@drift-labs/sdk 0.2.0-master.16 → 0.2.0-master.19
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.
- package/lib/accounts/types.d.ts +1 -0
- package/lib/clearingHouse.js +6 -1
- package/lib/constants/numericConstants.d.ts +2 -0
- package/lib/constants/numericConstants.js +5 -3
- package/lib/events/types.js +1 -0
- package/lib/index.d.ts +5 -0
- package/lib/index.js +5 -0
- package/lib/math/position.js +1 -1
- package/package.json +1 -1
- package/src/addresses/marketAddresses.js +26 -0
- package/src/assert/assert.js +9 -0
- package/src/clearingHouse.ts +9 -1
- package/src/constants/banks.js +42 -0
- package/src/constants/markets.js +42 -0
- package/src/constants/numericConstants.js +41 -0
- package/src/constants/numericConstants.ts +10 -2
- package/src/events/eventList.js +77 -0
- package/src/events/eventSubscriber.js +139 -0
- package/src/events/fetchLogs.js +50 -0
- package/src/events/pollingLogProvider.js +64 -0
- package/src/events/sort.js +44 -0
- package/src/events/txEventCache.js +71 -0
- package/src/events/types.js +20 -0
- package/src/events/types.ts +1 -0
- package/src/events/webSocketLogProvider.js +41 -0
- package/src/examples/makeTradeExample.js +80 -0
- package/src/factory/bigNum.js +390 -0
- package/src/factory/oracleClient.js +20 -0
- package/src/index.ts +5 -0
- package/src/math/amm.js +369 -0
- package/src/math/auction.js +42 -0
- package/src/math/conversion.js +11 -0
- package/src/math/funding.js +248 -0
- package/src/math/oracles.js +26 -0
- package/src/math/position.ts +1 -1
- package/src/math/repeg.js +128 -0
- package/src/math/state.js +15 -0
- package/src/math/trade.js +253 -0
- package/src/math/utils.js +26 -0
- package/src/math/utils.js.map +1 -0
- package/src/oracles/oracleClientCache.js +19 -0
- package/src/oracles/pythClient.js +46 -0
- package/src/oracles/quoteAssetOracleClient.js +32 -0
- package/src/oracles/switchboardClient.js +69 -0
- package/src/oracles/types.js +2 -0
- package/src/orderParams.js +20 -0
- package/src/slot/SlotSubscriber.js +39 -0
- package/src/token/index.js +38 -0
- package/src/tokenFaucet.js +189 -0
- package/src/tx/types.js +2 -0
- package/src/tx/utils.js +17 -0
- package/src/userName.js +20 -0
- package/src/util/computeUnits.js +27 -0
- package/src/util/getTokenAddress.js +9 -0
- package/src/util/promiseTimeout.js +14 -0
- package/src/util/tps.js +27 -0
- package/src/wallet.js +35 -0
package/lib/accounts/types.d.ts
CHANGED
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@@ -1,5 +1,6 @@
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/// <reference types="node" />
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/// <reference types="bn.js" />
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+
/// <reference types="node" />
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import { BankAccount, MarketAccount, OracleSource, StateAccount, UserAccount, UserStatsAccount } from '../types';
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import StrictEventEmitter from 'strict-event-emitter-types';
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import { EventEmitter } from 'events';
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package/lib/clearingHouse.js
CHANGED
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@@ -1074,7 +1074,12 @@ class ClearingHouse {
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for (const { settleeUserAccountPublicKey, settleeUserAccount } of users) {
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ixs.push(await this.settlePNLIx(settleeUserAccountPublicKey, settleeUserAccount, marketIndex));
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}
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-
const tx = new web3_js_1.Transaction()
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const tx = new web3_js_1.Transaction()
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.add(web3_js_1.ComputeBudgetProgram.requestUnits({
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units: 1200000,
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additionalFee: 0,
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}))
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.add(...ixs);
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const { txSig } = await this.txSender.send(tx, [], this.opts);
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return txSig;
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}
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@@ -14,7 +14,9 @@ export declare const MARK_PRICE_PRECISION_EXP: BN;
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export declare const FUNDING_RATE_PRECISION_EXP: BN;
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export declare const PEG_PRECISION_EXP: BN;
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export declare const AMM_RESERVE_PRECISION_EXP: BN;
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export declare const BANK_INTEREST_PRECISION_EXP: BN;
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export declare const BANK_INTEREST_PRECISION: BN;
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export declare const BANK_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
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export declare const BANK_CUMULATIVE_INTEREST_PRECISION: BN;
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export declare const BANK_UTILIZATION_PRECISION: BN;
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export declare const BANK_RATE_PRECISION: BN;
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@@ -1,6 +1,6 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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-
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_IMF_PRECISION = exports.BANK_IMF_PRECISION_EXP = 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;
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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_IMF_PRECISION = exports.BANK_IMF_PRECISION_EXP = 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_CUMULATIVE_INTEREST_PRECISION_EXP = exports.BANK_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION_EXP = 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;
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const __1 = require("../");
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exports.ZERO = new __1.BN(0);
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exports.ONE = new __1.BN(1);
