@drift-labs/sdk 0.2.0-master.20 → 0.2.0-master.21

package/my-script/utils.ts

@@ -0,0 +1,52 @@
+import {
+    ClearingHouse,
+    UserAccount,
+} from '..';
+
+export function printUserStats(chUserAccount: UserAccount, marketIndexToSymbol: Map<number, string>) {
+
+    console.log("")
+    console.log(`${new Date(Date.now())}`)
+    console.log("Open positions:");
+    let openPositions = 0;
+    for (const p of chUserAccount!.positions) {
+        if (p.baseAssetAmount.isZero()) {
+            continue;
+        }
+        console.log(` [${marketIndexToSymbol.get(p.marketIndex.toNumber())}]`);
+        console.log(` . baseAssetAmount:  ${p.baseAssetAmount.toString()}`);
+        console.log(` . quoteAssetAmount: ${p.quoteAssetAmount.toString()}`);
+        console.log(` . quoteEntryAmount: ${p.quoteEntryAmount.toString()}`);
+        console.log(` . lastCumulativeFundingRate: ${p.lastCumulativeFundingRate.toString()}`);
+        console.log(` . openOrders: ${p.openOrders}`);
+        console.log(` . openBids: ${p.openBids.toString()}`);
+        console.log(` . openAsks: ${p.openAsks.toString()}`);
+        openPositions++;
+    }
+    console.log(`count: ${openPositions}`);
+
+    let openOrders = 0
+    console.log("")
+    console.log("Open orders:");
+    for (const o of chUserAccount!.orders) {
+        if (o.baseAssetAmount.isZero()) {
+            continue
+        }
+        console.log(` . [OrderId: ${o.orderId.toString()}, ${JSON.stringify(o.status)} ${JSON.stringify(o.direction)}, mktIdx: ${o.marketIndex.toString()}]: ${o.baseAssetAmountFilled.toString()}/${o.baseAssetAmount.toString()}`)
+        openOrders++;
+    }
+    console.log(`count: ${openOrders}`);
+
+    return;
+}
+
+export async function cancelOpenOrders(clearingHouse: ClearingHouse, chUserAccount: UserAccount) {
+    for (const o of chUserAccount!.orders) {
+        if (o.baseAssetAmount.isZero()) {
+            continue
+        }
+
+        const tx = await clearingHouse.cancelOrder(o.orderId);
+        console.log(`Canceled orderID ${o.orderId.toString()} on market ${o.marketIndex.toString()}, tx: ${tx}`);
+    }
+}

package/my-script/ww18NdhuLSQPCrHSx7V68eZJpe2y311heWeXJfSmP3Q.json

@@ -0,0 +1 @@
+[149,94,114,124,219,221,15,219,156,59,219,91,53,1,121,158,237,212,164,155,68,189,58,136,87,97,154,140,23,246,148,112,14,18,108,149,240,175,10,38,108,111,73,206,93,83,134,205,168,159,203,151,219,125,105,254,244,61,190,29,211,107,13,19]

package/my-script/ww2z7N9TG1PLLUQGQF2VKzCFaPtQ5FBhRfeEAuy6c5C.json

@@ -0,0 +1 @@
+[240,167,34,21,160,221,50,92,208,80,210,26,131,127,167,209,55,203,154,72,195,156,103,167,91,95,76,29,235,92,57,167,14,18,117,219,39,14,43,171,96,125,33,203,219,16,219,60,194,217,59,116,35,116,255,1,179,89,243,9,41,181,81,103]

package/my-script/ww3StJtTubhwssqAhvSSAc5ifCgKjzmF8hz7Gt2DmSa.json

@@ -0,0 +1 @@
+[5,60,137,129,213,3,6,50,181,118,108,215,24,4,33,79,191,86,110,99,115,149,212,216,240,15,229,159,228,144,75,215,14,18,120,40,242,92,142,39,104,193,163,8,30,13,91,89,147,117,144,82,156,127,20,66,10,222,188,128,65,29,15,139]

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.20",
+	"version": "0.2.0-master.21",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/clearingHouse.ts

