@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
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import {
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isOneOfVariant,
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AMM_RESERVE_PRECISION,
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BN,
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convertToNumber,
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getLimitPrice,
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isVariant,
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SpotMarketAccount,
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PerpMarketAccount,
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MARK_PRICE_PRECISION,
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OraclePriceData,
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Order,
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ZERO,
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} from '..';
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import { PublicKey } from '@solana/web3.js';
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import { getOrderSignature } from './NodeList';
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export interface DLOBNode {
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getPrice(oraclePriceData: OraclePriceData, slot: number): BN;
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isVammNode(): boolean;
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order: Order | undefined;
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haveFilled: boolean;
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userAccount: PublicKey | undefined;
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market: SpotMarketAccount | PerpMarketAccount;
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}
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export abstract class OrderNode implements DLOBNode {
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order: Order;
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market: SpotMarketAccount | PerpMarketAccount;
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userAccount: PublicKey;
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sortValue: BN;
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haveFilled = false;
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haveTrigger = false;
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constructor(
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order: Order,
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market: SpotMarketAccount | PerpMarketAccount,
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userAccount: PublicKey
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) {
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this.order = order;
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this.market = market;
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this.userAccount = userAccount;
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this.sortValue = this.getSortValue(order);
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}
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abstract getSortValue(order: Order): BN;
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public getLabel(): string {
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let msg = `Order ${getOrderSignature(
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this.order.orderId,
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this.userAccount
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)}`;
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msg += ` ${isVariant(this.order.direction, 'long') ? 'LONG' : 'SHORT'} `;
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msg += `${convertToNumber(
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this.order.baseAssetAmount,
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AMM_RESERVE_PRECISION
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).toFixed(3)}`;
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if (this.order.price.gt(ZERO)) {
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msg += ` @ ${convertToNumber(
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this.order.price,
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MARK_PRICE_PRECISION
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).toFixed(3)}`;
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}
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if (this.order.triggerPrice.gt(ZERO)) {
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msg += ` ${
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isVariant(this.order.triggerCondition, 'below') ? 'BELOW' : 'ABOVE'
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}`;
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msg += ` ${convertToNumber(
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this.order.triggerPrice,
