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

package/lib/orders.js

@@ -1,142 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateAmountToTradeForTriggerLimit = exports.calculateAmountToTradeForLimit = exports.calculateBaseAssetAmountMarketCanExecute = exports.calculateNewStateAfterOrder = void 0;
-const types_1 = require("./types");
-const _1 = require(".");
-const market_1 = require("./math/market");
-const numericConstants_1 = require("./constants/numericConstants");
-const amm_1 = require("./math/amm");
-const position_1 = require("./math/position");
-function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
-    if ((0, types_1.isVariant)(order.status, 'init')) {
-        return null;
-    }
-    const baseAssetAmountToTrade = calculateBaseAssetAmountMarketCanExecute(market, order);
-    if (baseAssetAmountToTrade.lt(market.amm.baseAssetAmountStepSize)) {
-        return null;
-    }
-    const userAccountAfter = Object.assign({}, userAccount);
-    const userPositionAfter = Object.assign({}, userPosition);
-    const currentPositionDirection = (0, position_1.positionCurrentDirection)(userPosition);
-    const increasePosition = userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) ||
-        isSameDirection(order.direction, currentPositionDirection);
-    if (increasePosition) {
-        const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountToTrade, order.direction, market);
-        const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(market, marketAfter);
-        userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(baseAssetAmountSwapped);
-        userPositionAfter.quoteAssetAmount = userPositionAfter.quoteAssetAmount.add(quoteAssetAmountSwapped);
-        return [userAccountAfter, userPositionAfter, marketAfter];
-    }
-    else {
-        const reversePosition = baseAssetAmountToTrade.gt(userPosition.baseAssetAmount.abs());
-        if (reversePosition) {
-            const intermediateMarket = (0, market_1.calculateNewMarketAfterTrade)(userPosition.baseAssetAmount, (0, position_1.findDirectionToClose)(userPosition), market);
-            const { quoteAssetAmountSwapped: baseAssetValue } = calculateAmountSwapped(market, intermediateMarket);
-            let pnl;
-            if ((0, types_1.isVariant)(currentPositionDirection, 'long')) {
-                pnl = baseAssetValue.sub(userPosition.quoteAssetAmount);
-            }
-            else {
-                pnl = userPosition.quoteAssetAmount.sub(baseAssetValue);
-            }
-            userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-            const baseAssetAmountLeft = baseAssetAmountToTrade.sub(userPosition.baseAssetAmount.abs());
-            const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountLeft, order.direction, intermediateMarket);
-            const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(intermediateMarket, marketAfter);
-            userPositionAfter.quoteAssetAmount = quoteAssetAmountSwapped;
-            userPositionAfter.baseAssetAmount = baseAssetAmountSwapped;
-            return [userAccountAfter, userPositionAfter, marketAfter];
-        }
-        else {
-            const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountToTrade, order.direction, market);
-            const { quoteAssetAmountSwapped: baseAssetValue, baseAssetAmountSwapped, } = calculateAmountSwapped(market, marketAfter);
-            const costBasisRealized = userPosition.quoteAssetAmount
-                .mul(baseAssetAmountSwapped.abs())
-                .div(userPosition.baseAssetAmount.abs());
-            let pnl;
-            if ((0, types_1.isVariant)(currentPositionDirection, 'long')) {
-                pnl = baseAssetValue.sub(costBasisRealized);
-            }
-            else {
-                pnl = costBasisRealized.sub(baseAssetValue);
-            }
-            userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-            userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(baseAssetAmountSwapped);
-            userPositionAfter.quoteAssetAmount =
-                userPositionAfter.quoteAssetAmount.sub(costBasisRealized);
-            return [userAccountAfter, userPositionAfter, marketAfter];
-        }
-    }
-}
-exports.calculateNewStateAfterOrder = calculateNewStateAfterOrder;
-function calculateAmountSwapped(marketBefore, marketAfter) {
-    return {
-        quoteAssetAmountSwapped: marketBefore.amm.quoteAssetReserve
-            .sub(marketAfter.amm.quoteAssetReserve)
-            .abs()
-            .mul(marketBefore.amm.pegMultiplier)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO),
-        baseAssetAmountSwapped: marketBefore.amm.baseAssetReserve.sub(marketAfter.amm.baseAssetReserve),
-    };
-}
-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');
-        }
-        const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
-        if (order.postOnly) {
-            limitPrice = (0, types_1.isVariant)(order.direction, 'long')
-                ? _1.BN.min(order.price, floatingPrice)
-                : _1.BN.max(order.price, floatingPrice);
-        }
-        else {
-            limitPrice = floatingPrice;
-        }
-    }
-    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction);
-    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/orders.ts

