@drift-labs/sdk 0.2.0-master.25 → 0.2.0-master.27

package/src/serum/serumSubscriber.ts

@@ -0,0 +1,80 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+import { Market, Orderbook } from '@project-serum/serum';
+import { SerumMarketSubscriberConfig } from './types';
+
+export class SerumSubscriber {
+	connection: Connection;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	accountLoader: BulkAccountLoader;
+	market: Market;
+
+	subscribed: boolean;
+
+	asksAddress: PublicKey;
+	asks: Orderbook;
+	asksCallbackId: string;
+	lastAsksSlot: number;
+
+	bidsAddress: PublicKey;
+	bids: Orderbook;
+	bidsCallbackId: string;
+	lastBidsSlot: number;
+
+	public constructor(config: SerumMarketSubscriberConfig) {
+		this.connection = config.connection;
+		this.programId = config.programId;
+		this.marketAddress = config.marketAddress;
+		this.accountLoader = config.accountSubscription.accountLoader;
+	}
+
+	public async subscribe(): Promise<void> {
+		if (this.subscribed) {
+			return;
+		}
+
+		this.market = await Market.load(
+			this.connection,
+			this.marketAddress,
+			undefined,
+			this.programId
+		);
+
+		this.asksAddress = this.market.asksAddress;
+		this.asks = await this.market.loadAsks(this.connection);
+
+		this.asksCallbackId = this.accountLoader.addAccount(
+			this.asksAddress,
+			(buffer, slot) => {
+				this.lastAsksSlot = slot;
+				this.asks = Orderbook.decode(this.market, buffer);
+				console.log(this.asks.getL2(3));
+			}
+		);
+
+		this.bidsAddress = this.market.bidsAddress;
+		this.bids = await this.market.loadBids(this.connection);
+
+		this.bidsCallbackId = this.accountLoader.addAccount(
+			this.bidsAddress,
+			(buffer, slot) => {
+				this.lastBidsSlot = slot;
+				this.bids = Orderbook.decode(this.market, buffer);
+			}
+		);
+
+		this.subscribed = true;
+	}
+
+	public async unsubscribe(): Promise<void> {
+		if (!this.subscribed) {
+			return;
+		}
+
+		this.accountLoader.removeAccount(this.asksAddress, this.asksCallbackId);
+		this.accountLoader.removeAccount(this.bidsAddress, this.bidsCallbackId);
+
+		this.subscribed = false;
+	}
+}

package/src/serum/types.ts

@@ -0,0 +1,13 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+
+export type SerumMarketSubscriberConfig = {
+	connection: Connection;
+	programId: PublicKey;
+	marketAddress: PublicKey;
+	accountSubscription: {
+		// enables use to add web sockets in the future
+		type: 'polling';
+		accountLoader: BulkAccountLoader;
+	};
+};

package/src/tx/retryTxSender.ts

@@ -42,7 +42,8 @@ export class RetryTxSender implements TxSender {
 	async send(
 		tx: Transaction,
 		additionalSigners?: Array<Signer>,
-		opts?: ConfirmOptions
+		opts?: ConfirmOptions,
+		preSigned?: boolean
 	): Promise<TxSigAndSlot> {
 		if (additionalSigners === undefined) {
 			additionalSigners = [];
@@ -51,7 +52,9 @@ export class RetryTxSender implements TxSender {
 			opts = this.provider.opts;
 		}
 
-		await this.prepareTx(tx, additionalSigners, opts);
+		if (!preSigned) {
+			await this.prepareTx(tx, additionalSigners, opts);
+		}
 
 		const rawTransaction = tx.serialize();
 		const startTime = this.getTimestamp();

package/src/tx/types.ts

@@ -17,6 +17,7 @@ export interface TxSender {
 	send(
 		tx: Transaction,
 		additionalSigners?: Array<Signer>,
-		opts?: ConfirmOptions
+		opts?: ConfirmOptions,
+		preSigned?: boolean
 	): Promise<TxSigAndSlot>;
 }

package/src/types.ts

@@ -2,12 +2,25 @@ import { PublicKey, Transaction } from '@solana/web3.js';
 import { BN, ZERO } from '.';
 
