@drift-labs/sdk 0.2.0-master.2 → 0.2.0-master.22

package/src/types.ts

@@ -1,5 +1,5 @@
 import { PublicKey, Transaction } from '@solana/web3.js';
-import { BN } from '.';
+import { BN, ZERO } from '.';
 
 // # Utility Types / Enums / Constants
 export class SwapDirection {
@@ -17,6 +17,11 @@ export class PositionDirection {
 	static readonly SHORT = { short: {} };
 }
 
+export class DepositDirection {
+	static readonly DEPOSIT = { deposit: {} };
+	static readonly WITHDRAW = { withdraw: {} };
+}
+
 export class OracleSource {
 	static readonly PYTH = { pyth: {} };
 	static readonly SWITCHBOARD = { switchboard: {} };
@@ -51,6 +56,25 @@ export class OrderAction {
 	static readonly TRIGGER = { trigger: {} };
 }
 
+export class OrderActionExplanation {
+	static readonly NONE = { none: {} };
+	static readonly BREACHED_MARGIN_REQUIREMENT = {
+		breachedMarginRequirement: {},
+	};
+	static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
+		oraclePriceBreachedLimitPrice: {},
+	};
+	static readonly MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
+		marketOrderFilledToLimitPrice: {},
+	};
+	static readonly CANCELED_FOR_LIQUIDATION = {
+		canceledForLiquidation: {},
+	};
+	static readonly MARKET_ORDER_AUCTION_EXPIRED = {
+		marketOrderAuctionExpired: {},
+	};
+}
+
 export class OrderTriggerCondition {
 	static readonly ABOVE = { above: {} };
 	static readonly BELOW = { below: {} };
@@ -82,6 +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;
@@ -92,6 +125,8 @@ export type DepositRecord = {
 	};
 	bankIndex: BN;
 	amount: BN;
+	oraclePrice: BN;
+	referrer: PublicKey;
 	from?: PublicKey;
 	to?: PublicKey;
 };
@@ -142,20 +177,99 @@ export type FundingPaymentRecord = {
 
 export type LiquidationRecord = {
 	ts: BN;
-	recordId: BN;
-	userAuthority: PublicKey;
 	user: PublicKey;
-	partial: boolean;
-	baseAssetValue: BN;
-	baseAssetValueClosed: BN;
-	liquidationFee: BN;
-	feeToLiquidator: BN;
-	feeToInsuranceFund: BN;
 	liquidator: PublicKey;
+	liquidationType: LiquidationType;
+	marginRequirement: BN;
 	totalCollateral: BN;
-	collateral: BN;
-	unrealizedPnl: BN;
-	marginRatio: BN;
+	liquidationId: number;
+	liquidatePerp: LiquidatePerpRecord;
+	liquidateBorrow: LiquidateBorrowRecord;
+	liquidateBorrowForPerpPnl: LiquidateBorrowForPerpPnlRecord;
+	liquidatePerpPnlForDeposit: LiquidatePerpPnlForDepositRecord;
+	perpBankruptcy: PerpBankruptcyRecord;
+	borrowBankruptcy: BorrowBankruptcyRecord;
+};
+
+export class LiquidationType {
+	static readonly LIQUIDATE_PERP = { liquidatePerp: {} };
+	static readonly LIQUIDATE_BORROW = { liquidateBorrow: {} };
+	static readonly LIQUIDATE_BORROW_FOR_PERP_PNL = {
+		liquidateBorrowForPerpPnl: {},
+	};
+	static readonly LIQUIDATE_PERP_PNL_FOR_DEPOSIT = {
+		liquidatePerpPnlForDeposit: {},
+	};
+	static readonly PERP_BANKRUPTCY = {
+		perpBankruptcy: {},
+	};
+	static readonly BORROW_BANKRUPTCY = {
+		borrowBankruptcy: {},
+	};
+}
+
+export type LiquidatePerpRecord = {
+	marketIndex: BN;
+	orderIds: BN[];
+	oraclePrice: BN;
+	baseAssetAmount: BN;
+	quoteAssetAmount: BN;
+	userPnl: BN;
+	liquidatorPnl: BN;
+	canceledOrdersFee: BN;
+	userOrderId: BN;
+	liquidatorOrderId: BN;
+	fillRecordId: BN;
+};
+
+export type LiquidateBorrowRecord = {
+	assetBankIndex: BN;
+	assetPrice: BN;
+	assetTransfer: BN;
+	liabilityBankIndex: BN;
+	liabilityPrice: BN;
+	liabilityTransfer: BN;
+};
+
+export type LiquidateBorrowForPerpPnlRecord = {
+	marketIndex: BN;
+	marketOraclePrice: BN;
+	pnlTransfer: BN;
+	liabilityBankIndex: BN;
+	liabilityPrice: BN;
+	liabilityTransfer: BN;
+};
+
+export type LiquidatePerpPnlForDepositRecord = {
+	marketIndex: BN;
+	marketOraclePrice: BN;
+	pnlTransfer: BN;
+	assetBankIndex: BN;
+	assetPrice: BN;
+	assetTransfer: BN;
+};
+
+export type PerpBankruptcyRecord = {
+	marketIndex: BN;
+	pnl: BN;
+	cumulativeFundingRateDelta: BN;
+};
+
+export type BorrowBankruptcyRecord = {
+	bankIndex: BN;
+	borrowAmount: BN;
+	cumulativeDepositInterestDelta: BN;
+};
+
+export type SettlePnlRecord = {
+	ts: BN;
+	user: PublicKey;
+	marketIndex: BN;
+	pnl: BN;
+	baseAssetAmount: BN;
+	quoteAssetAmountAfter: BN;
+	quoteEntryamount: BN;
+	settlePrice: BN;
 };
 