@@ -1,251 +0,0 @@
-import {
-	isVariant,
-	MarketAccount,
-	Order,
-	PositionDirection,
-	UserAccount,
-	UserPosition,
-} from './types';
-import { BN, standardizeBaseAssetAmount } from '.';
-import { calculateNewMarketAfterTrade } from './math/market';
-import {
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	PEG_PRECISION,
-	ZERO,
-} from './constants/numericConstants';
-import { calculateMaxBaseAssetAmountToTrade } from './math/amm';
-import {
-	findDirectionToClose,
-	positionCurrentDirection,
-} from './math/position';
-import { OraclePriceData } from '.';
-
-export function calculateNewStateAfterOrder(
-	userAccount: UserAccount,
-	userPosition: UserPosition,
-	market: MarketAccount,
-	order: Order
-): [UserAccount, UserPosition, MarketAccount] | null {
-	if (isVariant(order.status, 'init')) {
-		return null;
-	}
-
-	const baseAssetAmountToTrade = calculateBaseAssetAmountMarketCanExecute(
-		market,
-		order
-	);
-	if (baseAssetAmountToTrade.lt(market.amm.baseAssetAmountStepSize)) {
-		return null;
-	}
-
-	const userAccountAfter = Object.assign({}, userAccount);
-	const userPositionAfter = Object.assign({}, userPosition);
-
-	const currentPositionDirection = positionCurrentDirection(userPosition);
-	const increasePosition =
-		userPosition.baseAssetAmount.eq(ZERO) ||
-		isSameDirection(order.direction, currentPositionDirection);
-
-	if (increasePosition) {
-		const marketAfter = calculateNewMarketAfterTrade(
-			baseAssetAmountToTrade,
-			order.direction,
-			market
-		);
-
-		const { quoteAssetAmountSwapped, baseAssetAmountSwapped } =
-			calculateAmountSwapped(market, marketAfter);
-
-		userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(
-			baseAssetAmountSwapped
-		);
-		userPositionAfter.quoteAssetAmount = userPositionAfter.quoteAssetAmount.add(
-			quoteAssetAmountSwapped
-		);
-
-		return [userAccountAfter, userPositionAfter, marketAfter];
-	} else {
-		const reversePosition = baseAssetAmountToTrade.gt(
-			userPosition.baseAssetAmount.abs()
-		);
-
-		if (reversePosition) {
-			const intermediateMarket = calculateNewMarketAfterTrade(
-				userPosition.baseAssetAmount,
-				findDirectionToClose(userPosition),
-				market
-			);
-
-			const { quoteAssetAmountSwapped: baseAssetValue } =
-				calculateAmountSwapped(market, intermediateMarket);
-
-			let pnl;
-			if (isVariant(currentPositionDirection, 'long')) {
-				pnl = baseAssetValue.sub(userPosition.quoteAssetAmount);
-			} else {
-				pnl = userPosition.quoteAssetAmount.sub(baseAssetValue);
-			}
-
-			userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-
-			const baseAssetAmountLeft = baseAssetAmountToTrade.sub(
-				userPosition.baseAssetAmount.abs()
-			);
-
-			const marketAfter = calculateNewMarketAfterTrade(
-				baseAssetAmountLeft,
-				order.direction,
-				intermediateMarket
-			);
-
-			const { quoteAssetAmountSwapped, baseAssetAmountSwapped } =
-				calculateAmountSwapped(intermediateMarket, marketAfter);
-
-			userPositionAfter.quoteAssetAmount = quoteAssetAmountSwapped;
-			userPositionAfter.baseAssetAmount = baseAssetAmountSwapped;
-
-			return [userAccountAfter, userPositionAfter, marketAfter];
-		} else {
-			const marketAfter = calculateNewMarketAfterTrade(
-				baseAssetAmountToTrade,
-				order.direction,
-				market
-			);
-
-			const {
-				quoteAssetAmountSwapped: baseAssetValue,
-				baseAssetAmountSwapped,