@@ -224,11 +224,13 @@ export class ClearingHouse {
 	 *	Forces the accountSubscriber to fetch account updates from rpc
 	 */
 	public async fetchAccounts(): Promise<void> {
-		await Promise.all(
-			[...this.users.values()]
-				.map((user) => user.fetchAccounts())
-				.concat(this.accountSubscriber.fetch())
-		);
+		const promises = [...this.users.values()]
+			.map((user) => user.fetchAccounts())
+			.concat(this.accountSubscriber.fetch());
+		if (this.userStats) {
+			promises.concat(this.userStats.fetchAccounts());
+		}
+		await Promise.all(promises);
 	}
 
 	public async unsubscribe(): Promise<void> {
@@ -1764,7 +1766,9 @@ export class ClearingHouse {
 		const userStatsPublicKey = this.getUserStatsAccountPublicKey();
 		const userAccountPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccounts({
+		// todo merge this with getRemainingAccounts
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
+			counterPartyUserAccount: takerInfo.takerUserAccount,
 			writableMarketIndex: orderParams.marketIndex,
 		});
 
@@ -1985,9 +1989,9 @@ export class ClearingHouse {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 		const liquidatorStatsPublicKey = this.getUserStatsAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
 			writableMarketIndex: marketIndex,
-			userAccount,
+			counterPartyUserAccount: userAccount,
 		});
 
 		return await this.program.instruction.liquidatePerp(
@@ -2039,8 +2043,8 @@ export class ClearingHouse {
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
-			userAccount,
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
+			counterPartyUserAccount: userAccount,
 			writableBankIndexes: [liabilityBankIndex, assetBankIndex],
 		});
 
@@ -2092,8 +2096,8 @@ export class ClearingHouse {
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
-			userAccount,
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
+			counterPartyUserAccount: userAccount,
 			writableMarketIndex: perpMarketIndex,
 			writableBankIndexes: [liabilityBankIndex],
 		});
@@ -2146,8 +2150,8 @@ export class ClearingHouse {
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
-			userAccount,
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
+			counterPartyUserAccount: userAccount,
 			writableMarketIndex: perpMarketIndex,
 			writableBankIndexes: [assetBankIndex],
 		});
@@ -2194,9 +2198,9 @@ export class ClearingHouse {
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
 			writableMarketIndex: marketIndex,
-			userAccount,
+			counterPartyUserAccount: userAccount,
 		});
 
 		return await this.program.instruction.resolvePerpBankruptcy(marketIndex, {
@@ -2236,9 +2240,9 @@ export class ClearingHouse {
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
-		const remainingAccounts = this.getRemainingAccountsForLiquidation({
+		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
 			writableBankIndexes: [bankIndex],
-			userAccount,
+			counterPartyUserAccount: userAccount,
 		});
 
 		return await this.program.instruction.resolveBorrowBankruptcy(bankIndex, {
@@ -2252,17 +2256,17 @@ export class ClearingHouse {
 		});
 	}
 
-	getRemainingAccountsForLiquidation(params: {
-		userAccount: UserAccount;
+	getRemainingAccountsWithCounterparty(params: {
+		counterPartyUserAccount: UserAccount;
 		writableMarketIndex?: BN;
 		writableBankIndexes?: BN[];
 	}): AccountMeta[] {
-		const liquidateeUserAccount = params.userAccount;
+		const counterPartyUserAccount = params.counterPartyUserAccount;
 
 		const oracleAccountMap = new Map<string, AccountMeta>();
 		const bankAccountMap = new Map<number, AccountMeta>();
 		const marketAccountMap = new Map<number, AccountMeta>();
-		for (const bankBalance of liquidateeUserAccount.bankBalances) {
+		for (const bankBalance of counterPartyUserAccount.bankBalances) {
 			if (!bankBalance.balance.eq(ZERO)) {
 				const bankAccount = this.getBankAccount(bankBalance.bankIndex);
 				bankAccountMap.set(bankBalance.bankIndex.toNumber(), {
@@ -2280,7 +2284,7 @@ export class ClearingHouse {
 				}
 			}
 		}
-		for (const position of liquidateeUserAccount.positions) {
+		for (const position of counterPartyUserAccount.positions) {
 			if (!positionIsAvailable(position)) {
 				const market = this.getMarketAccount(position.marketIndex);
 				marketAccountMap.set(position.marketIndex.toNumber(), {

