@drift-labs/sdk 0.2.0-master.25 → 0.2.0-master.27
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +14 -13
- package/lib/accounts/pollingClearingHouseAccountSubscriber.js +30 -27
- package/lib/accounts/types.d.ts +9 -9
- package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +15 -14
- package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +38 -34
- package/lib/addresses/pda.d.ts +7 -6
- package/lib/addresses/pda.js +31 -27
- package/lib/admin.d.ts +13 -7
- package/lib/admin.js +111 -44
- package/lib/clearingHouse.d.ts +71 -42
- package/lib/clearingHouse.js +767 -278
- package/lib/clearingHouseConfig.d.ts +2 -2
- package/lib/clearingHouseUser.d.ts +24 -22
- package/lib/clearingHouseUser.js +273 -177
- package/lib/config.d.ts +7 -7
- package/lib/config.js +21 -21
- package/lib/constants/numericConstants.d.ts +12 -12
- package/lib/constants/numericConstants.js +13 -13
- package/lib/constants/{markets.d.ts → perpMarkets.d.ts} +5 -5
- package/lib/constants/{markets.js → perpMarkets.js} +4 -4
- package/lib/constants/{banks.d.ts → spotMarkets.d.ts} +6 -6
- package/lib/constants/{banks.js → spotMarkets.js} +16 -16
- package/lib/dlob/DLOB.d.ts +73 -0
- package/lib/dlob/DLOB.js +557 -0
- package/lib/dlob/DLOBNode.d.ts +52 -0
- package/lib/dlob/DLOBNode.js +82 -0
- package/lib/dlob/NodeList.d.ts +26 -0
- package/lib/dlob/NodeList.js +138 -0
- package/lib/events/types.d.ts +2 -1
- package/lib/events/types.js +1 -0
- package/lib/examples/makeTradeExample.js +7 -7
- package/lib/idl/clearing_house.json +1152 -503
- package/lib/index.d.ts +10 -3
- package/lib/index.js +10 -3
- package/lib/math/amm.d.ts +2 -2
- package/lib/math/amm.js +1 -1
- package/lib/math/funding.d.ts +6 -6
- package/lib/math/funding.js +2 -1
- package/lib/math/margin.d.ts +4 -4
- package/lib/math/margin.js +18 -11
- package/lib/math/market.d.ts +11 -10
- package/lib/math/market.js +30 -7
- package/lib/math/oracles.d.ts +2 -1
- package/lib/math/oracles.js +11 -1
- package/lib/math/orders.d.ts +6 -6
- package/lib/math/orders.js +31 -16
- package/lib/math/position.d.ts +13 -13
- package/lib/math/position.js +19 -19
- package/lib/math/spotBalance.d.ts +22 -0
- package/lib/math/spotBalance.js +193 -0
- package/lib/math/spotMarket.d.ts +4 -0
- package/lib/math/spotMarket.js +8 -0
- package/lib/math/spotPosition.d.ts +6 -0
- package/lib/math/spotPosition.js +23 -0
- package/lib/math/state.js +2 -2
- package/lib/math/trade.d.ts +4 -4
- package/lib/orderParams.d.ts +4 -4
- package/lib/orderParams.js +12 -4
- package/lib/serum/serumSubscriber.d.ts +23 -0
- package/lib/serum/serumSubscriber.js +41 -0
- package/lib/serum/types.d.ts +11 -0
- package/lib/serum/types.js +2 -0
- package/lib/tx/retryTxSender.d.ts +1 -1
- package/lib/tx/retryTxSender.js +4 -2
- package/lib/tx/types.d.ts +1 -1
- package/lib/types.d.ts +148 -57
- package/lib/types.js +39 -11
- package/lib/userMap/userMap.d.ts +25 -0
- package/lib/userMap/userMap.js +73 -0
- package/lib/userMap/userStatsMap.d.ts +19 -0
- package/lib/userMap/userStatsMap.js +68 -0
- package/package.json +6 -3
- package/src/accounts/pollingClearingHouseAccountSubscriber.ts +42 -38
- package/src/accounts/types.ts +12 -9
- package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +65 -52
- package/src/addresses/pda.ts +49 -44
- package/src/admin.ts +190 -55
- package/src/clearingHouse.ts +1092 -365
- package/src/clearingHouseConfig.ts +2 -2
- package/src/clearingHouseUser.ts +518 -255
- package/src/config.ts +30 -30
- package/src/constants/numericConstants.ts +17 -15
- package/src/constants/{markets.ts → perpMarkets.ts} +5 -5
- package/src/constants/{banks.ts → spotMarkets.ts} +19 -19
- package/src/dlob/DLOB.ts +884 -0
- package/src/dlob/DLOBNode.ts +163 -0
- package/src/dlob/NodeList.ts +185 -0
- package/src/events/types.ts +3 -0
- package/src/examples/makeTradeExample.js +152 -75
- package/src/examples/makeTradeExample.ts +10 -8
- package/src/idl/clearing_house.json +1152 -503
- package/src/index.ts +10 -3
- package/src/math/amm.ts +6 -3
- package/src/math/funding.ts +7 -7
- package/src/math/margin.ts +34 -23
- package/src/math/market.ts +72 -20
- package/src/math/oracles.ts +18 -1
- package/src/math/orders.ts +33 -25
- package/src/math/position.ts +31 -31
- package/src/math/spotBalance.ts +316 -0
- package/src/math/spotMarket.ts +9 -0
- package/src/math/spotPosition.ts +47 -0
- package/src/math/state.ts +2 -2
- package/src/math/trade.ts +4 -4
- package/src/orderParams.ts +16 -8
- package/src/serum/serumSubscriber.ts +80 -0
- package/src/serum/types.ts +13 -0
- package/src/tx/retryTxSender.ts +5 -2
- package/src/tx/types.ts +2 -1
- package/src/types.ts +135 -56
- package/src/userMap/userMap.ts +100 -0
- package/src/userMap/userStatsMap.ts +110 -0
- package/tests/bn/test.ts +2 -3
- package/tests/dlob/helpers.ts +322 -0
- package/tests/dlob/test.ts +2865 -0
- package/lib/math/bankBalance.d.ts +0 -15
- package/lib/math/bankBalance.js +0 -150
- package/src/constants/numericConstants.js +0 -41
- package/src/math/bankBalance.ts +0 -258
- package/src/math/oracles.js +0 -26
- package/src/math/state.js +0 -15
- package/src/orderParams.js +0 -20
- package/src/slot/SlotSubscriber.js +0 -39
- package/src/tokenFaucet.js +0 -189
package/src/config.ts
CHANGED
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@@ -1,15 +1,15 @@
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import {
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-
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DevnetPerpMarkets,
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MainnetMarkets,
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} from './constants/
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PerpMarketConfig,
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PerpMarkets,
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} from './constants/perpMarkets';
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import {
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} from './constants/
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SpotMarketConfig,
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SpotMarkets,
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DevnetSpotMarkets,
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MainnetSpotMarkets,
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} from './constants/spotMarkets';
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import { BN } from '@project-serum/anchor';
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import { OracleInfo } from './oracles/types';
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@@ -18,8 +18,8 @@ type DriftConfig = {
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PYTH_ORACLE_MAPPING_ADDRESS: string;
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CLEARING_HOUSE_PROGRAM_ID: string;
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USDC_MINT_ADDRESS: string;
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PERP_MARKETS: PerpMarketConfig[];
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SPOT_MARKETS: SpotMarketConfig[];
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};
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export type DriftEnv = 'devnet' | 'mainnet-beta';
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devnet: {
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ENV: 'devnet',
