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

package/src/userMap/userStatsMap.ts

@@ -0,0 +1,110 @@
+import {
+	ClearingHouse,
+	getUserStatsAccountPublicKey,
+	OrderRecord,
+	UserStatsAccount,
+	ClearingHouseUserStats,
+	ClearingHouseUserStatsAccountSubscriptionConfig,
+	bulkPollingUserStatsSubscribe,
+} from '..';
+import { ProgramAccount } from '@project-serum/anchor';
+import { PublicKey } from '@solana/web3.js';
+
+import { UserMap } from './userMap';
+
+export class UserStatsMap {
+	/**
+	 * map from authority pubkey to ClearingHouseUserStats
+	 */
+	private userStatsMap = new Map<string, ClearingHouseUserStats>();
+	private clearingHouse: ClearingHouse;
+	private accountSubscription: ClearingHouseUserStatsAccountSubscriptionConfig;
+
+	constructor(
+		clearingHouse: ClearingHouse,
+		accountSubscription: ClearingHouseUserStatsAccountSubscriptionConfig
+	) {
+		this.clearingHouse = clearingHouse;
+		this.accountSubscription = accountSubscription;
+	}
+
+	public async fetchAllUserStats() {
+		const userStatArray: ClearingHouseUserStats[] = [];
+
+		const programUserAccounts =
+			(await this.clearingHouse.program.account.userStats.all()) as ProgramAccount<UserStatsAccount>[];
+
+		for (const programUserAccount of programUserAccounts) {
+			const userStat: UserStatsAccount = programUserAccount.account;
+			if (this.userStatsMap.has(userStat.authority.toString())) {
+				continue;
+			}
+
+			const chUserStat = new ClearingHouseUserStats({
+				clearingHouse: this.clearingHouse,
+				userStatsAccountPublicKey: getUserStatsAccountPublicKey(
+					this.clearingHouse.program.programId,
+					userStat.authority
+				),
+				accountSubscription: this.accountSubscription,
+			});
+			userStatArray.push(chUserStat);
+		}
+
+		if (this.accountSubscription.type === 'polling') {
+			await bulkPollingUserStatsSubscribe(
+				userStatArray,
+				this.accountSubscription.accountLoader
+			);
+		}
+
+		for (const userStat of userStatArray) {
+			this.userStatsMap.set(
+				userStat.getAccount().authority.toString(),
+				userStat
+			);
+		}
+	}
+
+	public async addUserStat(authority: PublicKey) {
+		const userStat = new ClearingHouseUserStats({
+			clearingHouse: this.clearingHouse,
+			userStatsAccountPublicKey: getUserStatsAccountPublicKey(
+				this.clearingHouse.program.programId,
+				authority
+			),
+			accountSubscription: this.accountSubscription,
+		});
+		await userStat.subscribe();
+
+		this.userStatsMap.set(authority.toString(), userStat);
+	}
+
+	public async updateWithOrderRecord(record: OrderRecord, userMap: UserMap) {
+		if (!this.has(record.user.toString())) {
+			const takerUserAccount = await userMap.mustGet(record.user.toString());
+			this.addUserStat(takerUserAccount.getUserAccount().authority);
+		}
+	}
+
+	public has(authorityPublicKey: string): boolean {
+		return this.userStatsMap.has(authorityPublicKey);
+	}
+
+	public get(authorityPublicKey: string): ClearingHouseUserStats {
+		return this.userStatsMap.get(authorityPublicKey);
+	}
+
+	public async mustGet(
+		authorityPublicKey: string
+	): Promise<ClearingHouseUserStats> {
+		if (!this.has(authorityPublicKey)) {
+			await this.addUserStat(new PublicKey(authorityPublicKey));
+		}
+		return this.get(authorityPublicKey);
+	}
+
+	public values(): IterableIterator<ClearingHouseUserStats> {
+		return this.userStatsMap.values();
+	}
+}

package/tests/bn/test.ts

@@ -70,8 +70,7 @@ describe('BigNum Tests', () => {
 
 		expect(val.print()).to.equal('1234.56789');
 
-		expect(val.toFixed(3)).to.equal('1234.567');
-
+		expect(val.toNum().toFixed(3)).to.equal('1234.568');
 		expect(val.toPrecision(1)).to.equal('1e3');
 		expect(val.toPrecision(3)).to.equal('123e1');
 		expect(val.toPrecision(4)).to.equal('1234');
@@ -102,7 +101,7 @@ describe('BigNum Tests', () => {
 
 		expect(val4.toString()).to.equal('250000000000');
 		expect(val4.print()).to.equal('0.0250000000000');
-		expect(val4.toFixed(3)).to.equal('0.025');
+		expect(val4.toNum().toFixed(3)).to.equal('0.025');
 		expect(val4.toPrecision(4)).to.equal('0.025');
 
