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

package/lib/clearingHouseUser.js

@@ -5,7 +5,7 @@ const types_1 = require("./types");
 const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
 const _1 = require(".");
-const bankBalance_1 = require("./math/bankBalance");
+const spotBalance_1 = require("./math/spotBalance");
 const margin_1 = require("./math/margin");
 const pollingUserAccountSubscriber_1 = require("./accounts/pollingUserAccountSubscriber");
 const webSocketUserAccountSubscriber_1 = require("./accounts/webSocketUserAccountSubscriber");
@@ -59,11 +59,12 @@ class ClearingHouseUser {
      * @returns userPosition
      */
     getUserPosition(marketIndex) {
-        return this.getUserAccount().positions.find((position) => position.marketIndex.eq(marketIndex));
+        return this.getUserAccount().perpPositions.find((position) => position.marketIndex.eq(marketIndex));
     }
     getEmptyPosition(marketIndex) {
         return {
             baseAssetAmount: numericConstants_1.ZERO,
+            remainderBaseAssetAmount: numericConstants_1.ZERO,
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
@@ -105,12 +106,14 @@ class ClearingHouseUser {
     }
     /**
      * 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) {
         const _position = this.getUserPosition(marketIndex);
         const position = this.getClonedPosition(_position);
-        const market = this.clearingHouse.getMarketAccount(position.marketIndex);
+        const market = this.clearingHouse.getPerpMarketAccount(position.marketIndex);
         const nShares = position.lpShares;
         const deltaBaa = market.amm.marketPositionPerLp.baseAssetAmount
             .sub(position.lastNetBaseAssetAmountPerLp)
@@ -124,24 +127,22 @@ class ClearingHouseUser {
             const sign = { true: new _1.BN(1), false: new _1.BN(-1) }[v.gte(numericConstants_1.ZERO).toString()];
             return sign;
         }
-        const remainder = deltaBaa
-            .abs()
-            .mod(market.amm.baseAssetAmountStepSize)
-            .mul(sign(deltaBaa));
-        const _standardizedBaa = deltaBaa.sub(remainder);
-        let remainderBaa;
-        if (_standardizedBaa.abs().gte(market.amm.baseAssetAmountStepSize)) {
-            remainderBaa = remainder;
+        function standardize(amount, stepsize) {
+            const remainder = amount.abs().mod(stepsize).mul(sign(amount));
+            const standardizedAmount = amount.sub(remainder);
+            return [standardizedAmount, remainder];
         }
-        else {
-            remainderBaa = deltaBaa;
+        const [standardizedBaa, remainderBaa] = standardize(deltaBaa, market.amm.baseAssetAmountStepSize);
+        position.remainderBaseAssetAmount =
+            position.remainderBaseAssetAmount.add(remainderBaa);
+        if (position.remainderBaseAssetAmount
+            .abs()
+            .gte(market.amm.baseAssetAmountStepSize)) {
+            const [newStandardizedBaa, newRemainderBaa] = standardize(position.remainderBaseAssetAmount, market.amm.baseAssetAmountStepSize);
+            position.baseAssetAmount =
+                position.baseAssetAmount.add(newStandardizedBaa);
+            position.remainderBaseAssetAmount = newRemainderBaa;
         }
-        const standardizedBaa = deltaBaa.sub(remainderBaa);
-        const reaminderPerLP = remainderBaa.mul(numericConstants_1.AMM_RESERVE_PRECISION).div(nShares);
-        position.baseAssetAmount = position.baseAssetAmount.add(standardizedBaa);
-        position.quoteAssetAmount = position.quoteAssetAmount.add(deltaQaa);
-        position.lastNetBaseAssetAmountPerLp =
-            market.amm.marketPositionPerLp.baseAssetAmount.sub(reaminderPerLP);
         let updateType;
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
             updateType = 'open';
@@ -168,13 +169,15 @@ class ClearingHouseUser {
             newQuoteEntry = position.quoteEntryAmount.sub(position.quoteEntryAmount
                 .mul(deltaBaa.abs())
                 .div(position.baseAssetAmount.abs()));
-            pnl = position.quoteEntryAmount.sub(newQuoteEntry);
+            pnl = position.quoteEntryAmount.sub(newQuoteEntry).add(deltaQaa);
         }
         else {
             newQuoteEntry = deltaQaa.sub(deltaQaa.mul(position.baseAssetAmount.abs()).div(deltaBaa.abs()));
             pnl = position.quoteEntryAmount.add(deltaQaa.sub(newQuoteEntry));