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MARK_PRICE_PRECISION
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).toFixed(3)}`;
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}
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return msg;
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}
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getPrice(oraclePriceData: OraclePriceData, slot: number): BN {
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if (isOneOfVariant(this.order.marketType, ['spot'])) {
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return getLimitPrice(this.order, oraclePriceData, slot);
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} else if (isOneOfVariant(this.order.marketType, ['perp'])) {
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return getLimitPrice(
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this.order,
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oraclePriceData,
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slot,
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this.market as PerpMarketAccount
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);
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} else {
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console.error(`Unknown market type: ${this.order.marketType}`);
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}
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}
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isVammNode(): boolean {
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return false;
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}
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}
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export class LimitOrderNode extends OrderNode {
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next?: LimitOrderNode;
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previous?: LimitOrderNode;
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getSortValue(order: Order): BN {
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return order.price;
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}
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}
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export class FloatingLimitOrderNode extends OrderNode {
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next?: FloatingLimitOrderNode;
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previous?: FloatingLimitOrderNode;
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getSortValue(order: Order): BN {
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return order.oraclePriceOffset;
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}
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}
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export class MarketOrderNode extends OrderNode {
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next?: MarketOrderNode;
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previous?: MarketOrderNode;
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getSortValue(order: Order): BN {
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return order.slot;
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}
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}
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export class TriggerOrderNode extends OrderNode {
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next?: TriggerOrderNode;
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previous?: TriggerOrderNode;
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getSortValue(order: Order): BN {
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return order.triggerPrice;
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}
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}
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export type DLOBNodeMap = {
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limit: LimitOrderNode;
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floatingLimit: FloatingLimitOrderNode;
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market: MarketOrderNode;
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trigger: TriggerOrderNode;
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};
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export type DLOBNodeType =
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| 'limit'
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| 'floatingLimit'
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| 'market'
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| ('trigger' & keyof DLOBNodeMap);
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export function createNode<T extends DLOBNodeType>(
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nodeType: T,
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order: Order,
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market: SpotMarketAccount | PerpMarketAccount,
