@drift-labs/sdk 0.2.0-master.19 → 0.2.0-master.21

package/src/index.ts

@@ -41,7 +41,6 @@ export * from './math/trade';
 export * from './math/orders';
 export * from './math/repeg';
 export * from './math/margin';
-export * from './orders';
 export * from './orderParams';
 export * from './slot/SlotSubscriber';
 export * from './wallet';

package/src/math/amm.ts

@@ -19,7 +19,7 @@ import {
 	isVariant,
 } from '../types';
 import { assert } from '../assert/assert';
-import { squareRootBN } from '..';
+import { squareRootBN, standardizeBaseAssetAmount } from '..';
 
 import { OraclePriceData } from '../oracles/types';
 import {
@@ -623,3 +623,29 @@ export function calculateQuoteAssetAmountSwapped(
 
 	return quoteAssetAmount;
 }
+
+export function calculateMaxBaseAssetAmountFillable(
+	amm: AMM,
+	orderDirection: PositionDirection
+): BN {
+	const maxFillSize = amm.baseAssetReserve.div(
+		new BN(amm.maxBaseAssetAmountRatio)
+	);
+	let maxBaseAssetAmountOnSide: BN;
+	if (isVariant(orderDirection, 'long')) {
+		maxBaseAssetAmountOnSide = BN.max(
+			ZERO,
+			amm.maxBaseAssetReserve.sub(amm.baseAssetReserve)
+		);
+	} else {
+		maxBaseAssetAmountOnSide = BN.max(
+			ZERO,
+			amm.baseAssetReserve.sub(amm.minBaseAssetReserve)
+		);
+	}
+
+	return standardizeBaseAssetAmount(
+		BN.min(maxFillSize, maxBaseAssetAmountOnSide),
+		amm.baseAssetAmountStepSize
+	);
+}

package/src/math/market.ts

@@ -139,9 +139,9 @@ export function calculateMarketMarginRatio(
 	return marginRatio;
 }
 
-export function calculateUnsettledAssetWeight(
+export function calculateUnrealizedAssetWeight(
 	market: MarketAccount,
-	unsettledPnl: BN,
+	unrealizedPnl: BN,
 	marginCategory: MarginCategory
 ): BN {
 	let assetWeight: BN;
@@ -149,13 +149,13 @@ export function calculateUnsettledAssetWeight(
 	switch (marginCategory) {
 		case 'Initial':
 			assetWeight = calculateSizeDiscountAssetWeight(
-				unsettledPnl,
-				market.unsettledImfFactor,
-				new BN(market.unsettledInitialAssetWeight)
+				unrealizedPnl,
+				market.unrealizedImfFactor,
+				new BN(market.unrealizedInitialAssetWeight)
 			);
 			break;
 		case 'Maintenance':
-			assetWeight = new BN(market.unsettledMaintenanceAssetWeight);
+			assetWeight = new BN(market.unrealizedMaintenanceAssetWeight);
 			break;
 	}
 

package/src/math/orders.ts

@@ -1,10 +1,20 @@
 import { ClearingHouseUser } from '../clearingHouseUser';
-import { isOneOfVariant, isVariant, MarketAccount, Order } from '../types';
+import {
+	isOneOfVariant,
+	isVariant,
+	MarketAccount,
+	Order,
+	PositionDirection,
+} from '../types';
 import { ZERO, TWO } from '../constants/numericConstants';
 import { BN } from '@project-serum/anchor';
 import { OraclePriceData } from '../oracles/types';
 import { getAuctionPrice, isAuctionComplete } from './auction';
 import { calculateAskPrice, calculateBidPrice } from './market';
+import {
+	calculateMaxBaseAssetAmountFillable,
+	calculateMaxBaseAssetAmountToTrade,
+} from './amm';
 
 export function isOrderRiskIncreasing(
 	user: ClearingHouseUser,
@@ -129,7 +139,7 @@ export function getLimitPrice(
 	if (!order.oraclePriceOffset.eq(ZERO)) {
 		limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
 	} else if (isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
-		if (isAuctionComplete(order, slot)) {
+		if (!isAuctionComplete(order, slot)) {
 			limitPrice = getAuctionPrice(order, slot);
 		} else if (!order.price.eq(ZERO)) {
 			limitPrice = order.price;
@@ -148,3 +158,105 @@ export function getLimitPrice(
 
