@drift-labs/sdk 0.2.0-master.26 → 0.2.0-master.28

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Files changed (143) hide show
  1. package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +1 -0
  2. package/lib/accounts/pollingClearingHouseAccountSubscriber.js +3 -0
  3. package/lib/accounts/types.d.ts +2 -0
  4. package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +1 -0
  5. package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +3 -0
  6. package/lib/admin.d.ts +5 -2
  7. package/lib/admin.js +30 -4
  8. package/lib/clearingHouse.d.ts +3 -0
  9. package/lib/clearingHouse.js +19 -1
  10. package/lib/clearingHouseUser.d.ts +11 -9
  11. package/lib/clearingHouseUser.js +184 -108
  12. package/lib/config.js +1 -1
  13. package/lib/dlob/DLOB.d.ts +73 -0
  14. package/lib/dlob/DLOB.js +557 -0
  15. package/lib/dlob/DLOBNode.d.ts +52 -0
  16. package/lib/dlob/DLOBNode.js +82 -0
  17. package/lib/dlob/NodeList.d.ts +26 -0
  18. package/lib/dlob/NodeList.js +138 -0
  19. package/lib/idl/clearing_house.json +123 -203
  20. package/lib/index.d.ts +5 -0
  21. package/lib/index.js +5 -0
  22. package/lib/math/market.d.ts +3 -2
  23. package/lib/math/market.js +17 -12
  24. package/lib/math/orders.d.ts +3 -3
  25. package/lib/math/orders.js +31 -16
  26. package/lib/math/position.d.ts +3 -3
  27. package/lib/math/position.js +23 -16
  28. package/lib/math/repeg.js +8 -0
  29. package/lib/math/spotBalance.d.ts +3 -0
  30. package/lib/math/spotBalance.js +18 -1
  31. package/lib/math/spotPosition.d.ts +5 -1
  32. package/lib/math/spotPosition.js +16 -1
  33. package/lib/types.d.ts +25 -24
  34. package/lib/types.js +9 -3
  35. package/lib/userMap/userMap.d.ts +25 -0
  36. package/lib/userMap/userMap.js +73 -0
  37. package/lib/userMap/userStatsMap.d.ts +19 -0
  38. package/lib/userMap/userStatsMap.js +68 -0
  39. package/package.json +6 -3
  40. package/src/accounts/pollingClearingHouseAccountSubscriber.ts +4 -0
  41. package/src/accounts/types.ts +1 -0
  42. package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +6 -0
  43. package/src/admin.ts +50 -8
  44. package/src/clearingHouse.ts +30 -1
  45. package/src/clearingHouseUser.ts +366 -167
  46. package/src/config.ts +1 -1
  47. package/src/dlob/DLOB.ts +884 -0
  48. package/src/dlob/DLOBNode.ts +163 -0
  49. package/src/dlob/NodeList.ts +185 -0
  50. package/src/idl/clearing_house.json +123 -203
  51. package/src/index.ts +5 -0
  52. package/src/math/market.ts +22 -13
  53. package/src/math/orders.ts +29 -21
  54. package/src/math/position.ts +36 -22
  55. package/src/math/repeg.ts +9 -0
  56. package/src/math/spotBalance.ts +26 -0
  57. package/src/math/spotPosition.ts +42 -1
  58. package/src/types.ts +26 -24
  59. package/src/userMap/userMap.ts +100 -0
  60. package/src/userMap/userStatsMap.ts +110 -0
  61. package/tests/bn/test.ts +2 -3
  62. package/tests/dlob/helpers.ts +322 -0
  63. package/tests/dlob/test.ts +2865 -0
  64. package/my-script/.env +0 -7
  65. package/my-script/getUserStats.ts +0 -106
  66. package/my-script/multiConnections.ts +0 -119
  67. package/my-script/test-regex.ts +0 -11
  68. package/my-script/utils.ts +0 -52
  69. package/src/accounts/bulkAccountLoader.js +0 -249
  70. package/src/accounts/bulkUserStatsSubscription.js +0 -75
  71. package/src/accounts/bulkUserSubscription.js +0 -75
  72. package/src/accounts/fetch.js +0 -92