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@@ -16,8 +16,10 @@ exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
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exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
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exports.PEG_PRECISION_EXP = new __1.BN(3);
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exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
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-
exports.
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exports.
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exports.BANK_INTEREST_PRECISION_EXP = new __1.BN(6);
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exports.BANK_INTEREST_PRECISION = new __1.BN(10).pow(exports.BANK_INTEREST_PRECISION_EXP);
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exports.BANK_CUMULATIVE_INTEREST_PRECISION_EXP = new __1.BN(10);
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exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10).pow(exports.BANK_CUMULATIVE_INTEREST_PRECISION_EXP);
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exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
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exports.BANK_RATE_PRECISION = new __1.BN(1000000);
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exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
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package/lib/events/types.js
CHANGED
package/lib/index.d.ts
CHANGED
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@@ -11,14 +11,19 @@ export * from './accounts/fetch';
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export * from './accounts/webSocketClearingHouseAccountSubscriber';
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export * from './accounts/bulkAccountLoader';
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export * from './accounts/bulkUserSubscription';
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export * from './accounts/bulkUserStatsSubscription';
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export * from './accounts/pollingClearingHouseAccountSubscriber';
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export * from './accounts/pollingOracleSubscriber';
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export * from './accounts/pollingTokenAccountSubscriber';
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export * from './accounts/pollingUserAccountSubscriber';
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export * from './accounts/pollingUserStatsAccountSubscriber';
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export * from './accounts/types';
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export * from './addresses/pda';
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export * from './admin';
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export * from './clearingHouseUser';
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export * from './clearingHouseUserConfig';
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export * from './clearingHouseUserStats';
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export * from './clearingHouseUserStatsConfig';
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export * from './clearingHouse';
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export * from './factory/oracleClient';
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export * from './factory/bigNum';
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package/lib/index.js
CHANGED
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@@ -34,14 +34,19 @@ __exportStar(require("./accounts/fetch"), exports);
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__exportStar(require("./accounts/webSocketClearingHouseAccountSubscriber"), exports);
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__exportStar(require("./accounts/bulkAccountLoader"), exports);
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__exportStar(require("./accounts/bulkUserSubscription"), exports);
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__exportStar(require("./accounts/bulkUserStatsSubscription"), exports);
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__exportStar(require("./accounts/pollingClearingHouseAccountSubscriber"), exports);
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__exportStar(require("./accounts/pollingOracleSubscriber"), exports);
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__exportStar(require("./accounts/pollingTokenAccountSubscriber"), exports);
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__exportStar(require("./accounts/pollingUserAccountSubscriber"), exports);
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__exportStar(require("./accounts/pollingUserStatsAccountSubscriber"), exports);
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__exportStar(require("./accounts/types"), exports);
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__exportStar(require("./addresses/pda"), exports);
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__exportStar(require("./admin"), exports);
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__exportStar(require("./clearingHouseUser"), exports);
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__exportStar(require("./clearingHouseUserConfig"), exports);
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__exportStar(require("./clearingHouseUserStats"), exports);
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__exportStar(require("./clearingHouseUserStatsConfig"), exports);
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__exportStar(require("./clearingHouse"), exports);
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__exportStar(require("./factory/oracleClient"), exports);
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__exportStar(require("./factory/bigNum"), exports);
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package/lib/math/position.js
CHANGED
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@@ -81,7 +81,7 @@ function calculateUnsettledPnl(market, marketPosition, oraclePriceData) {
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if (unrealizedPnl.gt(numericConstants_1.ZERO)) {
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const fundingPnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
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const maxPositivePnl = __1.BN.max(marketPosition.quoteAssetAmount
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.