 	return limitPrice;
 }
+
+export function isFillableByVAMM(
+	order: Order,
+	market: MarketAccount,
+	oraclePriceData: OraclePriceData,
+	slot: number,
+	maxAuctionDuration: number
+): boolean {
+	return (
+		(isAuctionComplete(order, slot) &&
+			!calculateBaseAssetAmountForAmmToFulfill(
+				order,
+				market,
+				oraclePriceData,
+				slot
+			).eq(ZERO)) ||
+		isOrderExpired(order, slot, maxAuctionDuration)
+	);
+}
+
+export function calculateBaseAssetAmountForAmmToFulfill(
+	order: Order,
+	market: MarketAccount,
+	oraclePriceData: OraclePriceData,
+	slot: number
+): BN {
+	if (
+		isOneOfVariant(order.orderType, ['triggerMarket', 'triggerLimit']) &&
+		order.triggered === false
+	) {
+		return ZERO;
+	}
+
+	const limitPrice = getLimitPrice(order, market, oraclePriceData, slot);
+	const baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(
+		order,
+		market,
+		limitPrice,
+		oraclePriceData
+	);
+
+	const maxBaseAssetAmount = calculateMaxBaseAssetAmountFillable(
+		market.amm,
+		order.direction
+	);
+
+	return BN.min(maxBaseAssetAmount, baseAssetAmount);
+}
+
+export function calculateBaseAssetAmountToFillUpToLimitPrice(
+	order: Order,
+	market: MarketAccount,
+	limitPrice: BN,
+	oraclePriceData: OraclePriceData
+): BN {
+	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
+		market.amm,
+		limitPrice,
+		order.direction,
+		oraclePriceData
+	);
+
+	const baseAssetAmount = standardizeBaseAssetAmount(
+		maxAmountToTrade,
+		market.amm.baseAssetAmountStepSize
+	);
+
+	// Check that directions are the same
+	const sameDirection = isSameDirection(direction, order.direction);
+	if (!sameDirection) {
+		return ZERO;
+	}
+
+	return baseAssetAmount.gt(order.baseAssetAmount)
+		? order.baseAssetAmount
+		: baseAssetAmount;
+}
+
+function isSameDirection(
+	firstDirection: PositionDirection,
+	secondDirection: PositionDirection
+): boolean {
+	return (
+		(isVariant(firstDirection, 'long') && isVariant(secondDirection, 'long')) ||
+		(isVariant(firstDirection, 'short') && isVariant(secondDirection, 'short'))
+	);
+}
+
+export function isOrderExpired(
+	order: Order,
+	slot: number,
+	maxAuctionDuration: number
+): boolean {
+	if (
+		!isVariant(order.orderType, 'market') ||
+		!isVariant(order.status, 'open')
+	) {
+		return false;
+	}
+
+	return new BN(slot).sub(order.slot).gt(new BN(maxAuctionDuration));
+}

package/src/types.ts

@@ -106,6 +106,15 @@ export type CandleResolution =
 	| 'W'
 	| 'M';
 
+export type NewUserRecord = {
+	ts: BN;
+	userAuthority: PublicKey;
+	user: PublicKey;
+	userId: number;
+	name: number[];
+	referrer: PublicKey;
+};
+
 export type DepositRecord = {
 	ts: BN;
 	userAuthority: PublicKey;
@@ -117,6 +126,7 @@ export type DepositRecord = {
 	bankIndex: BN;
 	amount: BN;
 	oraclePrice: BN;
+	referrer: PublicKey;
 	from?: PublicKey;
 	to?: PublicKey;
 };
@@ -282,6 +292,9 @@ export type OrderRecord = {
 	fillerReward: BN;
 	quoteAssetAmountSurplus: BN;
 	oraclePrice: BN;
+	referrer: PublicKey;
+	referrerReward: BN;
+	refereeDiscount: BN;
 };
 
 export type StateAccount = {
@@ -313,6 +326,8 @@ export type StateAccount = {
 	numberOfMarkets: BN;
 	numberOfBanks: BN;
 	minOrderQuoteAssetAmount: BN;
+	maxAuctionDuration: number;
+	minAuctionDuration: number;
 };
 
 export type MarketAccount = {
@@ -330,9 +345,9 @@ export type MarketAccount = {
 	pnlPool: PoolBalance;
 	liquidationFee: BN;
 	imfFactor: BN;
-	unsettledImfFactor: BN;
-	unsettledInitialAssetWeight: number;
-	unsettledMaintenanceAssetWeight: number;
+	unrealizedImfFactor: BN;
+	unrealizedInitialAssetWeight: number;
+	unrealizedMaintenanceAssetWeight: number;
 };
 
 export type BankAccount = {
@@ -424,6 +439,8 @@ export type AMM = {
 	maxSpread: number;
 	marketPosition: UserPosition;
 	marketPositionPerLp: UserPosition;
+	maxBaseAssetReserve: BN;
+	minBaseAssetReserve: BN;
 };
 