 		// Case 5

package/tests/dlob/helpers.ts

@@ -0,0 +1,322 @@
+import { PublicKey } from '@solana/web3.js';
+import {
+	BN,
+	PerpMarketAccount,
+	SpotMarketAccount,
+	MarketStatus,
+	ContractType,
+	DevnetPerpMarkets,
+	OracleSource,
+	DevnetSpotMarkets,
+} from '../../src';
+
+export const mockPerpPosition = {
+	baseAssetAmount: new BN(0),
+	remainderBaseAssetAmount: new BN(0),
+	lastCumulativeFundingRate: new BN(0),
+	marketIndex: new BN(0),
+	quoteAssetAmount: new BN(0),
+	quoteEntryAmount: new BN(0),
+	openOrders: new BN(0),
+	openBids: new BN(0),
+	openAsks: new BN(0),
+	realizedPnl: new BN(0),
+	lpShares: new BN(0),
+	lastFeePerLp: new BN(0),
+	lastNetBaseAssetAmountPerLp: new BN(0),
+	lastNetQuoteAssetAmountPerLp: new BN(0),
+};
+
+export const mockAMM = {
+	/* these values create a bid/ask price of 12 */
+	baseAssetReserve: new BN(2800000),
+	quoteAssetReserve: new BN(3),
+	sqrtK: new BN(1),
+	pegMultiplier: new BN(1),
+	maxSlippageRatio: 1_000_000,
+
+	cumulativeFundingRate: new BN(0),
+	lastFundingRate: new BN(0),
+	lastFundingRateTs: new BN(0),
+	lastMarkPriceTwap: new BN(0),
+	lastMarkPriceTwap5min: new BN(0),
+	lastMarkPriceTwapTs: new BN(0),
+	lastOraclePriceTwap: new BN(0),
+	lastOraclePriceTwap5min: new BN(0),
+	lastOraclePriceTwapTs: new BN(0),
+	lastOracleMarkSpreadPct: new BN(0),
+	lastOracleConfPct: new BN(0),
+	oracle: PublicKey.default,
+	oracleSource: OracleSource.PYTH,
+	fundingPeriod: new BN(0),
+	cumulativeFundingRateLong: new BN(0),
+	cumulativeFundingRateShort: new BN(0),
+	cumulativeFundingRateLp: new BN(0),
+	cumulativeRepegRebateLong: new BN(0),
+	cumulativeRepegRebateShort: new BN(0),
+	totalFeeMinusDistributions: new BN(0),
+	totalFeeWithdrawn: new BN(0),
+	totalFee: new BN(0),
+	cumulativeFundingPaymentPerLp: new BN(0),
+	cumulativeFeePerLp: new BN(0),
+	cumulativeNetBaseAssetAmountPerLp: new BN(0),
+	userLpShares: new BN(0),
+	netUnsettledLpBaseAssetAmount: new BN(0),
+	minimumQuoteAssetTradeSize: new BN(0),
+	baseAssetAmountStepSize: new BN(0),
+	maxBaseAssetAmountRatio: 0,
+	lastOraclePrice: new BN(0),
+	baseSpread: 0,
+	curveUpdateIntensity: 0,
+	netBaseAssetAmount: new BN(0),
+	quoteAssetAmountLong: new BN(0),
+	quoteAssetAmountShort: new BN(0),
+	terminalQuoteAssetReserve: new BN(0),
+	feePool: {
+		balance: new BN(0),
+	},
+	totalExchangeFee: new BN(0),
+	totalMmFee: new BN(0),
+	netRevenueSinceLastFunding: new BN(0),
+	lastUpdateSlot: new BN(0),
+	lastOracleValid: true,
+	lastBidPriceTwap: new BN(0),
+	lastAskPriceTwap: new BN(0),
+	longSpread: new BN(0),
+	shortSpread: new BN(0),
+	maxSpread: 0,
+	marketPosition: mockPerpPosition,
+	marketPositionPerLp: mockPerpPosition,
+	ammJitIntensity: 0,
+	maxBaseAssetReserve: new BN(0),
+	minBaseAssetReserve: new BN(0),
+	cumulativeSocialLoss: new BN(0),
+};
+
+export const mockPerpMarkets: Array<PerpMarketAccount> = [
+	{
+		status: MarketStatus.INITIALIZED,
+		contractType: ContractType.PERPETUAL,
+		expiryTs: new BN(0),
+		settlementPrice: new BN(0),
+		marketIndex: DevnetPerpMarkets[0].marketIndex,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		baseAssetAmount: new BN(0),
+		baseAssetAmountLong: new BN(0),
+		baseAssetAmountShort: new BN(0),
+		openInterest: new BN(0),
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			balance: new BN(0),
+		},
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		imfFactor: new BN(0),
+		unrealizedImfFactor: new BN(0),
+		unrealizedMaxImbalance: new BN(0),
+		unrealizedInitialAssetWeight: 0,
+		unrealizedMaintenanceAssetWeight: 0,
+		revenueWithdrawSinceLastSettle: new BN(0),
+		maxRevenueWithdrawPerPeriod: new BN(0),
+		lastRevenueWithdrawTs: new BN(0),
+		quoteSettledInsurance: new BN(0),
+		quoteMaxInsurance: new BN(0),
+	},
+	{
+		status: MarketStatus.INITIALIZED,
+		contractType: ContractType.PERPETUAL,
+		expiryTs: new BN(0),
+		settlementPrice: new BN(0),
+		marketIndex: DevnetPerpMarkets[1].marketIndex,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		baseAssetAmount: new BN(0),
+		baseAssetAmountLong: new BN(0),
+		baseAssetAmountShort: new BN(0),
+		openInterest: new BN(0),
