@drift-labs/sdk 0.2.0-master.22 → 0.2.0-master.25

package/lib/index.d.ts

@@ -29,6 +29,7 @@ export * from './factory/oracleClient';
 export * from './factory/bigNum';
 export * from './events/types';
 export * from './events/eventSubscriber';
+export * from './events/fetchLogs';
 export * from './math/auction';
 export * from './math/conversion';
 export * from './math/funding';
@@ -40,6 +41,7 @@ export * from './math/trade';
 export * from './math/orders';
 export * from './math/repeg';
 export * from './math/margin';
+export * from './math/insurance';
 export * from './orderParams';
 export * from './slot/SlotSubscriber';
 export * from './wallet';

package/lib/index.js

@@ -52,6 +52,7 @@ __exportStar(require("./factory/oracleClient"), exports);
 __exportStar(require("./factory/bigNum"), exports);
 __exportStar(require("./events/types"), exports);
 __exportStar(require("./events/eventSubscriber"), exports);
+__exportStar(require("./events/fetchLogs"), exports);
 __exportStar(require("./math/auction"), exports);
 __exportStar(require("./math/conversion"), exports);
 __exportStar(require("./math/funding"), exports);
@@ -63,6 +64,7 @@ __exportStar(require("./math/trade"), exports);
 __exportStar(require("./math/orders"), exports);
 __exportStar(require("./math/repeg"), exports);
 __exportStar(require("./math/margin"), exports);
+__exportStar(require("./math/insurance"), exports);
 __exportStar(require("./orderParams"), exports);
 __exportStar(require("./slot/SlotSubscriber"), exports);
 __exportStar(require("./wallet"), exports);

package/lib/math/amm.d.ts

@@ -33,9 +33,11 @@ export declare type AssetType = 'quote' | 'base';
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
+export declare function calculateMarketOpenBidAsk(baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): [BN, BN];
+export declare function calculateInventoryScale(netBaseAssetAmount: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): number;
 export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): number;
 export declare function calculateMaxSpread(marginRatioInitial: number): number;
-export declare function calculateSpreadBN(baseSpread: number, lastOracleMarkSpreadPct: BN, lastOracleConfPct: BN, maxSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): [number, number];
+export declare function calculateSpreadBN(baseSpread: number, lastOracleMarkSpreadPct: BN, lastOracleConfPct: BN, maxSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): [number, number];
 export declare function calculateSpread(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): number;
 export declare function calculateSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
     baseAssetReserve: BN;

package/lib/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
+exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateInventoryScale = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -165,6 +165,36 @@ function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDire
     return [newQuoteAssetReserve, newBaseAssetReserve];
 }
 exports.calculateAmmReservesAfterSwap = calculateAmmReservesAfterSwap;
+function calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
+    // open orders
+    let openAsks;
+    if (maxBaseAssetReserve > baseAssetReserve) {
+        openAsks = maxBaseAssetReserve.sub(baseAssetReserve).mul(new anchor_1.BN(-1));
+    }
+    else {
+        openAsks = numericConstants_1.ZERO;
+    }
+    let openBids;
+    if (minBaseAssetReserve < baseAssetReserve) {
+        openBids = baseAssetReserve.sub(minBaseAssetReserve);
+    }
+    else {
+        openBids = numericConstants_1.ZERO;
+    }
+    return [openBids, openAsks];
+}
+exports.calculateMarketOpenBidAsk = calculateMarketOpenBidAsk;
+function calculateInventoryScale(netBaseAssetAmount, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
+    // inventory skew
+    const [openBids, openAsks] = calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve);
+    const totalLiquidity = anchor_1.BN.max(openBids.abs().add(openAsks.abs()), new anchor_1.BN(1));
+    const inventoryScale = anchor_1.BN.min(netBaseAssetAmount.abs(), totalLiquidity)
+        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION.mul(new anchor_1.BN(5)))
+        .div(totalLiquidity)
+        .toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
+    return inventoryScale;
+}
+exports.calculateInventoryScale = calculateInventoryScale;
 function calculateEffectiveLeverage(baseSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions) {
     // inventory skew
     const netBaseAssetValue = quoteAssetReserve
@@ -187,7 +217,7 @@ function calculateMaxSpread(marginRatioInitial) {
     return maxTargetSpread;
 }
 exports.calculateMaxSpread = calculateMaxSpread;
-function calculateSpreadBN(baseSpread, lastOracleMarkSpreadPct, lastOracleConfPct, maxSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions) {
+function calculateSpreadBN(baseSpread, lastOracleMarkSpreadPct, lastOracleConfPct, maxSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
     let longSpread = baseSpread / 2;
     let shortSpread = baseSpread / 2;
     if (lastOracleMarkSpreadPct.gt(numericConstants_1.ZERO)) {
@@ -198,6 +228,14 @@ function calculateSpreadBN(baseSpread, lastOracleMarkSpreadPct, lastOracleConfPc
     }
     const maxTargetSpread = maxSpread;
     const MAX_INVENTORY_SKEW = 5;
+    const inventoryScale = calculateInventoryScale(netBaseAssetAmount, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve);
+    const inventorySpreadScale = Math.min(MAX_INVENTORY_SKEW, 1 + inventoryScale);
+    if (netBaseAssetAmount.gt(numericConstants_1.ZERO)) {
+        longSpread *= inventorySpreadScale;
+    }
+    else if (netBaseAssetAmount.lt(numericConstants_1.ZERO)) {
+        shortSpread *= inventorySpreadScale;
+    }
     const effectiveLeverage = calculateEffectiveLeverage(baseSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions);
     if (totalFeeMinusDistributions.gt(numericConstants_1.ZERO)) {
         const spreadScale = Math.min(MAX_INVENTORY_SKEW, 1 + effectiveLeverage);
@@ -240,7 +278,7 @@ function calculateSpread(amm, direction, oraclePriceData) {
     const confIntervalPct = confInterval
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(markPrice);
-    const [longSpread, shortSpread] = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.netBaseAssetAmount, markPrice, amm.totalFeeMinusDistributions);
+    const [longSpread, shortSpread] = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.netBaseAssetAmount, markPrice, amm.totalFeeMinusDistributions, amm.baseAssetReserve, amm.minBaseAssetReserve, amm.maxBaseAssetReserve);
     let spread;
     if ((0, types_1.isVariant)(direction, 'long')) {
         spread = longSpread;