 // # User Account Types
@@ -455,11 +472,12 @@ export type UserStatsAccount = {
 		totalFeePaid: BN;
 		totalFeeRebate: BN;
 		totalTokenDiscount: BN;
-		totalReferralReward: BN;
 		totalRefereeDiscount: BN;
 	};
-	authority: PublicKey;
 	referrer: PublicKey;
+	isReferrer: boolean;
+	totalReferrerReward: BN;
+	authority: PublicKey;
 };
 
 export type UserAccount = {
@@ -472,6 +490,7 @@ export type UserAccount = {
 	beingLiquidated: boolean;
 	bankrupt: boolean;
 	nextLiquidationId: number;
+	nextOrderId: BN;
 };
 
 export type UserBankBalance = {
@@ -499,9 +518,7 @@ export type Order = {
 	triggerPrice: BN;
 	triggerCondition: OrderTriggerCondition;
 	triggered: boolean;
-	discountTier: OrderDiscountTier;
 	existingPositionDirection: PositionDirection;
-	referrer: PublicKey;
 	postOnly: boolean;
 	immediateOrCancel: boolean;
 	oraclePriceOffset: BN;
@@ -574,9 +591,15 @@ export type MakerInfo = {
 export type TakerInfo = {
 	taker: PublicKey;
 	takerStats: PublicKey;
+	takerUserAccount: UserAccount;
 	order: Order;
 };
 
+export type ReferrerInfo = {
+	referrer: PublicKey;
+	referrerStats: PublicKey;
+};
+
 // # Misc Types
 export interface IWallet {
 	signTransaction(tx: Transaction): Promise<Transaction>;

package/lib/orders.d.ts

@@ -1,7 +0,0 @@
-/// <reference types="bn.js" />
-import { MarketAccount, Order } from './types';
-import { BN } from '.';
-import { OraclePriceData } from '.';
-export declare function calculateBaseAssetAmountMarketCanExecute(market: MarketAccount, order: Order, oraclePriceData?: OraclePriceData): BN;
-export declare function calculateAmountToTradeForLimit(market: MarketAccount, order: Order, oraclePriceData?: OraclePriceData): BN;
-export declare function calculateAmountToTradeForTriggerLimit(market: MarketAccount, order: Order): BN;

package/lib/orders.js

@@ -1,59 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateAmountToTradeForTriggerLimit = exports.calculateAmountToTradeForLimit = exports.calculateBaseAssetAmountMarketCanExecute = void 0;
-const types_1 = require("./types");
-const _1 = require(".");
-const numericConstants_1 = require("./constants/numericConstants");
-const amm_1 = require("./math/amm");
-function calculateBaseAssetAmountMarketCanExecute(market, order, oraclePriceData) {
-    if ((0, types_1.isVariant)(order.orderType, 'limit')) {
-        return calculateAmountToTradeForLimit(market, order, oraclePriceData);
-    }
-    else if ((0, types_1.isVariant)(order.orderType, 'triggerLimit')) {
-        return calculateAmountToTradeForTriggerLimit(market, order);
-    }
-    else if ((0, types_1.isVariant)(order.orderType, 'market')) {
-        return numericConstants_1.ZERO;
-    }
-    else {
-        return calculateAmountToTradeForTriggerMarket(market, order);
-    }
-}
-exports.calculateBaseAssetAmountMarketCanExecute = calculateBaseAssetAmountMarketCanExecute;
-function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
-    let limitPrice = order.price;
-    if (!order.oraclePriceOffset.eq(numericConstants_1.ZERO)) {
-        if (!oraclePriceData) {
-            throw Error('Cant calculate limit price for oracle offset oracle without OraclePriceData');
-        }
-        limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
-    }
-    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction, oraclePriceData);
-    const baseAssetAmount = (0, _1.standardizeBaseAssetAmount)(maxAmountToTrade, market.amm.baseAssetAmountStepSize);
-    // Check that directions are the same
-    const sameDirection = isSameDirection(direction, order.direction);
-    if (!sameDirection) {
-        return numericConstants_1.ZERO;
-    }
-    return baseAssetAmount.gt(order.baseAssetAmount)
-        ? order.baseAssetAmount
-        : baseAssetAmount;
-}
-exports.calculateAmountToTradeForLimit = calculateAmountToTradeForLimit;
-function calculateAmountToTradeForTriggerLimit(market, order) {
-    if (!order.triggered) {
-        return numericConstants_1.ZERO;
-    }
-    return calculateAmountToTradeForLimit(market, order);
-}
-exports.calculateAmountToTradeForTriggerLimit = calculateAmountToTradeForTriggerLimit;
-function isSameDirection(firstDirection, secondDirection) {
-    return (((0, types_1.isVariant)(firstDirection, 'long') && (0, types_1.isVariant)(secondDirection, 'long')) ||
-        ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
-}
-function calculateAmountToTradeForTriggerMarket(market, order) {
-    if (!order.triggered) {
-        return numericConstants_1.ZERO;
-    }
-    return order.baseAssetAmount;
-}