package/src/clearingHouseUser.ts

@@ -144,6 +144,11 @@ export class ClearingHouseUser {
 		};
 	}
 
+	public getClonedPosition(position: UserPosition): UserPosition {
+		const clonedPosition = Object.assign({}, position);
+		return clonedPosition;
+	}
+
 	/**
 	 * @param orderId
 	 * @returns Order
@@ -180,8 +185,10 @@ export class ClearingHouseUser {
 	 * calculates the market position if the lp position was settled
 	 * @returns : userPosition
 	 */
-	public getSettledLPPosition(marketIndex: BN): [UserPosition, BN] {
-		const position = this.getUserPosition(marketIndex);
+	public getSettledLPPosition(marketIndex: BN): [UserPosition, BN, BN] {
+		const _position = this.getUserPosition(marketIndex);
+		const position = this.getClonedPosition(_position);
+
 		const market = this.clearingHouse.getMarketAccount(position.marketIndex);
 		const nShares = position.lpShares;
 
@@ -265,7 +272,7 @@ export class ClearingHouseUser {
 			position.lastCumulativeFundingRate = ZERO;
 		}
 
-		return [position, pnl];
+		return [position, remainderBaa, pnl];
 	}
 
 	/**
@@ -289,51 +296,55 @@ export class ClearingHouseUser {
 		return freeCollateral.gte(ZERO) ? freeCollateral : ZERO;
 	}
 
-	public getInitialMarginRequirement(): BN {
-		const postionMarginRequirement = this.getUserAccount().positions.reduce(
-			(marginRequirement, marketPosition) => {
+	/**
+	 * @returns The margin requirement of a certain type (Initial or Maintenance) in USDC. : QUOTE_PRECISION
+	 */
+	public getMarginRequirement(type: MarginCategory): BN {
+		return this.getUserAccount()
+			.positions.reduce((marginRequirement, marketPosition) => {
 				const market = this.clearingHouse.getMarketAccount(
 					marketPosition.marketIndex
 				);
-				const worstCaseBaseAssetAmount =
-					calculateWorstCaseBaseAssetAmount(marketPosition);
 
-				const worstCaseAssetValue = worstCaseBaseAssetAmount
-					.abs()
-					.mul(this.getOracleDataForMarket(market.marketIndex).price)
-					.div(AMM_TO_QUOTE_PRECISION_RATIO.mul(MARK_PRICE_PRECISION));
+				if (marketPosition.lpShares.gt(ZERO)) {
+					// is an lp
+					// clone so we dont mutate the position
+					marketPosition = this.getClonedPosition(marketPosition);
 
-				const marketMarginRatio = new BN(
-					calculateMarketMarginRatio(
-						market,
-						worstCaseBaseAssetAmount.abs(),
-						'Initial'
-					)
-				);
-				return marginRequirement.add(
-					worstCaseAssetValue.mul(marketMarginRatio).div(MARGIN_PRECISION)
-				);
-			},
-			ZERO
-		);
+					// settle position
+					const [settledPosition, dustBaa, _] = this.getSettledLPPosition(
+						market.marketIndex
+					);
+					marketPosition.baseAssetAmount =
+						settledPosition.baseAssetAmount.add(dustBaa);
+					marketPosition.quoteAssetAmount = settledPosition.quoteAssetAmount;
+
+					// open orders
+					let openAsks;
+					if (market.amm.maxBaseAssetReserve > market.amm.baseAssetReserve) {
+						openAsks = market.amm.maxBaseAssetReserve
+							.sub(market.amm.baseAssetReserve)
+							.mul(marketPosition.lpShares)
+							.div(market.amm.sqrtK)
+							.mul(new BN(-1));
+					} else {
+						openAsks = ZERO;
+					}
 
-		const bankMarginRequirement = this.getBankLiabilityValue(
-			undefined,
-			'Initial'
-		);
+					let openBids;
+					if (market.amm.minBaseAssetReserve < market.amm.baseAssetReserve) {
+						openBids = market.amm.baseAssetReserve
+							.sub(market.amm.minBaseAssetReserve)
+							.mul(marketPosition.lpShares)
+							.div(market.amm.sqrtK);
+					} else {
+						openBids = ZERO;
+					}
 
-		return bankMarginRequirement.add(postionMarginRequirement);
-	}
+					marketPosition.openAsks = marketPosition.openAsks.add(openAsks);
+					marketPosition.openBids = marketPosition.openBids.add(openBids);
+				}
 
