@drift-labs/sdk 0.2.0-master.2 → 0.2.0-master.5

package/lib/orderParams.js

@@ -2,107 +2,19 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
 const types_1 = require("./types");
-const numericConstants_1 = require("./constants/numericConstants");
-function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0, postOnly = false, oraclePriceOffset = numericConstants_1.ZERO, immediateOrCancel = false) {
-    return {
-        orderType: types_1.OrderType.LIMIT,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly,
-        immediateOrCancel,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
-        triggerPrice: numericConstants_1.ZERO,
-        oraclePriceOffset,
-    };
+function getLimitOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.LIMIT });
 }
 exports.getLimitOrderParams = getLimitOrderParams;
-function getTriggerMarketOrderParams(marketIndex, direction, baseAssetAmount, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false, userOrderId = 0) {
-    return {
-        orderType: types_1.OrderType.TRIGGER_MARKET,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price: numericConstants_1.ZERO,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition,
-        triggerPrice,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getTriggerMarketOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_MARKET });
 }
 exports.getTriggerMarketOrderParams = getTriggerMarketOrderParams;
-function getTriggerLimitOrderParams(marketIndex, direction, baseAssetAmount, price, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false, userOrderId = 0) {
-    return {
-        orderType: types_1.OrderType.TRIGGER_LIMIT,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition,
-        triggerPrice,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getTriggerLimitOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_LIMIT });
 }
 exports.getTriggerLimitOrderParams = getTriggerLimitOrderParams;
-function getMarketOrderParams(marketIndex, direction, quoteAssetAmount, baseAssetAmount, reduceOnly, price = numericConstants_1.ZERO, discountToken = false, referrer = false) {
-    if (baseAssetAmount.eq(numericConstants_1.ZERO) && quoteAssetAmount.eq(numericConstants_1.ZERO)) {
-        throw Error('baseAssetAmount or quoteAssetAmount must be zero');
-    }
-    return {
-        orderType: types_1.OrderType.MARKET,
-        userOrderId: 0,
-        marketIndex,
-        direction,
-        quoteAssetAmount,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
-        triggerPrice: numericConstants_1.ZERO,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getMarketOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.MARKET });
 }
 exports.getMarketOrderParams = getMarketOrderParams;

package/lib/orders.js

@@ -101,15 +101,7 @@ function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
         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;
-        }
+        limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
     }
     const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction);
     const baseAssetAmount = (0, _1.standardizeBaseAssetAmount)(maxAmountToTrade, market.amm.baseAssetAmountStepSize);

package/lib/tx/utils.js

@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.wrapInTx = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const COMPUTE_UNITS_DEFAULT = 200000;
-function wrapInTx(instruction, computeUnits = 500000 // TODO, requires less code change
+function wrapInTx(instruction, computeUnits = 600000 // TODO, requires less code change
 ) {
     const tx = new web3_js_1.Transaction();
     if (computeUnits != COMPUTE_UNITS_DEFAULT) {

package/lib/types.d.ts

@@ -25,6 +25,14 @@ export declare class PositionDirection {
         short: {};
     };
 }
+export declare class DepositDirection {
+    static readonly DEPOSIT: {
+        deposit: {};
+    };
+    static readonly WITHDRAW: {
+        withdraw: {};
+    };
+}
 export declare class OracleSource {
     static readonly PYTH: {
         pyth: {};
@@ -92,6 +100,20 @@ export declare class OrderAction {
         trigger: {};
     };
 }
+export declare 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: {};
+    };
+}
 export declare class OrderTriggerCondition {
     static readonly ABOVE: {
         above: {};
@@ -118,6 +140,7 @@ export declare type DepositRecord = {
     };
     bankIndex: BN;
     amount: BN;
+    oraclePrice: BN;
     from?: PublicKey;
     to?: PublicKey;
 };
@@ -185,7 +208,10 @@ export declare type OrderRecord = {
     maker: PublicKey;
     takerOrder: Order;
     makerOrder: Order;
+    takerUnsettledPnl: BN;
+    makerUnsettledPnl: BN;
     action: OrderAction;
+    actionExplanation: OrderActionExplanation;
     filler: PublicKey;
     fillRecordId: BN;
     marketIndex: BN;
@@ -277,6 +303,8 @@ export declare type AMM = {
     lastMarkPriceTwapTs: BN;
     lastOraclePriceTwap: BN;
     lastOraclePriceTwapTs: BN;
+    lastOracleMarkSpreadPct: BN;
+    lastOracleConfPct: BN;
     oracle: PublicKey;
     oracleSource: OracleSource;
     fundingPeriod: BN;
@@ -291,6 +319,8 @@ export declare type AMM = {
     totalFee: BN;
     minimumQuoteAssetTradeSize: BN;
     baseAssetAmountStepSize: BN;
+    maxBaseAssetAmountRatio: number;
+    maxSlippageRatio: number;
     lastOraclePrice: BN;
     baseSpread: number;
     curveUpdateIntensity: number;
@@ -375,7 +405,6 @@ export declare type OrderParams = {
     orderType: OrderType;
     userOrderId: number;
     direction: PositionDirection;
-    quoteAssetAmount: BN;
     baseAssetAmount: BN;
     price: BN;
     marketIndex: BN;
@@ -393,10 +422,50 @@ export declare type OrderParams = {
         referrer: boolean;
     };
 };
+export declare type NecessaryOrderParams = {
+    orderType: OrderType;
+    marketIndex: BN;
+    baseAssetAmount: BN;
+    direction: PositionDirection;
+};
+export declare type OptionalOrderParams = {
+    [Property in keyof OrderParams]?: OrderParams[Property];
+} & NecessaryOrderParams;
+export declare const DefaultOrderParams: {
+    orderType: {
+        market: {};
+    };
+    userOrderId: number;
+    direction: {
+        long: {};
+    };
+    baseAssetAmount: BN;
+    price: BN;
+    marketIndex: BN;
+    reduceOnly: boolean;
+    postOnly: boolean;
+    immediateOrCancel: boolean;
+    triggerPrice: BN;
+    triggerCondition: {
+        above: {};
+    };
+    positionLimit: BN;
+    oraclePriceOffset: BN;
+    padding0: BN;
+    padding1: BN;
+    optionalAccounts: {
+        discountToken: boolean;
+        referrer: boolean;
+    };
+};
 export declare type MakerInfo = {
     maker: PublicKey;
     order: Order;
 };
+export declare type TakerInfo = {
+    taker: PublicKey;
+    order: Order;
+};
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;