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userAccount: PublicKey
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): DLOBNodeMap[T] {
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switch (nodeType) {
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case 'floatingLimit':
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return new FloatingLimitOrderNode(order, market, userAccount);
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case 'limit':
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return new LimitOrderNode(order, market, userAccount);
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case 'market':
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return new MarketOrderNode(order, market, userAccount);
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case 'trigger':
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return new TriggerOrderNode(order, market, userAccount);
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default:
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throw Error(`Unknown DLOBNode type ${nodeType}`);
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}
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}
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import {
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BN,
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isVariant,
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MarketTypeStr,
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Order,
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PerpMarketAccount,
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SpotMarketAccount,
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} from '..';
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import { PublicKey } from '@solana/web3.js';
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import { createNode, DLOBNode, DLOBNodeMap } from './DLOBNode';
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export type SortDirection = 'asc' | 'desc';
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export function getOrderSignature(orderId: BN, userAccount: PublicKey): string {
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return `${userAccount.toString()}-${orderId.toString()}`;
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}
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export interface DLOBNodeGenerator {
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getGenerator(): Generator<DLOBNode>;
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}
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export class NodeList<NodeType extends keyof DLOBNodeMap>
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implements DLOBNodeGenerator
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{
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head?: DLOBNodeMap[NodeType];
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length = 0;
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nodeMap = new Map<string, DLOBNodeMap[NodeType]>();
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constructor(
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private nodeType: NodeType,
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private sortDirection: SortDirection
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) {}
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public insert(
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order: Order,
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marketType: MarketTypeStr,
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market: PerpMarketAccount | SpotMarketAccount,
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userAccount: PublicKey
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): void {
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if (isVariant(order.status, 'init')) {
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return;
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}
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if (marketType === 'spot') {
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market = market as SpotMarketAccount;
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} else if (marketType === 'perp') {
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market = market as PerpMarketAccount;
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}
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const newNode = createNode(this.nodeType, order, market, userAccount);
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const orderId = getOrderSignature(order.orderId, userAccount);
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if (this.nodeMap.has(orderId)) {
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return;
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}
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this.nodeMap.set(orderId, newNode);
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this.length += 1;