-	/**
-	 * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
-	 */
-	public getMaintenanceMarginRequirement(): BN {
-		return this.getUserAccount()
-			.positions.reduce((marginRequirement, marketPosition) => {
-				const market = this.clearingHouse.getMarketAccount(
-					marketPosition.marketIndex
-				);
 				const worstCaseBaseAssetAmount =
 					calculateWorstCaseBaseAssetAmount(marketPosition);
 
@@ -349,14 +360,28 @@ export class ClearingHouseUser {
 								calculateMarketMarginRatio(
 									market,
 									worstCaseBaseAssetAmount.abs(),
-									'Maintenance'
+									type
 								)
 							)
 						)
 						.div(MARGIN_PRECISION)
 				);
 			}, ZERO)
-			.add(this.getBankLiabilityValue(undefined, 'Maintenance'));
+			.add(this.getBankLiabilityValue(undefined, type));
+	}
+
+	/**
+	 * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
+	 */
+	public getInitialMarginRequirement(): BN {
+		return this.getMarginRequirement('Initial');
+	}
+
+	/**
+	 * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
+	 */
+	public getMaintenanceMarginRequirement(): BN {
+		return this.getMarginRequirement('Maintenance');
 	}
 
 	/**

package/src/math/orders.ts

@@ -139,7 +139,7 @@ export function getLimitPrice(
 	if (!order.oraclePriceOffset.eq(ZERO)) {
 		limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
 	} else if (isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
-		if (isAuctionComplete(order, slot)) {
+		if (!isAuctionComplete(order, slot)) {
 			limitPrice = getAuctionPrice(order, slot);
 		} else if (!order.price.eq(ZERO)) {
 			limitPrice = order.price;
@@ -163,16 +163,18 @@ export function isFillableByVAMM(
 	order: Order,
 	market: MarketAccount,
 	oraclePriceData: OraclePriceData,
-	slot: number
+	slot: number,
+	maxAuctionDuration: number
 ): boolean {
 	return (
-		isAuctionComplete(order, slot) &&
-		!calculateBaseAssetAmountForAmmToFulfill(
-			order,
-			market,
-			oraclePriceData,
-			slot
-		).eq(ZERO)
+		(isAuctionComplete(order, slot) &&
+			!calculateBaseAssetAmountForAmmToFulfill(
+				order,
+				market,
+				oraclePriceData,
+				slot
+			).eq(ZERO)) ||
+		isOrderExpired(order, slot, maxAuctionDuration)
 	);
 }
 
@@ -243,3 +245,18 @@ function isSameDirection(
 		(isVariant(firstDirection, 'short') && isVariant(secondDirection, 'short'))
 	);
 }
+
+export function isOrderExpired(
+	order: Order,
+	slot: number,
+	maxAuctionDuration: number
+): boolean {
+	if (
+		!isVariant(order.orderType, 'market') ||
+		!isVariant(order.status, 'open')
+	) {
+		return false;
+	}
+
+	return new BN(slot).sub(order.slot).gt(new BN(maxAuctionDuration));
+}

package/src/types.ts

@@ -326,6 +326,8 @@ export type StateAccount = {
 	numberOfMarkets: BN;
 	numberOfBanks: BN;
 	minOrderQuoteAssetAmount: BN;
+	maxAuctionDuration: number;
+	minAuctionDuration: number;
 };
 
 export type MarketAccount = {
@@ -589,6 +591,7 @@ export type MakerInfo = {
 export type TakerInfo = {
 	taker: PublicKey;
 	takerStats: PublicKey;
+	takerUserAccount: UserAccount;
 	order: Order;
 };
 

package/src/addresses/marketAddresses.js

@@ -1,26 +0,0 @@
-"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.getMarketAddress = void 0;
-const pda_1 = require("./pda");
-const CACHE = new Map();
-function getMarketAddress(programId, marketIndex) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
-        if (CACHE.has(cacheKey)) {
-            return CACHE.get(cacheKey);
-        }
-        const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
-        CACHE.set(cacheKey, publicKey);
-        return publicKey;
-    });
-}
-exports.getMarketAddress = getMarketAddress;

package/src/assert/assert.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.assert = void 0;
-function assert(condition, error) {
-    if (!condition) {
-        throw new Error(error || 'Unspecified AssertionError');
-    }
-}
-exports.assert = assert;

