@drift-labs/sdk 0.2.0-master.2 → 0.2.0-master.20

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 (152) 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/fetch.d.ts +2 -1
  5. package/lib/accounts/fetch.js +9 -1
  6. package/lib/accounts/pollingUserStatsAccountSubscriber.d.ts +27 -0
  7. package/lib/accounts/pollingUserStatsAccountSubscriber.js +113 -0
  8. package/lib/accounts/types.d.ts +14 -1
  9. package/lib/accounts/webSocketUserStatsAccountSubsriber.d.ts +20 -0
  10. package/lib/accounts/webSocketUserStatsAccountSubsriber.js +47 -0
  11. package/lib/addresses/pda.d.ts +1 -0
  12. package/lib/addresses/pda.js +8 -1
  13. package/lib/admin.d.ts +9 -5
  14. package/lib/admin.js +52 -11
  15. package/lib/clearingHouse.d.ts +52 -23
  16. package/lib/clearingHouse.js +727 -197
  17. package/lib/clearingHouseConfig.d.ts +1 -0
  18. package/lib/clearingHouseUser.d.ts +17 -17
  19. package/lib/clearingHouseUser.js +186 -101
  20. package/lib/clearingHouseUserStats.d.ts +18 -0
  21. package/lib/clearingHouseUserStats.js +49 -0
  22. package/lib/clearingHouseUserStatsConfig.d.ts +14 -0
  23. package/lib/clearingHouseUserStatsConfig.js +2 -0
  24. package/lib/config.js +1 -1
  25. package/lib/constants/banks.d.ts +2 -2
  26. package/lib/constants/banks.js +12 -4
  27. package/lib/constants/numericConstants.d.ts +5 -0
  28. package/lib/constants/numericConstants.js +8 -3
  29. package/lib/events/eventList.js +3 -0
  30. package/lib/events/types.d.ts +3 -1
  31. package/lib/events/types.js +2 -0
  32. package/lib/factory/bigNum.d.ts +1 -0
  33. package/lib/factory/bigNum.js +34 -10
  34. package/lib/idl/clearing_house.json +1609 -388
  35. package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  36. package/lib/index.d.ts +9 -3
  37. package/lib/index.js +13 -3
  38. package/lib/math/amm.d.ts +1 -0
  39. package/lib/math/amm.js +22 -38
  40. package/lib/math/auction.js +4 -1
  41. package/lib/math/bankBalance.d.ts +7 -1
  42. package/lib/math/bankBalance.js +77 -2
  43. package/lib/math/margin.d.ts +11 -0
  44. package/lib/math/margin.js +72 -0
  45. package/lib/math/market.d.ts +4 -1
  46. package/lib/math/market.js +35 -1
  47. package/lib/math/oracles.d.ts +3 -0
  48. package/lib/math/oracles.js +25 -5
  49. package/lib/math/orders.d.ts +5 -2
  50. package/lib/math/orders.js +53 -12
  51. package/lib/math/position.d.ts +8 -0
  52. package/lib/math/position.js +45 -12
  53. package/lib/math/trade.d.ts +1 -1
  54. package/lib/math/trade.js +7 -10
  55. package/lib/orderParams.d.ts +14 -5
  56. package/lib/orderParams.js +8 -96
  57. package/lib/slot/SlotSubscriber.d.ts +7 -0
  58. package/lib/slot/SlotSubscriber.js +3 -0
  59. package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +8 -5
  60. package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +63 -51
  61. package/lib/tx/retryTxSender.js +9 -2
  62. package/lib/tx/utils.js +1 -1
  63. package/lib/types.d.ts +233 -26
  64. package/lib/types.js +64 -1
  65. package/lib/util/computeUnits.js +1 -1
  66. package/lib/util/getTokenAddress.d.ts +2 -0
  67. package/lib/util/getTokenAddress.js +9 -0
  68. package/package.json +3 -3
  69. package/src/accounts/bulkUserStatsSubscription.ts +33 -0
  70. package/src/accounts/bulkUserSubscription.ts +0 -1
  71. package/src/accounts/fetch.ts +27 -2
  72. package/src/accounts/pollingUserStatsAccountSubscriber.ts +172 -0
  73. package/src/accounts/types.ts +18 -0
  74. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +80 -0
  75. package/src/addresses/marketAddresses.js +26 -0
  76. package/src/addresses/pda.ts +13 -0
  77. package/src/admin.ts +82 -15
  78. package/src/assert/assert.js +9 -0
  79. package/src/clearingHouse.ts +1224 -319
  80. package/src/clearingHouseConfig.ts +1 -0
