@drift-labs/sdk 0.2.0-master.24 → 0.2.0-master.26

package/lib/clearingHouseConfig.d.ts

@@ -14,8 +14,8 @@ export declare type ClearingHouseConfig = {
     txSenderConfig?: TxSenderConfig;
     userIds?: number[];
     activeUserId?: number;
-    marketIndexes?: BN[];
-    bankIndexes?: BN[];
+    perpMarketIndexes?: BN[];
+    spotMarketIndexes?: BN[];
     oracleInfos?: OracleInfo[];
     env?: DriftEnv;
     userStats?: boolean;

package/lib/clearingHouseUser.d.ts

@@ -4,7 +4,7 @@ import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { ClearingHouse } from './clearingHouse';
-import { MarginCategory, Order, UserAccount, UserPosition } from './types';
+import { MarginCategory, Order, UserAccount, PerpPosition } from './types';
 import { UserAccountSubscriber, UserAccountEvents, DataAndSlot } from './accounts/types';
 import { PositionDirection, BN } from '.';
 import { OraclePriceData } from './oracles/types';
@@ -35,9 +35,9 @@ export declare class ClearingHouseUser {
      * @param marketIndex
      * @returns userPosition
      */
-    getUserPosition(marketIndex: BN): UserPosition | undefined;
-    getEmptyPosition(marketIndex: BN): UserPosition;
-    getClonedPosition(position: UserPosition): UserPosition;
+    getUserPosition(marketIndex: BN): PerpPosition | undefined;
+    getEmptyPosition(marketIndex: BN): PerpPosition;
+    getClonedPosition(position: PerpPosition): PerpPosition;
     /**
      * @param orderId
      * @returns Order
@@ -52,9 +52,11 @@ export declare class ClearingHouseUser {
     exists(): Promise<boolean>;
     /**
      * calculates the market position if the lp position was settled
-     * @returns : userPosition
+     * @returns : the settled userPosition
+     * @returns : the dust base asset amount (ie, < stepsize)
+     * @returns : pnl from settle
      */
-    getSettledLPPosition(marketIndex: BN): [UserPosition, BN, BN];
+    getSettledLPPosition(marketIndex: BN): [PerpPosition, BN, BN];
     /**
      * calculates Buying Power = FC * MAX_LEVERAGE
      * @returns : Precision QUOTE_PRECISION
@@ -68,7 +70,7 @@ export declare class ClearingHouseUser {
     /**
      * @returns The margin requirement of a certain type (Initial or Maintenance) in USDC. : QUOTE_PRECISION
      */
-    getMarginRequirement(type: MarginCategory): BN;
+    getMarginRequirement(type: MarginCategory, liquidationBuffer?: BN): BN;
     /**
      * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
      */
@@ -76,7 +78,7 @@ export declare class ClearingHouseUser {
     /**
      * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
-    getMaintenanceMarginRequirement(): BN;
+    getMaintenanceMarginRequirement(liquidationBuffer?: BN): BN;
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
@@ -87,9 +89,9 @@ export declare class ClearingHouseUser {
      * @returns : Precision QUOTE_PRECISION
      */
     getUnrealizedFundingPNL(marketIndex?: BN): BN;
-    getBankLiabilityValue(bankIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
-    getBankAssetValue(bankIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
-    getNetBankValue(withWeightMarginCategory?: MarginCategory): BN;
+    getSpotMarketLiabilityValue(marketIndex?: BN, withWeightMarginCategory?: MarginCategory, liquidationBuffer?: BN): BN;
+    getSpotMarketAssetValue(marketIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
+    getNetSpotMarketValue(withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
      * @returns : Precision QUOTE_PRECISION
@@ -105,12 +107,12 @@ export declare class ClearingHouseUser {
      * @returns : Precision QUOTE_PRECISION
      */
     getPositionValue(marketIndex: BN, oraclePriceData: OraclePriceData): BN;
-    getPositionSide(currentPosition: Pick<UserPosition, 'baseAssetAmount'>): PositionDirection | undefined;
+    getPositionSide(currentPosition: Pick<PerpPosition, 'baseAssetAmount'>): PositionDirection | undefined;
     /**
      * calculates average exit price (optionally for closing up to 100% of position)
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPriceAndPnl(position: UserPosition, amountToClose?: BN, useAMMClose?: boolean): [BN, BN];
+    getPositionEstimatedExitPriceAndPnl(position: PerpPosition, amountToClose?: BN, useAMMClose?: boolean): [BN, BN];
     /**
      * calculates current user leverage across all positions
      * @returns : Precision TEN_THOUSAND
@@ -127,7 +129,7 @@ export declare class ClearingHouseUser {
      * @returns : Precision TEN_THOUSAND
      */
     getMarginRatio(): BN;
-    canBeLiquidated(): [boolean, BN];
+    canBeLiquidated(): boolean;
     /**
      * Checks if any user position cumulative funding differs from respective market cumulative funding
      * @returns
@@ -135,12 +137,12 @@ export declare class ClearingHouseUser {
     needsToSettleFundingPayment(): boolean;
     /**
      * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
-     * @param marketPosition
+     * @param PerpPosition
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
+    liquidationPrice(perpPosition: Pick<PerpPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex
@@ -191,5 +193,5 @@ export declare class ClearingHouseUser {
      */
     private getTotalPositionValueExcludingMarket;
     private getOracleDataForMarket;
-    private getOracleDataForBank;
+    private getOracleDataForSpotMarket;
 }