@drift-labs/sdk 0.2.0-master.26 → 0.2.0-master.27

package/lib/math/orders.js

@@ -80,7 +80,7 @@ function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
     return baseAssetAmount.sub(remainder);
 }
 exports.standardizeBaseAssetAmount = standardizeBaseAssetAmount;
-function getLimitPrice(order, market, oraclePriceData, slot) {
+function getLimitPrice(order, oraclePriceData, slot, perpMarket) {
     let limitPrice;
     if (!order.oraclePriceOffset.eq(numericConstants_1.ZERO)) {
         limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
@@ -92,15 +92,29 @@ function getLimitPrice(order, market, oraclePriceData, slot) {
         else if (!order.price.eq(numericConstants_1.ZERO)) {
             limitPrice = order.price;
         }
-        else if ((0, types_1.isVariant)(order.direction, 'long')) {
-            const askPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
-            const delta = askPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = askPrice.add(delta);
-        }
         else {
-            const bidPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
-            const delta = bidPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = bidPrice.sub(delta);
+            if (perpMarket) {
+                if ((0, types_1.isVariant)(order.direction, 'long')) {
+                    const askPrice = (0, market_1.calculateAskPrice)(perpMarket, oraclePriceData);
+                    const delta = askPrice.div(new anchor_1.BN(perpMarket.amm.maxSlippageRatio));
+                    limitPrice = askPrice.add(delta);
+                }
+                else {
+                    const bidPrice = (0, market_1.calculateBidPrice)(perpMarket, oraclePriceData);
+                    const delta = bidPrice.div(new anchor_1.BN(perpMarket.amm.maxSlippageRatio));
+                    limitPrice = bidPrice.sub(delta);
+                }
+            }
+            else {
+                // check oracle validity?
+                const oraclePrice1Pct = oraclePriceData.price.div(new anchor_1.BN(100));
+                if ((0, types_1.isVariant)(order.direction, 'long')) {
+                    limitPrice = oraclePriceData.price.add(oraclePrice1Pct);
+                }
+                else {
+                    limitPrice = oraclePriceData.price.sub(oraclePrice1Pct);
+                }
+            }
         }
     }
     else {
@@ -109,10 +123,10 @@ function getLimitPrice(order, market, oraclePriceData, slot) {
     return limitPrice;
 }
 exports.getLimitPrice = getLimitPrice;
-function isFillableByVAMM(order, market, oraclePriceData, slot, maxAuctionDuration) {
+function isFillableByVAMM(order, market, oraclePriceData, slot) {
     return (((0, auction_1.isAuctionComplete)(order, slot) &&
         !calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData, slot).eq(numericConstants_1.ZERO)) ||
-        isOrderExpired(order, slot, maxAuctionDuration));
+        isOrderExpired(order, slot));
 }
 exports.isFillableByVAMM = isFillableByVAMM;
 function calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData, slot) {
@@ -120,7 +134,7 @@ function calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData,
         order.triggered === false) {
         return numericConstants_1.ZERO;
     }
-    const limitPrice = getLimitPrice(order, market, oraclePriceData, slot);
+    const limitPrice = getLimitPrice(order, oraclePriceData, slot, market);
     const baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, market, limitPrice, oraclePriceData);
     const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(market.amm, order.direction);
     return anchor_1.BN.min(maxBaseAssetAmount, baseAssetAmount);
@@ -143,11 +157,12 @@ function isSameDirection(firstDirection, secondDirection) {
     return (((0, types_1.isVariant)(firstDirection, 'long') && (0, types_1.isVariant)(secondDirection, 'long')) ||
         ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
 }
-function isOrderExpired(order, slot, maxAuctionDuration) {
-    if (!(0, types_1.isVariant)(order.orderType, 'market') ||
-        !(0, types_1.isVariant)(order.status, 'open')) {
+function isOrderExpired(order, slot) {
+    if ((0, types_1.isOneOfVariant)(order.orderType, ['triggerMarket', 'triggerLimit']) ||
+        !(0, types_1.isVariant)(order.status, 'open') ||
+        order.timeInForce === 0) {
         return false;
     }
-    return new anchor_1.BN(slot).sub(order.slot).gt(new anchor_1.BN(maxAuctionDuration));
+    return new anchor_1.BN(slot).sub(order.slot).gt(new anchor_1.BN(order.timeInForce));
 }
 exports.isOrderExpired = isOrderExpired;

