@drift-labs/sdk 0.2.0-master.21 → 0.2.0-master.24

package/src/clearingHouse.ts

@@ -40,6 +40,7 @@ import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import {
 	getClearingHouseStateAccountPublicKey,
+	getInsuranceFundStakeAccountPublicKey,
 	getMarketPublicKey,
 	getUserAccountPublicKey,
 	getUserAccountPublicKeySync,
@@ -2175,6 +2176,7 @@ export class ClearingHouse {
 	public async resolvePerpBankruptcy(
 		userAccountPublicKey: PublicKey,
 		userAccount: UserAccount,
+		bankIndex: BN,
 		marketIndex: BN
 	): Promise<TransactionSignature> {
 		const { txSig } = await this.txSender.send(
@@ -2182,6 +2184,7 @@ export class ClearingHouse {
 				await this.getResolvePerpBankruptcyIx(
 					userAccountPublicKey,
 					userAccount,
+					bankIndex,
 					marketIndex
 				)
 			),
@@ -2194,24 +2197,36 @@ export class ClearingHouse {
 	public async getResolvePerpBankruptcyIx(
 		userAccountPublicKey: PublicKey,
 		userAccount: UserAccount,
+		bankIndex: BN,
 		marketIndex: BN
 	): Promise<TransactionInstruction> {
 		const liquidatorPublicKey = await this.getUserAccountPublicKey();
 
 		const remainingAccounts = this.getRemainingAccountsWithCounterparty({
 			writableMarketIndex: marketIndex,
+			writableBankIndexes: [bankIndex],
 			counterPartyUserAccount: userAccount,
 		});
 
-		return await this.program.instruction.resolvePerpBankruptcy(marketIndex, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				authority: this.wallet.publicKey,
-				user: userAccountPublicKey,
-				liquidator: liquidatorPublicKey,
-			},
-			remainingAccounts: remainingAccounts,
-		});
+		const bank = this.getBankAccount(bankIndex);
+
+		return await this.program.instruction.resolvePerpBankruptcy(
+			bankIndex,
+			marketIndex,
+			{
+				accounts: {
+					state: await this.getStatePublicKey(),
+					authority: this.wallet.publicKey,
+					user: userAccountPublicKey,
+					liquidator: liquidatorPublicKey,
+					bankVault: bank.vault,
+					insuranceFundVault: bank.insuranceFundVault,
+					insuranceFundVaultAuthority: bank.insuranceFundVaultAuthority,
+					tokenProgram: TOKEN_PROGRAM_ID,
+				},
+				remainingAccounts: remainingAccounts,
+			}
+		);
 	}
 
 	public async resolveBorrowBankruptcy(
@@ -2245,12 +2260,18 @@ export class ClearingHouse {
 			counterPartyUserAccount: userAccount,
 		});
 
+		const bank = this.getBankAccount(bankIndex);
+
 		return await this.program.instruction.resolveBorrowBankruptcy(bankIndex, {
 			accounts: {
 				state: await this.getStatePublicKey(),
 				authority: this.wallet.publicKey,
 				user: userAccountPublicKey,
 				liquidator: liquidatorPublicKey,
+				bankVault: bank.vault,
+				insuranceFundVault: bank.insuranceFundVault,
+				insuranceFundVaultAuthority: bank.insuranceFundVaultAuthority,
+				tokenProgram: TOKEN_PROGRAM_ID,
 			},
 			remainingAccounts: remainingAccounts,
 		});
@@ -2480,4 +2501,191 @@ export class ClearingHouse {
 