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.sub(marketPosition.quoteEntryAmount)
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.add(fundingPnL), numericConstants_1.ZERO);
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unsettledPnl = __1.BN.min(maxPositivePnl, unrealizedPnl);
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}
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package/package.json
CHANGED
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getMarketAddress = void 0;
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const pda_1 = require("./pda");
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const CACHE = new Map();
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function getMarketAddress(programId, marketIndex) {
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return __awaiter(this, void 0, void 0, function* () {
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const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
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if (CACHE.has(cacheKey)) {
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return CACHE.get(cacheKey);
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}
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const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
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CACHE.set(cacheKey, publicKey);
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return publicKey;
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});
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}
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exports.getMarketAddress = getMarketAddress;
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package/src/clearingHouse.ts
CHANGED
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@@ -31,6 +31,7 @@ import {
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LAMPORTS_PER_SOL,
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Signer,
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SystemProgram,
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ComputeBudgetProgram,
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} from '@solana/web3.js';
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import { TokenFaucet } from './tokenFaucet';
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@@ -1754,7 +1755,14 @@ export class ClearingHouse {
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);
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}
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const tx = new Transaction()
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const tx = new Transaction()
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.add(
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ComputeBudgetProgram.requestUnits({
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units: 1_200_000,
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additionalFee: 0,
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})
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)
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.add(...ixs);
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const { txSig } = await this.txSender.send(tx, [], this.opts);
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@@ -0,0 +1,42 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
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const web3_js_1 = require("@solana/web3.js");
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const __1 = require("../");
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exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
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exports.DevnetBanks = [
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{
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symbol: 'USDC',
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bankIndex: new __1.BN(0),
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oracle: web3_js_1.PublicKey.default,
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oracleSource: __1.OracleSource.QUOTE_ASSET,
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mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
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},
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{