         }
         position.quoteEntryAmount = newQuoteEntry;
+        position.baseAssetAmount = position.baseAssetAmount.add(standardizedBaa);
+        position.quoteAssetAmount = position.quoteAssetAmount.add(deltaQaa);
         if (position.baseAssetAmount.gt(numericConstants_1.ZERO)) {
             position.lastCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
         }
@@ -209,25 +212,25 @@ class ClearingHouseUser {
     /**
      * @returns The margin requirement of a certain type (Initial or Maintenance) in USDC. : QUOTE_PRECISION
      */
-    getMarginRequirement(type) {
+    getMarginRequirement(type, liquidationBuffer) {
         return this.getUserAccount()
-            .positions.reduce((marginRequirement, marketPosition) => {
-            const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            if (marketPosition.lpShares.gt(numericConstants_1.ZERO)) {
+            .perpPositions.reduce((marginRequirement, perpPosition) => {
+            const market = this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex);
+            if (perpPosition.lpShares.gt(numericConstants_1.ZERO)) {
                 // is an lp
                 // clone so we dont mutate the position
-                marketPosition = this.getClonedPosition(marketPosition);
+                perpPosition = this.getClonedPosition(perpPosition);
                 // settle position
                 const [settledPosition, dustBaa, _] = this.getSettledLPPosition(market.marketIndex);
-                marketPosition.baseAssetAmount =
+                perpPosition.baseAssetAmount =
                     settledPosition.baseAssetAmount.add(dustBaa);
-                marketPosition.quoteAssetAmount = settledPosition.quoteAssetAmount;
+                perpPosition.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)
+                        .mul(perpPosition.lpShares)
                         .div(market.amm.sqrtK)
                         .mul(new _1.BN(-1));
                 }
@@ -238,25 +241,33 @@ class ClearingHouseUser {
                 if (market.amm.minBaseAssetReserve < market.amm.baseAssetReserve) {
                     openBids = market.amm.baseAssetReserve
                         .sub(market.amm.minBaseAssetReserve)
-                        .mul(marketPosition.lpShares)
+                        .mul(perpPosition.lpShares)
                         .div(market.amm.sqrtK);
                 }
                 else {
                     openBids = numericConstants_1.ZERO;
                 }
-                marketPosition.openAsks = marketPosition.openAsks.add(openAsks);
-                marketPosition.openBids = marketPosition.openBids.add(openBids);
+                perpPosition.openAsks = perpPosition.openAsks.add(openAsks);
+                perpPosition.openBids = perpPosition.openBids.add(openBids);
+            }
+            let valuationPrice = this.getOracleDataForMarket(market.marketIndex).price;
+            if ((0, types_1.isVariant)(market.status, 'settlement')) {
+                valuationPrice = market.settlementPrice;
             }
-            const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(marketPosition);
+            const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition);
             const worstCaseAssetValue = worstCaseBaseAssetAmount
                 .abs()
-                .mul(this.getOracleDataForMarket(market.marketIndex).price)
+                .mul(valuationPrice)
                 .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
-            return marginRequirement.add(worstCaseAssetValue
+            const positionMarginRequirement = worstCaseAssetValue
                 .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), type)))
-                .div(numericConstants_1.MARGIN_PRECISION));
+                .div(numericConstants_1.MARGIN_PRECISION);
+            if (liquidationBuffer !== undefined) {
+                positionMarginRequirement.add(worstCaseAssetValue.mul(liquidationBuffer).div(numericConstants_1.MARGIN_PRECISION));
+            }
+            return marginRequirement.add(positionMarginRequirement);
         }, numericConstants_1.ZERO)
-            .add(this.getBankLiabilityValue(undefined, type));
+            .add(this.getSpotMarketLiabilityValue(undefined, type, liquidationBuffer));
     }
     /**
      * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
