@drift-labs/sdk 0.2.0-master.25 → 0.2.0-master.26

package/lib/math/bankBalance.js

@@ -1,150 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateWithdrawLimit = exports.calculateInterestAccumulated = exports.calculateLiabilityWeight = exports.calculateAssetWeight = exports.getTokenAmount = exports.getBalance = void 0;
-const types_1 = require("../types");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-const margin_1 = require("./margin");
-function getBalance(tokenAmount, bank, balanceType) {
-    const precisionIncrease = numericConstants_1.TEN.pow(new anchor_1.BN(16 - bank.decimals));
-    const cumulativeInterest = (0, types_1.isVariant)(balanceType, 'deposit')
-        ? bank.cumulativeDepositInterest
-        : bank.cumulativeBorrowInterest;
-    let balance = tokenAmount.mul(precisionIncrease).div(cumulativeInterest);
-    if (!balance.eq(numericConstants_1.ZERO) && (0, types_1.isVariant)(balanceType, 'borrow')) {
-        balance = balance.add(numericConstants_1.ONE);
-    }
-    return balance;
-}
-exports.getBalance = getBalance;
-function getTokenAmount(balanceAmount, bank, balanceType) {
-    const precisionDecrease = numericConstants_1.TEN.pow(new anchor_1.BN(16 - bank.decimals));
-    const cumulativeInterest = (0, types_1.isVariant)(balanceType, 'deposit')
-        ? bank.cumulativeDepositInterest
-        : bank.cumulativeBorrowInterest;
-    return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
-}
-exports.getTokenAmount = getTokenAmount;
-function calculateAssetWeight(balanceAmount, bank, marginCategory) {
-    const sizePrecision = numericConstants_1.TEN.pow(new anchor_1.BN(bank.decimals));
-    let sizeInAmmReservePrecision;
-    if (sizePrecision.gt(numericConstants_1.AMM_RESERVE_PRECISION)) {
-        sizeInAmmReservePrecision = balanceAmount.div(sizePrecision.div(numericConstants_1.AMM_RESERVE_PRECISION));
-    }
-    else {
-        sizeInAmmReservePrecision = balanceAmount
-            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-            .div(sizePrecision);
-    }
-    let assetWeight;
-    switch (marginCategory) {
-        case 'Initial':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, bank.imfFactor, bank.initialAssetWeight);
-            break;
-        case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, bank.imfFactor, bank.maintenanceAssetWeight);
-            break;
-        default:
-            assetWeight = bank.initialAssetWeight;
-            break;
-    }
-    return assetWeight;
-}
-exports.calculateAssetWeight = calculateAssetWeight;
-function calculateLiabilityWeight(balanceAmount, bank, marginCategory) {
-    const sizePrecision = numericConstants_1.TEN.pow(new anchor_1.BN(bank.decimals));
-    let sizeInAmmReservePrecision;
-    if (sizePrecision.gt(numericConstants_1.AMM_RESERVE_PRECISION)) {
-        sizeInAmmReservePrecision = balanceAmount.div(sizePrecision.div(numericConstants_1.AMM_RESERVE_PRECISION));
-    }
-    else {
-        sizeInAmmReservePrecision = balanceAmount
-            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-            .div(sizePrecision);
-    }
-    let assetWeight;
-    switch (marginCategory) {
-        case 'Initial':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, bank.imfFactor, bank.initialLiabilityWeight, numericConstants_1.BANK_WEIGHT_PRECISION);
-            break;
-        case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, bank.imfFactor, bank.maintenanceLiabilityWeight, numericConstants_1.BANK_WEIGHT_PRECISION);
-            break;
-        default:
-            assetWeight = bank.initialLiabilityWeight;
-            break;
-    }
-    return assetWeight;
-}
-exports.calculateLiabilityWeight = calculateLiabilityWeight;
-function calculateInterestAccumulated(bank, now) {
-    const token_deposit_amount = getTokenAmount(bank.depositBalance, bank, types_1.BankBalanceType.DEPOSIT);