 		return oracleData;
 	}
+
+	public async initializeInsuranceFundStake(
+		bankIndex: BN
+	): Promise<TransactionSignature> {
+		const { txSig } = await this.txSender.send(
+			wrapInTx(await this.getInitializeInsuranceFundStakeIx(bankIndex)),
+			[],
+			this.opts
+		);
+		return txSig;
+	}
+
+	public async getInitializeInsuranceFundStakeIx(
+		bankIndex: BN
+	): Promise<TransactionInstruction> {
+		const ifStakeAccountPublicKey = getInsuranceFundStakeAccountPublicKey(
+			this.program.programId,
+			this.wallet.publicKey,
+			bankIndex
+		);
+
+		return await this.program.instruction.initializeInsuranceFundStake(
+			bankIndex,
+			{
+				accounts: {
+					insuranceFundStake: ifStakeAccountPublicKey,
+					bank: this.getBankAccount(bankIndex).pubkey,
+					userStats: this.getUserStatsAccountPublicKey(),
+					authority: this.wallet.publicKey,
+					payer: this.wallet.publicKey,
+					rent: anchor.web3.SYSVAR_RENT_PUBKEY,
+					systemProgram: anchor.web3.SystemProgram.programId,
+					state: await this.getStatePublicKey(),
+				},
+			}
+		);
+	}
+
+	public async addInsuranceFundStake(
+		bankIndex: BN,
+		amount: BN,
+		collateralAccountPublicKey: PublicKey
+	): Promise<TransactionSignature> {
+		const bank = this.getBankAccount(bankIndex);
+		const ifStakeAccountPublicKey = getInsuranceFundStakeAccountPublicKey(
+			this.program.programId,
+			this.wallet.publicKey,
+			bankIndex
+		);
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableBankIndex: bankIndex,
+		});
+
+		return await this.program.rpc.addInsuranceFundStake(bankIndex, amount, {
+			accounts: {
+				state: await this.getStatePublicKey(),
+				bank: bank.pubkey,
+				insuranceFundStake: ifStakeAccountPublicKey,
+				userStats: this.getUserStatsAccountPublicKey(),
+				authority: this.wallet.publicKey,
+				insuranceFundVault: bank.insuranceFundVault,
+				userTokenAccount: collateralAccountPublicKey,
+				tokenProgram: TOKEN_PROGRAM_ID,
+			},
+			remainingAccounts,
+		});
+	}
+
+	public async requestRemoveInsuranceFundStake(
+		bankIndex: BN,
+		amount: BN
+	): Promise<TransactionSignature> {
+		const bank = this.getBankAccount(bankIndex);
+		const ifStakeAccountPublicKey = getInsuranceFundStakeAccountPublicKey(
+			this.program.programId,
+			this.wallet.publicKey,
+			bankIndex
+		);
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableBankIndex: bankIndex,
+		});
+
+		return await this.program.rpc.requestRemoveInsuranceFundStake(
+			bankIndex,
+			amount,
+			{
+				accounts: {
+					state: await this.getStatePublicKey(),
+					bank: bank.pubkey,
+					insuranceFundStake: ifStakeAccountPublicKey,
+					userStats: this.getUserStatsAccountPublicKey(),
+					authority: this.wallet.publicKey,
+					insuranceFundVault: bank.insuranceFundVault,
+					// userTokenAccount: collateralAccountPublicKey,
+					// tokenProgram: TOKEN_PROGRAM_ID,
+				},
+				remainingAccounts,
+			}
+		);
+	}
+
+	public async cancelRequestRemoveInsuranceFundStake(
+		bankIndex: BN
+	): Promise<TransactionSignature> {
+		const bank = this.getBankAccount(bankIndex);
+		const ifStakeAccountPublicKey = getInsuranceFundStakeAccountPublicKey(
+			this.program.programId,
+			this.wallet.publicKey,
+			bankIndex
+		);
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableBankIndex: bankIndex,
+		});
+
+		return await this.program.rpc.cancelRequestRemoveInsuranceFundStake(
+			bankIndex,
+			{
+				accounts: {
+					state: await this.getStatePublicKey(),
+					bank: bank.pubkey,
+					insuranceFundStake: ifStakeAccountPublicKey,
+					userStats: this.getUserStatsAccountPublicKey(),
+					authority: this.wallet.publicKey,
+					insuranceFundVault: bank.insuranceFundVault,
+					// userTokenAccount: collateralAccountPublicKey,
+					// tokenProgram: TOKEN_PROGRAM_ID,
+				},
+				remainingAccounts,
+			}
+		);
+	}
+
+	public async removeInsuranceFundStake(
+		bankIndex: BN,
+		collateralAccountPublicKey: PublicKey
+	): Promise<TransactionSignature> {
+		const bank = this.getBankAccount(bankIndex);
+		const ifStakeAccountPublicKey = getInsuranceFundStakeAccountPublicKey(
+			this.program.programId,
+			this.wallet.publicKey,
+			bankIndex
+		);
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableBankIndex: bankIndex,
+		});
+
+		return await this.program.rpc.removeInsuranceFundStake(bankIndex, {
+			accounts: {
+				state: await this.getStatePublicKey(),
+				bank: bank.pubkey,
+				insuranceFundStake: ifStakeAccountPublicKey,
+				userStats: this.getUserStatsAccountPublicKey(),
+				authority: this.wallet.publicKey,
+				insuranceFundVault: bank.insuranceFundVault,
+				insuranceFundVaultAuthority: bank.insuranceFundVaultAuthority,
+				userTokenAccount: collateralAccountPublicKey,
+				tokenProgram: TOKEN_PROGRAM_ID,
+			},
+			remainingAccounts,
+		});
+	}
+
+	public async settleRevenueToInsuranceFund(
+		bankIndex: BN
+	): Promise<TransactionSignature> {
+		const bank = this.getBankAccount(bankIndex);
+
+		const remainingAccounts = this.getRemainingAccounts({
+			writableBankIndex: bankIndex,
+		});
+
+		return await this.program.rpc.settleRevenueToInsuranceFund(bankIndex, {
+			accounts: {
+				state: await this.getStatePublicKey(),
+				bank: bank.pubkey,
+				bankVault: bank.vault,
+				bankVaultAuthority: bank.vaultAuthority,
+				insuranceFundVault: bank.insuranceFundVault,
+				tokenProgram: TOKEN_PROGRAM_ID,
+			},
+			remainingAccounts,
+		});
+	}
 }