  81. package/src/clearingHouseUser.ts +311 -148
  82. package/src/clearingHouseUserStats.ts +75 -0
  83. package/src/clearingHouseUserStatsConfig.ts +18 -0
  84. package/src/config.ts +1 -1
  85. package/src/constants/banks.js +42 -0
  86. package/src/constants/banks.ts +14 -4
  87. package/src/constants/markets.js +42 -0
  88. package/src/constants/numericConstants.js +41 -0
  89. package/src/constants/numericConstants.ts +14 -2
  90. package/src/events/eventList.js +77 -0
  91. package/src/events/eventList.ts +3 -0
  92. package/src/events/eventSubscriber.js +139 -0
  93. package/src/events/fetchLogs.js +50 -0
  94. package/src/events/pollingLogProvider.js +64 -0
  95. package/src/events/sort.js +44 -0
  96. package/src/events/txEventCache.js +71 -0
  97. package/src/events/types.ts +6 -0
  98. package/src/events/webSocketLogProvider.js +41 -0
  99. package/src/examples/makeTradeExample.js +80 -0
  100. package/src/factory/bigNum.js +390 -0
  101. package/src/factory/bigNum.ts +42 -13
  102. package/src/factory/oracleClient.js +20 -0
  103. package/src/idl/clearing_house.json +1609 -388
  104. package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  105. package/src/index.ts +9 -3
  106. package/src/math/amm.ts +54 -55
  107. package/src/math/auction.js +42 -0
  108. package/src/math/auction.ts +5 -1
  109. package/src/math/bankBalance.ts +148 -2
  110. package/src/math/conversion.js +11 -0
  111. package/src/math/funding.js +248 -0
  112. package/src/math/margin.ts +124 -0
  113. package/src/math/market.ts +66 -1
  114. package/src/math/oracles.js +26 -0
  115. package/src/math/oracles.ts +42 -5
  116. package/src/math/orders.ts +112 -13
  117. package/src/math/position.ts +64 -9
  118. package/src/math/repeg.js +128 -0
  119. package/src/math/state.js +15 -0
  120. package/src/math/trade.js +253 -0
  121. package/src/math/trade.ts +23 -25
  122. package/src/math/utils.js +0 -1
  123. package/src/oracles/oracleClientCache.js +19 -0
  124. package/src/oracles/pythClient.js +46 -0
  125. package/src/oracles/quoteAssetOracleClient.js +32 -0
  126. package/src/oracles/switchboardClient.js +69 -0
  127. package/src/oracles/types.js +2 -0
  128. package/src/orderParams.js +20 -0
  129. package/src/orderParams.ts +20 -141
  130. package/src/slot/SlotSubscriber.js +39 -0
  131. package/src/slot/SlotSubscriber.ts +11 -1
  132. package/src/token/index.js +38 -0
  133. package/src/tokenFaucet.js +189 -0
  134. package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +82 -70
  135. package/src/tx/retryTxSender.ts +11 -3
  136. package/src/tx/types.js +2 -0
  137. package/src/tx/utils.js +17 -0
  138. package/src/tx/utils.ts +1 -1
  139. package/src/types.ts +236 -27
  140. package/src/userName.js +20 -0
  141. package/src/util/computeUnits.js +21 -11
  142. package/src/util/computeUnits.ts +1 -1
  143. package/src/util/getTokenAddress.js +9 -0
  144. package/src/util/getTokenAddress.ts +18 -0
  145. package/src/util/promiseTimeout.js +14 -0
  146. package/src/util/tps.js +27 -0
  147. package/src/wallet.js +35 -0
  148. package/tests/bn/test.ts +10 -0
  149. package/lib/orders.d.ts +0 -8
  150. package/lib/orders.js +0 -142
  151. package/src/orders.ts +0 -251
  152. package/src/util/computeUnits.js.map +0 -1
@@ -0,0 +1,75 @@
1
+ import { ClearingHouse } from './clearingHouse';
2
+ import { PublicKey } from '@solana/web3.js';
3
+ import { DataAndSlot, UserStatsAccountSubscriber } from './accounts/types';
4
+ import { ClearingHouseUserStatsConfig } from './clearingHouseUserStatsConfig';
5
+ import { PollingUserStatsAccountSubscriber } from './accounts/pollingUserStatsAccountSubscriber';
6
+ import { WebSocketUserStatsAccountSubscriber } from './accounts/webSocketUserStatsAccountSubsriber';