package/lib/math/spotBalance.d.ts

@@ -1,8 +1,11 @@
 /// <reference types="bn.js" />
 import { SpotMarketAccount, SpotBalanceType, MarginCategory } from '../types';
 import { BN } from '@project-serum/anchor';
+import { OraclePriceData } from '../oracles/types';
 export declare function getBalance(tokenAmount: BN, spotMarket: SpotMarketAccount, balanceType: SpotBalanceType): BN;
 export declare function getTokenAmount(balanceAmount: BN, spotMarket: SpotMarketAccount, balanceType: SpotBalanceType): BN;
+export declare function getSignedTokenAmount(tokenAmount: BN, balanceType: SpotBalanceType): BN;
+export declare function getTokenValue(tokenAmount: BN, spotDecimals: number, oraclePriceData: OraclePriceData): BN;
 export declare function calculateAssetWeight(balanceAmount: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
 export declare function calculateLiabilityWeight(balanceAmount: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
 export declare function calculateUtilization(bank: SpotMarketAccount): BN;

package/lib/math/spotBalance.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateWithdrawLimit = exports.calculateInterestAccumulated = exports.calculateBorrowRate = exports.calculateDepositRate = exports.calculateInterestRate = exports.calculateUtilization = exports.calculateLiabilityWeight = exports.calculateAssetWeight = exports.getTokenAmount = exports.getBalance = void 0;
+exports.calculateWithdrawLimit = exports.calculateInterestAccumulated = exports.calculateBorrowRate = exports.calculateDepositRate = exports.calculateInterestRate = exports.calculateUtilization = exports.calculateLiabilityWeight = exports.calculateAssetWeight = exports.getTokenValue = exports.getSignedTokenAmount = exports.getTokenAmount = exports.getBalance = void 0;
 const types_1 = require("../types");
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
@@ -25,6 +25,23 @@ function getTokenAmount(balanceAmount, spotMarket, balanceType) {
     return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
 }
 exports.getTokenAmount = getTokenAmount;
+function getSignedTokenAmount(tokenAmount, balanceType) {
+    if ((0, types_1.isVariant)(balanceType, 'deposit')) {
+        return tokenAmount;
+    }
+    else {
+        return tokenAmount.abs().neg();
+    }
+}
+exports.getSignedTokenAmount = getSignedTokenAmount;
+function getTokenValue(tokenAmount, spotDecimals, oraclePriceData) {
+    if (tokenAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    const precisionDecrease = numericConstants_1.TEN.pow(new anchor_1.BN(10 + spotDecimals - 6));
+    return tokenAmount.mul(oraclePriceData.price).div(precisionDecrease);
+}
+exports.getTokenValue = getTokenValue;
 function calculateAssetWeight(balanceAmount, spotMarket, marginCategory) {
     const sizePrecision = numericConstants_1.TEN.pow(new anchor_1.BN(spotMarket.decimals));
     let sizeInAmmReservePrecision;

package/lib/math/spotPosition.d.ts

@@ -1,2 +1,6 @@
-import { SpotPosition } from '../types';
+/// <reference types="bn.js" />
+import { SpotMarketAccount, SpotPosition } from '../types';
+import { BN } from '@project-serum/anchor';
+import { OraclePriceData } from '../oracles/types';
 export declare function isSpotPositionAvailable(position: SpotPosition): boolean;
+export declare function getWorstCaseTokenAmounts(spotPosition: SpotPosition, spotMarketAccount: SpotMarketAccount, oraclePriceData: OraclePriceData): [BN, BN];