-			} = calculateAmountSwapped(market, marketAfter);
-
-			const costBasisRealized = userPosition.quoteAssetAmount
-				.mul(baseAssetAmountSwapped.abs())
-				.div(userPosition.baseAssetAmount.abs());
-
-			let pnl;
-			if (isVariant(currentPositionDirection, 'long')) {
-				pnl = baseAssetValue.sub(costBasisRealized);
-			} else {
-				pnl = costBasisRealized.sub(baseAssetValue);
-			}
-
-			userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
-
-			userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(
-				baseAssetAmountSwapped
-			);
-			userPositionAfter.quoteAssetAmount =
-				userPositionAfter.quoteAssetAmount.sub(costBasisRealized);
-
-			return [userAccountAfter, userPositionAfter, marketAfter];
-		}
-	}
-}
-
-function calculateAmountSwapped(
-	marketBefore: MarketAccount,
-	marketAfter: MarketAccount
-): { quoteAssetAmountSwapped: BN; baseAssetAmountSwapped: BN } {
-	return {
-		quoteAssetAmountSwapped: marketBefore.amm.quoteAssetReserve
-			.sub(marketAfter.amm.quoteAssetReserve)
-			.abs()
-			.mul(marketBefore.amm.pegMultiplier)
-			.div(PEG_PRECISION)
-			.div(AMM_TO_QUOTE_PRECISION_RATIO),
-		baseAssetAmountSwapped: marketBefore.amm.baseAssetReserve.sub(
-			marketAfter.amm.baseAssetReserve
-		),
-	};
-}
-
-export function calculateBaseAssetAmountMarketCanExecute(
-	market: MarketAccount,
-	order: Order,
-	oraclePriceData?: OraclePriceData
-): BN {
-	if (isVariant(order.orderType, 'limit')) {
-		return calculateAmountToTradeForLimit(market, order, oraclePriceData);
-	} else if (isVariant(order.orderType, 'triggerLimit')) {
-		return calculateAmountToTradeForTriggerLimit(market, order);
-	} else if (isVariant(order.orderType, 'market')) {
-		return ZERO;
-	} else {
-		return calculateAmountToTradeForTriggerMarket(market, order);
-	}
-}
-
-export function calculateAmountToTradeForLimit(
-	market: MarketAccount,
-	order: Order,
-	oraclePriceData?: OraclePriceData
-): BN {
-	let limitPrice = order.price;
-	if (!order.oraclePriceOffset.eq(ZERO)) {
-		if (!oraclePriceData) {
-			throw Error(
-				'Cant calculate limit price for oracle offset oracle without OraclePriceData'
-			);
-		}
-		const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
-		if (order.postOnly) {
-			limitPrice = isVariant(order.direction, 'long')
-				? BN.min(order.price, floatingPrice)
-				: BN.max(order.price, floatingPrice);
-		} else {
-			limitPrice = floatingPrice;
-		}
-	}
-
-	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
-		market.amm,
-		limitPrice,
-		order.direction
-	);
-
-	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;
-}
-
-export function calculateAmountToTradeForTriggerLimit(
-	market: MarketAccount,
-	order: Order
-): BN {
-	if (!order.triggered) {
-		return ZERO;
-	}
-
-	return calculateAmountToTradeForLimit(market, order);
-}
-
-function isSameDirection(
-	firstDirection: PositionDirection,
-	secondDirection: PositionDirection
-): boolean {
-	return (
-		(isVariant(firstDirection, 'long') && isVariant(secondDirection, 'long')) ||
-		(isVariant(firstDirection, 'short') && isVariant(secondDirection, 'short'))
-	);
-}
-
-function calculateAmountToTradeForTriggerMarket(
-	market: MarketAccount,
-	order: Order
-): BN {
-	if (!order.triggered) {
-		return ZERO;
-	}
-
-	return order.baseAssetAmount;
-}

package/src/util/computeUnits.js.map

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