package/src/constants/banks.js

@@ -1,42 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
-const web3_js_1 = require("@solana/web3.js");
-const __1 = require("../");
-exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
-exports.DevnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
-    },
-    {
-        symbol: 'SOL',
-        bankIndex: new __1.BN(1),
-        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
-    },
-    {
-        symbol: 'BTC',
-        bankIndex: new __1.BN(2),
-        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
-    },
-];
-exports.MainnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
-    },
-];
-exports.Banks = {
-    devnet: exports.DevnetBanks,
-    'mainnet-beta': exports.MainnetBanks,
-};

package/src/constants/markets.js

@@ -1,42 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
-const __1 = require("../");
-const web3_js_1 = require("@solana/web3.js");
-exports.DevnetMarkets = [
-    {
-        fullName: 'Solana',
-        category: ['L1', 'Infra'],
-        symbol: 'SOL-PERP',
-        baseAssetSymbol: 'SOL',
-        marketIndex: new __1.BN(0),
-        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
-        launchTs: 1655751353000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Bitcoin',
-        category: ['L1', 'Payment'],
-        symbol: 'BTC-PERP',
-        baseAssetSymbol: 'BTC',
-        marketIndex: new __1.BN(1),
-        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
-        launchTs: 1655751353000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Ethereum',
-        category: ['L1', 'Infra'],
-        symbol: 'ETH-PERP',
-        baseAssetSymbol: 'ETH',
-        marketIndex: new __1.BN(2),
-        oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
-        launchTs: 1637691133472,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-];
-exports.MainnetMarkets = [];
-exports.Markets = {
-    devnet: exports.DevnetMarkets,
-    'mainnet-beta': [],
-};

package/src/constants/numericConstants.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-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;
-const __1 = require("../");
-exports.ZERO = new __1.BN(0);
-exports.ONE = new __1.BN(1);
-exports.TWO = new __1.BN(2);
-exports.TEN = new __1.BN(10);
-exports.TEN_THOUSAND = new __1.BN(10000);
-exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
-exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
-exports.MAX_LEVERAGE = new __1.BN(5);
-exports.QUOTE_PRECISION_EXP = new __1.BN(6);
-exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
-exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
-exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION_EXP = new __1.BN(3);
-exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
-exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
-exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
-exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
-exports.BANK_RATE_PRECISION = new __1.BN(1000000);
-exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
-exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
-exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
-exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
-exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
-exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
-exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
-exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
-exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
-exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
-exports.ONE_YEAR = new __1.BN(31536000);
-exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);

package/src/events/eventList.js

@@ -1,77 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.EventList = void 0;
-class Node {
-    constructor(event, next, prev) {
-        this.event = event;
-        this.next = next;
-        this.prev = prev;
-    }
-}
-class EventList {
-    constructor(eventType, maxSize, sortFn, orderDirection) {
-        this.eventType = eventType;
-        this.maxSize = maxSize;
-        this.sortFn = sortFn;
-        this.orderDirection = orderDirection;
-        this.size = 0;
-    }
-    insert(event) {
-        this.size++;
-        const newNode = new Node(event);
-        if (this.head === undefined) {
-            this.head = this.tail = newNode;
-            return;
-        }
-        if (this.sortFn(this.head.event, newNode.event) ===
-            (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
-            this.head.prev = newNode;
-            newNode.next = this.head;
-            this.head = newNode;
-        }
-        else {
-            let currentNode = this.head;
-            while (currentNode.next !== undefined &&
-                this.sortFn(currentNode.next.event, newNode.event) !==
-                    (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
-                currentNode = currentNode.next;
-            }
-            newNode.next = currentNode.next;
-            if (currentNode.next !== undefined) {
-                newNode.next.prev = newNode;
-            }
-            currentNode.next = newNode;
-            newNode.prev = currentNode;
-        }
-        if (this.size > this.maxSize) {
-            this.detach();
-        }
-    }
-    detach() {
-        const node = this.tail;
-        if (node.prev !== undefined) {
-            node.prev.next = node.next;
-        }
-        else {
-            this.head = node.next;
-        }
-        if (node.next !== undefined) {
-            node.next.prev = node.prev;
-        }
-        else {
-            this.tail = node.prev;
-        }
-        this.size--;
-    }
-    toArray() {
-        return Array.from(this);
-    }
-    *[Symbol.iterator]() {
-        let node = this.head;
-        while (node) {
-            yield node.event;
-            node = node.next;
-        }
-    }
-}
-exports.EventList = EventList;