package/lib/math/insurance.d.ts

@@ -0,0 +1,4 @@
+/// <reference types="bn.js" />
+import { BN } from '../index';
+export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
+export declare function unstakeSharesToAmount(nShares: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;

package/lib/math/insurance.js

@@ -0,0 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.unstakeSharesToAmount = exports.stakeAmountToShares = void 0;
+const numericConstants_1 = require("../constants/numericConstants");
+const index_1 = require("../index");
+function stakeAmountToShares(amount, totalIfShares, insuranceFundVaultBalance) {
+    let nShares;
+    if (insuranceFundVaultBalance.gt(numericConstants_1.ZERO)) {
+        nShares = amount.mul(totalIfShares).div(insuranceFundVaultBalance);
+    }
+    else {
+        nShares = amount;
+    }
+    return nShares;
+}
+exports.stakeAmountToShares = stakeAmountToShares;
+function unstakeSharesToAmount(nShares, totalIfShares, insuranceFundVaultBalance) {
+    let amount;
+    if (totalIfShares.gt(numericConstants_1.ZERO)) {
+        amount = index_1.BN.max(numericConstants_1.ZERO, nShares.mul(insuranceFundVaultBalance).div(totalIfShares).sub(numericConstants_1.ONE));
+    }
+    else {
+        amount = numericConstants_1.ZERO;
+    }
+    return amount;
+}
+exports.unstakeSharesToAmount = unstakeSharesToAmount;

package/lib/math/margin.d.ts

@@ -7,5 +7,5 @@ imfFactor: BN, liabilityWeight: BN, precision: BN): BN;
 export declare function calculateSizeDiscountAssetWeight(size: BN, // AMM_RESERVE_PRECISION
 imfFactor: BN, assetWeight: BN): BN;
 export declare function calculateOraclePriceForPerpMargin(marketPosition: UserPosition, market: MarketAccount, oraclePriceData: OraclePriceData): BN;
-export declare function calculateMarginBaseAssetValue(market: MarketAccount, marketPosition: UserPosition, oraclePriceData: OraclePriceData): BN;
+export declare function calculateBaseAssetValueWithOracle(market: MarketAccount, marketPosition: UserPosition, oraclePriceData: OraclePriceData): BN;
 export declare function calculateWorstCaseBaseAssetAmount(marketPosition: UserPosition): BN;

