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

package/src/clearingHouse.ts

@@ -11,6 +11,10 @@ import {
 	BankAccount,
 	UserBankBalance,
 	MakerInfo,
+	TakerInfo,
+	OptionalOrderParams,
+	DefaultOrderParams,
+	OrderType,
 } from './types';
 import * as anchor from '@project-serum/anchor';
 import clearingHouseIDL from './idl/clearing_house.json';
@@ -52,7 +56,6 @@ import { WebSocketClearingHouseAccountSubscriber } from './accounts/webSocketCle
 import { RetryTxSender } from './tx/retryTxSender';
 import { ClearingHouseUser } from './clearingHouseUser';
 import { ClearingHouseUserAccountSubscriptionConfig } from './clearingHouseUserConfig';
-import { getMarketOrderParams } from './orderParams';
 import { getMarketsBanksAndOraclesForSubscription } from './config';
 
 /**
@@ -798,20 +801,17 @@ export class ClearingHouse {
 		marketIndex: BN,
 		limitPrice?: BN
 	): Promise<TransactionSignature> {
-		return await this.placeAndTake(
-			getMarketOrderParams(
-				marketIndex,
-				direction,
-				ZERO,
-				amount,
-				false,
-				limitPrice
-			)
-		);
+		return await this.placeAndTake({
+			orderType: OrderType.MARKET,
+			marketIndex,
+			direction,
+			baseAssetAmount: amount,
+			price: limitPrice,
+		});
 	}
 
 	public async placeOrder(
-		orderParams: OrderParams
+		orderParams: OptionalOrderParams
 	): Promise<TransactionSignature> {
 		const { txSig, slot } = await this.txSender.send(
 			wrapInTx(await this.getPlaceOrderIx(orderParams)),
@@ -822,14 +822,16 @@ export class ClearingHouse {
 		return txSig;
 	}
 
+	getOrderParams(optionalOrderParams: OptionalOrderParams): OrderParams {
+		return Object.assign({}, DefaultOrderParams, optionalOrderParams);
+	}
+
 	public async getPlaceOrderIx(
-		orderParams: OrderParams
+		orderParams: OptionalOrderParams
 	): Promise<TransactionInstruction> {
+		orderParams = this.getOrderParams(orderParams);
 		const userAccountPublicKey = await this.getUserAccountPublicKey();
 
-		const priceOracle = this.getMarketAccount(orderParams.marketIndex).amm
-			.oracle;
-
 		const remainingAccounts = this.getRemainingAccounts({
 			writableMarketIndex: orderParams.marketIndex,
 		});
@@ -839,38 +841,11 @@ export class ClearingHouse {
 				state: await this.getStatePublicKey(),
 				user: userAccountPublicKey,
 				authority: this.wallet.publicKey,
-				oracle: priceOracle,
 			},
 			remainingAccounts,
 		});
 	}
 
-	public async expireOrders(
-		userAccountPublicKey: PublicKey
-	): Promise<TransactionSignature> {
-		const { txSig } = await this.txSender.send(
-			wrapInTx(await this.getExpireOrdersIx(userAccountPublicKey)),
-			[],
-			this.opts
-		);
-		return txSig;
-	}
-
-	public async getExpireOrdersIx(
-		userAccountPublicKey: PublicKey
-	): Promise<TransactionInstruction> {
-		const fillerPublicKey = await this.getUserAccountPublicKey();
-
-		return await this.program.instruction.expireOrders({
-			accounts: {
-				state: await this.getStatePublicKey(),
-				filler: fillerPublicKey,
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-			},
-		});
-	}
-
 	public async updateAMMs(marketIndexes: BN[]): Promise<TransactionSignature> {
 		const { txSig } = await this.txSender.send(
 			wrapInTx(await this.getUpdateAMMsIx(marketIndexes)),
@@ -970,95 +945,6 @@ export class ClearingHouse {
 		});
 	}
 