package/src/clearingHouseUser.ts

@@ -46,7 +46,7 @@ import {
 	calculateLiabilityWeight,
 } from './math/bankBalance';
 import {
-	calculateMarginBaseAssetValue,
+	calculateBaseAssetValueWithOracle,
 	calculateWorstCaseBaseAssetAmount,
 } from './math/margin';
 import { OraclePriceData } from './oracles/types';
@@ -568,7 +568,7 @@ export class ClearingHouseUser {
 				const market = this.clearingHouse.getMarketAccount(
 					marketPosition.marketIndex
 				);
-				const posVal = calculateMarginBaseAssetValue(
+				const posVal = calculateBaseAssetValueWithOracle(
 					market,
 					marketPosition,
 					this.getOracleDataForMarket(market.marketIndex)
@@ -593,7 +593,11 @@ export class ClearingHouseUser {
 		const market = this.clearingHouse.getMarketAccount(
 			userPosition.marketIndex
 		);
-		return calculateMarginBaseAssetValue(market, userPosition, oraclePriceData);
+		return calculateBaseAssetValueWithOracle(
+			market,
+			userPosition,
+			oraclePriceData
+		);
 	}
 
 	public getPositionSide(
@@ -644,7 +648,7 @@ export class ClearingHouseUser {
 				oraclePriceData
 			);
 		} else {
-			baseAssetValue = calculateMarginBaseAssetValue(
+			baseAssetValue = calculateBaseAssetValueWithOracle(
 				market,
 				position,
 				oraclePriceData
@@ -818,7 +822,7 @@ export class ClearingHouseUser {
 			proposedMarketPosition.marketIndex
 		);
 
-		const proposedMarketPositionValue = calculateMarginBaseAssetValue(
+		const proposedMarketPositionValue = calculateBaseAssetValueWithOracle(
 			market,
 			proposedMarketPosition,
 			this.getOracleDataForMarket(market.marketIndex)
@@ -835,7 +839,7 @@ export class ClearingHouseUser {
 						const market = this.clearingHouse.getMarketAccount(
 							position.marketIndex
 						);
-						const positionValue = calculateMarginBaseAssetValue(
+						const positionValue = calculateBaseAssetValueWithOracle(
 							market,
 							position,
 							this.getOracleDataForMarket(market.marketIndex)

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: '65sz7dRiWDRPZjiRxcTxPM7AE6VK4Nag9HEK6oBJXhJn',
+		CLEARING_HOUSE_PROGRAM_ID: 'HbUKwqFPjz9r7ZtT416AU8aaecDQMKKiDCTS3AdXnS6c',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
 		MARKETS: DevnetMarkets,
 		BANKS: DevnetBanks,

package/src/constants/banks.js

@@ -0,0 +1,42 @@
+"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/banks.ts

@@ -1,5 +1,11 @@
 import { PublicKey } from '@solana/web3.js';
 import { BN, DriftEnv, OracleSource } from '../';
+import {
+	BANK_BALANCE_PRECISION,
+	BANK_BALANCE_PRECISION_EXP,
+	LAMPORTS_EXP,
+	LAMPORTS_PRECISION,
+} from './numericConstants';
 
 export type BankConfig = {
 	symbol: string;
@@ -7,6 +13,8 @@ export type BankConfig = {
 	oracle: PublicKey;
 	mint: PublicKey;
 	oracleSource: OracleSource;
+	precision: BN;
+	precisionExp: BN;
 };
 