@@ -267,24 +278,26 @@ class ClearingHouseUser {
     /**
      * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
-    getMaintenanceMarginRequirement() {
-        return this.getMarginRequirement('Maintenance');
+    getMaintenanceMarginRequirement(liquidationBuffer) {
+        return this.getMarginRequirement('Maintenance', liquidationBuffer);
     }
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
     getUnrealizedPNL(withFunding, marketIndex, withWeightMarginCategory) {
+        const quoteSpotMarket = this.clearingHouse.getQuoteSpotMarketAccount();
         return this.getUserAccount()
-            .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
-            .reduce((unrealizedPnl, marketPosition) => {
-            const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            let positionUnrealizedPnl = (0, _1.calculatePositionPNL)(market, marketPosition, withFunding, this.getOracleDataForMarket(market.marketIndex));
+            .perpPositions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
+            .reduce((unrealizedPnl, perpPosition) => {
+            const market = this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex);
+            const oraclePriceData = this.getOracleDataForMarket(market.marketIndex);
+            let positionUnrealizedPnl = (0, _1.calculatePositionPNL)(market, perpPosition, withFunding, oraclePriceData);
             if (withWeightMarginCategory !== undefined) {
                 if (positionUnrealizedPnl.gt(numericConstants_1.ZERO)) {
                     positionUnrealizedPnl = positionUnrealizedPnl
-                        .mul((0, _1.calculateUnrealizedAssetWeight)(market, positionUnrealizedPnl, withWeightMarginCategory))
-                        .div(new _1.BN(numericConstants_1.BANK_WEIGHT_PRECISION));
+                        .mul((0, _1.calculateUnrealizedAssetWeight)(market, quoteSpotMarket, positionUnrealizedPnl, withWeightMarginCategory, oraclePriceData))
+                        .div(new _1.BN(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION));
                 }
             }
             return unrealizedPnl.add(positionUnrealizedPnl);
@@ -296,74 +309,79 @@ class ClearingHouseUser {
      */
     getUnrealizedFundingPNL(marketIndex) {
         return this.getUserAccount()
-            .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
-            .reduce((pnl, marketPosition) => {
-            const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            return pnl.add((0, _1.calculatePositionFundingPNL)(market, marketPosition));
+            .perpPositions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
+            .reduce((pnl, perpPosition) => {
+            const market = this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex);
+            return pnl.add((0, _1.calculatePositionFundingPNL)(market, perpPosition));
         }, numericConstants_1.ZERO);
     }
-    getBankLiabilityValue(bankIndex, withWeightMarginCategory) {
-        return this.getUserAccount().bankBalances.reduce((totalLiabilityValue, bankBalance) => {
-            if (bankBalance.balance.eq(numericConstants_1.ZERO) ||
-                (0, types_1.isVariant)(bankBalance.balanceType, 'deposit') ||
-                (bankIndex !== undefined && !bankBalance.bankIndex.eq(bankIndex))) {
+    getSpotMarketLiabilityValue(marketIndex, withWeightMarginCategory, liquidationBuffer) {
+        return this.getUserAccount().spotPositions.reduce((totalLiabilityValue, spotPosition) => {
+            if (spotPosition.balance.eq(numericConstants_1.ZERO) ||
+                (0, types_1.isVariant)(spotPosition.balanceType, 'deposit') ||
+                (marketIndex !== undefined &&
+                    !spotPosition.marketIndex.eq(marketIndex))) {
                 return totalLiabilityValue;
             }
             // Todo this needs to account for whether it's based on initial or maintenance requirements
-            const bankAccount = this.clearingHouse.getBankAccount(bankBalance.bankIndex);
-            const tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
+            const spotMarketAccount = this.clearingHouse.getSpotMarketAccount(spotPosition.marketIndex);
+            const tokenAmount = (0, spotBalance_1.getTokenAmount)(spotPosition.balance, spotMarketAccount, spotPosition.balanceType);
             let liabilityValue = tokenAmount