-	public async cancelAllOrders(
-		bestEffort?: boolean
-	): Promise<TransactionSignature> {
-		const { txSig } = await this.txSender.send(
-			wrapInTx(await this.getCancelAllOrdersIx(bestEffort)),
-			[],
-			this.opts
-		);
-		return txSig;
-	}
-
-	public async getCancelAllOrdersIx(
-		bestEffort?: boolean
-	): Promise<TransactionInstruction> {
-		const userAccountPublicKey = await this.getUserAccountPublicKey();
-
-		const remainingAccounts = this.getRemainingAccounts({});
-
-		for (const order of this.getUserAccount().orders) {
-			const oracle = this.getMarketAccount(order.marketIndex).amm.oracle;
-			remainingAccounts.push({
-				pubkey: oracle,
-				isWritable: false,
-				isSigner: false,
-			});
-		}
-
-		return await this.program.instruction.cancelAllOrders(bestEffort, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-			},
-			remainingAccounts,
-		});
-	}
-
-	public async cancelOrdersByMarketAndSide(
-		bestEffort?: boolean,
-		marketIndexOnly?: BN,
-		directionOnly?: PositionDirection
-	): Promise<TransactionSignature> {
-		const { txSig } = await this.txSender.send(
-			wrapInTx(
-				await this.getCancelOrdersByMarketAndSideIx(
-					bestEffort,
-					marketIndexOnly,
-					directionOnly
-				)
-			),
-			[],
-			this.opts
-		);
-		return txSig;
-	}
-
-	public async getCancelOrdersByMarketAndSideIx(
-		bestEffort?: boolean,
-		marketIndexOnly?: BN,
-		directionOnly?: PositionDirection
-	): Promise<TransactionInstruction> {
-		const userAccountPublicKey = await this.getUserAccountPublicKey();
-
-		const remainingAccounts = this.getRemainingAccounts({});
-
-		for (const order of this.getUserAccount().orders) {
-			const oracle = this.getMarketAccount(order.marketIndex).amm.oracle;
-			remainingAccounts.push({
-				pubkey: oracle,
-				isWritable: false,
-				isSigner: false,
-			});
-		}
-
-		return await this.program.instruction.cancelOrdersByMarketAndSide(
-			bestEffort,
-			marketIndexOnly,
-			directionOnly,
-			{
-				accounts: {
-					state: await this.getStatePublicKey(),
-					user: userAccountPublicKey,
-					authority: this.wallet.publicKey,
-				},
-				remainingAccounts,
-			}
-		);
-	}
-
 	public async fillOrder(
 		userAccountPublicKey: PublicKey,
 		user: UserAccount,
@@ -1085,7 +971,6 @@ export class ClearingHouse {
 
 		const marketIndex = order.marketIndex;
 		const marketAccount = this.getMarketAccount(marketIndex);
-		const oracle = marketAccount.amm.oracle;
 
 		const bankAccountInfos = [
 			{
@@ -1116,7 +1001,7 @@ export class ClearingHouse {
 				const market = this.getMarketAccount(position.marketIndex);
 				marketAccountInfos.push({
 					pubkey: market.pubkey,
-					isWritable: false,
+					isWritable: true,
 					isSigner: false,
 				});
 				oracleAccountInfos.push({
@@ -1140,13 +1025,13 @@ export class ClearingHouse {
 
 		const orderId = order.orderId;
 		const makerOrderId = makerInfo ? makerInfo.order.orderId : null;
+
 		return await this.program.instruction.fillOrder(orderId, makerOrderId, {
 			accounts: {
 				state: await this.getStatePublicKey(),
 				filler: fillerPublicKey,
 				user: userAccountPublicKey,
 				authority: this.wallet.publicKey,
-				oracle: oracle,
 			},
 			remainingAccounts,
 		});
@@ -1231,7 +1116,7 @@ export class ClearingHouse {
 	}
 
 	public async placeAndTake(
-		orderParams: OrderParams,
+		orderParams: OptionalOrderParams,
 		makerInfo?: MakerInfo
 	): Promise<TransactionSignature> {
 		const { txSig, slot } = await this.txSender.send(
@@ -1244,14 +1129,12 @@ export class ClearingHouse {
 	}
 
 	public async getPlaceAndTakeIx(
-		orderParams: OrderParams,
+		orderParams: OptionalOrderParams,
 		makerInfo?: MakerInfo
 	): Promise<TransactionInstruction> {
+		orderParams = this.getOrderParams(orderParams);
 		const userAccountPublicKey = await this.getUserAccountPublicKey();
 