 // # Utility Types / Enums / Constants
+
+export class MarketStatus {
+	static readonly INITIALIZED = { initialized: {} };
+	static readonly REDUCEONLY = { reduceonly: {} };
+	static readonly SETTLEMENT = { settlement: {} };
+	static readonly DELISTED = { delisted: {} };
+}
+
+export class ContractType {
+	static readonly PERPETUAL = { perpetual: {} };
+	static readonly FUTURE = { future: {} };
+}
+
 export class SwapDirection {
 	static readonly ADD = { add: {} };
 	static readonly REMOVE = { remove: {} };
 }
 
-export class BankBalanceType {
+export class SpotBalanceType {
 	static readonly DEPOSIT = { deposit: {} };
 	static readonly BORROW = { borrow: {} };
 }
@@ -35,6 +48,12 @@ export class OrderType {
 	static readonly MARKET = { market: {} };
 }
 
+export declare type MarketTypeStr = 'perp' | 'spot';
+export class MarketType {
+	static readonly SPOT = { spot: {} };
+	static readonly PERP = { perp: {} };
+}
+
 export class OrderStatus {
 	static readonly INIT = { init: {} };
 	static readonly OPEN = { open: {} };
@@ -77,6 +96,15 @@ export class OrderTriggerCondition {
 	static readonly BELOW = { below: {} };
 }
 
+export class SpotFulfillmentType {
+	static readonly SERUM_v3 = { serumV3: {} };
+}
+
+export class SpotFulfillmentStatus {
+	static readonly ENABLED = { enabled: {} };
+	static readonly DISABLED = { disabled: {} };
+}
+
 export function isVariant(object: unknown, type: string) {
 	return object.hasOwnProperty(type);
 }
@@ -87,6 +115,10 @@ export function isOneOfVariant(object: unknown, types: string[]) {
 	}, false);
 }
 
+export function getVariant(object: unknown): string {
+	return Object.keys(object)[0];
+}
+
 export enum TradeSide {
 	None = 0,
 	Buy = 1,
@@ -120,7 +152,7 @@ export type DepositRecord = {
 		deposit?: any;
 		withdraw?: any;
 	};
-	bankIndex: BN;
+	marketIndex: BN;
 	amount: BN;
 	oraclePrice: BN;
 	referrer: PublicKey;
@@ -148,6 +180,19 @@ export type CurveRecord = {
 	tradeId: BN;
 };
 
+export declare type InsuranceFundRecord = {
+	ts: BN;
+	bankIndex: BN;
+	marketIndex: BN;
+	userIfFactor: BN;
+	totalIfFactor: BN;
+	vaultAmountBefore: BN;
+	insuranceVaultAmountBefore: BN;
+	amount: BN;
+	totalIfSharesBefore: BN;
+	totalIfSharesAfter: BN;
+};
+
 export type LPRecord = {
 	ts: BN;
 	user: PublicKey;
@@ -202,6 +247,7 @@ export type LiquidationRecord = {
 	marginRequirement: BN;
 	totalCollateral: BN;
 	liquidationId: number;
+	canceledOrderIds: BN[];
 	liquidatePerp: LiquidatePerpRecord;
 	liquidateBorrow: LiquidateBorrowRecord;
 	liquidateBorrowForPerpPnl: LiquidateBorrowForPerpPnlRecord;
@@ -229,42 +275,42 @@ export class LiquidationType {
 