package/lib/math/margin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateWorstCaseBaseAssetAmount = exports.calculateMarginBaseAssetValue = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 const utils_1 = require("./utils");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@project-serum/anchor");
@@ -50,15 +50,13 @@ function calculateOraclePriceForPerpMargin(marketPosition, market, oraclePriceDa
     return marginPrice;
 }
 exports.calculateOraclePriceForPerpMargin = calculateOraclePriceForPerpMargin;
-function calculateMarginBaseAssetValue(market, marketPosition, oraclePriceData) {
-    const marginPrice = calculateOraclePriceForPerpMargin(marketPosition, market, oraclePriceData);
-    const baseAssetValue = marketPosition.baseAssetAmount
+function calculateBaseAssetValueWithOracle(market, marketPosition, oraclePriceData) {
+    return marketPosition.baseAssetAmount
         .abs()
-        .mul(marginPrice)
+        .mul(oraclePriceData.price)
         .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
-    return baseAssetValue;
 }
-exports.calculateMarginBaseAssetValue = calculateMarginBaseAssetValue;
+exports.calculateBaseAssetValueWithOracle = calculateBaseAssetValueWithOracle;
 function calculateWorstCaseBaseAssetAmount(marketPosition) {
     const allBids = marketPosition.baseAssetAmount.add(marketPosition.openBids);
     const allAsks = marketPosition.baseAssetAmount.add(marketPosition.openAsks);

package/lib/math/position.js

@@ -61,7 +61,7 @@ function calculatePositionPNL(market, marketPosition, withFunding = false, oracl
     if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return marketPosition.quoteAssetAmount;
     }
-    const baseAssetValue = (0, margin_1.calculateMarginBaseAssetValue)(market, marketPosition, oraclePriceData);
+    const baseAssetValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, marketPosition, oraclePriceData);
     const baseAssetValueSign = marketPosition.baseAssetAmount.isNeg()
         ? new __1.BN(-1)
         : new __1.BN(1);