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if (this.head === undefined) {
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this.head = newNode;
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return;
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}
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if (this.prependNode(this.head, newNode)) {
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this.head.previous = newNode;
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newNode.next = this.head;
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this.head = newNode;
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return;
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}
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let currentNode = this.head;
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while (
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currentNode.next !== undefined &&
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!this.prependNode(currentNode.next, newNode)
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) {
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currentNode = currentNode.next;
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}
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newNode.next = currentNode.next;
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if (currentNode.next !== undefined) {
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newNode.next.previous = newNode;
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}
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currentNode.next = newNode;
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newNode.previous = currentNode;
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}
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prependNode(
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currentNode: DLOBNodeMap[NodeType],
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newNode: DLOBNodeMap[NodeType]
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): boolean {
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92
|
+
const currentOrder = currentNode.order;
|
|
93
|
+
const newOrder = newNode.order;
|
|
94
|
+
|
|
95
|
+
const currentOrderSortPrice = currentNode.sortValue;
|
|
96
|
+
const newOrderSortPrice = newNode.sortValue;
|
|
97
|
+
|
|
98
|
+
if (newOrderSortPrice.eq(currentOrderSortPrice)) {
|
|
99
|
+
return newOrder.ts.lt(currentOrder.ts);
|
|
100
|
+
}
|
|
101
|
+
|
|
102
|
+
if (this.sortDirection === 'asc') {
|
|
103
|
+
return newOrderSortPrice.lt(currentOrderSortPrice);
|
|
104
|
+
} else {
|
|
105
|
+
return newOrderSortPrice.gt(currentOrderSortPrice);
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
|
|
109
|
+
public update(order: Order, userAccount: PublicKey): void {
|
|
110
|
+
const orderId = getOrderSignature(order.orderId, userAccount);
|
|
111
|
+
if (this.nodeMap.has(orderId)) {
|
|
112
|
+
const node = this.nodeMap.get(orderId);
|
|
113
|
+
Object.assign(node.order, order);
|
|
114
|
+
node.haveFilled = false;
|
|
115
|
+
}
|
|
116
|
+
}
|
|
117
|
+
|
|
118
|
+
public remove(order: Order, userAccount: PublicKey): void {
|
|
119
|
+
const orderId = getOrderSignature(order.orderId, userAccount);
|
|
120
|
+
if (this.nodeMap.has(orderId)) {
|
|
121
|
+
const node = this.nodeMap.get(orderId);
|
|
122
|
+
if (node.next) {
|
|
123
|
+
node.next.previous = node.previous;
|
|
124
|
+
}
|
|
125
|
+
if (node.previous) {
|
|
126
|
+
node.previous.next = node.next;
|
|
127
|
+
}
|
|
128
|
+
|
|
129
|
+
if (this.head && node.order.orderId.eq(this.head.order.orderId)) {
|
|
130
|
+
this.head = node.next;
|
|
131
|
+
}
|
|
132
|
+
|
|
133
|
+
node.previous = undefined;
|
|
134
|
+
node.next = undefined;
|
|
135
|
+
|
|
136
|
+
this.nodeMap.delete(orderId);
|
|
137
|
+
|
|
138
|
+
this.length--;
|
|
139
|
+
}
|
|
140
|
+
}
|
|
141
|
+
|
|
142
|
+
*getGenerator(): Generator<DLOBNode> {
|
|
143
|
+
let node = this.head;
|
|
144
|
+
while (node !== undefined) {
|
|
145
|
+
yield node;
|
|
146
|
+
node = node.next;
|
|
147
|
+
}
|
|
148
|
+
}
|
|
149
|
+
|
|
150
|
+
public has(order: Order, userAccount: PublicKey): boolean {
|
|
151
|
+
return this.nodeMap.has(getOrderSignature(order.orderId, userAccount));
|
|
152
|
+
}
|
|
153
|
+
|
|
154
|
+
public print(): void {
|
|
155
|
+
let currentNode = this.head;
|
|
156
|
+
while (currentNode !== undefined) {
|
|
157
|
+
console.log(currentNode.getLabel());
|
|
158
|
+
currentNode = currentNode.next;
|
|
159
|
+
}
|
|
160
|
+
}
|
|
161
|
+
|
|
162
|
+
public printTop(): void {
|
|
163
|
+
if (this.head) {
|
|
164
|
+
console.log(this.sortDirection.toUpperCase(), this.head.getLabel());
|
|
165
|
+
} else {
|
|
166
|
+
console.log('---');
|
|
167
|
+
}
|
|
168
|
+
}
|
|
169
|
+
}
|
|
170
|
+
|
|
171
|
+
export function* getVammNodeGenerator(
|
|
172
|
+
price: BN | undefined
|
|
173
|
+
): Generator<DLOBNode> {
|
|
174
|
+
if (!price) {
|
|
175
|
+
return;
|
|
176
|
+
}
|
|
177
|
+
yield {
|
|
178
|
+
getPrice: () => price,