 export type OrderRecord = {
@@ -164,7 +278,10 @@ export type OrderRecord = {
 	maker: PublicKey;
 	takerOrder: Order;
 	makerOrder: Order;
+	takerPnl: BN;
+	makerPnl: BN;
 	action: OrderAction;
+	actionExplanation: OrderActionExplanation;
 	filler: PublicKey;
 	fillRecordId: BN;
 	marketIndex: BN;
@@ -175,6 +292,9 @@ export type OrderRecord = {
 	fillerReward: BN;
 	quoteAssetAmountSurplus: BN;
 	oraclePrice: BN;
+	referrer: PublicKey;
+	referrerReward: BN;
+	refereeDiscount: BN;
 };
 
 export type StateAccount = {
@@ -206,6 +326,8 @@ export type StateAccount = {
 	numberOfMarkets: BN;
 	numberOfBanks: BN;
 	minOrderQuoteAssetAmount: BN;
+	maxAuctionDuration: number;
+	minAuctionDuration: number;
 };
 
 export type MarketAccount = {
@@ -219,9 +341,13 @@ export type MarketAccount = {
 	openInterest: BN;
 	marginRatioInitial: number;
 	marginRatioMaintenance: number;
-	marginRatioPartial: number;
 	nextFillRecordId: BN;
 	pnlPool: PoolBalance;
+	liquidationFee: BN;
+	imfFactor: BN;
+	unrealizedImfFactor: BN;
+	unrealizedInitialAssetWeight: number;
+	unrealizedMaintenanceAssetWeight: number;
 };
 
 export type BankAccount = {
@@ -239,12 +365,20 @@ export type BankAccount = {
 	cumulativeBorrowInterest: BN;
 	depositBalance: BN;
 	borrowBalance: BN;
-	lastUpdated: BN;
+	lastInterestTs: BN;
+	lastTwapTs: BN;
 	oracle: PublicKey;
 	initialAssetWeight: BN;
 	maintenanceAssetWeight: BN;
 	initialLiabilityWeight: BN;
 	maintenanceLiabilityWeight: BN;
+	liquidationFee: BN;
+	imfFactor: BN;
+
+	withdrawGuardThreshold: BN;
+	depositTokenTwap: BN;
+	borrowTokenTwap: BN;
+	utilizationTwap: BN;
 };
 