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PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
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CLEARING_HOUSE_PROGRAM_ID: '
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CLEARING_HOUSE_PROGRAM_ID: 'CUowJP5Dea7pkc2mKrkX2RuZUrPXL3u419iBRXyZEWQz',
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USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
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PERP_MARKETS: DevnetPerpMarkets,
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SPOT_MARKETS: DevnetSpotMarkets,
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},
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'mainnet-beta': {
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ENV: 'mainnet-beta',
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PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
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CLEARING_HOUSE_PROGRAM_ID: 'dammHkt7jmytvbS3nHTxQNEcP59aE57nxwV21YdqEDN',
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USDC_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
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PERP_MARKETS: MainnetMarkets,
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SPOT_MARKETS: MainnetSpotMarkets,
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},
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};
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return currentConfig;
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};
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export function
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export function getMarketsAndOraclesForSubscription(env: DriftEnv): {
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perpMarketIndexes: BN[];
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spotMarketIndexes: BN[];
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oracleInfos: OracleInfo[];
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} {
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const
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const
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const perpMarketIndexes = [];
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const spotMarketIndexes = [];
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const oracleInfos = new Map<string, OracleInfo>();
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for (const market of
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for (const market of PerpMarkets[env]) {
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perpMarketIndexes.push(market.marketIndex);
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oracleInfos.set(market.oracle.toString(), {
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publicKey: market.oracle,
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source: market.oracleSource,
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});
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}
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for (const
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oracleInfos.set(
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publicKey:
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source:
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for (const spotMarket of SpotMarkets[env]) {
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spotMarketIndexes.push(spotMarket.marketIndex);
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oracleInfos.set(spotMarket.oracle.toString(), {
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publicKey: spotMarket.oracle,
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source: spotMarket.oracleSource,
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});
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}
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return {
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perpMarketIndexes: perpMarketIndexes,
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spotMarketIndexes: spotMarketIndexes,
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oracleInfos: Array.from(oracleInfos.values()),
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};
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}
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export const PEG_PRECISION_EXP = new BN(3);
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export const AMM_RESERVE_PRECISION_EXP = new BN(13);
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export const
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export const
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export const SPOT_MARKET_INTEREST_PRECISION_EXP = new BN(6);
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export const SPOT_MARKET_INTEREST_PRECISION = new BN(10).pow(
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SPOT_MARKET_INTEREST_PRECISION_EXP
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export const
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export const
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export const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = new BN(10);
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export const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = new BN(10).pow(
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SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP
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);
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export const
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export const
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export const
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export const SPOT_MARKET_UTILIZATION_PRECISION = new BN(1000000);
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export const SPOT_MARKET_RATE_PRECISION = new BN(1000000);
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export const SPOT_MARKET_WEIGHT_PRECISION = new BN(10000);
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export const SPOT_MARKET_BALANCE_PRECISION_EXP = new BN(6);
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export const SPOT_MARKET_BALANCE_PRECISION = new BN(10).pow(
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SPOT_MARKET_BALANCE_PRECISION_EXP
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);
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export const
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export const SPOT_MARKET_IMF_PRECISION_EXP = new BN(6);
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export const
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export const SPOT_MARKET_IMF_PRECISION = new BN(10).pow(
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SPOT_MARKET_IMF_PRECISION_EXP
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);
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export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
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export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
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export const ONE_YEAR = new BN(31536000);
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export const QUOTE_SPOT_MARKET_INDEX = new BN(0);