package/lib/math/spotPosition.js

@@ -1,8 +1,23 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isSpotPositionAvailable = void 0;
+exports.getWorstCaseTokenAmounts = exports.isSpotPositionAvailable = void 0;
 const numericConstants_1 = require("../constants/numericConstants");
+const spotBalance_1 = require("./spotBalance");
 function isSpotPositionAvailable(position) {
     return position.balance.eq(numericConstants_1.ZERO) && position.openOrders === 0;
 }
 exports.isSpotPositionAvailable = isSpotPositionAvailable;
+function getWorstCaseTokenAmounts(spotPosition, spotMarketAccount, oraclePriceData) {
+    const tokenAmount = (0, spotBalance_1.getSignedTokenAmount)((0, spotBalance_1.getTokenAmount)(spotPosition.balance, spotMarketAccount, spotPosition.balanceType), spotPosition.balanceType);
+    const tokenAmountAllBidsFill = tokenAmount.add(spotPosition.openBids);
+    const tokenAmountAllAsksFill = tokenAmount.add(spotPosition.openAsks);
+    if (tokenAmountAllAsksFill.abs().gt(tokenAmountAllBidsFill.abs())) {
+        const worstCaseQuoteTokenAmount = (0, spotBalance_1.getTokenValue)(spotPosition.openBids.neg(), spotMarketAccount.decimals, oraclePriceData);
+        return [tokenAmountAllBidsFill, worstCaseQuoteTokenAmount];
+    }
+    else {
+        const worstCaseQuoteTokenAmount = (0, spotBalance_1.getTokenValue)(spotPosition.openAsks.neg(), spotMarketAccount.decimals, oraclePriceData);
+        return [tokenAmountAllAsksFill, worstCaseQuoteTokenAmount];
+    }
+}
+exports.getWorstCaseTokenAmounts = getWorstCaseTokenAmounts;