 export type PoolBalance = {
@@ -258,9 +392,13 @@ export type AMM = {
 	lastFundingRate: BN;
 	lastFundingRateTs: BN;
 	lastMarkPriceTwap: BN;
+	lastMarkPriceTwap5min: BN;
 	lastMarkPriceTwapTs: BN;
 	lastOraclePriceTwap: BN;
+	lastOraclePriceTwap5min: BN;
 	lastOraclePriceTwapTs: BN;
+	lastOracleMarkSpreadPct: BN;
+	lastOracleConfPct: BN;
 	oracle: PublicKey;
 	oracleSource: OracleSource;
 	fundingPeriod: BN;
@@ -268,13 +406,20 @@ export type AMM = {
 	pegMultiplier: BN;
 	cumulativeFundingRateLong: BN;
 	cumulativeFundingRateShort: BN;
+	cumulativeFundingRateLp: BN;
 	cumulativeRepegRebateLong: BN;
 	cumulativeRepegRebateShort: BN;
 	totalFeeMinusDistributions: BN;
 	totalFeeWithdrawn: BN;
 	totalFee: BN;
+	cumulativeFundingPaymentPerLp: BN;
+	cumulativeFeePerLp: BN;
+	cumulativeNetBaseAssetAmountPerLp: BN;
+	userLpShares: BN;
 	minimumQuoteAssetTradeSize: BN;
 	baseAssetAmountStepSize: BN;
+	maxBaseAssetAmountRatio: number;
+	maxSlippageRatio: number;
 	lastOraclePrice: BN;
 	baseSpread: number;
 	curveUpdateIntensity: number;
@@ -292,6 +437,10 @@ export type AMM = {
 	longSpread: BN;
 	shortSpread: BN;
 	maxSpread: number;
+	marketPosition: UserPosition;
+	marketPositionPerLp: UserPosition;
+	maxBaseAssetReserve: BN;
+	minBaseAssetReserve: BN;
 };
 
 // # User Account Types
@@ -302,27 +451,46 @@ export type UserPosition = {
 	quoteAssetAmount: BN;
 	quoteEntryAmount: BN;
 	openOrders: BN;
-	unsettledPnl: BN;
 	openBids: BN;
 	openAsks: BN;
+	realizedPnl: BN;
+	lpShares: BN;
+	lastFeePerLp: BN;
+	lastNetBaseAssetAmountPerLp: BN;
+	lastNetQuoteAssetAmountPerLp: BN;
 };
 
-export type UserAccount = {
-	authority: PublicKey;
-	name: number[];
-	userId: number;
-	bankBalances: UserBankBalance[];
-	collateral: BN;
-	cumulativeDeposits: BN;
+export type UserStatsAccount = {
+	numberOfUsers: number;
+	makerVolume30D: BN;
+	takerVolume30D: BN;
+	fillerVolume30D: BN;
+	lastMakerVolume30DTs: BN;
+	lastTakerVolume30DTs: BN;
+	lastFillerVolume30DTs: BN;
 	fees: {
 		totalFeePaid: BN;
 		totalFeeRebate: BN;
 		totalTokenDiscount: BN;
-		totalReferralReward: BN;
 		totalRefereeDiscount: BN;
 	};
+	referrer: PublicKey;
+	isReferrer: boolean;
+	totalReferrerReward: BN;
+	authority: PublicKey;
+};
+
+export type UserAccount = {
+	authority: PublicKey;
+	name: number[];
+	userId: number;
+	bankBalances: UserBankBalance[];
 	positions: UserPosition[];
 	orders: Order[];
+	beingLiquidated: boolean;
+	bankrupt: boolean;
+	nextLiquidationId: number;
+	nextOrderId: BN;
 };
 
 export type UserBankBalance = {
@@ -350,9 +518,7 @@ export type Order = {
 	triggerPrice: BN;
 	triggerCondition: OrderTriggerCondition;
 	triggered: boolean;
-	discountTier: OrderDiscountTier;
 	existingPositionDirection: PositionDirection;
-	referrer: PublicKey;
 	postOnly: boolean;
 	immediateOrCancel: boolean;
 	oraclePriceOffset: BN;
@@ -365,7 +531,6 @@ export type OrderParams = {
 	orderType: OrderType;
 	userOrderId: number;
 	direction: PositionDirection;
-	quoteAssetAmount: BN;
 	baseAssetAmount: BN;
 	price: BN;
 	marketIndex: BN;
@@ -384,11 +549,57 @@ export type OrderParams = {
 	};
 };
 