-    const token_borrow_amount = getTokenAmount(bank.borrowBalance, bank, types_1.BankBalanceType.BORROW);
-    let utilization;
-    if (token_borrow_amount.eq(numericConstants_1.ZERO) && token_deposit_amount.eq(numericConstants_1.ZERO)) {
-        utilization = numericConstants_1.ZERO;
-    }
-    else if (token_deposit_amount.eq(numericConstants_1.ZERO)) {
-        utilization = numericConstants_1.BANK_UTILIZATION_PRECISION;
-    }
-    else {
-        utilization = token_borrow_amount
-            .mul(numericConstants_1.BANK_UTILIZATION_PRECISION)
-            .div(token_deposit_amount);
-    }
-    let interest_rate;
-    if (utilization.gt(bank.optimalUtilization)) {
-        const surplusUtilization = utilization.sub(bank.optimalUtilization);
-        const borrowRateSlope = bank.maxBorrowRate
-            .sub(bank.optimalBorrowRate)
-            .mul(numericConstants_1.BANK_UTILIZATION_PRECISION)
-            .div(numericConstants_1.BANK_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-        interest_rate = bank.optimalBorrowRate.add(surplusUtilization.mul(borrowRateSlope).div(numericConstants_1.BANK_UTILIZATION_PRECISION));
-    }
-    else {
-        const borrowRateSlope = bank.optimalBorrowRate
-            .mul(numericConstants_1.BANK_UTILIZATION_PRECISION)
-            .div(numericConstants_1.BANK_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-        interest_rate = utilization
-            .mul(borrowRateSlope)
-            .div(numericConstants_1.BANK_UTILIZATION_PRECISION);
-    }
-    const timeSinceLastUpdate = now.sub(bank.lastInterestTs);
-    const modifiedBorrowRate = interest_rate.mul(timeSinceLastUpdate);
-    const modifiedDepositRate = modifiedBorrowRate
-        .mul(utilization)
-        .div(numericConstants_1.BANK_UTILIZATION_PRECISION);
-    const borrowInterest = bank.cumulativeBorrowInterest
-        .mul(modifiedBorrowRate)
-        .div(numericConstants_1.ONE_YEAR)
-        .div(numericConstants_1.BANK_INTEREST_PRECISION)
-        .add(numericConstants_1.ONE);
-    const depositInterest = bank.cumulativeDepositInterest
-        .mul(modifiedDepositRate)
-        .div(numericConstants_1.ONE_YEAR)
-        .div(numericConstants_1.BANK_INTEREST_PRECISION);
-    return { borrowInterest, depositInterest };
-}
-exports.calculateInterestAccumulated = calculateInterestAccumulated;
-function calculateWithdrawLimit(bank, now) {
-    const bankDepositTokenAmount = getTokenAmount(bank.depositBalance, bank, types_1.BankBalanceType.DEPOSIT);
-    const bankBorrowTokenAmount = getTokenAmount(bank.borrowBalance, bank, types_1.BankBalanceType.BORROW);
-    const twentyFourHours = new anchor_1.BN(60 * 60 * 24);
-    const sinceLast = now.sub(bank.lastTwapTs);
-    const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, twentyFourHours.sub(sinceLast));
-    const borrowTokenTwapLive = bank.borrowTokenTwap
-        .mul(sinceStart)
-        .add(bankBorrowTokenAmount.mul(sinceLast))
-        .div(sinceLast.add(sinceLast));
-    const depositTokenTwapLive = bank.depositTokenTwap
-        .mul(sinceStart)
-        .add(bankDepositTokenAmount.mul(sinceLast))
-        .div(sinceLast.add(sinceLast));
-    const maxBorrowTokens = anchor_1.BN.min(anchor_1.BN.max(bankDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(borrowTokenTwapLive.div(new anchor_1.BN(5)))), bankDepositTokenAmount.sub(bankDepositTokenAmount.div(new anchor_1.BN(10)))); // between ~15-90% utilization with friction on twap
-    const minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.min(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(5)), bank.withdrawGuardThreshold), depositTokenTwapLive));
-    return {
-        borrowLimit: maxBorrowTokens.sub(bankBorrowTokenAmount),
-        withdrawLimit: bankDepositTokenAmount.sub(minDepositTokens),
-    };
-}
-exports.calculateWithdrawLimit = calculateWithdrawLimit;