package/lib/types.d.ts

@@ -104,9 +104,6 @@ export declare class OrderActionExplanation {
     static readonly NONE: {
         none: {};
     };
-    static readonly BREACHED_MARGIN_REQUIREMENT: {
-        breachedMarginRequirement: {};
-    };
     static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE: {
         oraclePriceBreachedLimitPrice: {};
     };
@@ -178,15 +175,41 @@ export declare type CurveRecord = {
     oraclePrice: BN;
     tradeId: BN;
 };
+export declare type LPRecord = {
+    ts: BN;
+    user: PublicKey;
+    action: LPAction;
+    nShares: BN;
+    marketIndex: BN;
+    deltaBaseAssetAmount: BN;
+    deltaQuoteAssetAmount: BN;
+    pnl: BN;
+};
+export declare class LPAction {
+    static readonly ADD_LIQUIDITY: {
+        addLiquidity: {};
+    };
+    static readonly REMOVE_LIQUIDITY: {
+        removeLiquidity: {};
+    };
+    static readonly SETTLE_LIQUIDITY: {
+        settleLiquidity: {};
+    };
+}
 export declare type FundingRateRecord = {
     ts: BN;
     recordId: BN;
     marketIndex: BN;
     fundingRate: BN;
+    fundingRateLong: BN;
+    fundingRateShort: BN;
     cumulativeFundingRateLong: BN;
     cumulativeFundingRateShort: BN;
     oraclePriceTwap: BN;
     markPriceTwap: BN;
+    periodRevenue: BN;
+    netBaseAssetAmount: BN;
+    netUnsettledLpBaseAssetAmount: BN;
 };
 export declare type FundingPaymentRecord = {
     ts: BN;
@@ -241,6 +264,7 @@ export declare type LiquidatePerpRecord = {
     oraclePrice: BN;
     baseAssetAmount: BN;
     quoteAssetAmount: BN;
+    lpShares: BN;
     userPnl: BN;
     liquidatorPnl: BN;
     canceledOrdersFee: BN;
@@ -294,27 +318,40 @@ export declare type SettlePnlRecord = {
 };
 export declare type OrderRecord = {
     ts: BN;
-    taker: PublicKey;
-    maker: PublicKey;
-    takerOrder: Order;
-    makerOrder: Order;
-    takerPnl: BN;
-    makerPnl: BN;
+    user: PublicKey;
+    order: Order;
+};
+export declare type OrderActionRecord = {
+    ts: BN;
     action: OrderAction;
     actionExplanation: OrderActionExplanation;
-    filler: PublicKey;
-    fillRecordId: BN;
     marketIndex: BN;
-    baseAssetAmountFilled: BN;
-    quoteAssetAmountFilled: BN;
-    makerRebate: BN;
-    takerFee: BN;
-    fillerReward: BN;
-    quoteAssetAmountSurplus: BN;
+    filler: PublicKey | null;
+    fillerReward: BN | null;
+    fillRecordId: BN | null;
+    referrer: PublicKey | null;
+    baseAssetAmountFilled: BN | null;
+    quoteAssetAmountFilled: BN | null;
+    takerPnl: BN | null;
+    makerPnl: BN | null;
+    takerFee: BN | null;
+    makerRebate: BN | null;
+    referrerReward: BN | null;
+    refereeDiscount: BN | null;
+    quoteAssetAmountSurplus: BN | null;
+    taker: PublicKey | null;
+    takerOrderId: BN | null;
+    takerOrderBaseAssetAmount: BN | null;
+    takerOrderBaseAssetAmountFilled: BN | null;
+    takerOrderQuoteAssetAmountFilled: BN | null;
+    takerOrderFee: BN | null;
+    maker: PublicKey | null;
+    makerOrderId: BN | null;
+    makerOrderBaseAssetAmount: BN | null;
+    makerOrderBaseAssetAmountFilled: BN | null;
+    makerOrderQuoteAssetAmountFilled: BN | null;
+    makerOrderFee: BN | null;
     oraclePrice: BN;
-    referrer: PublicKey;
-    referrerReward: BN;
-    refereeDiscount: BN;
 };
 export declare type StateAccount = {
     admin: PublicKey;
@@ -322,8 +359,6 @@ export declare type StateAccount = {
     exchangePaused: boolean;
     adminControlsPrices: boolean;
     insuranceVault: PublicKey;
-    insuranceVaultAuthority: PublicKey;
-    insuranceVaultNonce: number;
     marginRatioInitial: BN;
     marginRatioMaintenance: BN;
     marginRatioPartial: BN;
@@ -345,6 +380,8 @@ export declare type StateAccount = {
     numberOfMarkets: BN;
     numberOfBanks: BN;
     minOrderQuoteAssetAmount: BN;
+    signer: PublicKey;
+    signerNonce: number;
     maxAuctionDuration: number;
     minAuctionDuration: number;
 };
@@ -372,8 +409,14 @@ export declare type BankAccount = {
     pubkey: PublicKey;
     mint: PublicKey;
     vault: PublicKey;
-    vaultAuthority: PublicKey;
-    vaultAuthorityNonce: number;
+    insuranceFundVault: PublicKey;
+    insuranceWithdrawEscrowPeriod: BN;
+    revenuePool: PoolBalance;
+    totalIfShares: BN;
+    userIfShares: BN;
+    userIfFactor: BN;
+    totalIfFactor: BN;
+    liquidationIfFactor: BN;
     decimals: number;
     optimalUtilization: BN;
     optimalBorrowRate: BN;
@@ -430,6 +473,7 @@ export declare type AMM = {
     cumulativeFeePerLp: BN;
     cumulativeNetBaseAssetAmountPerLp: BN;
     userLpShares: BN;
+    netUnsettledLpBaseAssetAmount: BN;
     minimumQuoteAssetTradeSize: BN;
     baseAssetAmountStepSize: BN;
     maxBaseAssetAmountRatio: number;
@@ -453,6 +497,7 @@ export declare type AMM = {
     maxSpread: number;
     marketPosition: UserPosition;
     marketPositionPerLp: UserPosition;
+    ammJitIntensity: number;
     maxBaseAssetReserve: BN;
     minBaseAssetReserve: BN;
 };
@@ -489,6 +534,7 @@ export declare type UserStatsAccount = {
     isReferrer: boolean;
     totalReferrerReward: BN;
     authority: PublicKey;
+    quoteAssetInsuranceFundStake: BN;
 };
 export declare type UserAccount = {
     authority: PublicKey;
@@ -665,3 +711,12 @@ export declare type OrderFillerRewardStructure = {
     timeBasedRewardLowerBound: BN;
 };
 export declare type MarginCategory = 'Initial' | 'Maintenance';
+export declare type InsuranceFundStake = {
+    bankIndex: BN;
+    authority: PublicKey;
+    ifShares: BN;
+    ifBase: BN;
+    lastWithdrawRequestShares: BN;
+    lastWithdrawRequestValue: BN;
+    lastWithdrawRequestTs: BN;
+};