7
+ import { ReferrerInfo, UserStatsAccount } from './types';
8
+ import {
9
+ getUserAccountPublicKeySync,
10
+ getUserStatsAccountPublicKey,
11
+ } from './addresses/pda';
12
+
13
+ export class ClearingHouseUserStats {
14
+ clearingHouse: ClearingHouse;
15
+ userStatsAccountPublicKey: PublicKey;
16
+ accountSubscriber: UserStatsAccountSubscriber;
17
+ isSubscribed: boolean;
18
+
19
+ public constructor(config: ClearingHouseUserStatsConfig) {
20
+ this.clearingHouse = config.clearingHouse;
21
+ this.userStatsAccountPublicKey = config.userStatsAccountPublicKey;
22
+ if (config.accountSubscription?.type === 'polling') {
23
+ this.accountSubscriber = new PollingUserStatsAccountSubscriber(
24
+ config.clearingHouse.program,
25
+ config.userStatsAccountPublicKey,
26
+ config.accountSubscription.accountLoader
27
+ );
28
+ } else {
29
+ this.accountSubscriber = new WebSocketUserStatsAccountSubscriber(
30
+ config.clearingHouse.program,
31
+ config.userStatsAccountPublicKey
32
+ );
33
+ }
34
+ }
35
+
36
+ public async subscribe(): Promise<boolean> {
37
+ this.isSubscribed = await this.accountSubscriber.subscribe();
38
+ return this.isSubscribed;
39
+ }
40
+
41
+ public async fetchAccounts(): Promise<void> {
42
+ await this.accountSubscriber.fetch();
43
+ }
44
+
45
+ public async unsubscribe(): Promise<void> {
46
+ await this.accountSubscriber.unsubscribe();
47
+ this.isSubscribed = false;
48
+ }
49
+
50
+ public getAccountAndSlot(): DataAndSlot<UserStatsAccount> {
51
+ return this.accountSubscriber.getUserStatsAccountAndSlot();
52
+ }
53
+
54
+ public getAccount(): UserStatsAccount {
55
+ return this.accountSubscriber.getUserStatsAccountAndSlot().data;
56
+ }
57
+
58
+ public getReferrerInfo(): ReferrerInfo | undefined {
59
+ if (this.getAccount().referrer.equals(PublicKey.default)) {
60
+ return undefined;
61
+ } else {
62
+ return {
63
+ referrer: getUserAccountPublicKeySync(
64
+ this.clearingHouse.program.programId,
65
+ this.getAccount().referrer,
66
+ 0
67
+ ),
68
+ referrerStats: getUserStatsAccountPublicKey(
69
+ this.clearingHouse.program.programId,
70
+ this.getAccount().referrer
71
+ ),
72
+ };
73
+ }
74
+ }
75
+ }
@@ -0,0 +1,18 @@
1
+ import { ClearingHouse } from './clearingHouse';
2
+ import { PublicKey } from '@solana/web3.js';
3
+ import { BulkAccountLoader } from './accounts/bulkAccountLoader';
4
+
5
+ export type ClearingHouseUserStatsConfig = {
6
+ accountSubscription?: ClearingHouseUserStatsAccountSubscriptionConfig;
7
+ clearingHouse: ClearingHouse;
8
+ userStatsAccountPublicKey: PublicKey;
9
+ };
10
+
11
+ export type ClearingHouseUserStatsAccountSubscriptionConfig =
12
+ | {
13
+ type: 'websocket';
14
+ }
15
+ | {
16
+ type: 'polling';
17
+ accountLoader: BulkAccountLoader;
18
+ };
package/src/config.ts CHANGED
@@ -28,7 +28,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
28
28
  devnet: {
29
29
  ENV: 'devnet',
30
30
  PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
31
- CLEARING_HOUSE_PROGRAM_ID: '9jwr5nC2f9yAraXrg4UzHXmCX3vi9FQkjD6p9e8bRqNa',
31
+ CLEARING_HOUSE_PROGRAM_ID: '65sz7dRiWDRPZjiRxcTxPM7AE6VK4Nag9HEK6oBJXhJn',
32
32
  USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
33
33
  MARKETS: DevnetMarkets,
34
34
  BANKS: DevnetBanks,
@@ -0,0 +1,42 @@
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
+ };
@@ -1,6 +1,5 @@
1
- import { BN, OracleSource } from '../';
2
- import { DriftEnv } from '../';
3
1
  import { PublicKey } from '@solana/web3.js';
2
+ import { BN, DriftEnv, OracleSource } from '../';
4
3
 
5
4
  export type BankConfig = {
6
5
  symbol: string;
@@ -10,6 +9,10 @@ export type BankConfig = {
10
9
  oracleSource: OracleSource;
11
10
  };
12
11
 
12
+ export const WRAPPED_SOL_MINT = new PublicKey(
13