package/lib/types.d.ts

@@ -11,6 +11,9 @@ export declare class MarketStatus {
     static readonly SETTLEMENT: {
         settlement: {};
     };
+    static readonly DELISTED: {
+        delisted: {};
+    };
 }
 export declare class ContractType {
     static readonly PERPETUAL: {
@@ -77,6 +80,7 @@ export declare class OrderType {
         market: {};
     };
 }
+export declare type MarketTypeStr = 'perp' | 'spot';
 export declare class MarketType {
     static readonly SPOT: {
         spot: {};
@@ -167,6 +171,7 @@ export declare class SpotFulfillmentStatus {
 }
 export declare function isVariant(object: unknown, type: string): boolean;
 export declare function isOneOfVariant(object: unknown, types: string[]): boolean;
+export declare function getVariant(object: unknown): string;
 export declare enum TradeSide {
     None = 0,
     Buy = 1,
@@ -283,6 +288,7 @@ export declare type LiquidationRecord = {
     marginRequirement: BN;
     totalCollateral: BN;
     liquidationId: number;
+    canceledOrderIds: BN[];
     liquidatePerp: LiquidatePerpRecord;
     liquidateBorrow: LiquidateBorrowRecord;
     liquidateBorrowForPerpPnl: LiquidateBorrowForPerpPnlRecord;
@@ -312,17 +318,16 @@ export declare class LiquidationType {
 }
 export declare 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 declare type LiquidateBorrowRecord = {
     assetMarketIndex: BN;
@@ -331,6 +336,7 @@ export declare type LiquidateBorrowRecord = {
     liabilityMarketIndex: BN;
     liabilityPrice: BN;
     liabilityTransfer: BN;
+    ifFee: BN;
 };
 export declare type LiquidateBorrowForPerpPnlRecord = {
     perpMarketIndex: BN;
@@ -413,17 +419,6 @@ export declare 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;
     perpFeeStructure: FeeStructure;
     spotFeeStructure: FeeStructure;
     totalFee: BN;
@@ -437,8 +432,9 @@ export declare type StateAccount = {
     minOrderQuoteAssetAmount: BN;
     signer: PublicKey;
     signerNonce: number;
-    maxAuctionDuration: number;
-    minAuctionDuration: number;
+    defaultMarketOrderTimeInForce: number;
+    minPerpAuctionDuration: number;
+    defaultSpotAuctionDuration: number;
     liquidationMarginBufferRatio: number;
 };
 export declare type PerpMarketAccount = {
@@ -457,7 +453,8 @@ export declare type PerpMarketAccount = {
     marginRatioMaintenance: number;
     nextFillRecordId: BN;
     pnlPool: PoolBalance;
-    liquidationFee: BN;
+    liquidatorFee: BN;
+    ifLiquidationFee: BN;
     imfFactor: BN;
     unrealizedImfFactor: BN;
     unrealizedMaxImbalance: BN;
@@ -481,7 +478,7 @@ export declare type SpotMarketAccount = {
     userIfShares: BN;
     userIfFactor: BN;
     totalIfFactor: BN;
-    liquidationIfFactor: BN;
+    ifLiquidationFee: BN;
     decimals: number;
     optimalUtilization: BN;
     optimalBorrowRate: BN;
@@ -497,7 +494,7 @@ export declare type SpotMarketAccount = {
     maintenanceAssetWeight: BN;
     initialLiabilityWeight: BN;
     maintenanceLiabilityWeight: BN;
-    liquidationFee: BN;
+    liquidatorFee: BN;
     imfFactor: BN;
     withdrawGuardThreshold: BN;
     depositTokenTwap: BN;
@@ -621,6 +618,7 @@ export declare type UserAccount = {
     bankrupt: boolean;
     nextLiquidationId: number;
     nextOrderId: BN;
+    customMarginRatio: number;
 };
 export declare type SpotPosition = {
     marketIndex: BN;
@@ -657,6 +655,7 @@ export declare type Order = {
     auctionDuration: number;
     auctionStartPrice: BN;
     auctionEndPrice: BN;
+    timeInForce: number;
 };
 export declare type OrderParams = {
     orderType: OrderType;
@@ -673,8 +672,9 @@ export declare type OrderParams = {
     triggerCondition: OrderTriggerCondition;
     positionLimit: BN;
     oraclePriceOffset: BN;
-    padding0: boolean;
-    padding1: BN;
+    auctionDuration: number | null;
+    timeInForce: number | null;
+    auctionStartPrice: BN | null;
 };
 export declare type NecessaryOrderParams = {
     orderType: OrderType;
@@ -708,8 +708,9 @@ export declare const DefaultOrderParams: {
     };
     positionLimit: BN;
     oraclePriceOffset: BN;
-    padding0: BN;
-    padding1: BN;
+    auctionDuration: any;
+    timeInForce: any;
+    auctionStartPrice: any;
 };
 export declare type MakerInfo = {
     maker: PublicKey;
@@ -765,7 +766,7 @@ export declare type FeeStructure = {
     makerRebateNumerator: BN;
     makerRebateDenominator: BN;
     fillerRewardStructure: OrderFillerRewardStructure;
-    cancelOrderFee: BN;
+    flatFillerFee: BN;
 };
 export declare type OracleGuardRails = {
     priceDivergence: {