 export type LiquidatePerpRecord = {
 	marketIndex: BN;
-	orderIds: BN[];
 	oraclePrice: BN;
 	baseAssetAmount: BN;
 	quoteAssetAmount: BN;
 	lpShares: BN;
 	userPnl: BN;
 	liquidatorPnl: BN;
-	canceledOrdersFee: BN;
 	userOrderId: BN;
 	liquidatorOrderId: BN;
 	fillRecordId: BN;
+	ifFee: BN;
 };
 
 export type LiquidateBorrowRecord = {
-	assetBankIndex: BN;
+	assetMarketIndex: BN;
 	assetPrice: BN;
 	assetTransfer: BN;
-	liabilityBankIndex: BN;
+	liabilityMarketIndex: BN;
 	liabilityPrice: BN;
 	liabilityTransfer: BN;
+	ifFee: BN;
 };
 
 export type LiquidateBorrowForPerpPnlRecord = {
-	marketIndex: BN;
+	perpMarketIndex: BN;
 	marketOraclePrice: BN;
 	pnlTransfer: BN;
-	liabilityBankIndex: BN;
+	liabilityMarketIndex: BN;
 	liabilityPrice: BN;
 	liabilityTransfer: BN;
 };
 
 export type LiquidatePerpPnlForDepositRecord = {
-	marketIndex: BN;
+	perpMarketIndex: BN;
 	marketOraclePrice: BN;
 	pnlTransfer: BN;
-	assetBankIndex: BN;
+	assetMarketIndex: BN;
 	assetPrice: BN;
 	assetTransfer: BN;
 };
@@ -276,7 +322,7 @@ export type PerpBankruptcyRecord = {
 };
 
 export type BorrowBankruptcyRecord = {
-	bankIndex: BN;
+	marketIndex: BN;
 	borrowAmount: BN;
 	cumulativeDepositInterestDelta: BN;
 };
@@ -288,7 +334,7 @@ export type SettlePnlRecord = {
 	pnl: BN;
 	baseAssetAmount: BN;
 	quoteAssetAmountAfter: BN;
-	quoteEntryamount: BN;
+	quoteEntryAmount: BN;
 	settlePrice: BN;
 };
 
@@ -318,12 +364,14 @@ export type OrderActionRecord = {
 	quoteAssetAmountSurplus: BN | null;
 	taker: PublicKey | null;
 	takerOrderId: BN | null;
+	takerOrderDirection: PositionDirection | null;
 	takerOrderBaseAssetAmount: BN | null;
 	takerOrderBaseAssetAmountFilled: BN | null;
 	takerOrderQuoteAssetAmountFilled: BN | null;
 	takerOrderFee: BN | null;
 	maker: PublicKey | null;
 	makerOrderId: BN | null;
+	makerOrderDirection: PositionDirection | null;
 	makerOrderBaseAssetAmount: BN | null;
 	makerOrderBaseAssetAmountFilled: BN | null;
 	makerOrderQuoteAssetAmountFilled: BN | null;
@@ -337,18 +385,8 @@ export type StateAccount = {
 	exchangePaused: boolean;
 	adminControlsPrices: boolean;
 	insuranceVault: PublicKey;
-	marginRatioInitial: BN;
-	marginRatioMaintenance: BN;
-	marginRatioPartial: BN;
-	partialLiquidationClosePercentageNumerator: BN;
-	partialLiquidationClosePercentageDenominator: BN;
-	partialLiquidationPenaltyPercentageNumerator: BN;
-	partialLiquidationPenaltyPercentageDenominator: BN;
-	fullLiquidationPenaltyPercentageNumerator: BN;
-	fullLiquidationPenaltyPercentageDenominator: BN;
-	partialLiquidationLiquidatorShareDenominator: BN;
-	fullLiquidationLiquidatorShareDenominator: BN;
-	feeStructure: FeeStructure;
+	perpFeeStructure: FeeStructure;
+	spotFeeStructure: FeeStructure;
 	totalFee: BN;
 	totalFeeWithdrawn: BN;
 	whitelistMint: PublicKey;
@@ -356,16 +394,21 @@ export type StateAccount = {
 	oracleGuardRails: OracleGuardRails;
 	maxDeposit: BN;
 	numberOfMarkets: BN;
-	numberOfBanks: BN;
+	numberOfSpotMarkets: BN;
 	minOrderQuoteAssetAmount: BN;
 	signer: PublicKey;
 	signerNonce: number;
-	maxAuctionDuration: number;
-	minAuctionDuration: number;
+	defaultMarketOrderTimeInForce: number;
+	minPerpAuctionDuration: number;
+	defaultSpotAuctionDuration: number;
+	liquidationMarginBufferRatio: number;
 };
 