package/lib/types.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+exports.DefaultOrderParams = exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+const _1 = require(".");
 // # Utility Types / Enums / Constants
 class SwapDirection {
 }
@@ -17,6 +18,11 @@ class PositionDirection {
 exports.PositionDirection = PositionDirection;
 PositionDirection.LONG = { long: {} };
 PositionDirection.SHORT = { short: {} };
+class DepositDirection {
+}
+exports.DepositDirection = DepositDirection;
+DepositDirection.DEPOSIT = { deposit: {} };
+DepositDirection.WITHDRAW = { withdraw: {} };
 class OracleSource {
 }
 exports.OracleSource = OracleSource;
@@ -51,6 +57,19 @@ OrderAction.CANCEL = { cancel: {} };
 OrderAction.EXPIRE = { expire: {} };
 OrderAction.FILL = { fill: {} };
 OrderAction.TRIGGER = { trigger: {} };
+class OrderActionExplanation {
+}
+exports.OrderActionExplanation = OrderActionExplanation;
+OrderActionExplanation.NONE = { none: {} };
+OrderActionExplanation.BREACHED_MARGIN_REQUIREMENT = {
+    breachedMarginRequirement: {},
+};
+OrderActionExplanation.ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
+    oraclePriceBreachedLimitPrice: {},
+};
+OrderActionExplanation.MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
+    marketOrderFilledToLimitPrice: {},
+};
 class OrderTriggerCondition {
 }
 exports.OrderTriggerCondition = OrderTriggerCondition;
@@ -72,3 +91,24 @@ var TradeSide;
     TradeSide[TradeSide["Buy"] = 1] = "Buy";
     TradeSide[TradeSide["Sell"] = 2] = "Sell";
 })(TradeSide = exports.TradeSide || (exports.TradeSide = {}));
+exports.DefaultOrderParams = {
+    orderType: OrderType.MARKET,
+    userOrderId: 0,
+    direction: PositionDirection.LONG,
+    baseAssetAmount: _1.ZERO,
+    price: _1.ZERO,
+    marketIndex: _1.ZERO,
+    reduceOnly: false,
+    postOnly: false,
+    immediateOrCancel: false,
+    triggerPrice: _1.ZERO,
+    triggerCondition: OrderTriggerCondition.ABOVE,
+    positionLimit: _1.ZERO,
+    oraclePriceOffset: _1.ZERO,
+    padding0: _1.ZERO,
+    padding1: _1.ZERO,
+    optionalAccounts: {
+        discountToken: false,
+        referrer: false,
+    },
+};