-                .mul(this.getOracleDataForBank(bankAccount.bankIndex).price)
+                .mul(this.getOracleDataForSpotMarket(spotMarketAccount.marketIndex).price)
                 .div(numericConstants_1.MARK_PRICE_PRECISION)
-                .div(new _1.BN(10).pow(new _1.BN(bankAccount.decimals).sub(numericConstants_1.BANK_BALANCE_PRECISION_EXP)));
+                .div(new _1.BN(10).pow(new _1.BN(spotMarketAccount.decimals).sub(numericConstants_1.SPOT_MARKET_BALANCE_PRECISION_EXP)));
             if (withWeightMarginCategory !== undefined) {
-                const weight = (0, bankBalance_1.calculateLiabilityWeight)(tokenAmount, bankAccount, withWeightMarginCategory);
+                let weight = (0, spotBalance_1.calculateLiabilityWeight)(tokenAmount, spotMarketAccount, withWeightMarginCategory);
+                if (liquidationBuffer !== undefined) {
+                    weight = weight.add(liquidationBuffer);
+                }
                 liabilityValue = liabilityValue
                     .mul(weight)
-                    .div(numericConstants_1.BANK_WEIGHT_PRECISION);
+                    .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
             }
             return totalLiabilityValue.add(liabilityValue);
         }, numericConstants_1.ZERO);
     }
-    getBankAssetValue(bankIndex, withWeightMarginCategory) {
-        return this.getUserAccount().bankBalances.reduce((totalAssetValue, bankBalance) => {
-            if (bankBalance.balance.eq(numericConstants_1.ZERO) ||
-                (0, types_1.isVariant)(bankBalance.balanceType, 'borrow') ||
-                (bankIndex !== undefined && !bankBalance.bankIndex.eq(bankIndex))) {
+    getSpotMarketAssetValue(marketIndex, withWeightMarginCategory) {
+        return this.getUserAccount().spotPositions.reduce((totalAssetValue, spotPosition) => {
+            if (spotPosition.balance.eq(numericConstants_1.ZERO) ||
+                (0, types_1.isVariant)(spotPosition.balanceType, 'borrow') ||
+                (marketIndex !== undefined &&
+                    !spotPosition.marketIndex.eq(marketIndex))) {
                 return totalAssetValue;
             }
             // Todo this needs to account for whether it's based on initial or maintenance requirements
-            const bankAccount = this.clearingHouse.getBankAccount(bankBalance.bankIndex);
-            const tokenAmount = (0, bankBalance_1.getTokenAmount)(bankBalance.balance, bankAccount, bankBalance.balanceType);
+            const spotMarketAccount = this.clearingHouse.getSpotMarketAccount(spotPosition.marketIndex);
+            const tokenAmount = (0, spotBalance_1.getTokenAmount)(spotPosition.balance, spotMarketAccount, spotPosition.balanceType);
             let assetValue = tokenAmount
-                .mul(this.getOracleDataForBank(bankAccount.bankIndex).price)
+                .mul(this.getOracleDataForSpotMarket(spotMarketAccount.marketIndex).price)
                 .div(numericConstants_1.MARK_PRICE_PRECISION)
-                .div(new _1.BN(10).pow(new _1.BN(bankAccount.decimals).sub(numericConstants_1.BANK_BALANCE_PRECISION_EXP)));
+                .div(new _1.BN(10).pow(new _1.BN(spotMarketAccount.decimals).sub(numericConstants_1.SPOT_MARKET_BALANCE_PRECISION_EXP)));
             if (withWeightMarginCategory !== undefined) {
-                const weight = (0, bankBalance_1.calculateAssetWeight)(tokenAmount, bankAccount, withWeightMarginCategory);
-                assetValue = assetValue.mul(weight).div(numericConstants_1.BANK_WEIGHT_PRECISION);
+                const weight = (0, spotBalance_1.calculateAssetWeight)(tokenAmount, spotMarketAccount, withWeightMarginCategory);
+                assetValue = assetValue.mul(weight).div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
             }
             return totalAssetValue.add(assetValue);
         }, numericConstants_1.ZERO);
     }
-    getNetBankValue(withWeightMarginCategory) {
-        return this.getBankAssetValue(undefined, withWeightMarginCategory).sub(this.getBankLiabilityValue(undefined, withWeightMarginCategory));
+    getNetSpotMarketValue(withWeightMarginCategory) {
+        return this.getSpotMarketAssetValue(undefined, withWeightMarginCategory).sub(this.getSpotMarketLiabilityValue(undefined, withWeightMarginCategory));
     }
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