|
|
179
|
+
isVammNode: () => true,
|
|
180
|
+
order: undefined,
|
|
181
|
+
market: undefined,
|
|
182
|
+
userAccount: undefined,
|
|
183
|
+
haveFilled: false,
|
|
184
|
+
};
|
|
185
|
+
}
|
package/src/events/types.ts
CHANGED
|
@@ -9,6 +9,7 @@ import {
|
|
|
9
9
|
OrderRecord,
|
|
10
10
|
SettlePnlRecord,
|
|
11
11
|
LPRecord,
|
|
12
|
+
InsuranceFundRecord,
|
|
12
13
|
} from '../index';
|
|
13
14
|
|
|
14
15
|
export type EventSubscriptionOptions = {
|
|
@@ -35,6 +36,7 @@ export const DefaultEventSubscriptionOptions: EventSubscriptionOptions = {
|
|
|
35
36
|
'NewUserRecord',
|
|
36
37
|
'SettlePnlRecord',
|
|
37
38
|
'LPRecord',
|
|
39
|
+
'InsuranceFundRecord',
|
|
38
40
|
],
|
|
39
41
|
maxEventsPerType: 4096,
|
|
40
42
|
orderBy: 'blockchain',
|
|
@@ -71,6 +73,7 @@ export type EventMap = {
|
|
|
71
73
|
SettlePnlRecord: Event<SettlePnlRecord>;
|
|
72
74
|
NewUserRecord: Event<NewUserRecord>;
|
|
73
75
|
LPRecord: Event<LPRecord>;
|
|
76
|
+
InsuranceFundRecord: Event<InsuranceFundRecord>;
|
|
74
77
|
};
|
|
75
78
|
|
|
76
79
|
export type EventType = keyof EventMap;
|
|
@@ -1,80 +1,157 @@
|
|
|
1
|
-
|
|
2
|
-
var __awaiter =
|
|
3
|
-
|
|
4
|
-
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
};
|
|
11
|
-
|
|
1
|
+
'use strict';
|
|
2
|
+
var __awaiter =
|
|
3
|
+
(this && this.__awaiter) ||
|
|
4
|
+
function (thisArg, _arguments, P, generator) {
|
|
5
|
+
function adopt(value) {
|
|
6
|
+
return value instanceof P
|
|
7
|
+
? value
|
|
8
|
+
: new P(function (resolve) {
|
|
9
|
+
resolve(value);
|
|
10
|
+
});
|
|
11
|
+
}
|
|
12
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
13
|
+
function fulfilled(value) {
|
|
14
|
+
try {
|
|
15
|
+
step(generator.next(value));
|
|
16
|
+
} catch (e) {
|
|
17
|
+
reject(e);
|
|
18
|
+
}
|
|
19
|
+
}
|
|
20
|
+
function rejected(value) {
|
|
21
|
+
try {
|
|
22
|
+
step(generator['throw'](value));
|
|
23
|
+
} catch (e) {
|
|
24
|
+
reject(e);
|
|
25
|
+
}
|
|
26
|
+
}
|
|
27
|
+
function step(result) {
|
|
28
|
+
result.done
|
|
29
|
+
? resolve(result.value)
|
|
30
|
+
: adopt(result.value).then(fulfilled, rejected);
|
|
31
|
+
}
|
|
32
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
33
|
+
});
|
|
34
|
+
};
|
|
35
|
+
Object.defineProperty(exports, '__esModule', { value: true });
|
|
12
36
|
exports.getTokenAddress = void 0;
|
|
13
|
-
const anchor_1 = require(
|
|
14
|
-
const __1 = require(
|
|
15
|
-
const spl_token_1 = require(
|
|
16
|
-
const web3_js_1 = require(
|
|
17
|
-
const __2 = require(
|
|
18
|
-
const banks_1 = require(
|
|
37
|
+
const anchor_1 = require('@project-serum/anchor');
|
|
38
|
+
const __1 = require('..');
|
|
39
|
+
const spl_token_1 = require('@solana/spl-token');
|
|
40
|
+
const web3_js_1 = require('@solana/web3.js');
|
|
41
|
+
const __2 = require('..');
|
|
42
|
+
const banks_1 = require('../constants/spotMarkets');
|
|
19
43
|
const getTokenAddress = (mintAddress, userPubKey) => {
|
|
20
|
-
|
|
44
|
+
return spl_token_1.Token.getAssociatedTokenAddress(
|
|
45
|
+
new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`),
|
|
46
|
+
spl_token_1.TOKEN_PROGRAM_ID,
|
|
47
|
+
new web3_js_1.PublicKey(mintAddress),
|
|
48
|
+
new web3_js_1.PublicKey(userPubKey)
|
|
49
|
+
);
|
|
21
50
|
};
|
|
22
51
|
exports.getTokenAddress = getTokenAddress;
|
|
23
|
-
const main = () =>
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
|
|
68
|
-
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
72
|
-
|
|
73
|
-
|
|
74
|
-
|
|
75
|
-
|
|
76
|
-
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
52
|
+
const main = () =>
|
|
53
|
+
__awaiter(void 0, void 0, void 0, function* () {
|
|
54
|
+
// Initialize Drift SDK
|
|
55
|
+
const sdkConfig = __2.initialize({ env: 'devnet' });
|
|
56
|
+
// Set up the Wallet and Provider
|
|
57
|
+
const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
|
|
58
|
+
const keypair = web3_js_1.Keypair.fromSecretKey(
|
|
59
|
+
Uint8Array.from(JSON.parse(privateKey))
|
|
60
|
+
);
|
|
61
|
+
const wallet = new __1.Wallet(keypair);
|
|
62
|
+
// Set up the Connection
|
|
63
|
+
const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
|
|
64
|
+
const connection = new web3_js_1.Connection(rpcAddress);
|
|
65
|
+
// Set up the Provider
|
|
66
|
+
const provider = new anchor_1.AnchorProvider(
|
|
67
|
+
connection,
|
|
68
|
+
wallet,
|
|
69
|
+
anchor_1.AnchorProvider.defaultOptions()
|
|
70
|
+
);
|
|
71
|
+
// Check SOL Balance
|
|
72
|
+
const lamportsBalance = yield connection.getBalance(wallet.publicKey);
|
|
73
|
+
console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
|
|
74
|
+
// Misc. other things to set up
|
|
75
|
+
const usdcTokenAddress = yield exports.getTokenAddress(
|
|
76
|
+
sdkConfig.USDC_MINT_ADDRESS,
|
|
77
|
+
wallet.publicKey.toString()
|
|
78
|
+
);
|
|
79
|
+
// Set up the Drift Clearing House
|
|
80
|
+
const clearingHousePublicKey = new web3_js_1.PublicKey(
|
|
81
|
+
sdkConfig.CLEARING_HOUSE_PROGRAM_ID
|
|
82
|
+
);
|
|
83
|
+
const clearingHouse = new __2.ClearingHouse({
|
|
84