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			balance: new BN(0),
+		},
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		imfFactor: new BN(0),
+		unrealizedImfFactor: new BN(0),
+		unrealizedMaxImbalance: new BN(0),
+		unrealizedInitialAssetWeight: 0,
+		unrealizedMaintenanceAssetWeight: 0,
+		revenueWithdrawSinceLastSettle: new BN(0),
+		maxRevenueWithdrawPerPeriod: new BN(0),
+		lastRevenueWithdrawTs: new BN(0),
+		quoteSettledInsurance: new BN(0),
+		quoteMaxInsurance: new BN(0),
+	},
+	{
+		status: MarketStatus.INITIALIZED,
+		contractType: ContractType.PERPETUAL,
+		expiryTs: new BN(0),
+		settlementPrice: new BN(0),
+		marketIndex: DevnetPerpMarkets[2].marketIndex,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		baseAssetAmount: new BN(0),
+		baseAssetAmountLong: new BN(0),
+		baseAssetAmountShort: new BN(0),
+		openInterest: new BN(0),
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			balance: new BN(0),
+		},
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		imfFactor: new BN(0),
+		unrealizedImfFactor: new BN(0),
+		unrealizedMaxImbalance: new BN(0),
+		unrealizedInitialAssetWeight: 0,
+		unrealizedMaintenanceAssetWeight: 0,
+		revenueWithdrawSinceLastSettle: new BN(0),
+		maxRevenueWithdrawPerPeriod: new BN(0),
+		lastRevenueWithdrawTs: new BN(0),
+		quoteSettledInsurance: new BN(0),
+		quoteMaxInsurance: new BN(0),
+	},
+];
+
+export const mockSpotMarkets: Array<SpotMarketAccount> = [
+	{
+		marketIndex: new BN(0),
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[0].mint,
+		vault: PublicKey.default,
+		insuranceFundVault: PublicKey.default,
+		insuranceWithdrawEscrowPeriod: new BN(0),
+		revenuePool: {
+			balance: new BN(0),
+		},
+		totalIfShares: new BN(0),
+		userIfShares: new BN(0),
+		userIfFactor: new BN(0),
+		totalIfFactor: new BN(0),
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		decimals: 6,
+		optimalUtilization: new BN(0),
+		optimalBorrowRate: new BN(0),
+		maxBorrowRate: new BN(0),
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: new BN(0),
+		maintenanceAssetWeight: new BN(0),
+		initialLiabilityWeight: new BN(0),
+		maintenanceLiabilityWeight: new BN(0),
+		imfFactor: new BN(0),
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		spotFeePool: {
+			balance: new BN(0),
+		},
+		totalSpotFee: new BN(0),
+	},
+	{
+		marketIndex: new BN(1),
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[1].mint,
+		vault: PublicKey.default,
+		insuranceFundVault: PublicKey.default,
+		insuranceWithdrawEscrowPeriod: new BN(0),
+		revenuePool: {
+			balance: new BN(0),
+		},
+		totalIfShares: new BN(0),
+		userIfShares: new BN(0),
+		userIfFactor: new BN(0),
+		totalIfFactor: new BN(0),
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		decimals: 9,
+		optimalUtilization: new BN(0),
+		optimalBorrowRate: new BN(0),
+		maxBorrowRate: new BN(0),
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: new BN(0),
+		maintenanceAssetWeight: new BN(0),
+		initialLiabilityWeight: new BN(0),
+		maintenanceLiabilityWeight: new BN(0),
+		imfFactor: new BN(0),
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		spotFeePool: {
+			balance: new BN(0),
+		},
+		totalSpotFee: new BN(0),
+	},
+	{
+		marketIndex: new BN(2),
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[2].mint,
+		vault: PublicKey.default,
+		insuranceFundVault: PublicKey.default,
+		insuranceWithdrawEscrowPeriod: new BN(0),
+		revenuePool: {
+			balance: new BN(0),
+		},
+		totalIfShares: new BN(0),
+		userIfShares: new BN(0),
+		userIfFactor: new BN(0),
+		totalIfFactor: new BN(0),
+		ifLiquidationFee: new BN(0),
+		liquidatorFee: new BN(0),
+		decimals: 6,
+		optimalUtilization: new BN(0),
+		optimalBorrowRate: new BN(0),
+		maxBorrowRate: new BN(0),
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: new BN(0),
+		maintenanceAssetWeight: new BN(0),
+		initialLiabilityWeight: new BN(0),
+		maintenanceLiabilityWeight: new BN(0),
+		imfFactor: new BN(0),
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		spotFeePool: {
+			balance: new BN(0),
+		},
+		totalSpotFee: new BN(0),
+	},
+];