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symbol: 'SOL',
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bankIndex: new __1.BN(1),
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oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
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oracleSource: __1.OracleSource.PYTH,
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mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
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},
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{
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symbol: 'BTC',
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bankIndex: new __1.BN(2),
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oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
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oracleSource: __1.OracleSource.PYTH,
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mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
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},
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];
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exports.MainnetBanks = [
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{
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symbol: 'USDC',
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bankIndex: new __1.BN(0),
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oracle: web3_js_1.PublicKey.default,
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oracleSource: __1.OracleSource.QUOTE_ASSET,
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mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
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},
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];
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exports.Banks = {
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devnet: exports.DevnetBanks,
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'mainnet-beta': exports.MainnetBanks,
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};
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@@ -0,0 +1,42 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
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const __1 = require("../");
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+
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,
|
|
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|
+
},
|
|
37
|
+
];
|
|
38
|
+
exports.MainnetMarkets = [];
|
|
39
|
+
exports.Markets = {
|
|
40
|
+
devnet: exports.DevnetMarkets,
|
|
41
|
+
'mainnet-beta': [],
|
|
42
|
+
};
|
|
@@ -0,0 +1,41 @@
|
|
|
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);
|
|
@@ -19,8 +19,16 @@ export const FUNDING_RATE_PRECISION_EXP = MARK_PRICE_PRECISION_EXP.mul(
|
|
|
19
19
|
export const PEG_PRECISION_EXP = new BN(3);
|
|
20
20
|
export const AMM_RESERVE_PRECISION_EXP = new BN(13);
|
|
21
21
|
|
|
22
|
-
export const
|
|
23
|
-
export const
|
|
22
|
+
export const BANK_INTEREST_PRECISION_EXP = new BN(6);
|
|
23
|
+
export const BANK_INTEREST_PRECISION = new BN(10).pow(
|
|
24
|
+
BANK_INTEREST_PRECISION_EXP
|
|
25
|
+
);
|
|
26
|
+
|
|
27
|
+
export const BANK_CUMULATIVE_INTEREST_PRECISION_EXP = new BN(10);
|
|
28
|
+
export const BANK_CUMULATIVE_INTEREST_PRECISION = new BN(10).pow(
|
|
29
|
+
BANK_CUMULATIVE_INTEREST_PRECISION_EXP
|
|
30
|
+
);
|
|
31
|
+
|
|
24
32
|
export const BANK_UTILIZATION_PRECISION = new BN(1000000);
|
|
25
33
|
export const BANK_RATE_PRECISION = new BN(1000000);
|
|
26
34
|
export const BANK_WEIGHT_PRECISION = new BN(100);
|
|
@@ -0,0 +1,77 @@
|
|
|
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;
|
|
@@ -0,0 +1,139 @@
|
|
|
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.EventSubscriber = void 0;
|
|
13
|
+
const types_1 = require("./types");
|
|
14
|
+
const txEventCache_1 = require("./txEventCache");
|
|
15
|
+
const eventList_1 = require("./eventList");
|
|
16
|
+
const pollingLogProvider_1 = require("./pollingLogProvider");
|
|
17
|
+
const fetchLogs_1 = require("./fetchLogs");
|
|
18
|
+
const webSocketLogProvider_1 = require("./webSocketLogProvider");
|
|
19
|
+
const events_1 = require("events");
|
|
20
|
+
const sort_1 = require("./sort");
|
|
21
|
+
class EventSubscriber {
|
|
22
|
+
constructor(connection, program, options = types_1.DefaultEventSubscriptionOptions) {
|
|
23
|
+