package/src/addresses/marketAddresses.js

@@ -1,26 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarketAddress = void 0;
-const pda_1 = require("./pda");
-const CACHE = new Map();
-function getMarketAddress(programId, marketIndex) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
-        if (CACHE.has(cacheKey)) {
-            return CACHE.get(cacheKey);
-        }
-        const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
-        CACHE.set(cacheKey, publicKey);
-        return publicKey;
-    });
-}
-exports.getMarketAddress = getMarketAddress;

package/src/constants/banks.js

@@ -1,42 +0,0 @@
-"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/examples/makeTradeExample.js

@@ -1,80 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTokenAddress = void 0;
-const anchor_1 = require("@project-serum/anchor");
-const __1 = require("..");
-const spl_token_1 = require("@solana/spl-token");
-const web3_js_1 = require("@solana/web3.js");
-const __2 = require("..");
-const banks_1 = require("../constants/banks");
-const getTokenAddress = (mintAddress, userPubKey) => {
-    return spl_token_1.Token.getAssociatedTokenAddress(new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`), spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
-};
-exports.getTokenAddress = getTokenAddress;
-const main = () => __awaiter(void 0, void 0, void 0, function* () {
-    // Initialize Drift SDK
-    const sdkConfig = __2.initialize({ env: 'devnet' });
-    // Set up the Wallet and Provider
-    const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
-    const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
-    const wallet = new __1.Wallet(keypair);
-    // Set up the Connection
-    const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
-    const connection = new web3_js_1.Connection(rpcAddress);
-    // Set up the Provider
-    const provider = new anchor_1.AnchorProvider(connection, wallet, anchor_1.AnchorProvider.defaultOptions());
-    // Check SOL Balance
-    const lamportsBalance = yield connection.getBalance(wallet.publicKey);
-    console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
-    // Misc. other things to set up
-    const usdcTokenAddress = yield exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
-    // Set up the Drift Clearing House
-    const clearingHousePublicKey = new web3_js_1.PublicKey(sdkConfig.CLEARING_HOUSE_PROGRAM_ID);
-    const clearingHouse = new __2.ClearingHouse({
-        connection,
-        wallet: provider.wallet,
-        programID: clearingHousePublicKey,
-    });
-    yield clearingHouse.subscribe();
-    // Set up Clearing House user client
-    const user = new __2.ClearingHouseUser({
-        clearingHouse,
-        userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
-    });
-    //// Check if clearing house account exists for the current wallet
-    const userAccountExists = yield user.exists();
-    if (!userAccountExists) {
-        //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
-        const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
-        yield clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, yield exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()), banks_1.Banks['devnet'][0].bankIndex);
-    }
-    yield user.subscribe();
-    // Get current price
-    const solMarketInfo = sdkConfig.MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
-    const currentMarketPrice = __2.calculateMarkPrice(clearingHouse.getMarketAccount(solMarketInfo.marketIndex), undefined);
-    const formattedPrice = __2.convertToNumber(currentMarketPrice, __2.MARK_PRICE_PRECISION);
-    console.log(`Current Market Price is $${formattedPrice}`);
-    // Estimate the slippage for a $5000 LONG trade
-    const solMarketAccount = clearingHouse.getMarketAccount(solMarketInfo.marketIndex);
-    const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
-    const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.MARK_PRICE_PRECISION);
-    console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
-    // Make a $5000 LONG trade
-    yield clearingHouse.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);
-    console.log(`LONGED $5000 SOL`);
-    // Reduce the position by $2000
-    const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
-    yield clearingHouse.openPosition(__2.PositionDirection.SHORT, reduceAmount, solMarketInfo.marketIndex);
-    // Close the rest of the position
-    yield clearingHouse.closePosition(solMarketInfo.marketIndex);
-});
-main();