 export const WRAPPED_SOL_MINT = new PublicKey(
@@ -20,6 +28,8 @@ export const DevnetBanks: BankConfig[] = [
 		oracle: PublicKey.default,
 		oracleSource: OracleSource.QUOTE_ASSET,
 		mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
+		precision: BANK_BALANCE_PRECISION,
+		precisionExp: BANK_BALANCE_PRECISION_EXP,
 	},
 	{
 		symbol: 'SOL',
@@ -27,6 +37,8 @@ export const DevnetBanks: BankConfig[] = [
 		oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
 		oracleSource: OracleSource.PYTH,
 		mint: new PublicKey(WRAPPED_SOL_MINT),
+		precision: LAMPORTS_PRECISION,
+		precisionExp: LAMPORTS_EXP,
 	},
 	{
 		symbol: 'BTC',
@@ -34,6 +46,8 @@ export const DevnetBanks: BankConfig[] = [
 		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
 		oracleSource: OracleSource.PYTH,
 		mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
+		precision: BANK_BALANCE_PRECISION,
+		precisionExp: BANK_BALANCE_PRECISION_EXP,
 	},
 ];
 
@@ -44,6 +58,8 @@ export const MainnetBanks: BankConfig[] = [
 		oracle: PublicKey.default,
 		oracleSource: OracleSource.QUOTE_ASSET,
 		mint: new PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
+		precision: BANK_BALANCE_PRECISION,
+		precisionExp: BANK_BALANCE_PRECISION_EXP,
 	},
 ];
 

package/src/constants/markets.js

@@ -0,0 +1,42 @@
+"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

@@ -0,0 +1,41 @@
+"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/constants/numericConstants.ts

@@ -1,3 +1,4 @@
+import { LAMPORTS_PER_SOL } from '@solana/web3.js';
 import { BN } from '../';
 
 export const ZERO = new BN(0);
@@ -66,3 +67,6 @@ export const BID_ASK_SPREAD_PRECISION = new BN(1000000);
 export const ONE_YEAR = new BN(31536000);
 
 export const QUOTE_ASSET_BANK_INDEX = new BN(0);
+
+export const LAMPORTS_PRECISION = new BN(LAMPORTS_PER_SOL);
+export const LAMPORTS_EXP = new BN(Math.log10(LAMPORTS_PER_SOL));

package/src/events/eventList.js

@@ -0,0 +1,77 @@
+"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;

package/src/events/sort.ts

@@ -6,8 +6,8 @@ import {
 	SortFn,
 	Event,
 } from './types';
-import { OrderRecord } from '../types';
-import { PublicKey, ZERO } from '../index';
+import { OrderActionRecord } from '../types';
+import { ZERO } from '../index';
 
 function clientSortAscFn(): 'less than' {
 	return 'less than';
@@ -24,21 +24,17 @@ function defaultBlockchainSortFn(
 	return currentEvent.slot <= newEvent.slot ? 'less than' : 'greater than';
 }
 
-function orderRecordSortFn(
-	currentEvent: Event<OrderRecord>,
-	newEvent: Event<OrderRecord>
+function orderActionRecordSortFn(
+	currentEvent: Event<OrderActionRecord>,
+	newEvent: Event<OrderActionRecord>
 ): 'less than' | 'greater than' {
-	const currentEventMarketIndex = !currentEvent.maker.equals(PublicKey.default)
-		? currentEvent.makerOrder.marketIndex
-		: currentEvent.takerOrder.marketIndex;
-	const newEventMarketIndex = !newEvent.maker.equals(PublicKey.default)
-		? newEvent.makerOrder.marketIndex
-		: newEvent.takerOrder.marketIndex;
+	const currentEventMarketIndex = currentEvent.marketIndex;
+	const newEventMarketIndex = newEvent.marketIndex;
 	if (!currentEventMarketIndex.eq(newEventMarketIndex)) {
 		return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
 	}
 
-	if (currentEvent.fillRecordId.gt(ZERO) && newEvent.fillRecordId.gt(ZERO)) {
+	if (currentEvent.fillRecordId?.gt(ZERO) && newEvent.fillRecordId?.gt(ZERO)) {
 		return currentEvent.fillRecordId.lte(newEvent.fillRecordId)
 			? 'less than'
 			: 'greater than';
@@ -57,8 +53,8 @@ export function getSortFn(
 	}
 
 	switch (eventType) {
-		case 'OrderRecord':
-			return orderRecordSortFn;
+		case 'OrderActionRecord':
+			return orderActionRecordSortFn;
 		default:
 			return defaultBlockchainSortFn;
 	}