@drift-labs/sdk 0.2.0-master.20 → 0.2.0-master.23
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/addresses/pda.d.ts +3 -0
- package/lib/addresses/pda.js +23 -1
- package/lib/admin.d.ts +3 -0
- package/lib/admin.js +31 -0
- package/lib/clearingHouse.d.ts +11 -4
- package/lib/clearingHouse.js +157 -23
- package/lib/clearingHouseUser.d.ts +9 -1
- package/lib/clearingHouseUser.js +62 -25
- package/lib/config.js +1 -1
- package/lib/constants/banks.d.ts +2 -0
- package/lib/constants/banks.js +9 -0
- package/lib/constants/numericConstants.d.ts +2 -0
- package/lib/constants/numericConstants.js +4 -1
- package/lib/events/sort.js +7 -10
- package/lib/events/types.d.ts +2 -1
- package/lib/events/types.js +1 -0
- package/lib/idl/clearing_house.json +1008 -147
- package/lib/index.d.ts +1 -0
- package/lib/index.js +1 -0
- package/lib/math/amm.js +2 -2
- package/lib/math/insurance.d.ts +4 -0
- package/lib/math/insurance.js +27 -0
- package/lib/math/margin.d.ts +1 -1
- package/lib/math/margin.js +5 -7
- package/lib/math/orders.d.ts +2 -1
- package/lib/math/orders.js +14 -5
- package/lib/math/position.js +1 -1
- package/lib/types.d.ts +59 -20
- package/lib/types.js +0 -3
- package/package.json +1 -1
- package/src/addresses/pda.ts +47 -0
- package/src/admin.ts +65 -0
- package/src/clearingHouse.ts +244 -32
- package/src/clearingHouseUser.ts +77 -48
- package/src/config.ts +1 -1
- package/src/constants/banks.ts +16 -0
- package/src/constants/numericConstants.ts +4 -0
- package/src/events/sort.ts +10 -14
- package/src/events/types.ts +3 -0
- package/src/idl/clearing_house.json +1008 -147
- package/src/index.ts +1 -0
- package/src/math/amm.ts +2 -2
- package/src/math/insurance.ts +35 -0
- package/src/math/margin.ts +3 -10
- package/src/math/orders.ts +26 -9
- package/src/math/position.ts +2 -2
- package/src/types.ts +67 -20
- package/src/events/eventSubscriber.js +0 -139
- package/src/events/fetchLogs.js +0 -50
- package/src/events/pollingLogProvider.js +0 -64
- package/src/events/sort.js +0 -44
- package/src/events/webSocketLogProvider.js +0 -41
package/lib/constants/banks.js
CHANGED
|
@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
|
|
4
4
|
const web3_js_1 = require("@solana/web3.js");
|
|
5
5
|
const __1 = require("../");
|
|
6
|
+
const numericConstants_1 = require("./numericConstants");
|
|
6
7
|
exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
|
|
7
8
|
exports.DevnetBanks = [
|
|
8
9
|
{
|
|
@@ -11,6 +12,8 @@ exports.DevnetBanks = [
|
|
|
11
12
|
oracle: web3_js_1.PublicKey.default,
|
|
12
13
|
oracleSource: __1.OracleSource.QUOTE_ASSET,
|
|
13
14
|
mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
|
|
15
|
+
precision: numericConstants_1.BANK_BALANCE_PRECISION,
|
|
16
|
+
precisionExp: numericConstants_1.BANK_BALANCE_PRECISION_EXP,
|
|
14
17
|
},
|
|
15
18
|
{
|
|
16
19
|
symbol: 'SOL',
|
|
@@ -18,6 +21,8 @@ exports.DevnetBanks = [
|
|
|
18
21
|
oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
|
|
19
22
|
oracleSource: __1.OracleSource.PYTH,
|
|
20
23
|
mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
|
|
24
|
+
precision: numericConstants_1.LAMPORTS_PRECISION,
|
|
25
|
+
precisionExp: numericConstants_1.LAMPORTS_EXP,
|
|
21
26
|
},
|
|
22
27
|
{
|
|
23
28
|
symbol: 'BTC',
|
|
@@ -25,6 +30,8 @@ exports.DevnetBanks = [
|
|
|
25
30
|
oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
|
|
26
31
|
oracleSource: __1.OracleSource.PYTH,
|
|
27
32
|
mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
|
|
33
|
+
precision: numericConstants_1.BANK_BALANCE_PRECISION,
|
|
34
|
+
precisionExp: numericConstants_1.BANK_BALANCE_PRECISION_EXP,
|
|
28
35
|
},
|
|
29
36
|
];
|
|
30
37
|
exports.MainnetBanks = [
|
|
@@ -34,6 +41,8 @@ exports.MainnetBanks = [
|
|
|
34
41
|
oracle: web3_js_1.PublicKey.default,
|
|
35
42
|
oracleSource: __1.OracleSource.QUOTE_ASSET,
|
|
36
43
|
mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
|
|
44
|
+
precision: numericConstants_1.BANK_BALANCE_PRECISION,
|
|
45
|
+
precisionExp: numericConstants_1.BANK_BALANCE_PRECISION_EXP,
|
|
37
46
|
},
|
|
38
47
|
];
|
|
39
48
|
exports.Banks = {
|
|
@@ -41,3 +41,5 @@ export declare const MARGIN_PRECISION: BN;
|
|
|
41
41
|
