it('can initialise from string values correctly', () => {
@@ -1,26 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.getMarketAddress = void 0;
13
- const pda_1 = require("./pda");
14
- const CACHE = new Map();
15
- function getMarketAddress(programId, marketIndex) {
16
- return __awaiter(this, void 0, void 0, function* () {
17
- const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
18
- if (CACHE.has(cacheKey)) {
19
- return CACHE.get(cacheKey);
20
- }
21
- const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
22
- CACHE.set(cacheKey, publicKey);
23
- return publicKey;
24
- });
25
- }
26
- exports.getMarketAddress = getMarketAddress;
@@ -1,9 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.assert = void 0;
4
- function assert(condition, error) {
5
- if (!condition) {
6
- throw new Error(error || 'Unspecified AssertionError');
7
- }
8
- }
9
- exports.assert = assert;
@@ -1,42 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
4
- const web3_js_1 = require("@solana/web3.js");
5
- const __1 = require("../");
6
- exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
7
- exports.DevnetBanks = [
8
- {
9
- symbol: 'USDC',
10
- bankIndex: new __1.BN(0),
11
- oracle: web3_js_1.PublicKey.default,
12
- oracleSource: __1.OracleSource.QUOTE_ASSET,
13
- mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
14
- },
15
- {
16
- symbol: 'SOL',
17
- bankIndex: new __1.BN(1),
18
- oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
19
- oracleSource: __1.OracleSource.PYTH,
20
- mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
21
- },
22
- {
23
- symbol: 'BTC',
24
- bankIndex: new __1.BN(2),
25
- oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
26
- oracleSource: __1.OracleSource.PYTH,
27
- mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
28
- },
29
- ];
30
- exports.MainnetBanks = [
31
- {
32
- symbol: 'USDC',
33
- bankIndex: new __1.BN(0),
34
- oracle: web3_js_1.PublicKey.default,
35
- oracleSource: __1.OracleSource.QUOTE_ASSET,
36
- mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
37
- },
38
- ];
39
- exports.Banks = {
40
- devnet: exports.DevnetBanks,
41
- 'mainnet-beta': exports.MainnetBanks,
42
- };
@@ -1,42 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
4
- const __1 = require("../");
5
- const web3_js_1 = require("@solana/web3.js");
6
- exports.DevnetMarkets = [
7
- {
8
- fullName: 'Solana',
9
- category: ['L1', 'Infra'],
10
- symbol: 'SOL-PERP',
11
- baseAssetSymbol: 'SOL',
12
- marketIndex: new __1.BN(0),
13
- oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
14
- launchTs: 1655751353000,
15
- oracleSource: __1.OracleSource.PYTH,
16
- },
17
- {
18
- fullName: 'Bitcoin',
19
- category: ['L1', 'Payment'],
20
- symbol: 'BTC-PERP',
21
- baseAssetSymbol: 'BTC',
22
- marketIndex: new __1.BN(1),
23
- oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
24
- launchTs: 1655751353000,
25
- oracleSource: __1.OracleSource.PYTH,
26
- },
27
- {
28
- fullName: 'Ethereum',
29
- category: ['L1', 'Infra'],
30
- symbol: 'ETH-PERP',
31
- baseAssetSymbol: 'ETH',
32
- marketIndex: new __1.BN(2),
33
- oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
34
- launchTs: 1637691133472,
35
- oracleSource: __1.OracleSource.PYTH,
36
- },
37
- ];
38
- exports.MainnetMarkets = [];
39
- exports.Markets = {
40
- devnet: exports.DevnetMarkets,
41
- 'mainnet-beta': [],
42
- };
@@ -1,41 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- 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;
4
- const __1 = require("../");
5
- exports.ZERO = new __1.BN(0);
6
- exports.ONE = new __1.BN(1);
7
- exports.TWO = new __1.BN(2);
8
- exports.TEN = new __1.BN(10);
9
- exports.TEN_THOUSAND = new __1.BN(10000);
10
- exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
11
- exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
12
- exports.MAX_LEVERAGE = new __1.BN(5);
13
- exports.QUOTE_PRECISION_EXP = new __1.BN(6);
14
- exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
15
- exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
16
- exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
17
- exports.PEG_PRECISION_EXP = new __1.BN(3);
18
- exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
19
- exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
20
- exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
21
- exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
22
- exports.BANK_RATE_PRECISION = new __1.BN(1000000);
23
- exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
24
- exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
25
- exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
26
- exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
27
- exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
28
- exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
29
- exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
30
- exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
31
- exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
32
- exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
33
- exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
34
- exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
35
- exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
36
- exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
37
- exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
38
- exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
39
- exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
40
- exports.ONE_YEAR = new __1.BN(31536000);
41
- exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);
@@ -1,77 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.EventList = void 0;
4
- class Node {
5
- constructor(event, next, prev) {
6
- this.event = event;
7
- this.next = next;
8
- this.prev = prev;
9
- }
10
- }
11
- class EventList {
12
- constructor(eventType, maxSize, sortFn, orderDirection) {
13
- this.eventType = eventType;
14
- this.maxSize = maxSize;
15
- this.sortFn = sortFn;
16
- this.orderDirection = orderDirection;
17
- this.size = 0;
18
- }
19
- insert(event) {
20
- this.size++;
21
- const newNode = new Node(event);
22
- if (this.head === undefined) {
23
- this.head = this.tail = newNode;
24
- return;
25
- }
26
- if (this.sortFn(this.head.event, newNode.event) ===
27
- (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
28
- this.head.prev = newNode;
29
- newNode.next = this.head;
30
- this.head = newNode;
31
- }
32
- else {
33
- let currentNode = this.head;
34
- while (currentNode.next !== undefined &&
35
- this.sortFn(currentNode.next.event, newNode.event) !==
36
- (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
37
- currentNode = currentNode.next;
38
- }
39
- newNode.next = currentNode.next;
40
- if (currentNode.next !== undefined) {
41
- newNode.next.prev = newNode;
42
- }
43
- currentNode.next = newNode;
44
- newNode.prev = currentNode;
45
- }
46
- if (this.size > this.maxSize) {
47
- this.detach();
48
- }
49
- }
50
- detach() {
51
- const node = this.tail;
52
- if (node.prev !== undefined) {
53
- node.prev.next = node.next;
54
- }
55
- else {
56
- this.head = node.next;
57
- }
58
- if (node.next !== undefined) {
59
- node.next.prev = node.prev;
60
- }
61
- else {
62
- this.tail = node.prev;
63
- }
64
- this.size--;
65
- }
66
- toArray() {
67
- return Array.from(this);
68
- }
69
- *[Symbol.iterator]() {
70
- let node = this.head;
71
- while (node) {
72
- yield node.event;
73
- node = node.next;
74
- }
75
- }
76
- }
77
- exports.EventList = EventList;