|
+
connection,
|
|
85
|
+
wallet: provider.wallet,
|
|
86
|
+
programID: clearingHousePublicKey,
|
|
87
|
+
});
|
|
88
|
+
yield clearingHouse.subscribe();
|
|
89
|
+
// Set up Clearing House user client
|
|
90
|
+
const user = new __2.ClearingHouseUser({
|
|
91
|
+
clearingHouse,
|
|
92
|
+
userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
|
|
93
|
+
});
|
|
94
|
+
//// Check if clearing house account exists for the current wallet
|
|
95
|
+
const userAccountExists = yield user.exists();
|
|
96
|
+
if (!userAccountExists) {
|
|
97
|
+
//// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
|
|
98
|
+
const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
|
|
99
|
+
yield clearingHouse.initializeUserAccountAndDepositCollateral(
|
|
100
|
+
depositAmount,
|
|
101
|
+
yield exports.getTokenAddress(
|
|
102
|
+
usdcTokenAddress.toString(),
|
|
103
|
+
wallet.publicKey.toString()
|
|
104
|
+
),
|
|
105
|
+
banks_1.SpotMarkets['devnet'][0].marketIndex
|
|
106
|
+
);
|
|
107
|
+
}
|
|
108
|
+
yield user.subscribe();
|
|
109
|
+
// Get current price
|
|
110
|
+
const solMarketInfo = sdkConfig.PERP_MARKETS.find(
|
|
111
|
+
(market) => market.baseAssetSymbol === 'SOL'
|
|
112
|
+
);
|
|
113
|
+
const currentMarketPrice = __2.calculateMarkPrice(
|
|
114
|
+
clearingHouse.getMarketAccount(solMarketInfo.marketIndex),
|
|
115
|
+
undefined
|
|
116
|
+
);
|
|
117
|
+
const formattedPrice = __2.convertToNumber(
|
|
118
|
+
currentMarketPrice,
|
|
119
|
+
__2.MARK_PRICE_PRECISION
|
|
120
|
+
);
|
|
121
|
+
console.log(`Current Market Price is $${formattedPrice}`);
|
|
122
|
+
// Estimate the slippage for a $5000 LONG trade
|
|
123
|
+
const solMarketAccount = clearingHouse.getMarketAccount(
|
|
124
|
+
solMarketInfo.marketIndex
|
|
125
|
+
);
|
|
126
|
+
const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
|
|
127
|
+
const slippage = __2.convertToNumber(
|
|
128
|
+
__2.calculateTradeSlippage(
|
|
129
|
+
__2.PositionDirection.LONG,
|
|
130
|
+
longAmount,
|
|
131
|
+
solMarketAccount,
|
|
132
|
+
'quote',
|
|
133
|
+
undefined
|
|
134
|
+
)[0],
|
|
135
|
+
__2.MARK_PRICE_PRECISION
|
|
136
|
+
);
|
|
137
|
+
console.log(
|
|
138
|
+
`Slippage for a $5000 LONG on the SOL market would be $${slippage}`
|
|
139
|
+
);
|
|
140
|
+
// Make a $5000 LONG trade
|
|
141
|
+
yield clearingHouse.openPosition(
|
|
142
|
+
__2.PositionDirection.LONG,
|
|
143
|
+
longAmount,
|
|
144
|
+
solMarketInfo.marketIndex
|
|
145
|
+
);
|
|
146
|
+
console.log(`LONGED $5000 SOL`);
|
|
147
|
+
// Reduce the position by $2000
|
|
148
|
+
const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
|
|
149
|
+
yield clearingHouse.openPosition(
|
|
150
|
+
__2.PositionDirection.SHORT,
|
|
151
|
+
reduceAmount,
|
|
152
|
+
solMarketInfo.marketIndex
|
|
153
|
+
);
|
|
154
|
+
// Close the rest of the position
|
|
155
|
+
yield clearingHouse.closePosition(solMarketInfo.marketIndex);
|
|
156
|
+
});
|
|
80
157
|
main();
|
|
@@ -11,11 +11,11 @@ import {
|
|
|
11
11
|
convertToNumber,
|
|
12
12
|
calculateTradeSlippage,
|
|
13
13
|
BulkAccountLoader,
|
|
14
|
-
|
|
14
|
+
PerpMarkets,
|
|
15
15
|
MARK_PRICE_PRECISION,
|
|
16
16
|
QUOTE_PRECISION,
|
|
17
17
|
} from '..';
|
|
18
|
-
import {
|
|
18
|
+
import { SpotMarkets } from '../constants/spotMarkets';
|
|
19
19
|
|
|
20
20
|
export const getTokenAddress = (
|
|
21
21
|
mintAddress: string,
|
|
@@ -76,8 +76,10 @@ const main = async () => {
|
|
|
76
76
|
connection,
|
|
77
77
|
wallet: provider.wallet,
|
|
78
78
|
programID: clearingHousePublicKey,
|
|
79
|
-
|
|
80
|
-
|
|
79
|
+
perpMarketIndexes: PerpMarkets[cluster].map((market) => market.marketIndex),
|
|
80
|
+
spotMarketIndexes: SpotMarkets[cluster].map(
|
|
81
|
+
(spotMarket) => spotMarket.marketIndex
|
|
82
|
+
),
|
|
81
83
|
accountSubscription: {
|
|
82
84
|
type: 'polling',
|
|
83
85
|
accountLoader: bulkAccountLoader,
|
|
@@ -107,19 +109,19 @@ const main = async () => {
|
|
|
107
109
|
usdcTokenAddress.toString(),
|
|
108
110
|
wallet.publicKey.toString()
|
|
109
111
|
),
|
|
110
|
-
|
|
112
|
+
SpotMarkets['devnet'][0].marketIndex
|
|
111
113
|
);
|
|
112
114
|
}
|
|
113
115
|
|
|
114
116
|
await user.subscribe();
|
|
115
117
|
|
|
116
118
|
// Get current price
|
|
117
|
-
const solMarketInfo = sdkConfig.
|
|
119
|
+
const solMarketInfo = sdkConfig.PERP_MARKETS.find(
|
|
118
120
|
(market) => market.baseAssetSymbol === 'SOL'
|
|
119
121
|
);
|
|
120
122
|
|
|
121
123
|
const currentMarketPrice = calculateMarkPrice(
|
|
122
|
-
clearingHouse.
|
|
124
|
+
clearingHouse.getPerpMarketAccount(solMarketInfo.marketIndex),
|
|
123
125
|
undefined
|
|
124
126
|
);
|
|
125
127
|
|
|
@@ -131,7 +133,7 @@ const main = async () => {
|
|
|
131
133
|
console.log(`Current Market Price is $${formattedPrice}`);
|
|
132
134
|
|
|
133
135
|
// Estimate the slippage for a $5000 LONG trade
|
|
134
|
-
const solMarketAccount = clearingHouse.
|
|
136
|
+
const solMarketAccount = clearingHouse.getPerpMarketAccount(
|
|
135
137
|
solMarketInfo.marketIndex
|
|
136
138
|
);
|
|
137
139
|
|