+export type NecessaryOrderParams = {
+	orderType: OrderType;
+	marketIndex: BN;
+	baseAssetAmount: BN;
+	direction: PositionDirection;
+};
+
+export type OptionalOrderParams = {
+	[Property in keyof OrderParams]?: OrderParams[Property];
+} & NecessaryOrderParams;
+
+export const DefaultOrderParams = {
+	orderType: OrderType.MARKET,
+	userOrderId: 0,
+	direction: PositionDirection.LONG,
+	baseAssetAmount: ZERO,
+	price: ZERO,
+	marketIndex: ZERO,
+	reduceOnly: false,
+	postOnly: false,
+	immediateOrCancel: false,
+	triggerPrice: ZERO,
+	triggerCondition: OrderTriggerCondition.ABOVE,
+	positionLimit: ZERO,
+	oraclePriceOffset: ZERO,
+	padding0: ZERO,
+	padding1: ZERO,
+	optionalAccounts: {
+		discountToken: false,
+		referrer: false,
+	},
+};
+
 export type MakerInfo = {
 	maker: PublicKey;
+	makerStats: PublicKey;
 	order: Order;
 };
 
+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>;
@@ -430,6 +641,7 @@ export type FeeStructure = {
 	makerRebateNumerator: BN;
 	makerRebateDenominator: BN;
 	fillerRewardStructure: OrderFillerRewardStructure;
+	cancelOrderFee: BN;
 };
 
 export type OracleGuardRails = {
@@ -451,4 +663,4 @@ export type OrderFillerRewardStructure = {
 	timeBasedRewardLowerBound: BN;
 };
 
-export type MarginCategory = 'Initial' | 'Partial' | 'Maintenance';
+export type MarginCategory = 'Initial' | 'Maintenance';

package/src/userName.js

@@ -0,0 +1,20 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.decodeName = exports.encodeName = exports.DEFAULT_USER_NAME = exports.MAX_NAME_LENGTH = void 0;
+exports.MAX_NAME_LENGTH = 32;
+exports.DEFAULT_USER_NAME = 'Main Account';
+function encodeName(name) {
+    if (name.length > exports.MAX_NAME_LENGTH) {
+        throw Error(`User name (${name}) longer than 32 characters`);
+    }
+    const buffer = Buffer.alloc(32);
+    buffer.fill(name);
+    buffer.fill(' ', name.length);
+    return Array(...buffer);
+}
+exports.encodeName = encodeName;
+function decodeName(bytes) {
+    const buffer = Buffer.from(bytes);
+    return buffer.toString('utf8').trim();
+}
+exports.decodeName = decodeName;

package/src/util/computeUnits.js

@@ -1,17 +1,27 @@
 "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.findComputeUnitConsumption = void 0;
-async function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
-    const tx = await connection.getTransaction(txSignature, { commitment });
-    const computeUnits = [];
-    const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of 200000 compute units`);
-    tx.meta.logMessages.forEach((logMessage) => {
-        const match = logMessage.match(regex);
-        if (match && match[1]) {
-            computeUnits.push(match[1]);
-        }
+function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
+    return __awaiter(this, void 0, void 0, function* () {
+        const tx = yield connection.getTransaction(txSignature, { commitment });
+        const computeUnits = [];
+        const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of ([0-9]{0,7}) compute units`);
+        tx.meta.logMessages.forEach((logMessage) => {
+            const match = logMessage.match(regex);
+            if (match && match[1]) {
+                computeUnits.push(match[1]);
+            }
+        });
+        return computeUnits;
     });
-    return computeUnits;
 }
 exports.findComputeUnitConsumption = findComputeUnitConsumption;
-//# sourceMappingURL=computeUnits.js.map

package/src/util/computeUnits.ts

@@ -9,7 +9,7 @@ export async function findComputeUnitConsumption(
 	const tx = await connection.getTransaction(txSignature, { commitment });
 	const computeUnits = [];
 	const regex = new RegExp(
-		`Program ${programId.toString()} consumed ([0-9]{0,6}) of 200000 compute units`
+		`Program ${programId.toString()} consumed ([0-9]{0,6}) of ([0-9]{0,7}) compute units`
 	);
 	tx.meta.logMessages.forEach((logMessage) => {
 		const match = logMessage.match(regex);