export declare const BID_ASK_SPREAD_PRECISION: BN;
|
|
42
42
|
export declare const ONE_YEAR: BN;
|
|
43
43
|
export declare const QUOTE_ASSET_BANK_INDEX: BN;
|
|
44
|
+
export declare const LAMPORTS_PRECISION: BN;
|
|
45
|
+
export declare const LAMPORTS_EXP: BN;
|
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
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_IMF_PRECISION = exports.BANK_IMF_PRECISION_EXP = 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_CUMULATIVE_INTEREST_PRECISION_EXP = exports.BANK_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION_EXP = 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;
|
|
3
|
+
exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = 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_IMF_PRECISION = exports.BANK_IMF_PRECISION_EXP = 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_CUMULATIVE_INTEREST_PRECISION_EXP = exports.BANK_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION_EXP = 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;
|
|
4
|
+
const web3_js_1 = require("@solana/web3.js");
|
|
4
5
|
const __1 = require("../");
|
|
5
6
|
exports.ZERO = new __1.BN(0);
|
|
6
7
|
exports.ONE = new __1.BN(1);
|
|
@@ -43,3 +44,5 @@ exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
|
|
|
43
44
|
exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
|
|
44
45
|
exports.ONE_YEAR = new __1.BN(31536000);
|
|
45
46
|
exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);
|
|
47
|
+
exports.LAMPORTS_PRECISION = new __1.BN(web3_js_1.LAMPORTS_PER_SOL);
|
|
48
|
+
exports.LAMPORTS_EXP = new __1.BN(Math.log10(web3_js_1.LAMPORTS_PER_SOL));
|
package/lib/events/sort.js
CHANGED
|
@@ -11,17 +11,14 @@ function clientSortDescFn() {
|
|
|
11
11
|
function defaultBlockchainSortFn(currentEvent, newEvent) {
|
|
12
12
|
return currentEvent.slot <= newEvent.slot ? 'less than' : 'greater than';
|
|
13
13
|
}
|
|
14
|
-
function
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
const newEventMarketIndex = !newEvent.maker.equals(index_1.PublicKey.default)
|
|
19
|
-
? newEvent.makerOrder.marketIndex
|
|
20
|
-
: newEvent.takerOrder.marketIndex;
|
|
14
|
+
function orderActionRecordSortFn(currentEvent, newEvent) {
|
|
15
|
+
var _a, _b;
|
|
16
|
+
const currentEventMarketIndex = currentEvent.marketIndex;
|
|
17
|
+
const newEventMarketIndex = newEvent.marketIndex;
|
|
21
18
|
if (!currentEventMarketIndex.eq(newEventMarketIndex)) {
|
|
22
19
|
return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
|
|
23
20
|
}
|
|
24
|
-
if (currentEvent.fillRecordId.gt(index_1.ZERO) && newEvent.fillRecordId.gt(index_1.ZERO)) {
|
|
21
|
+
if (((_a = currentEvent.fillRecordId) === null || _a === void 0 ? void 0 : _a.gt(index_1.ZERO)) && ((_b = newEvent.fillRecordId) === null || _b === void 0 ? void 0 : _b.gt(index_1.ZERO))) {
|
|
25
22
|
return currentEvent.fillRecordId.lte(newEvent.fillRecordId)
|
|
26
23
|
? 'less than'
|
|
27
24
|
: 'greater than';
|
|
@@ -35,8 +32,8 @@ function getSortFn(orderBy, orderDir, eventType) {
|
|
|
35
32
|
return orderDir === 'asc' ? clientSortAscFn : clientSortDescFn;
|
|
36
33
|
}
|
|
37
34
|
switch (eventType) {
|
|
38
|
-
case '
|
|
39
|
-
return
|
|
35
|
+
case 'OrderActionRecord':
|
|
36
|
+
return orderActionRecordSortFn;
|
|
40
37
|
default:
|
|
41
38
|
return defaultBlockchainSortFn;
|
|
42
39
|
}
|
package/lib/events/types.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { Commitment, TransactionSignature } from '@solana/web3.js';
|
|
2
|
-
import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderRecord, SettlePnlRecord } from '../index';
|
|
2
|
+
import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord } from '../index';
|
|
3
3
|
export declare type EventSubscriptionOptions = {
|
|
4
4
|
eventTypes?: EventType[];
|
|
5
5
|
maxEventsPerType?: number;
|
|
@@ -27,6 +27,7 @@ export declare type EventMap = {
|
|
|
27
27
|
LiquidationRecord: Event<LiquidationRecord>;
|
|
28
28
|
FundingRateRecord: Event<FundingRateRecord>;
|
|
29
29
|
OrderRecord: Event<OrderRecord>;
|
|
30
|
+
OrderActionRecord: Event<OrderActionRecord>;
|
|
30
31
|
SettlePnlRecord: Event<SettlePnlRecord>;
|
|
31
32
|
NewUserRecord: Event<NewUserRecord>;
|
|
32
33
|
};
|