this.connection = connection;
|
|
24
|
+
this.program = program;
|
|
25
|
+
this.options = options;
|
|
26
|
+
this.awaitTxPromises = new Map();
|
|
27
|
+
this.awaitTxResolver = new Map();
|
|
28
|
+
this.options = Object.assign({}, types_1.DefaultEventSubscriptionOptions, options);
|
|
29
|
+
this.txEventCache = new txEventCache_1.TxEventCache(this.options.maxTx);
|
|
30
|
+
this.eventListMap = new Map();
|
|
31
|
+
for (const eventType of this.options.eventTypes) {
|
|
32
|
+
this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, sort_1.getSortFn(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
|
|
33
|
+
}
|
|
34
|
+
this.eventEmitter = new events_1.EventEmitter();
|
|
35
|
+
if (this.options.logProviderConfig.type === 'websocket') {
|
|
36
|
+
this.logProvider = new webSocketLogProvider_1.WebSocketLogProvider(this.connection, this.program.programId, this.options.commitment);
|
|
37
|
+
}
|
|
38
|
+
else {
|
|
39
|
+
this.logProvider = new pollingLogProvider_1.PollingLogProvider(this.connection, this.program.programId, options.commitment, this.options.logProviderConfig.frequency);
|
|
40
|
+
}
|
|
41
|
+
}
|
|
42
|
+
subscribe() {
|
|
43
|
+
if (this.logProvider.isSubscribed()) {
|
|
44
|
+
return true;
|
|
45
|
+
}
|
|
46
|
+
this.fetchPreviousTx().catch((e) => {
|
|
47
|
+
console.error('Error fetching previous txs in event subscriber');
|
|
48
|
+
console.error(e);
|
|
49
|
+
});
|
|
50
|
+
return this.logProvider.subscribe((txSig, slot, logs) => {
|
|
51
|
+
this.handleTxLogs(txSig, slot, logs);
|
|
52
|
+
});
|
|
53
|
+
}
|
|
54
|
+
handleTxLogs(txSig, slot, logs) {
|
|
55
|
+
if (this.txEventCache.has(txSig)) {
|
|
56
|
+
return;
|
|
57
|
+
}
|
|
58
|
+
const wrappedEvents = this.parseEventsFromLogs(txSig, slot, logs);
|
|
59
|
+
for (const wrappedEvent of wrappedEvents) {
|
|
60
|
+
this.eventListMap.get(wrappedEvent.eventType).insert(wrappedEvent);
|
|
61
|
+
this.eventEmitter.emit('newEvent', wrappedEvent);
|
|
62
|
+
}
|
|
63
|
+
if (this.awaitTxPromises.has(txSig)) {
|
|
64
|
+
this.awaitTxPromises.delete(txSig);
|
|
65
|
+
this.awaitTxResolver.get(txSig)();
|
|
66
|
+
this.awaitTxResolver.delete(txSig);
|
|
67
|
+
}
|
|
68
|
+
this.txEventCache.add(txSig, wrappedEvents);
|
|
69
|
+
}
|
|
70
|
+
fetchPreviousTx() {
|
|
71
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
72
|
+
if (!this.options.untilTx) {
|
|
73
|
+
return;
|
|
74
|
+
}
|
|
75
|
+
let txFetched = 0;
|
|
76
|
+
let beforeTx = undefined;
|
|
77
|
+
const untilTx = this.options.untilTx;
|
|
78
|
+
while (txFetched < this.options.maxTx) {
|
|
79
|
+
const response = yield fetchLogs_1.fetchLogs(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
|
|
80
|
+
if (response === undefined) {
|
|
81
|
+
break;
|
|
82
|
+
}
|
|
83
|
+
txFetched += response.transactionLogs.length;
|
|
84
|
+
beforeTx = response.earliestTx;
|
|
85
|
+
for (const { txSig, slot, logs } of response.transactionLogs) {
|
|
86
|
+
this.handleTxLogs(txSig, slot, logs);
|
|
87
|
+
}
|
|
88
|
+
}
|
|
89
|
+
});
|
|
90
|
+
}
|
|
91
|
+
unsubscribe() {
|
|
92
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
93
|
+
return yield this.logProvider.unsubscribe();
|
|
94
|
+
});
|
|
95
|
+
}
|
|
96
|
+
parseEventsFromLogs(txSig, slot, logs) {
|
|
97
|
+
const records = [];
|
|
98
|
+
// @ts-ignore
|
|
99
|
+
this.program._events._eventParser.parseLogs(logs, (event) => {
|
|
100
|
+
const expectRecordType = this.eventListMap.has(event.name);
|
|
101
|
+
if (expectRecordType) {
|
|
102
|
+
event.data.txSig = txSig;
|
|
103
|
+
event.data.slot = slot;
|
|
104
|
+
event.data.eventType = event.name;
|
|
105
|
+
records.push(event.data);
|
|
106
|
+
}
|
|
107
|
+
});
|
|
108
|
+
return records;
|
|
109
|
+
}
|
|
110
|
+
awaitTx(txSig) {
|
|
111
|
+
if (this.awaitTxPromises.has(txSig)) {
|
|
112
|
+
return this.awaitTxPromises.get(txSig);
|
|
113
|
+
}
|
|
114
|
+
if (this.txEventCache.has(txSig)) {
|
|
115
|
+
return Promise.resolve();
|
|
116
|
+
}
|
|
117
|
+
const promise = new Promise((resolve) => {
|
|
118
|
+
this.awaitTxResolver.set(txSig, resolve);
|
|
119
|
+
});
|
|
120
|
+
this.awaitTxPromises.set(txSig, promise);
|
|
121
|
+
return promise;
|
|
122
|
+
}
|
|
123
|
+
getEventList(eventType) {
|
|
124
|
+
return this.eventListMap.get(eventType);
|
|
125
|
+
}
|
|
126
|
+
/**
|
|
127
|
+
* This requires the EventList be cast to an array, which requires reallocation of memory.