-export type MarketAccount = {
-	initialized: boolean;
+export type PerpMarketAccount = {
+	status: MarketStatus;
+	contractType: ContractType;
+	expiryTs: BN;
+	settlementPrice: BN;
 	marketIndex: BN;
 	pubkey: PublicKey;
 	amm: AMM;
@@ -377,15 +420,22 @@ export type MarketAccount = {
 	marginRatioMaintenance: number;
 	nextFillRecordId: BN;
 	pnlPool: PoolBalance;
-	liquidationFee: BN;
+	liquidatorFee: BN;
+	ifLiquidationFee: BN;
 	imfFactor: BN;
 	unrealizedImfFactor: BN;
+	unrealizedMaxImbalance: BN;
 	unrealizedInitialAssetWeight: number;
 	unrealizedMaintenanceAssetWeight: number;
+	revenueWithdrawSinceLastSettle: BN;
+	maxRevenueWithdrawPerPeriod: BN;
+	lastRevenueWithdrawTs: BN;
+	quoteSettledInsurance: BN;
+	quoteMaxInsurance: BN;
 };
 
-export type BankAccount = {
-	bankIndex: BN;
+export type SpotMarketAccount = {
+	marketIndex: BN;
 	pubkey: PublicKey;
 	mint: PublicKey;
 	vault: PublicKey;
@@ -399,7 +449,7 @@ export type BankAccount = {
 
 	userIfFactor: BN;
 	totalIfFactor: BN;
-	liquidationIfFactor: BN;
+	ifLiquidationFee: BN;
 
 	decimals: number;
 	optimalUtilization: BN;
@@ -416,13 +466,20 @@ export type BankAccount = {
 	maintenanceAssetWeight: BN;
 	initialLiabilityWeight: BN;
 	maintenanceLiabilityWeight: BN;
-	liquidationFee: BN;
+	liquidatorFee: BN;
 	imfFactor: BN;
 
 	withdrawGuardThreshold: BN;
 	depositTokenTwap: BN;
 	borrowTokenTwap: BN;
 	utilizationTwap: BN;
+
+	orderStepSize: BN;
+	nextFillRecordId: BN;
+	spotFeePool: {
+		balance: BN;
+	};
+	totalSpotFee: BN;
 };
 
 export type PoolBalance = {
@@ -477,21 +534,24 @@ export type AMM = {
 	totalMmFee: BN;
 	netRevenueSinceLastFunding: BN;
 	lastUpdateSlot: BN;
+	lastOracleValid: boolean;
 	lastBidPriceTwap: BN;
 	lastAskPriceTwap: BN;
 	longSpread: BN;
 	shortSpread: BN;
 	maxSpread: number;
-	marketPosition: UserPosition;
-	marketPositionPerLp: UserPosition;
+	marketPosition: PerpPosition;
+	marketPositionPerLp: PerpPosition;
 	ammJitIntensity: number;
 	maxBaseAssetReserve: BN;
 	minBaseAssetReserve: BN;
+	cumulativeSocialLoss: BN;
 };
 