      * @returns : Precision QUOTE_PRECISION
      */
     getTotalCollateral(marginCategory = 'Initial') {
-        return this.getBankAssetValue(undefined, marginCategory).add(this.getUnrealizedPNL(true, undefined, marginCategory));
+        return this.getSpotMarketAssetValue(undefined, marginCategory).add(this.getUnrealizedPNL(true, undefined, marginCategory));
     }
     /**
      * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
     getTotalPositionValue() {
-        return this.getUserAccount().positions.reduce((positionValue, marketPosition) => {
-            const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
-            const posVal = (0, margin_1.calculateBaseAssetValueWithOracle)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex));
+        return this.getUserAccount().perpPositions.reduce((positionValue, perpPosition) => {
+            const market = this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex);
+            const posVal = (0, margin_1.calculateBaseAssetValueWithOracle)(market, perpPosition, this.getOracleDataForMarket(market.marketIndex));
             return positionValue.add(posVal);
         }, numericConstants_1.ZERO);
     }
@@ -373,7 +391,7 @@ class ClearingHouseUser {
      */
     getPositionValue(marketIndex, oraclePriceData) {
         const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
-        const market = this.clearingHouse.getMarketAccount(userPosition.marketIndex);
+        const market = this.clearingHouse.getPerpMarketAccount(userPosition.marketIndex);
         return (0, margin_1.calculateBaseAssetValueWithOracle)(market, userPosition, oraclePriceData);
     }
     getPositionSide(currentPosition) {
@@ -392,7 +410,7 @@ class ClearingHouseUser {
      * @returns : Precision MARK_PRICE_PRECISION
      */
     getPositionEstimatedExitPriceAndPnl(position, amountToClose, useAMMClose = false) {
-        const market = this.clearingHouse.getMarketAccount(position.marketIndex);
+        const market = this.clearingHouse.getPerpMarketAccount(position.marketIndex);
         const entryPrice = (0, position_1.calculateEntryPrice)(position);
         const oraclePriceData = this.getOracleDataForMarket(position.marketIndex);
         if (amountToClose) {
@@ -445,7 +463,7 @@ class ClearingHouseUser {
      * @returns : Precision TEN_THOUSAND
      */
     getMaxLeverage(marketIndex, category = 'Initial') {
-        const market = this.clearingHouse.getMarketAccount(marketIndex);
+        const market = this.clearingHouse.getPerpMarketAccount(marketIndex);
         const marginRatioCategory = (0, _1.calculateMarketMarginRatio)(market, 
         // worstCaseBaseAssetAmount.abs(),
         numericConstants_1.ZERO, // todo
@@ -466,21 +484,24 @@ class ClearingHouseUser {
     }
     canBeLiquidated() {
         const totalCollateral = this.getTotalCollateral();
-        const partialMaintenanceRequirement = this.getMaintenanceMarginRequirement();
-        const marginRatio = this.getMarginRatio();
-        const canLiquidate = totalCollateral.lt(partialMaintenanceRequirement);
-        return [canLiquidate, marginRatio];
+        // if user being liq'd, can continue to be liq'd until total collateral above the margin requirement plus buffer
+        let liquidationBuffer = undefined;
+        if (this.getUserAccount().beingLiquidated) {
+            liquidationBuffer = new _1.BN(this.clearingHouse.getStateAccount().liquidationMarginBufferRatio);
+        }
+        const maintenanceRequirement = this.getMaintenanceMarginRequirement(liquidationBuffer);
+        return totalCollateral.lt(maintenanceRequirement);
     }
     /**
      * Checks if any user position cumulative funding differs from respective market cumulative funding
      * @returns
      */
     needsToSettleFundingPayment() {
-        for (const userPosition of this.getUserAccount().positions) {
+        for (const userPosition of this.getUserAccount().perpPositions) {
             if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
                 continue;
             }
-            const market = this.clearingHouse.getMarketAccount(userPosition.marketIndex);
+            const market = this.clearingHouse.getPerpMarketAccount(userPosition.marketIndex);
             if (market.amm.cumulativeFundingRateLong.eq(userPosition.lastCumulativeFundingRate) ||