package/src/math/bankBalance.ts

@@ -1,258 +0,0 @@
-import {
-	BankAccount,
-	BankBalanceType,
-	isVariant,
-	MarginCategory,
-} from '../types';
-import { BN } from '@project-serum/anchor';
-import {
-	BANK_UTILIZATION_PRECISION,
-	ONE,
-	TEN,
-	ZERO,
-	BANK_INTEREST_PRECISION,
-	BANK_WEIGHT_PRECISION,
-	ONE_YEAR,
-	AMM_RESERVE_PRECISION,
-} from '../constants/numericConstants';
-import {
-	calculateSizeDiscountAssetWeight,
-	calculateSizePremiumLiabilityWeight,
-} from './margin';
-
-export function getBalance(
-	tokenAmount: BN,
-	bank: BankAccount,
-	balanceType: BankBalanceType
-): BN {
-	const precisionIncrease = TEN.pow(new BN(16 - bank.decimals));
-
-	const cumulativeInterest = isVariant(balanceType, 'deposit')
-		? bank.cumulativeDepositInterest
-		: bank.cumulativeBorrowInterest;
-
-	let balance = tokenAmount.mul(precisionIncrease).div(cumulativeInterest);
-
-	if (!balance.eq(ZERO) && isVariant(balanceType, 'borrow')) {
-		balance = balance.add(ONE);
-	}
-
-	return balance;
-}
-
-export function getTokenAmount(
-	balanceAmount: BN,
-	bank: BankAccount,
-	balanceType: BankBalanceType
-): BN {
-	const precisionDecrease = TEN.pow(new BN(16 - bank.decimals));
-
-	const cumulativeInterest = isVariant(balanceType, 'deposit')
-		? bank.cumulativeDepositInterest
-		: bank.cumulativeBorrowInterest;
-
-	return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
-}
-
-export function calculateAssetWeight(
-	balanceAmount: BN,
-	bank: BankAccount,
-	marginCategory: MarginCategory
-): BN {
-	const sizePrecision = TEN.pow(new BN(bank.decimals));
-	let sizeInAmmReservePrecision;
-	if (sizePrecision.gt(AMM_RESERVE_PRECISION)) {
-		sizeInAmmReservePrecision = balanceAmount.div(
-			sizePrecision.div(AMM_RESERVE_PRECISION)
-		);
-	} else {
-		sizeInAmmReservePrecision = balanceAmount
-			.mul(AMM_RESERVE_PRECISION)
-			.div(sizePrecision);
-	}
-
-	let assetWeight;
-
-	switch (marginCategory) {
-		case 'Initial':
-			assetWeight = calculateSizeDiscountAssetWeight(
-				sizeInAmmReservePrecision,
-				bank.imfFactor,
-				bank.initialAssetWeight
-			);
-			break;
-		case 'Maintenance':
-			assetWeight = calculateSizeDiscountAssetWeight(
-				sizeInAmmReservePrecision,
-				bank.imfFactor,
-				bank.maintenanceAssetWeight
-			);
-			break;
-		default:
-			assetWeight = bank.initialAssetWeight;
-			break;
-	}
-
-	return assetWeight;
-}
-
-export function calculateLiabilityWeight(
-	balanceAmount: BN,
-	bank: BankAccount,
-	marginCategory: MarginCategory
-): BN {
-	const sizePrecision = TEN.pow(new BN(bank.decimals));
-	let sizeInAmmReservePrecision;
-	if (sizePrecision.gt(AMM_RESERVE_PRECISION)) {
-		sizeInAmmReservePrecision = balanceAmount.div(
-			sizePrecision.div(AMM_RESERVE_PRECISION)
-		);
-	} else {
-		sizeInAmmReservePrecision = balanceAmount
-			.mul(AMM_RESERVE_PRECISION)
-			.div(sizePrecision);
-	}
-
-	let assetWeight;
-
-	switch (marginCategory) {
-		case 'Initial':
-			assetWeight = calculateSizePremiumLiabilityWeight(
-				sizeInAmmReservePrecision,
-				bank.imfFactor,
-				bank.initialLiabilityWeight,
-				BANK_WEIGHT_PRECISION
-			);
-			break;
-		case 'Maintenance':
-			assetWeight = calculateSizePremiumLiabilityWeight(
-				sizeInAmmReservePrecision,
-				bank.imfFactor,
-				bank.maintenanceLiabilityWeight,
-				BANK_WEIGHT_PRECISION
-			);
-			break;
-		default:
-			assetWeight = bank.initialLiabilityWeight;
-			break;
-	}
-
-	return assetWeight;
-}
-
-export function calculateInterestAccumulated(
-	bank: BankAccount,
-	now: BN
-): { borrowInterest: BN; depositInterest: BN } {
-	const token_deposit_amount = getTokenAmount(
-		bank.depositBalance,
-		bank,
-		BankBalanceType.DEPOSIT
-	);
-	const token_borrow_amount = getTokenAmount(
-		bank.borrowBalance,
-		bank,
-		BankBalanceType.BORROW
-	);
-
-	let utilization: BN;
-	if (token_borrow_amount.eq(ZERO) && token_deposit_amount.eq(ZERO)) {
-		utilization = ZERO;