package/lib/types.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DefaultOrderParams = exports.LiquidationType = exports.LPAction = exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.SpotFulfillmentStatus = exports.SpotFulfillmentType = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.MarketType = exports.OrderType = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.SpotBalanceType = exports.SwapDirection = exports.ContractType = exports.MarketStatus = void 0;
+exports.DefaultOrderParams = exports.LiquidationType = exports.LPAction = exports.TradeSide = exports.getVariant = exports.isOneOfVariant = exports.isVariant = exports.SpotFulfillmentStatus = exports.SpotFulfillmentType = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.MarketType = exports.OrderType = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.SpotBalanceType = exports.SwapDirection = exports.ContractType = exports.MarketStatus = void 0;
 const _1 = require(".");
 // # Utility Types / Enums / Constants
 class MarketStatus {
@@ -9,6 +9,7 @@ exports.MarketStatus = MarketStatus;
 MarketStatus.INITIALIZED = { initialized: {} };
 MarketStatus.REDUCEONLY = { reduceonly: {} };
 MarketStatus.SETTLEMENT = { settlement: {} };
+MarketStatus.DELISTED = { delisted: {} };
 class ContractType {
 }
 exports.ContractType = ContractType;
@@ -113,6 +114,10 @@ function isOneOfVariant(object, types) {
     }, false);
 }
 exports.isOneOfVariant = isOneOfVariant;
+function getVariant(object) {
+    return Object.keys(object)[0];
+}
+exports.getVariant = getVariant;
 var TradeSide;
 (function (TradeSide) {
     TradeSide[TradeSide["None"] = 0] = "None";
@@ -157,6 +162,7 @@ exports.DefaultOrderParams = {
     triggerCondition: OrderTriggerCondition.ABOVE,
     positionLimit: _1.ZERO,
     oraclePriceOffset: _1.ZERO,
-    padding0: _1.ZERO,
-    padding1: _1.ZERO,
+    auctionDuration: null,
+    timeInForce: null,
+    auctionStartPrice: null,
 };

package/lib/userMap/userMap.d.ts

@@ -0,0 +1,25 @@
+import { ClearingHouseUser, ClearingHouse, OrderRecord, ClearingHouseUserAccountSubscriptionConfig } from '..';
+import { PublicKey } from '@solana/web3.js';
+export declare class UserMap {
+    private userMap;
+    private clearingHouse;
+    private accountSubscription;
+    constructor(clearingHouse: ClearingHouse, accountSubscription: ClearingHouseUserAccountSubscriptionConfig);
+    fetchAllUsers(): Promise<void>;
+    addPubkey(userAccountPublicKey: PublicKey): Promise<void>;
+    has(key: string): boolean;
+    /**
+     * gets the ClearingHouseUser for a particular userAccountPublicKey, if no ClearingHouseUser exists, undefined is returned
+     * @param key userAccountPublicKey to get ClearngHouseUserFor
+     * @returns user ClearingHouseUser | undefined
+     */
+    get(key: string): ClearingHouseUser | undefined;
+    /**
+     * gets the ClearingHouseUser for a particular userAccountPublicKey, if no ClearingHouseUser exists, new one is created
+     * @param key userAccountPublicKey to get ClearngHouseUserFor
+     * @returns  ClearingHouseUser
+     */
+    mustGet(key: string): Promise<ClearingHouseUser>;
+    updateWithOrderRecord(record: OrderRecord): Promise<void>;
+    values(): IterableIterator<ClearingHouseUser>;
+}

package/lib/userMap/userMap.js

@@ -0,0 +1,73 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.UserMap = void 0;
+const __1 = require("..");
+const web3_js_1 = require("@solana/web3.js");
+class UserMap {
+    constructor(clearingHouse, accountSubscription) {
+        this.userMap = new Map();
+        this.clearingHouse = clearingHouse;
+        this.accountSubscription = accountSubscription;
+    }
+    async fetchAllUsers() {
+        const userArray = [];
+        const programUserAccounts = (await this.clearingHouse.program.account.user.all());
+        for (const programUserAccount of programUserAccounts) {
+            if (this.userMap.has(programUserAccount.publicKey.toString())) {
+                continue;
+            }
+            const user = new __1.ClearingHouseUser({
+                clearingHouse: this.clearingHouse,
+                userAccountPublicKey: programUserAccount.publicKey,
+                accountSubscription: this.accountSubscription,
+            });
+            userArray.push(user);
+        }
+        if (this.accountSubscription.type === 'polling') {
+            await (0, __1.bulkPollingUserSubscribe)(userArray, this.accountSubscription.accountLoader);
+        }
+        for (const user of userArray) {
+            this.userMap.set(user.getUserAccountPublicKey().toString(), user);
+        }
+    }
+    async addPubkey(userAccountPublicKey) {
+        const user = new __1.ClearingHouseUser({
+            clearingHouse: this.clearingHouse,
+            userAccountPublicKey,
+            accountSubscription: this.accountSubscription,
+        });
+        await user.subscribe();
+        this.userMap.set(userAccountPublicKey.toString(), user);
+    }
+    has(key) {
+        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
+     */
+    get(key) {
+        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
+     */
+    async mustGet(key) {
+        if (!this.has(key)) {
+            await this.addPubkey(new web3_js_1.PublicKey(key));
+        }
+        const user = this.userMap.get(key);
+        await user.fetchAccounts();
+        return user;
+    }
+    async updateWithOrderRecord(record) {
+        await this.addPubkey(record.user);
+    }
+    values() {
+        return this.userMap.values();
+    }
+}
+exports.UserMap = UserMap;