                 market.amm.cumulativeFundingRateShort.eq(userPosition.lastCumulativeFundingRate)) {
                 continue;
@@ -491,12 +512,12 @@ class ClearingHouseUser {
     }
     /**
      * 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, positionBaseSizeChange = numericConstants_1.ZERO) {
+    liquidationPrice(perpPosition, positionBaseSizeChange = numericConstants_1.ZERO) {
         // solves formula for example canBeLiquidated below
         /* example: assume BTC price is $40k (examine 10% up/down)
 
@@ -509,15 +530,16 @@ class ClearingHouseUser {
         3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
         const totalCollateral = this.getTotalCollateral();
         // calculate the total position value ignoring any value from the target market of the trade
-        const totalPositionValueExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(marketPosition.marketIndex);
-        const currentMarketPosition = this.getUserPosition(marketPosition.marketIndex) ||
-            this.getEmptyPosition(marketPosition.marketIndex);
-        const currentMarketPositionBaseSize = currentMarketPosition.baseAssetAmount;
-        const proposedBaseAssetAmount = currentMarketPositionBaseSize.add(positionBaseSizeChange);
+        const totalPositionValueExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(perpPosition.marketIndex);
+        const currentPerpPosition = this.getUserPosition(perpPosition.marketIndex) ||
+            this.getEmptyPosition(perpPosition.marketIndex);
+        const currentPerpPositionBaseSize = currentPerpPosition.baseAssetAmount;
+        const proposedBaseAssetAmount = currentPerpPositionBaseSize.add(positionBaseSizeChange);
         // calculate position for current market after trade
-        const proposedMarketPosition = {
-            marketIndex: marketPosition.marketIndex,
+        const proposedPerpPosition = {
+            marketIndex: perpPosition.marketIndex,
             baseAssetAmount: proposedBaseAssetAmount,
+            remainderBaseAssetAmount: numericConstants_1.ZERO,
             quoteAssetAmount: new _1.BN(0),
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             quoteEntryAmount: new _1.BN(0),
@@ -532,13 +554,13 @@ class ClearingHouseUser {
         };
         if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
             return new _1.BN(-1);
-        const market = this.clearingHouse.getMarketAccount(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, proposedMarketPosition, this.getOracleDataForMarket(market.marketIndex));
+        const market = this.clearingHouse.getPerpMarketAccount(proposedPerpPosition.marketIndex);
+        const proposedPerpPositionValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, proposedPerpPosition, this.getOracleDataForMarket(market.marketIndex));
         // total position value after trade
-        const totalPositionValueAfterTrade = totalPositionValueExcludingTargetMarket.add(proposedMarketPositionValue);
-        const marginRequirementExcludingTargetMarket = this.getUserAccount().positions.reduce((totalMarginRequirement, position) => {
-            if (!position.marketIndex.eq(marketPosition.marketIndex)) {
-                const market = this.clearingHouse.getMarketAccount(position.marketIndex);
+        const totalPositionValueAfterTrade = totalPositionValueExcludingTargetMarket.add(proposedPerpPositionValue);
+        const marginRequirementExcludingTargetMarket = this.getUserAccount().perpPositions.reduce((totalMarginRequirement, position) => {
+            if (!position.marketIndex.eq(perpPosition.marketIndex)) {
+                const market = this.clearingHouse.getPerpMarketAccount(position.marketIndex);
                 const positionValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, position, this.getOracleDataForMarket(market.marketIndex));
                 const marketMarginRequirement = positionValue
                     .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, position.baseAssetAmount.abs(), 'Maintenance')))
@@ -550,14 +572,14 @@ class ClearingHouseUser {
         const freeCollateralExcludingTargetMarket = totalCollateral.sub(marginRequirementExcludingTargetMarket);
         // if the position value after the trade is less than free collateral, there is no liq price
         if (totalPositionValueAfterTrade.lte(freeCollateralExcludingTargetMarket) &&
-            proposedMarketPosition.baseAssetAmount.abs().gt(numericConstants_1.ZERO)) {