package/src/addresses/marketAddresses.js

@@ -1,26 +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.getMarketAddress = void 0;
-const pda_1 = require("./pda");
-const CACHE = new Map();
-function getMarketAddress(programId, marketIndex) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
-        if (CACHE.has(cacheKey)) {
-            return CACHE.get(cacheKey);
-        }
-        const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
-        CACHE.set(cacheKey, publicKey);
-        return publicKey;
-    });
-}
-exports.getMarketAddress = getMarketAddress;

package/src/assert/assert.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.assert = void 0;
-function assert(condition, error) {
-    if (!condition) {
-        throw new Error(error || 'Unspecified AssertionError');
-    }
-}
-exports.assert = assert;

package/src/constants/banks.js

@@ -1,42 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
-const web3_js_1 = require("@solana/web3.js");
-const __1 = require("../");
-exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
-exports.DevnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
-    },
-    {
-        symbol: 'SOL',
-        bankIndex: new __1.BN(1),
-        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
-    },
-    {
-        symbol: 'BTC',
-        bankIndex: new __1.BN(2),
-        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
-    },
-];
-exports.MainnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
-    },
-];
-exports.Banks = {
-    devnet: exports.DevnetBanks,
-    'mainnet-beta': exports.MainnetBanks,
-};

package/src/constants/markets.js

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

package/src/constants/numericConstants.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
-const __1 = require("../");
-exports.ZERO = new __1.BN(0);
-exports.ONE = new __1.BN(1);
-exports.TWO = new __1.BN(2);
-exports.TEN = new __1.BN(10);
-exports.TEN_THOUSAND = new __1.BN(10000);
-exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
-exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
-exports.MAX_LEVERAGE = new __1.BN(5);
-exports.QUOTE_PRECISION_EXP = new __1.BN(6);
-exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
-exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
-exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION_EXP = new __1.BN(3);
-exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
-exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
-exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
-exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
-exports.BANK_RATE_PRECISION = new __1.BN(1000000);
-exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
-exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
-exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
-exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
-exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
-exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
-exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
-exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
-exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
-exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
-exports.ONE_YEAR = new __1.BN(31536000);
-exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);

package/src/events/eventList.js

@@ -1,77 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.EventList = void 0;
-class Node {
-    constructor(event, next, prev) {
-        this.event = event;
-        this.next = next;
-        this.prev = prev;
-    }
-}
-class EventList {
-    constructor(eventType, maxSize, sortFn, orderDirection) {
-        this.eventType = eventType;
-        this.maxSize = maxSize;
-        this.sortFn = sortFn;
-        this.orderDirection = orderDirection;
-        this.size = 0;
-    }
-    insert(event) {
-        this.size++;
-        const newNode = new Node(event);
-        if (this.head === undefined) {
-            this.head = this.tail = newNode;
-            return;
-        }
-        if (this.sortFn(this.head.event, newNode.event) ===
-            (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
-            this.head.prev = newNode;
-            newNode.next = this.head;
-            this.head = newNode;
-        }
-        else {
-            let currentNode = this.head;
-            while (currentNode.next !== undefined &&
-                this.sortFn(currentNode.next.event, newNode.event) !==
-                    (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
-                currentNode = currentNode.next;
-            }
-            newNode.next = currentNode.next;
-            if (currentNode.next !== undefined) {
-                newNode.next.prev = newNode;
-            }
-            currentNode.next = newNode;
-            newNode.prev = currentNode;
-        }
-        if (this.size > this.maxSize) {
-            this.detach();
-        }
-    }
-    detach() {
-        const node = this.tail;
-        if (node.prev !== undefined) {
-            node.prev.next = node.next;
-        }
-        else {
-            this.head = node.next;
-        }
-        if (node.next !== undefined) {
-            node.next.prev = node.prev;
-        }
-        else {
-            this.tail = node.prev;
-        }
-        this.size--;
-    }
-    toArray() {
-        return Array.from(this);
-    }
-    *[Symbol.iterator]() {
-        let node = this.head;
-        while (node) {
-            yield node.event;
-            node = node.next;
-        }
-    }
-}
-exports.EventList = EventList;