package/lib/userMap/userStatsMap.d.ts

@@ -0,0 +1,19 @@
+import { ClearingHouse, OrderRecord, ClearingHouseUserStats, ClearingHouseUserStatsAccountSubscriptionConfig } from '..';
+import { PublicKey } from '@solana/web3.js';
+import { UserMap } from './userMap';
+export declare class UserStatsMap {
+    /**
+     * map from authority pubkey to ClearingHouseUserStats
+     */
+    private userStatsMap;
+    private clearingHouse;
+    private accountSubscription;
+    constructor(clearingHouse: ClearingHouse, accountSubscription: ClearingHouseUserStatsAccountSubscriptionConfig);
+    fetchAllUserStats(): Promise<void>;
+    addUserStat(authority: PublicKey): Promise<void>;
+    updateWithOrderRecord(record: OrderRecord, userMap: UserMap): Promise<void>;
+    has(authorityPublicKey: string): boolean;
+    get(authorityPublicKey: string): ClearingHouseUserStats;
+    mustGet(authorityPublicKey: string): Promise<ClearingHouseUserStats>;
+    values(): IterableIterator<ClearingHouseUserStats>;
+}

package/lib/userMap/userStatsMap.js

@@ -0,0 +1,68 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.UserStatsMap = void 0;
+const __1 = require("..");
+const web3_js_1 = require("@solana/web3.js");
+class UserStatsMap {
+    constructor(clearingHouse, accountSubscription) {
+        /**
+         * map from authority pubkey to ClearingHouseUserStats
+         */
+        this.userStatsMap = new Map();
+        this.clearingHouse = clearingHouse;
+        this.accountSubscription = accountSubscription;
+    }
+    async fetchAllUserStats() {
+        const userStatArray = [];
+        const programUserAccounts = (await this.clearingHouse.program.account.userStats.all());
+        for (const programUserAccount of programUserAccounts) {
+            const userStat = programUserAccount.account;
+            if (this.userStatsMap.has(userStat.authority.toString())) {
+                continue;
+            }
+            const chUserStat = new __1.ClearingHouseUserStats({
+                clearingHouse: this.clearingHouse,
+                userStatsAccountPublicKey: (0, __1.getUserStatsAccountPublicKey)(this.clearingHouse.program.programId, userStat.authority),
+                accountSubscription: this.accountSubscription,
+            });
+            userStatArray.push(chUserStat);
+        }
+        if (this.accountSubscription.type === 'polling') {
+            await (0, __1.bulkPollingUserStatsSubscribe)(userStatArray, this.accountSubscription.accountLoader);
+        }
+        for (const userStat of userStatArray) {
+            this.userStatsMap.set(userStat.getAccount().authority.toString(), userStat);
+        }
+    }
+    async addUserStat(authority) {
+        const userStat = new __1.ClearingHouseUserStats({
+            clearingHouse: this.clearingHouse,
+            userStatsAccountPublicKey: (0, __1.getUserStatsAccountPublicKey)(this.clearingHouse.program.programId, authority),
+            accountSubscription: this.accountSubscription,
+        });
+        await userStat.subscribe();
+        this.userStatsMap.set(authority.toString(), userStat);
+    }
+    async updateWithOrderRecord(record, userMap) {
+        if (!this.has(record.user.toString())) {
+            const takerUserAccount = await userMap.mustGet(record.user.toString());