+            proposedPerpPosition.baseAssetAmount.abs().gt(numericConstants_1.ZERO)) {
             return new _1.BN(-1);
         }
-        const marginRequirementAfterTrade = marginRequirementExcludingTargetMarket.add(proposedMarketPositionValue
-            .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, proposedMarketPosition.baseAssetAmount.abs(), 'Maintenance')))
+        const marginRequirementAfterTrade = marginRequirementExcludingTargetMarket.add(proposedPerpPositionValue
+            .mul(new _1.BN((0, _1.calculateMarketMarginRatio)(market, proposedPerpPosition.baseAssetAmount.abs(), 'Maintenance')))
             .div(numericConstants_1.MARGIN_PRECISION));
         const freeCollateralAfterTrade = totalCollateral.sub(marginRequirementAfterTrade);
-        const marketMaxLeverage = this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Maintenance');
+        const marketMaxLeverage = this.getMaxLeverage(proposedPerpPosition.marketIndex, 'Maintenance');
         let priceDelta;
         if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
             priceDelta = freeCollateralAfterTrade
@@ -577,13 +599,13 @@ class ClearingHouseUser {
         }
         let markPriceAfterTrade;
         if (positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
-            markPriceAfterTrade = (0, _1.calculateMarkPrice)(this.clearingHouse.getMarketAccount(marketPosition.marketIndex), this.getOracleDataForMarket(marketPosition.marketIndex));
+            markPriceAfterTrade = (0, _1.calculateMarkPrice)(this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex), this.getOracleDataForMarket(perpPosition.marketIndex));
         }
         else {
             const direction = positionBaseSizeChange.gt(numericConstants_1.ZERO)
                 ? _1.PositionDirection.LONG
                 : _1.PositionDirection.SHORT;
-            markPriceAfterTrade = (0, _1.calculateTradeSlippage)(direction, positionBaseSizeChange.abs(), this.clearingHouse.getMarketAccount(marketPosition.marketIndex), 'base', this.getOracleDataForMarket(marketPosition.marketIndex))[3]; // newPrice after swap
+            markPriceAfterTrade = (0, _1.calculateTradeSlippage)(direction, positionBaseSizeChange.abs(), this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex), 'base', this.getOracleDataForMarket(perpPosition.marketIndex))[3]; // newPrice after swap
         }
         if (priceDelta.gt(markPriceAfterTrade)) {
             return new _1.BN(-1);
@@ -660,23 +682,23 @@ class ClearingHouseUser {
         else {
             // current leverage is greater than max leverage - can only reduce position size
             if (!targetingSameSide) {
-                const market = this.clearingHouse.getMarketAccount(targetMarketIndex);
-                const marketPositionValue = this.getPositionValue(targetMarketIndex, oracleData);
+                const market = this.clearingHouse.getPerpMarketAccount(targetMarketIndex);
+                const perpPositionValue = this.getPositionValue(targetMarketIndex, oracleData);
                 const totalCollateral = this.getTotalCollateral();
                 const marginRequirement = this.getInitialMarginRequirement();
-                const marginFreedByClosing = marketPositionValue
+                const marginFreedByClosing = perpPositionValue
                     .mul(new _1.BN(market.marginRatioInitial))
                     .div(numericConstants_1.MARGIN_PRECISION);
                 const marginRequirementAfterClosing = marginRequirement.sub(marginFreedByClosing);
                 if (marginRequirementAfterClosing.gt(totalCollateral)) {
-                    maxPositionSize = marketPositionValue;
+                    maxPositionSize = perpPositionValue;
                 }
                 else {
                     const freeCollateralAfterClose = totalCollateral.sub(marginRequirementAfterClosing);
                     const buyingPowerAfterClose = freeCollateralAfterClose
                         .mul(this.getMaxLeverage(targetMarketIndex))
                         .div(numericConstants_1.TEN_THOUSAND);
-                    maxPositionSize = marketPositionValue.add(buyingPowerAfterClose);
+                    maxPositionSize = perpPositionValue.add(buyingPowerAfterClose);
                 }
             }
             else {
@@ -708,13 +730,13 @@ class ClearingHouseUser {