+ 'So11111111111111111111111111111111111111112'
14
+ );
15
+
13
16
  export const DevnetBanks: BankConfig[] = [
14
17
  {
15
18
  symbol: 'USDC',
@@ -19,11 +22,18 @@ export const DevnetBanks: BankConfig[] = [
19
22
  mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
20
23
  },
21
24
  {
22
- symbol: 'BTC',
25
+ symbol: 'SOL',
23
26
  bankIndex: new BN(1),
27
+ oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
28
+ oracleSource: OracleSource.PYTH,
29
+ mint: new PublicKey(WRAPPED_SOL_MINT),
30
+ },
31
+ {
32
+ symbol: 'BTC',
33
+ bankIndex: new BN(2),
24
34
  oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
25
35
  oracleSource: OracleSource.PYTH,
26
- mint: new PublicKey('Gh9ZwEmdLJ8DscKNTkTqPbNwLNNBjuSzaG9Vp2KGtKJr'),
36
+ mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
27
37
  },
28
38
  ];
29
39
 
@@ -0,0 +1,42 @@
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
+ };
@@ -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 BANK_INTEREST_PRECISION = new BN(1000000);
23
- export const BANK_CUMULATIVE_INTEREST_PRECISION = new BN(10000000000);
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);
@@ -28,6 +36,10 @@ export const BANK_BALANCE_PRECISION_EXP = new BN(6);
28
36
  export const BANK_BALANCE_PRECISION = new BN(10).pow(
29
37
  BANK_BALANCE_PRECISION_EXP
30
38
  );
39
+ export const BANK_IMF_PRECISION_EXP = new BN(6);
40
+
41
+ export const BANK_IMF_PRECISION = new BN(10).pow(BANK_IMF_PRECISION_EXP);
42
+ export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
31
43
 
32
44
  export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
33
45
  export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);
@@ -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;
@@ -53,7 +53,10 @@ export class EventList<Type extends EventType> {
53
53
  newNode.next = currentNode.next;
54
54
  if (currentNode.next !== undefined) {
55
55
  newNode.next.prev = newNode;
56
+ } else {
57
+ this.tail = newNode;
56
58
  }
59
+
57
60
  currentNode.next = newNode;
58
61
  newNode.prev = currentNode;
59
62
  }
@@ -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
+ }
@@ -0,0 +1,64 @@
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.PollingLogProvider = void 0;
13
+ const fetchLogs_1 = require("./fetchLogs");
14
+ class PollingLogProvider {
15
+ constructor(connection, programId, commitment, frequency = 15 * 1000) {
16
+ this.connection = connection;
17
+ this.programId = programId;
18
+ this.frequency = frequency;
19
+ this.finality = commitment === 'finalized' ? 'finalized' : 'confirmed';
20
+ }
21
+ subscribe(callback) {
22
+ if (this.intervalId) {
23
+ return true;
24
+ }
25
+ this.intervalId = setInterval(() => __awaiter(this, void 0, void 0, function* () {
26
+ if (this.mutex === 1) {
27
+ return;
28
+ }
29
+ this.mutex = 1;
30
+ try {
31
+ const response = yield fetchLogs_1.fetchLogs(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx);
32
+ if (response === undefined) {
33
+ return;
34
+ }
35
+ const { mostRecentTx, transactionLogs } = response;
36
+ for (const { txSig, slot, logs } of transactionLogs) {
37
+ callback(txSig, slot, logs);
38
+ }
39
+ this.mostRecentSeenTx = mostRecentTx;
40
+ }
41
+ catch (e) {
42
+ console.error('PollingLogProvider threw an Error');
43
+ console.error(e);
44
+ }
45
+ finally {
46
+ this.mutex = 0;
47
+ }
48
+ }), this.frequency);
49
+ return true;
50
+ }
51
+ isSubscribed() {
52
+ return this.intervalId !== undefined;
53
+ }
54
+ unsubscribe() {
55
+ return __awaiter(this, void 0, void 0, function* () {
56
+ if (this.intervalId !== undefined) {
57
+ clearInterval(this.intervalId);
58
+ this.intervalId = undefined;
59
+ }
60
+ return true;
61
+ });
62
+ }
63
+ }
64
+ exports.PollingLogProvider = PollingLogProvider;