package/lib/types.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DefaultOrderParams = exports.LiquidationType = 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;
+exports.DefaultOrderParams = exports.LiquidationType = exports.LPAction = 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 {
@@ -61,9 +61,6 @@ class OrderActionExplanation {
 }
 exports.OrderActionExplanation = OrderActionExplanation;
 OrderActionExplanation.NONE = { none: {} };
-OrderActionExplanation.BREACHED_MARGIN_REQUIREMENT = {
-    breachedMarginRequirement: {},
-};
 OrderActionExplanation.ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
     oraclePriceBreachedLimitPrice: {},
 };
@@ -97,6 +94,12 @@ var TradeSide;
     TradeSide[TradeSide["Buy"] = 1] = "Buy";
     TradeSide[TradeSide["Sell"] = 2] = "Sell";
 })(TradeSide = exports.TradeSide || (exports.TradeSide = {}));
+class LPAction {
+}
+exports.LPAction = LPAction;
+LPAction.ADD_LIQUIDITY = { addLiquidity: {} };
+LPAction.REMOVE_LIQUIDITY = { removeLiquidity: {} };
+LPAction.SETTLE_LIQUIDITY = { settleLiquidity: {} };
 class LiquidationType {
 }
 exports.LiquidationType = LiquidationType;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.22",
+	"version": "0.2.0-master.25",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/addresses/pda.ts

@@ -129,3 +129,59 @@ export async function getBankVaultAuthorityPublicKey(
 		)
 	)[0];
 }
+
+export async function getInsuranceFundVaultPublicKey(
+	programId: PublicKey,
+	bankIndex: BN
+): Promise<PublicKey> {
+	return (
+		await anchor.web3.PublicKey.findProgramAddress(
+			[
+				Buffer.from(anchor.utils.bytes.utf8.encode('insurance_fund_vault')),
+				bankIndex.toArrayLike(Buffer, 'le', 8),
+			],
+			programId
+		)
+	)[0];
+}
+
+export async function getInsuranceFundVaultAuthorityPublicKey(
+	programId: PublicKey,
+	bankIndex: BN
+): Promise<PublicKey> {
+	return (
+		await anchor.web3.PublicKey.findProgramAddress(
+			[
+				Buffer.from(
+					anchor.utils.bytes.utf8.encode('insurance_fund_vault_authority')
+				),
+				bankIndex.toArrayLike(Buffer, 'le', 8),
+			],
+			programId
+		)
+	)[0];
+}
+
+export function getInsuranceFundStakeAccountPublicKey(
+	programId: PublicKey,
+	authority: PublicKey,
+	bankIndex: BN
+): PublicKey {
+	return anchor.web3.PublicKey.findProgramAddressSync(
+		[
+			Buffer.from(anchor.utils.bytes.utf8.encode('insurance_fund_stake')),
+			authority.toBuffer(),
+			bankIndex.toArrayLike(Buffer, 'le', 8),
+		],
+		programId
+	)[0];
+}
+
+export function getClearingHouseSignerPublicKey(
+	programId: PublicKey
+): PublicKey {
+	return anchor.web3.PublicKey.findProgramAddressSync(
+		[Buffer.from(anchor.utils.bytes.utf8.encode('clearing_house_signer'))],
+		programId
+	)[0];
+}

package/src/admin.ts

@@ -13,10 +13,10 @@ import { BN } from '@project-serum/anchor';
 import * as anchor from '@project-serum/anchor';
 import {
 	getClearingHouseStateAccountPublicKeyAndNonce,
-	getBankVaultAuthorityPublicKey,
 	getBankPublicKey,
 	getBankVaultPublicKey,
 	getMarketPublicKey,
+	getInsuranceFundVaultPublicKey,
 } from './addresses/pda';
 import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { ClearingHouse } from './clearingHouse';
@@ -36,20 +36,16 @@ export class Admin extends ClearingHouse {
 			throw new Error('Clearing house already initialized');
 		}
 
+		const [clearingHouseStatePublicKey] =
+			await getClearingHouseStateAccountPublicKeyAndNonce(
+				this.program.programId
+			);
+
 		const [insuranceVaultPublicKey] = await PublicKey.findProgramAddress(
 			[Buffer.from(anchor.utils.bytes.utf8.encode('insurance_vault'))],
 			this.program.programId
 		);
 