 // # User Account Types
-export type UserPosition = {
+export type PerpPosition = {
 	baseAssetAmount: BN;
+	remainderBaseAssetAmount: BN;
 	lastCumulativeFundingRate: BN;
 	marketIndex: BN;
 	quoteAssetAmount: BN;
@@ -531,24 +591,29 @@ export type UserAccount = {
 	authority: PublicKey;
 	name: number[];
 	userId: number;
-	bankBalances: UserBankBalance[];
-	positions: UserPosition[];
+	spotPositions: SpotPosition[];
+	perpPositions: PerpPosition[];
 	orders: Order[];
 	beingLiquidated: boolean;
 	bankrupt: boolean;
 	nextLiquidationId: number;
 	nextOrderId: BN;
+	customMarginRatio: number;
 };
 
-export type UserBankBalance = {
-	bankIndex: BN;
-	balanceType: BankBalanceType;
+export type SpotPosition = {
+	marketIndex: BN;
+	balanceType: SpotBalanceType;
 	balance: BN;
+	openOrders: number;
+	openBids: BN;
+	openAsks: BN;
 };
 
 export type Order = {
 	status: OrderStatus;
 	orderType: OrderType;
+	marketType: MarketType;
 	ts: BN;
 	slot: BN;
 	orderId: BN;
@@ -572,10 +637,12 @@ export type Order = {
 	auctionDuration: number;
 	auctionStartPrice: BN;
 	auctionEndPrice: BN;
+	timeInForce: number;
 };
 
 export type OrderParams = {
 	orderType: OrderType;
+	marketType: MarketType;
 	userOrderId: number;
 	direction: PositionDirection;
 	baseAssetAmount: BN;
@@ -588,12 +655,9 @@ export type OrderParams = {
 	triggerCondition: OrderTriggerCondition;
 	positionLimit: BN;
 	oraclePriceOffset: BN;
-	padding0: boolean;
-	padding1: BN;
-	optionalAccounts: {
-		discountToken: boolean;
-		referrer: boolean;
-	};
+	auctionDuration: number | null;
+	timeInForce: number | null;
+	auctionStartPrice: BN | null;
 };
 
 export type NecessaryOrderParams = {
@@ -609,6 +673,7 @@ export type OptionalOrderParams = {
 
 export const DefaultOrderParams = {
 	orderType: OrderType.MARKET,
+	marketType: MarketType.PERP,
 	userOrderId: 0,
 	direction: PositionDirection.LONG,
 	baseAssetAmount: ZERO,
@@ -621,12 +686,9 @@ export const DefaultOrderParams = {
 	triggerCondition: OrderTriggerCondition.ABOVE,
 	positionLimit: ZERO,
 	oraclePriceOffset: ZERO,
-	padding0: ZERO,
-	padding1: ZERO,
-	optionalAccounts: {
-		discountToken: false,
-		referrer: false,
-	},
+	auctionDuration: null,
+	timeInForce: null,
+	auctionStartPrice: null,
 };
 
 export type MakerInfo = {
@@ -688,7 +750,7 @@ export type FeeStructure = {
 	makerRebateNumerator: BN;
 	makerRebateDenominator: BN;
 	fillerRewardStructure: OrderFillerRewardStructure;
-	cancelOrderFee: BN;
+	flatFillerFee: BN;
 };
 
 export type OracleGuardRails = {
@@ -713,7 +775,7 @@ export type OrderFillerRewardStructure = {
 export type MarginCategory = 'Initial' | 'Maintenance';
 
 export type InsuranceFundStake = {
-	bankIndex: BN;
+	marketIndex: BN;
 	authority: PublicKey;
 
 	ifShares: BN;
@@ -723,3 +785,20 @@ export type InsuranceFundStake = {
 	lastWithdrawRequestValue: BN;
 	lastWithdrawRequestTs: BN;
 };
+
+export type SerumV3FulfillmentConfigAccount = {
+	fulfillmentType: SpotFulfillmentType;
+	status: SpotFulfillmentStatus;
+	pubkey: PublicKey;
+	marketIndex: BN;
+	serumProgramId: PublicKey;
+	serumMarket: PublicKey;
+	serumRequestQueue: PublicKey;
+	serumEventQueue: PublicKey;
+	serumBids: PublicKey;
+	serumAsks: PublicKey;
+	serumBaseVault: PublicKey;
+	serumQuoteVault: PublicKey;
+	serumOpenOrders: PublicKey;
+	serumSignerNonce: BN;
+};