             currentPositionQuoteAmount = currentPositionQuoteAmount.neg();
         if (tradeSide === _1.PositionDirection.SHORT)
             tradeQuoteAmount = tradeQuoteAmount.neg();
-        const currentMarketPositionAfterTrade = currentPositionQuoteAmount
+        const currentPerpPositionAfterTrade = currentPositionQuoteAmount
             .add(tradeQuoteAmount)
             .abs();
         const totalPositionAfterTradeExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(targetMarketIndex);
         const totalCollateral = this.getTotalCollateral();
         if (totalCollateral.gt(numericConstants_1.ZERO)) {
-            const newLeverage = currentMarketPositionAfterTrade
+            const newLeverage = currentPerpPositionAfterTrade
                 .add(totalPositionAfterTradeExcludingTargetMarket)
                 .abs()
                 .mul(numericConstants_1.TEN_THOUSAND)
@@ -731,7 +753,7 @@ class ClearingHouseUser {
      * @returns feeForQuote : Precision QUOTE_PRECISION
      */
     calculateFeeForQuoteAmount(quoteAmount) {
-        const feeStructure = this.clearingHouse.getStateAccount().feeStructure;
+        const feeStructure = this.clearingHouse.getStateAccount().perpFeeStructure;
         return quoteAmount
             .mul(feeStructure.feeNumerator)
             .div(feeStructure.feeDenominator);
@@ -742,22 +764,22 @@ class ClearingHouseUser {
      * @returns positionValue : Precision QUOTE_PRECISION
      */
     getTotalPositionValueExcludingMarket(marketToIgnore) {
-        const currentMarketPosition = this.getUserPosition(marketToIgnore) ||
+        const currentPerpPosition = this.getUserPosition(marketToIgnore) ||
             this.getEmptyPosition(marketToIgnore);
         const oracleData = this.getOracleDataForMarket(marketToIgnore);
-        let currentMarketPositionValueUSDC = numericConstants_1.ZERO;
-        if (currentMarketPosition) {
-            currentMarketPositionValueUSDC = this.getPositionValue(marketToIgnore, oracleData);
+        let currentPerpPositionValueUSDC = numericConstants_1.ZERO;
+        if (currentPerpPosition) {
+            currentPerpPositionValueUSDC = this.getPositionValue(marketToIgnore, oracleData);
         }
-        return this.getTotalPositionValue().sub(currentMarketPositionValueUSDC);
+        return this.getTotalPositionValue().sub(currentPerpPositionValueUSDC);
     }
     getOracleDataForMarket(marketIndex) {
-        const oracleKey = this.clearingHouse.getMarketAccount(marketIndex).amm.oracle;
+        const oracleKey = this.clearingHouse.getPerpMarketAccount(marketIndex).amm.oracle;
         const oracleData = this.clearingHouse.getOraclePriceDataAndSlot(oracleKey).data;
         return oracleData;
     }
-    getOracleDataForBank(bankIndex) {
-        const oracleKey = this.clearingHouse.getBankAccount(bankIndex).oracle;
+    getOracleDataForSpotMarket(marketIndex) {
+        const oracleKey = this.clearingHouse.getSpotMarketAccount(marketIndex).oracle;
         const oracleData = this.clearingHouse.getOraclePriceDataAndSlot(oracleKey).data;
         return oracleData;
     }

package/lib/config.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
-import { MarketConfig } from './constants/markets';
-import { BankConfig } from './constants/banks';
+import { PerpMarketConfig } from './constants/perpMarkets';
+import { SpotMarketConfig } from './constants/spotMarkets';
 import { BN } from '@project-serum/anchor';
 import { OracleInfo } from './oracles/types';
 declare type DriftConfig = {
@@ -8,8 +8,8 @@ declare type DriftConfig = {
     PYTH_ORACLE_MAPPING_ADDRESS: string;
     CLEARING_HOUSE_PROGRAM_ID: string;
     USDC_MINT_ADDRESS: string;
-    MARKETS: MarketConfig[];
-    BANKS: BankConfig[];
+    PERP_MARKETS: PerpMarketConfig[];
+    SPOT_MARKETS: SpotMarketConfig[];
 };
 export declare type DriftEnv = 'devnet' | 'mainnet-beta';
 export declare const configs: {
@@ -27,9 +27,9 @@ export declare const initialize: (props: {
     env: DriftEnv;
     overrideEnv?: Partial<DriftConfig>;
 }) => DriftConfig;
-export declare function getMarketsBanksAndOraclesForSubscription(env: DriftEnv): {
-    marketIndexes: BN[];
-    bankIndexes: BN[];
+export declare function getMarketsAndOraclesForSubscription(env: DriftEnv): {
+    perpMarketIndexes: BN[];
+    spotMarketIndexes: BN[];
     oracleInfos: OracleInfo[];
 };
 export {};