+            this.addUserStat(takerUserAccount.getUserAccount().authority);
+        }
+    }
+    has(authorityPublicKey) {
+        return this.userStatsMap.has(authorityPublicKey);
+    }
+    get(authorityPublicKey) {
+        return this.userStatsMap.get(authorityPublicKey);
+    }
+    async mustGet(authorityPublicKey) {
+        if (!this.has(authorityPublicKey)) {
+            await this.addUserStat(new web3_js_1.PublicKey(authorityPublicKey));
+        }
+        return this.get(authorityPublicKey);
+    }
+    values() {
+        return this.userStatsMap.values();
+    }
+}
+exports.UserStatsMap = UserStatsMap;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.26",
+	"version": "0.2.0-master.27",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -14,7 +14,9 @@
 		"build": "yarn clean && tsc",
 		"clean": "rm -rf lib",
 		"test": "mocha -r ts-node/register tests/**/*.ts",
-		"patch-and-pub": "npm version patch --force && npm publish"
+		"patch-and-pub": "npm version patch --force && npm publish",
+		"prettify": "prettier --check './src/***/*.ts'",
+		"prettify:fix": "prettier --write './{src,tests}/***/*.ts'"
 	},
 	"keywords": [
 		"drift-labs",
@@ -48,7 +50,8 @@
 		"eslint-config-prettier": "^8.3.0",
 		"eslint-plugin-prettier": "^3.4.0",
 		"mocha": "^10.0.0",
-		"ts-node": "^10.8.0"
+		"ts-node": "^10.8.0",
+		"prettier": "^2.4.1"
 	},
 	"description": "SDK for Drift Protocol v1",
 	"engines": {

package/src/accounts/pollingClearingHouseAccountSubscriber.ts

@@ -409,6 +409,10 @@ export class PollingClearingHouseAccountSubscriber
 		return this.spotMarket.get(marketIndex.toNumber());
 	}
 
+	public getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[] {
+		return Array.from(this.spotMarket.values());
+	}
+
 	public getOraclePriceDataAndSlot(
 		oraclePublicKey: PublicKey
 	): DataAndSlot<OraclePriceData> | undefined {

package/src/accounts/types.ts

@@ -54,6 +54,7 @@ export interface ClearingHouseAccountSubscriber {
 	getSpotMarketAccountAndSlot(
 		marketIndex: BN
 	): DataAndSlot<SpotMarketAccount> | undefined;
+	getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[];
 	getOraclePriceDataAndSlot(
 		oraclePublicKey: PublicKey
 	): DataAndSlot<OraclePriceData> | undefined;

package/src/accounts/webSocketClearingHouseAccountSubscriber.ts

@@ -313,6 +313,12 @@ export class WebSocketClearingHouseAccountSubscriber
 			.dataAndSlot;
 	}
 
+	public getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[] {
+		return Array.from(this.spotMarketAccountSubscribers.values()).map(
+			(subscriber) => subscriber.dataAndSlot
+		);
+	}
+
 	public getOraclePriceDataAndSlot(
 		oraclePublicKey: PublicKey
 	): DataAndSlot<OraclePriceData> | undefined {

package/src/addresses/marketAddresses.js

@@ -0,0 +1,26 @@
+"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.getMarketAddress = void 0;
+const pda_1 = require("./pda");
+const CACHE = new Map();
+function getMarketAddress(programId, marketIndex) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
+        if (CACHE.has(cacheKey)) {
+            return CACHE.get(cacheKey);
+        }
+        const publicKey = yield pda_1.getMarketPublicKey(programId, marketIndex);
+        CACHE.set(cacheKey, publicKey);
+        return publicKey;
+    });
+}
+exports.getMarketAddress = getMarketAddress;