-		const [insuranceVaultAuthority] = await PublicKey.findProgramAddress(
-			[insuranceVaultPublicKey.toBuffer()],
-			this.program.programId
-		);
-
-		const [clearingHouseStatePublicKey] =
-			await getClearingHouseStateAccountPublicKeyAndNonce(
-				this.program.programId
-			);
 		const initializeTx = await this.program.transaction.initialize(
 			adminControlsPrices,
 			{
@@ -57,9 +53,9 @@ export class Admin extends ClearingHouse {
 					admin: this.wallet.publicKey,
 					state: clearingHouseStatePublicKey,
 					quoteAssetMint: usdcMint,
-					insuranceVault: insuranceVaultPublicKey,
-					insuranceVaultAuthority: insuranceVaultAuthority,
 					rent: SYSVAR_RENT_PUBKEY,
+					insuranceVault: insuranceVaultPublicKey,
+					clearingHouseSigner: this.getSignerPublicKey(),
 					systemProgram: anchor.web3.SystemProgram.programId,
 					tokenProgram: TOKEN_PROGRAM_ID,
 				},
@@ -97,7 +93,7 @@ export class Admin extends ClearingHouse {
 			bankIndex
 		);
 
-		const bankVaultAuthority = await getBankVaultAuthorityPublicKey(
+		const insuranceFundVault = await getInsuranceFundVaultPublicKey(
 			this.program.programId,
 			bankIndex
 		);
@@ -119,7 +115,8 @@ export class Admin extends ClearingHouse {
 					state: await this.getStatePublicKey(),
 					bank,
 					bankVault,
-					bankVaultAuthority,
+					insuranceFundVault,
+					clearingHouseSigner: this.getSignerPublicKey(),
 					bankMint: mint,
 					oracle,
 					rent: SYSVAR_RENT_PUBKEY,
@@ -340,7 +337,7 @@ export class Admin extends ClearingHouse {
 				state: await this.getStatePublicKey(),
 				bank: bank.pubkey,
 				insuranceVault: state.insuranceVault,
-				insuranceVaultAuthority: state.insuranceVaultAuthority,
+				clearingHouseSigner: this.getSignerPublicKey(),
 				recipient: recipient,
 				tokenProgram: TOKEN_PROGRAM_ID,
 			},
@@ -364,7 +361,7 @@ export class Admin extends ClearingHouse {
 				market: marketPublicKey,
 				bank: bank.pubkey,
 				bankVault: bank.vault,
-				bankVaultAuthority: bank.vaultAuthority,
+				clearingHouseSigner: this.getSignerPublicKey(),
 				recipient: recipient,
 				tokenProgram: TOKEN_PROGRAM_ID,
 			},
@@ -384,10 +381,9 @@ export class Admin extends ClearingHouse {
 				state: await this.getStatePublicKey(),
 				market: await getMarketPublicKey(this.program.programId, marketIndex),
 				insuranceVault: state.insuranceVault,
-				insuranceVaultAuthority: state.insuranceVaultAuthority,
+				clearingHouseSigner: this.getSignerPublicKey(),
 				bank: bank.pubkey,
 				bankVault: bank.vault,
-				bankVaultAuthority: bank.vaultAuthority,
 				tokenProgram: TOKEN_PROGRAM_ID,
 			},
 		});
@@ -452,6 +448,19 @@ export class Admin extends ClearingHouse {
 		});
 	}
 
+	public async updateAmmJitIntensity(
+		marketIndex: BN,
+		ammJitIntensity: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateAmmJitIntensity(ammJitIntensity, {
+			accounts: {
+				admin: this.wallet.publicKey,
+				state: await this.getStatePublicKey(),
+				market: await getMarketPublicKey(this.program.programId, marketIndex),
+			},
+		});
+	}
+
 	public async updateMarketMaxSpread(
 		marketIndex: BN,
 		maxSpread: number
@@ -591,6 +600,43 @@ export class Admin extends ClearingHouse {
 		);
 	}
 
+	public async updateBankIfFactor(
+		bankIndex: BN,
+		userIfFactor: BN,
+		totalIfFactor: BN,
+		liquidationIfFactor: BN
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateBankIfFactor(
+			bankIndex,
+			userIfFactor,
+			totalIfFactor,
+			liquidationIfFactor,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					bank: await getBankPublicKey(this.program.programId, bankIndex),
+				},
+			}
+		);
+	}
+
+	public async updateBankInsuranceWithdrawEscrowPeriod(
+		bankIndex: BN,
+		insuranceWithdrawEscrowPeriod: BN
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateBankInsuranceWithdrawEscrowPeriod(
+			insuranceWithdrawEscrowPeriod,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					bank: await getBankPublicKey(this.program.programId, bankIndex),
+				},
+			}
+		);
+	}
+
 	public async updateLpCooldownTime(
 		marketIndex: BN,
 		cooldownTime: BN