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

package/lib/math/bankBalance.d.ts

@@ -1,15 +0,0 @@
-/// <reference types="bn.js" />
-import { BankAccount, BankBalanceType, MarginCategory } from '../types';
-import { BN } from '@project-serum/anchor';
-export declare function getBalance(tokenAmount: BN, bank: BankAccount, balanceType: BankBalanceType): BN;
-export declare function getTokenAmount(balanceAmount: BN, bank: BankAccount, balanceType: BankBalanceType): BN;
-export declare function calculateAssetWeight(balanceAmount: BN, bank: BankAccount, marginCategory: MarginCategory): BN;
-export declare function calculateLiabilityWeight(balanceAmount: BN, bank: BankAccount, marginCategory: MarginCategory): BN;
-export declare function calculateInterestAccumulated(bank: BankAccount, now: BN): {
-    borrowInterest: BN;
-    depositInterest: BN;
-};
-export declare function calculateWithdrawLimit(bank: BankAccount, now: BN): {
-    borrowLimit: BN;
-    withdrawLimit: BN;
-};

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/constants/numericConstants.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
-const __1 = require("../");
-exports.ZERO = new __1.BN(0);
-exports.ONE = new __1.BN(1);
-exports.TWO = new __1.BN(2);
-exports.TEN = new __1.BN(10);
-exports.TEN_THOUSAND = new __1.BN(10000);
-exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
-exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
-exports.MAX_LEVERAGE = new __1.BN(5);
-exports.QUOTE_PRECISION_EXP = new __1.BN(6);
-exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
-exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
-exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION_EXP = new __1.BN(3);
-exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
-exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
-exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
-exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
-exports.BANK_RATE_PRECISION = new __1.BN(1000000);
-exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
-exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
-exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
-exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
-exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
-exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
-exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
-exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
-exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
-exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
-exports.ONE_YEAR = new __1.BN(31536000);
-exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);

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/oracles.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isOracleValid = void 0;
-const numericConstants_1 = require("../constants/numericConstants");
-const index_1 = require("../index");
-function isOracleValid(amm, oraclePriceData, oracleGuardRails, slot) {
-    const isOraclePriceNonPositive = oraclePriceData.price.lt(numericConstants_1.ZERO);
-    const isOraclePriceTooVolatile = oraclePriceData.price
-        .div(index_1.BN.max(numericConstants_1.ONE, amm.lastOraclePriceTwap))
-        .gt(oracleGuardRails.validity.tooVolatileRatio) ||
-        amm.lastOraclePriceTwap
-            .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
-            .gt(oracleGuardRails.validity.tooVolatileRatio);
-    const isConfidenceTooLarge = oraclePriceData.price
-        .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence))
-        .lt(oracleGuardRails.validity.confidenceIntervalMaxSize);
-    const oracleIsStale = oraclePriceData.slot
-        .sub(new index_1.BN(slot))
-        .gt(oracleGuardRails.validity.slotsBeforeStale);
-    return !(!oraclePriceData.hasSufficientNumberOfDataPoints ||
-        oracleIsStale ||
-        isOraclePriceNonPositive ||
-        isOraclePriceTooVolatile ||
-        isConfidenceTooLarge);
-}
-exports.isOracleValid = isOracleValid;

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/orderParams.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
-const types_1 = require("./types");
-function getLimitOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.LIMIT });
-}
-exports.getLimitOrderParams = getLimitOrderParams;
-function getTriggerMarketOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_MARKET });
-}
-exports.getTriggerMarketOrderParams = getTriggerMarketOrderParams;
-function getTriggerLimitOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_LIMIT });
-}
-exports.getTriggerLimitOrderParams = getTriggerLimitOrderParams;
-function getMarketOrderParams(params) {
-    return Object.assign({}, params, { orderType: types_1.OrderType.MARKET });
-}
-exports.getMarketOrderParams = getMarketOrderParams;

package/src/slot/SlotSubscriber.js

@@ -1,39 +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.SlotSubscriber = void 0;
-const events_1 = require("events");
-class SlotSubscriber {
-    constructor(connection, _config) {
-        this.connection = connection;
-        this.eventEmitter = new events_1.EventEmitter();
-    }
-    subscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            this.currentSlot = yield this.connection.getSlot('confirmed');
-            this.subscriptionId = this.connection.onSlotChange((slotInfo) => {
-                this.currentSlot = slotInfo.slot;
-                this.eventEmitter.emit('newSlot', slotInfo.slot);
-            });
-        });
-    }
-    getSlot() {
-        return this.currentSlot;
-    }
-    unsubscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.subscriptionId) {
-                yield this.connection.removeSlotChangeListener(this.subscriptionId);
-            }
-        });
-    }
-}
-exports.SlotSubscriber = SlotSubscriber;