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export const LAMPORTS_PRECISION = new BN(LAMPORTS_PER_SOL);
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export const LAMPORTS_EXP = new BN(Math.log10(LAMPORTS_PER_SOL));
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import { PublicKey } from '@solana/web3.js';
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export type
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export type PerpMarketConfig = {
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fullName?: string;
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category?: string[];
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symbol: string;
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export const
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export const DevnetPerpMarkets: PerpMarketConfig[] = [
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{
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fullName: 'Solana',
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export const MainnetMarkets:
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export const MainnetMarkets: PerpMarketConfig[] = [];
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export const
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devnet:
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export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {
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devnet: DevnetPerpMarkets,
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import { PublicKey } from '@solana/web3.js';
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import { BN, DriftEnv, OracleSource } from '../';
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import {
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SPOT_MARKET_BALANCE_PRECISION,
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SPOT_MARKET_BALANCE_PRECISION_EXP,
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LAMPORTS_EXP,
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LAMPORTS_PRECISION,
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} from './numericConstants';
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export type
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export type SpotMarketConfig = {
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symbol: string;
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marketIndex: BN;
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oracle: PublicKey;
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mint: PublicKey;
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export const
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export const DevnetSpotMarkets: SpotMarketConfig[] = [
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{
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symbol: 'USDC',
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marketIndex: new BN(0),
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oracle: PublicKey.default,
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oracleSource: OracleSource.QUOTE_ASSET,
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mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
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precision:
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precisionExp:
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precision: SPOT_MARKET_BALANCE_PRECISION,
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precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
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},
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{
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symbol: 'SOL',
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marketIndex: new BN(1),
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oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
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38
38
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oracleSource: OracleSource.PYTH,
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39
39
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mint: new PublicKey(WRAPPED_SOL_MINT),
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@@ -42,28 +42,28 @@ export const DevnetBanks: BankConfig[] = [
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42
42
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},
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43
43
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{
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44
44
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symbol: 'BTC',
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45
|
-
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|
45
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+
marketIndex: new BN(2),
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46
46
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oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
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47
47
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oracleSource: OracleSource.PYTH,
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48
48
|
mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
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49
|
-
precision:
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|
50
|
-
precisionExp:
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|
49
|
+
precision: SPOT_MARKET_BALANCE_PRECISION,
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50
|
+
precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
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51
51
|
},
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52
52
|
];
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53
53
|
|
|
54
|
-
export const
|
|
54
|
+
export const MainnetSpotMarkets: SpotMarketConfig[] = [
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55
55
|
{
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56
56
|
symbol: 'USDC',
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|
57
|
-
|
|
57
|
+
marketIndex: new BN(0),
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58
58
|
oracle: PublicKey.default,
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59
59
|
oracleSource: OracleSource.QUOTE_ASSET,
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60
60
|
mint: new PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
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61
|
-
precision:
|
|
62
|
-
precisionExp:
|
|
61
|
+
precision: SPOT_MARKET_BALANCE_PRECISION,
|
|
62
|
+
precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
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|
63
63
|
},
|
|
64
64
|
];
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|
65
65
|
|
|
66
|
-
export const
|
|
67
|
-
devnet:
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|
68
|
-
'mainnet-beta':
|
|
66
|
+
export const SpotMarkets: { [key in DriftEnv]: SpotMarketConfig[] } = {
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|
67
|
+
devnet: DevnetSpotMarkets,
|
|
68
|
+
'mainnet-beta': MainnetSpotMarkets,
|
|
69
69
|
};
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