-	} else if (token_deposit_amount.eq(ZERO)) {
-		utilization = BANK_UTILIZATION_PRECISION;
-	} else {
-		utilization = token_borrow_amount
-			.mul(BANK_UTILIZATION_PRECISION)
-			.div(token_deposit_amount);
-	}
-
-	let interest_rate: BN;
-	if (utilization.gt(bank.optimalUtilization)) {
-		const surplusUtilization = utilization.sub(bank.optimalUtilization);
-		const borrowRateSlope = bank.maxBorrowRate
-			.sub(bank.optimalBorrowRate)
-			.mul(BANK_UTILIZATION_PRECISION)
-			.div(BANK_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-
-		interest_rate = bank.optimalBorrowRate.add(
-			surplusUtilization.mul(borrowRateSlope).div(BANK_UTILIZATION_PRECISION)
-		);
-	} else {
-		const borrowRateSlope = bank.optimalBorrowRate
-			.mul(BANK_UTILIZATION_PRECISION)
-			.div(BANK_UTILIZATION_PRECISION.sub(bank.optimalUtilization));
-
-		interest_rate = utilization
-			.mul(borrowRateSlope)
-			.div(BANK_UTILIZATION_PRECISION);
-	}
-
-	const timeSinceLastUpdate = now.sub(bank.lastInterestTs);
-
-	const modifiedBorrowRate = interest_rate.mul(timeSinceLastUpdate);
-
-	const modifiedDepositRate = modifiedBorrowRate
-		.mul(utilization)
-		.div(BANK_UTILIZATION_PRECISION);
-
-	const borrowInterest = bank.cumulativeBorrowInterest
-		.mul(modifiedBorrowRate)
-		.div(ONE_YEAR)
-		.div(BANK_INTEREST_PRECISION)
-		.add(ONE);
-	const depositInterest = bank.cumulativeDepositInterest
-		.mul(modifiedDepositRate)
-		.div(ONE_YEAR)
-		.div(BANK_INTEREST_PRECISION);
-
-	return { borrowInterest, depositInterest };
-}
-
-export function calculateWithdrawLimit(
-	bank: BankAccount,
-	now: BN
-): { borrowLimit: BN; withdrawLimit: BN } {
-	const bankDepositTokenAmount = getTokenAmount(
-		bank.depositBalance,
-		bank,
-		BankBalanceType.DEPOSIT
-	);
-	const bankBorrowTokenAmount = getTokenAmount(
-		bank.borrowBalance,
-		bank,
-		BankBalanceType.BORROW
-	);
-
-	const twentyFourHours = new BN(60 * 60 * 24);
-	const sinceLast = now.sub(bank.lastTwapTs);
-	const sinceStart = BN.max(ZERO, twentyFourHours.sub(sinceLast));
-	const borrowTokenTwapLive = bank.borrowTokenTwap
-		.mul(sinceStart)
-		.add(bankBorrowTokenAmount.mul(sinceLast))
-		.div(sinceLast.add(sinceLast));
-
-	const depositTokenTwapLive = bank.depositTokenTwap
-		.mul(sinceStart)
-		.add(bankDepositTokenAmount.mul(sinceLast))
-		.div(sinceLast.add(sinceLast));
-
-	const maxBorrowTokens = BN.min(
-		BN.max(
-			bankDepositTokenAmount.div(new BN(6)),
-			borrowTokenTwapLive.add(borrowTokenTwapLive.div(new BN(5)))
-		),
-		bankDepositTokenAmount.sub(bankDepositTokenAmount.div(new BN(10)))
-	); // between ~15-90% utilization with friction on twap
-
-	const minDepositTokens = depositTokenTwapLive.sub(
-		BN.min(
-			BN.max(depositTokenTwapLive.div(new BN(5)), bank.withdrawGuardThreshold),
-			depositTokenTwapLive
-		)
-	);
-
-	return {
-		borrowLimit: maxBorrowTokens.sub(bankBorrowTokenAmount),
-		withdrawLimit: bankDepositTokenAmount.sub(minDepositTokens),
-	};
-}

package/src/math/state.js

@@ -1,15 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getExchangeFee = void 0;
-/**
- * Get the clearing house percent fee charged on notional of taking trades
- *
- * @param state
- * @returns Precision : basis points (bps)
- */
-function getExchangeFee(state) {
-    const exchangeFee = state.feeStructure.feeNumerator.toNumber() /
-        state.feeStructure.feeDenominator.toNumber();
-    return exchangeFee;
-}
-exports.getExchangeFee = getExchangeFee;

package/src/math/utils.js.map

@@ -1 +0,0 @@
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package/src/util/getTokenAddress.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTokenAddress = void 0;
-const spl_token_1 = require("@solana/spl-token");
-const web3_js_1 = require("@solana/web3.js");
-const getTokenAddress = (mintAddress, userPubKey) => {
-    return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
-};
-exports.getTokenAddress = getTokenAddress;