package/src/userMap/userMap.ts

@@ -0,0 +1,100 @@
+import {
+	ClearingHouseUser,
+	ClearingHouse,
+	UserAccount,
+	bulkPollingUserSubscribe,
+	OrderRecord,
+	ClearingHouseUserAccountSubscriptionConfig,
+} from '..';
+import { ProgramAccount } from '@project-serum/anchor';
+
+import { PublicKey } from '@solana/web3.js';
+
+export class UserMap {
+	private userMap = new Map<string, ClearingHouseUser>();
+	private clearingHouse: ClearingHouse;
+	private accountSubscription: ClearingHouseUserAccountSubscriptionConfig;
+
+	constructor(
+		clearingHouse: ClearingHouse,
+		accountSubscription: ClearingHouseUserAccountSubscriptionConfig
+	) {
+		this.clearingHouse = clearingHouse;
+		this.accountSubscription = accountSubscription;
+	}
+
+	public async fetchAllUsers() {
+		const userArray: ClearingHouseUser[] = [];
+
+		const programUserAccounts =
+			(await this.clearingHouse.program.account.user.all()) as ProgramAccount<UserAccount>[];
+		for (const programUserAccount of programUserAccounts) {
+			if (this.userMap.has(programUserAccount.publicKey.toString())) {
+				continue;
+			}
+
+			const user = new ClearingHouseUser({
+				clearingHouse: this.clearingHouse,
+				userAccountPublicKey: programUserAccount.publicKey,
+				accountSubscription: this.accountSubscription,
+			});
+			userArray.push(user);
+		}
+
+		if (this.accountSubscription.type === 'polling') {
+			await bulkPollingUserSubscribe(
+				userArray,
+				this.accountSubscription.accountLoader
+			);
+		}
+
+		for (const user of userArray) {
+			this.userMap.set(user.getUserAccountPublicKey().toString(), user);
+		}
+	}
+
+	public async addPubkey(userAccountPublicKey: PublicKey) {
+		const user = new ClearingHouseUser({
+			clearingHouse: this.clearingHouse,
+			userAccountPublicKey,
+			accountSubscription: this.accountSubscription,
+		});
+		await user.subscribe();
+		this.userMap.set(userAccountPublicKey.toString(), user);
+	}
+
+	public has(key: string): boolean {
+		return this.userMap.has(key);
+	}
+
+	/**
+	 * gets the ClearingHouseUser for a particular userAccountPublicKey, if no ClearingHouseUser exists, undefined is returned
+	 * @param key userAccountPublicKey to get ClearngHouseUserFor
+	 * @returns user ClearingHouseUser | undefined
+	 */
+	public get(key: string): ClearingHouseUser | undefined {
+		return this.userMap.get(key);
+	}
+
+	/**
+	 * gets the ClearingHouseUser for a particular userAccountPublicKey, if no ClearingHouseUser exists, new one is created
+	 * @param key userAccountPublicKey to get ClearngHouseUserFor
+	 * @returns  ClearingHouseUser
+	 */
+	public async mustGet(key: string): Promise<ClearingHouseUser> {
+		if (!this.has(key)) {
+			await this.addPubkey(new PublicKey(key));
+		}
+		const user = this.userMap.get(key);
+		await user.fetchAccounts();
+		return user;
+	}
+
+	public async updateWithOrderRecord(record: OrderRecord) {
+		await this.addPubkey(record.user);
+	}
+
+	public values(): IterableIterator<ClearingHouseUser> {
+		return this.userMap.values();
+	}
+}