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.2",
+	"version": "0.2.0-master.5",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -30,7 +30,7 @@
 	},
 	"dependencies": {
 		"@project-serum/anchor": "0.24.2",
-		"@pythnetwork/client": "2.5.1",
+		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "1.41.0",
 		"@switchboard-xyz/switchboard-v2": "^0.0.67",
@@ -39,10 +39,10 @@
 	},
 	"devDependencies": {
 		"@types/chai": "^4.3.1",
+		"@types/jest": "^28.1.3",
 		"@types/mocha": "^9.1.1",
 		"@typescript-eslint/eslint-plugin": "^4.28.0",
 		"@typescript-eslint/parser": "^4.28.0",
-		"@types/jest": "^28.1.3",
 		"chai": "^4.3.6",
 		"eslint": "^7.29.0",
 		"eslint-config-prettier": "^8.3.0",

package/src/admin.ts

@@ -85,7 +85,8 @@ export class Admin extends ClearingHouse {
 		initialAssetWeight: BN,
 		maintenanceAssetWeight: BN,
 		initialLiabilityWeight: BN,
-		maintenanceLiabilityWeight: BN
+		maintenanceLiabilityWeight: BN,
+		imfFactor = new BN(0)
 	): Promise<TransactionSignature> {
 		const bankIndex = this.getStateAccount().numberOfBanks;
 		const bank = await getBankPublicKey(this.program.programId, bankIndex);
@@ -109,6 +110,7 @@ export class Admin extends ClearingHouse {
 			maintenanceAssetWeight,
 			initialLiabilityWeight,
 			maintenanceLiabilityWeight,
+			imfFactor,
 			{
 				accounts: {
 					admin: this.wallet.publicKey,
@@ -329,10 +331,12 @@ export class Admin extends ClearingHouse {
 		recipient: PublicKey
 	): Promise<TransactionSignature> {
 		const state = await this.getStateAccount();
+		const bank = this.getQuoteAssetBankAccount();
 		return await this.program.rpc.withdrawFromInsuranceVault(amount, {
 			accounts: {
 				admin: this.wallet.publicKey,
 				state: await this.getStatePublicKey(),
+				bank: bank.pubkey,
 				insuranceVault: state.insuranceVault,
 				insuranceVaultAuthority: state.insuranceVaultAuthority,
 				recipient: recipient,
@@ -341,7 +345,7 @@ export class Admin extends ClearingHouse {
 		});
 	}
 
-	public async withdrawFees(
+	public async withdrawFromMarketToInsuranceVault(
 		marketIndex: BN,
 		amount: BN,
 		recipient: PublicKey
@@ -351,7 +355,7 @@ export class Admin extends ClearingHouse {
 			marketIndex
 		);
 		const bank = this.getQuoteAssetBankAccount();
-		return await this.program.rpc.withdrawFees(amount, {
+		return await this.program.rpc.withdrawFromMarketToInsuranceVault(amount, {
 			accounts: {
 				admin: this.wallet.publicKey,
 				state: await this.getStatePublicKey(),
@@ -370,6 +374,8 @@ export class Admin extends ClearingHouse {
 		amount: BN
 	): Promise<TransactionSignature> {
 		const state = await this.getStateAccount();
+		const bank = this.getQuoteAssetBankAccount();
+
 		return await this.program.rpc.withdrawFromInsuranceVaultToMarket(amount, {
 			accounts: {
 				admin: this.wallet.publicKey,
@@ -377,7 +383,9 @@ export class Admin extends ClearingHouse {
 				market: await getMarketPublicKey(this.program.programId, marketIndex),
 				insuranceVault: state.insuranceVault,
 				insuranceVaultAuthority: state.insuranceVaultAuthority,
-				bankVault: this.getQuoteAssetBankAccount().vault,
+				bank: bank.pubkey,
+				bankVault: bank.vault,
+				bankVaultAuthority: bank.vaultAuthority,
 				tokenProgram: TOKEN_PROGRAM_ID,
 			},
 		});
@@ -675,11 +683,13 @@ export class Admin extends ClearingHouse {
 		});
 	}
 
-	public async updateOrderAuctionTime(
-		time: BN | number
+	public async updateAuctionDuration(
+		minDuration: BN | number,
+		maxDuration: BN | number
 	): Promise<TransactionSignature> {
-		return await this.program.rpc.updateOrderAuctionTime(
-			typeof time === 'number' ? time : time.toNumber,
+		return await this.program.rpc.updateAuctionDuration(
+			typeof minDuration === 'number' ? minDuration : minDuration.toNumber(),
+			typeof maxDuration === 'number' ? maxDuration : maxDuration.toNumber(),
 			{
 				accounts: {
 					admin: this.wallet.publicKey,
@@ -688,4 +698,33 @@ export class Admin extends ClearingHouse {
 			}
 		);
 	}
+
+	public async updateMaxBaseAssetAmountRatio(
+		marketIndex: BN,
+		maxBaseAssetAmountRatio: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateMaxBaseAssetAmountRatio(
+			maxBaseAssetAmountRatio,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					market: this.getMarketAccount(marketIndex).pubkey,
+				},
+			}
+		);
+	}
+
+	public async updateMaxSlippageRatio(
+		marketIndex: BN,
+		maxSlippageRatio: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateMaxSlippageRatio(maxSlippageRatio, {
+			accounts: {
+				admin: this.wallet.publicKey,
+				state: await this.getStatePublicKey(),
+				market: this.getMarketAccount(marketIndex).pubkey,
+			},
+		});
+	}
 }