|
|
128
|
+
* Would bias to using getEventList over getEvents
|
|
129
|
+
*
|
|
130
|
+
* @param eventType
|
|
131
|
+
*/
|
|
132
|
+
getEventsArray(eventType) {
|
|
133
|
+
return this.eventListMap.get(eventType).toArray();
|
|
134
|
+
}
|
|
135
|
+
getEventsByTx(txSig) {
|
|
136
|
+
return this.txEventCache.get(txSig);
|
|
137
|
+
}
|
|
138
|
+
}
|
|
139
|
+
exports.EventSubscriber = EventSubscriber;
|
|
@@ -0,0 +1,50 @@
|
|
|
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.fetchLogs = void 0;
|
|
13
|
+
function fetchLogs(connection, programId, finality, beforeTx, untilTx) {
|
|
14
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
15
|
+
const signatures = yield connection.getSignaturesForAddress(programId, {
|
|
16
|
+
before: beforeTx,
|
|
17
|
+
until: untilTx,
|
|
18
|
+
}, finality);
|
|
19
|
+
const sortedSignatures = signatures.sort((a, b) => a.slot < b.slot ? -1 : 1);
|
|
20
|
+
const filteredSignatures = sortedSignatures.filter((signature) => !signature.err);
|
|
21
|
+
if (filteredSignatures.length === 0) {
|
|
22
|
+
return undefined;
|
|
23
|
+
}
|
|
24
|
+
const chunkedSignatures = chunk(filteredSignatures, 100);
|
|
25
|
+
const transactionLogs = (yield Promise.all(chunkedSignatures.map((chunk) => __awaiter(this, void 0, void 0, function* () {
|
|
26
|
+
const transactions = yield connection.getTransactions(chunk.map((confirmedSignature) => confirmedSignature.signature), finality);
|
|
27
|
+
return transactions.map((transaction) => {
|
|
28
|
+
return {
|
|
29
|
+
txSig: transaction.transaction.signatures[0],
|
|
30
|
+
slot: transaction.slot,
|
|
31
|
+
logs: transaction.meta.logMessages,
|
|
32
|
+
};
|
|
33
|
+
});
|
|
34
|
+
})))).flat();
|
|
35
|
+
const earliestTx = filteredSignatures[0].signature;
|
|
36
|
+
const mostRecentTx = filteredSignatures[filteredSignatures.length - 1].signature;
|
|
37
|
+
return {
|
|
38
|
+
transactionLogs: transactionLogs,
|
|
39
|
+
earliestTx: earliestTx,
|
|
40
|
+
mostRecentTx: mostRecentTx,
|
|
41
|
+
};
|
|
42
|
+
});
|
|
43
|
+
}
|
|
44
|
+
exports.fetchLogs = fetchLogs;
|
|
45
|
+
function chunk(array, size) {
|
|
46
|
+
return new Array(Math.ceil(array.length / size))
|
|
47
|
+
.fill(null)
|
|
48
|
+
.map((_, index) => index * size)
|
|
49
|
+
.map((begin) => array.slice(begin, begin + size));
|
|
50
|
+
}
|