-		const priceOracle = this.getMarketAccount(orderParams.marketIndex).amm
-			.oracle;
-
 		const remainingAccounts = this.getRemainingAccounts({
 			writableMarketIndex: orderParams.marketIndex,
 			writableBankIndex: QUOTE_ASSET_BANK_INDEX,
@@ -1275,7 +1158,55 @@ export class ClearingHouse {
 					state: await this.getStatePublicKey(),
 					user: userAccountPublicKey,
 					authority: this.wallet.publicKey,
-					oracle: priceOracle,
+				},
+				remainingAccounts,
+			}
+		);
+	}
+
+	public async placeAndMake(
+		orderParams: OptionalOrderParams,
+		takerInfo: TakerInfo,
+	): Promise<TransactionSignature> {
+		const { txSig, slot } = await this.txSender.send(
+			wrapInTx(await this.getPlaceAndMakeIx(orderParams, takerInfo)),
+			[],
+			this.opts
+		);
+
+		this.marketLastSlotCache.set(orderParams.marketIndex.toNumber(), slot);
+
+		return txSig;
+	}
+
+	public async getPlaceAndMakeIx(
+		orderParams: OptionalOrderParams,
+		takerInfo: TakerInfo,
+	): Promise<TransactionInstruction> {
+		orderParams = this.getOrderParams(orderParams);
+		const userAccountPublicKey = await this.getUserAccountPublicKey();
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableMarketIndex: orderParams.marketIndex,
+			writableBankIndex: QUOTE_ASSET_BANK_INDEX,
+		});
+
+		const takerOrderId = takerInfo!.order!.orderId;
+		remainingAccounts.push({
+			pubkey: takerInfo.taker,
+			isSigner: false,
+			isWritable: true,
+		});
+
+		return await this.program.instruction.placeAndMake(
+			orderParams,
+			takerOrderId,
+			{
+				accounts: {
+					state: await this.getStatePublicKey(),
+					user: userAccountPublicKey,
+					taker: takerInfo.taker,
+					authority: this.wallet.publicKey,
 				},
 				remainingAccounts,
 			}
@@ -1293,16 +1224,13 @@ export class ClearingHouse {
 			throw Error(`No position in market ${marketIndex.toString()}`);
 		}
 
-		return await this.placeAndTake(
-			getMarketOrderParams(
-				marketIndex,
-				findDirectionToClose(userPosition),
-				ZERO,
-				userPosition.baseAssetAmount,
-				true,
-				undefined
-			)
-		);
+		return await this.placeAndTake({
+			orderType: OrderType.MARKET,
+			marketIndex,
+			direction: findDirectionToClose(userPosition),
+			baseAssetAmount: userPosition.baseAssetAmount,
+			reduceOnly: true,
+		});
 	}
 
 	public async settlePNLs(

package/src/config.ts

@@ -28,7 +28,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: '9jwr5nC2f9yAraXrg4UzHXmCX3vi9FQkjD6p9e8bRqNa',
+		CLEARING_HOUSE_PROGRAM_ID: 'BMow898PH56jD8z4EaqxicoGXkR1HhN17qrER6Uc4AYq',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
 		MARKETS: DevnetMarkets,
 		BANKS: DevnetBanks,