package/src/util/getTokenAddress.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTokenAddress = void 0;
+const spl_token_1 = require("@solana/spl-token");
+const web3_js_1 = require("@solana/web3.js");
+const getTokenAddress = (mintAddress, userPubKey) => {
+    return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
+};
+exports.getTokenAddress = getTokenAddress;

package/src/util/getTokenAddress.ts

@@ -0,0 +1,18 @@
+import {
+	Token,
+	ASSOCIATED_TOKEN_PROGRAM_ID,
+	TOKEN_PROGRAM_ID,
+} from '@solana/spl-token';
+import { PublicKey } from '@solana/web3.js';
+
+export const getTokenAddress = (
+	mintAddress: string,
+	userPubKey: string
+): Promise<PublicKey> => {
+	return Token.getAssociatedTokenAddress(
+		ASSOCIATED_TOKEN_PROGRAM_ID,
+		TOKEN_PROGRAM_ID,
+		new PublicKey(mintAddress),
+		new PublicKey(userPubKey)
+	);
+};

package/src/util/promiseTimeout.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.promiseTimeout = void 0;
+function promiseTimeout(promise, timeoutMs) {
+    let timeoutId;
+    const timeoutPromise = new Promise((resolve) => {
+        timeoutId = setTimeout(() => resolve(null), timeoutMs);
+    });
+    return Promise.race([promise, timeoutPromise]).then((result) => {
+        clearTimeout(timeoutId);
+        return result;
+    });
+}
+exports.promiseTimeout = promiseTimeout;

package/src/util/tps.js

@@ -0,0 +1,27 @@
+"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.estimateTps = void 0;
+function estimateTps(programId, connection, failed) {
+    return __awaiter(this, void 0, void 0, function* () {
+        let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
+        if (failed) {
+            signatures = signatures.filter((signature) => signature.err);
+        }
+        const numberOfSignatures = signatures.length;
+        if (numberOfSignatures === 0) {
+            return 0;
+        }
+        return (numberOfSignatures /
+            (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
+    });
+}
+exports.estimateTps = estimateTps;

package/src/wallet.js

@@ -0,0 +1,35 @@
+"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.Wallet = void 0;
+class Wallet {
+    constructor(payer) {
+        this.payer = payer;
+    }
+    signTransaction(tx) {
+        return __awaiter(this, void 0, void 0, function* () {
+            tx.partialSign(this.payer);
+            return tx;
+        });
+    }
+    signAllTransactions(txs) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return txs.map((t) => {
+                t.partialSign(this.payer);
+                return t;
+            });
+        });
+    }
+    get publicKey() {
+        return this.payer.publicKey;
+    }
+}
+exports.Wallet = Wallet;

package/tests/bn/test.ts

@@ -125,6 +125,16 @@ describe('BigNum Tests', () => {
 		expect(BigNum.fromPrint('1234567').toMillified(5)).to.equal('1.2345M');
 		expect(BigNum.fromPrint('12345678').toMillified(5)).to.equal('12.345M');
 		expect(BigNum.fromPrint('123456789').toMillified(5)).to.equal('123.45M');
+
+		expect(BigNum.from(-95, 2).print()).to.equal('-0.95');
+
+		// Case 6 strange numbers
+		expect(BigNum.from('-100', 2).print()).to.equal('-1.00');
+		expect(BigNum.from('-8402189', 13).print()).to.equal('-0.0000008402189');
+		expect(BigNum.from('-10000000000000', 13).print()).to.equal(
+			'-1.0000000000000'
+		);
+		expect(BigNum.from('-100', 6).print()).to.equal('-0.000100');
 	});
 
 	it('can initialise from string values correctly', () => {

package/lib/orders.d.ts

@@ -1,8 +0,0 @@
-/// <reference types="bn.js" />
-import { MarketAccount, Order, UserAccount, UserPosition } from './types';
-import { BN } from '.';
-import { OraclePriceData } from '.';
-export declare function calculateNewStateAfterOrder(userAccount: UserAccount, userPosition: UserPosition, market: MarketAccount, order: Order): [UserAccount, UserPosition, MarketAccount] | null;
-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;