package/src/idl/clearing_house.json

@@ -141,6 +141,10 @@
         {
           "name": "maintenanceLiabilityWeight",
           "type": "u128"
+        },
+        {
+          "name": "imfFactor",
+          "type": "u128"
         }
       ]
     },
@@ -381,11 +385,6 @@
           "name": "authority",
           "isMut": false,
           "isSigner": true
-        },
-        {
-          "name": "oracle",
-          "isMut": false,
-          "isSigner": false
         }
       ],
       "args": [
@@ -473,11 +472,6 @@
           "name": "user",
           "isMut": true,
           "isSigner": false
-        },
-        {
-          "name": "oracle",
-          "isMut": false,
-          "isSigner": false
         }
       ],
       "args": [
@@ -512,11 +506,6 @@
           "name": "authority",
           "isMut": false,
           "isSigner": true
-        },
-        {
-          "name": "oracle",
-          "isMut": false,
-          "isSigner": false
         }
       ],
       "args": [
@@ -549,18 +538,13 @@
         },
         {
           "name": "taker",
-          "isMut": false,
+          "isMut": true,
           "isSigner": false
         },
         {
           "name": "authority",
           "isMut": false,
           "isSigner": true
-        },
-        {
-          "name": "oracle",
-          "isMut": false,
-          "isSigner": false
         }
       ],
       "args": [
@@ -736,7 +720,7 @@
       ]
     },
     {
-      "name": "withdrawFees",
+      "name": "withdrawFromMarketToInsuranceVault",
       "accounts": [
         {
           "name": "state",
@@ -750,7 +734,7 @@
         },
         {
           "name": "bank",
-          "isMut": false,
+          "isMut": true,
           "isSigner": false
         },
         {
@@ -855,6 +839,11 @@
           "isMut": false,
           "isSigner": false
         },
+        {
+          "name": "bank",
+          "isMut": true,
+          "isSigner": false
+        },
         {
           "name": "bankVault",
           "isMut": true,
@@ -1113,6 +1102,62 @@
         }
       ]
     },
+    {
+      "name": "updateMarketImfFactor",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "imfFactor",
+          "type": "u128"
+        }
+      ]
+    },
+    {
+      "name": "updateMarketUnsettledAssetWeight",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "unsettledInitialAssetWeight",
+          "type": "u8"
+        },
+        {
+          "name": "unsettledMaintenanceAssetWeight",
+          "type": "u8"
+        }
+      ]
+    },
     {
       "name": "updateCurveUpdateIntensity",
       "accounts": [
@@ -1461,6 +1506,58 @@
         }
       ]
     },
+    {
+      "name": "updateMarketMaxSlippageRatio",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "maxSlippageRatio",
+          "type": "u16"
+        }
+      ]
+    },
+    {
+      "name": "updateMaxBaseAssetAmountRatio",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "maxBaseAssetAmountRatio",
+          "type": "u16"
+        }
+      ]
+    },
     {
       "name": "updateAdmin",
       "accounts": [
@@ -1583,7 +1680,7 @@
       ]
     },
     {
-      "name": "updateOrderAuctionTime",
+      "name": "updateAuctionDuration",
       "accounts": [
         {
           "name": "admin",
@@ -1598,7 +1695,11 @@
       ],
       "args": [
         {
-          "name": "orderAuctionTime",
+          "name": "minAuctionDuration",
+          "type": "u8"
+        },
+        {
+          "name": "maxAuctionDuration",
           "type": "u8"
         }
       ]
@@ -1695,6 +1796,10 @@
           {
             "name": "maintenanceLiabilityWeight",
             "type": "u128"
+          },
+          {
+            "name": "imfFactor",
+            "type": "u128"
           }
         ]
       }
@@ -1772,6 +1877,22 @@
             "name": "unsettledLoss",
             "type": "u128"
           },
+          {
+            "name": "imfFactor",
+            "type": "u128"
+          },
+          {
+            "name": "unsettledInitialAssetWeight",
+            "type": "u8"
+          },
+          {
+            "name": "unsettledMaintenanceAssetWeight",
+            "type": "u8"
+          },
+          {
+            "name": "unsettledImfFactor",
+            "type": "u128"
+          },
           {
             "name": "padding0",
             "type": "u32"
@@ -1905,7 +2026,11 @@
             "type": "u128"
           },
           {
-            "name": "orderAuctionDuration",
+            "name": "minAuctionDuration",
+            "type": "u8"
+          },
+          {
+            "name": "maxAuctionDuration",
             "type": "u8"
           },
           {
@@ -2010,10 +2135,6 @@
             "name": "userOrderId",
             "type": "u8"
           },
-          {
-            "name": "quoteAssetAmount",
-            "type": "u128"
-          },
           {
             "name": "baseAssetAmount",
             "type": "u128"
@@ -2062,6 +2183,10 @@
             "name": "oraclePriceOffset",
             "type": "i128"
           },
+          {
+            "name": "auctionDuration",
+            "type": "u8"
+          },
           {
             "name": "padding0",
             "type": "bool"
@@ -2224,6 +2349,14 @@
             "name": "minimumQuoteAssetTradeSize",
             "type": "u128"
           },
+          {
+            "name": "maxBaseAssetAmountRatio",
+            "type": "u16"
+          },
+          {
+            "name": "maxSlippageRatio",
+            "type": "u16"
+          },
           {
             "name": "baseAssetAmountStepSize",
             "type": "u128"
@@ -2708,10 +2841,6 @@
               "defined": "PositionDirection"
             }
           },
-          {
-            "name": "quoteAssetAmount",
-            "type": "u128"
-          },
           {
             "name": "baseAssetAmount",
             "type": "u128"
@@ -2924,6 +3053,12 @@
           },
           {
             "name": "OraclePriceBreachedLimitPrice"
+          },
+          {
+            "name": "MarketOrderFilledToLimitPrice"
+          },
+          {
+            "name": "MarketOrderAuctionExpired"
           }
         ]
       }
@@ -3711,8 +3846,8 @@
     },
     {
       "code": 6044,
-      "name": "CouldNotFillOrder",
-      "msg": "CouldNotFillOrder"
+      "name": "FillOrderDidNotUpdateState",
+      "msg": "FillOrderDidNotUpdateState"
     },
     {
       "code": 6045,

package/src/index.ts

@@ -1,5 +1,6 @@
 import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
+import pyth from '@pythnetwork/client';
 
 export * from './mockUSDCFaucet';
 export * from './oracles/types';
@@ -49,4 +50,4 @@ export * from './math/bankBalance';
 export * from './constants/banks';
 export * from './clearingHouseConfig';
 
-export { BN, PublicKey };
+export { BN, PublicKey, pyth };