  73. package/src/accounts/pollingClearingHouseAccountSubscriber.js +0 -465
  74. package/src/accounts/pollingOracleSubscriber.js +0 -156
  75. package/src/accounts/pollingTokenAccountSubscriber.js +0 -141
  76. package/src/accounts/pollingUserAccountSubscriber.js +0 -208
  77. package/src/accounts/pollingUserStatsAccountSubscriber.js +0 -208
  78. package/src/accounts/types.js +0 -28
  79. package/src/accounts/utils.js +0 -7
  80. package/src/accounts/webSocketAccountSubscriber.js +0 -138
  81. package/src/accounts/webSocketClearingHouseAccountSubscriber.js +0 -433
  82. package/src/accounts/webSocketUserAccountSubscriber.js +0 -113
  83. package/src/accounts/webSocketUserStatsAccountSubsriber.js +0 -113
  84. package/src/addresses/pda.js +0 -186
  85. package/src/admin.js +0 -1284
  86. package/src/assert/assert.js +0 -9
  87. package/src/clearingHouse.js +0 -3433
  88. package/src/clearingHouseConfig.js +0 -2
  89. package/src/clearingHouseUser.js +0 -874
  90. package/src/clearingHouseUserConfig.js +0 -2
  91. package/src/clearingHouseUserStats.js +0 -115
  92. package/src/clearingHouseUserStatsConfig.js +0 -2
  93. package/src/config.js +0 -80
  94. package/src/constants/numericConstants.js +0 -48
  95. package/src/constants/perpMarkets.js +0 -42
  96. package/src/constants/spotMarkets.js +0 -51
  97. package/src/events/eventList.js +0 -120
  98. package/src/events/eventSubscriber.js +0 -202
  99. package/src/events/fetchLogs.js +0 -117
  100. package/src/events/pollingLogProvider.js +0 -113
  101. package/src/events/sort.js +0 -41
  102. package/src/events/txEventCache.js +0 -74
  103. package/src/events/types.js +0 -25
  104. package/src/events/webSocketLogProvider.js +0 -76
  105. package/src/factory/bigNum.js +0 -393
  106. package/src/factory/oracleClient.js +0 -20
  107. package/src/index.js +0 -75
  108. package/src/math/amm.js +0 -422
  109. package/src/math/auction.js +0 -42
  110. package/src/math/conversion.js +0 -12
  111. package/src/math/funding.js +0 -296
  112. package/src/math/insurance.js +0 -27
  113. package/src/math/margin.js +0 -77
  114. package/src/math/market.js +0 -105
  115. package/src/math/oracles.js +0 -56
  116. package/src/math/orders.js +0 -153
  117. package/src/math/position.js +0 -172
  118. package/src/math/repeg.js +0 -128
  119. package/src/math/spotBalance.js +0 -176
  120. package/src/math/spotMarket.js +0 -8
  121. package/src/math/spotPosition.js +0 -8
  122. package/src/math/trade.js +0 -260
  123. package/src/math/utils.js +0 -27
  124. package/src/oracles/oracleClientCache.js +0 -20
  125. package/src/oracles/pythClient.js +0 -81
  126. package/src/oracles/quoteAssetOracleClient.js +0 -63
  127. package/src/oracles/switchboardClient.js +0 -101
  128. package/src/oracles/types.js +0 -2
  129. package/src/orderParams.js +0 -28
  130. package/src/serum/serumSubscriber.js +0 -102
  131. package/src/serum/types.js +0 -2
  132. package/src/slot/SlotSubscriber.js +0 -86
  133. package/src/token/index.js +0 -38
  134. package/src/tokenFaucet.js +0 -323
  135. package/src/tx/retryTxSender.js +0 -280
  136. package/src/tx/types.js +0 -2
  137. package/src/tx/utils.js +0 -18
  138. package/src/types.js +0 -216
  139. package/src/userName.js +0 -20
  140. package/src/util/computeUnits.js +0 -62
  141. package/src/util/promiseTimeout.js +0 -14
  142. package/src/util/tps.js +0 -61
  143. package/src/wallet.js +0 -72
package/tests/bn/test.ts CHANGED
@@ -70,8 +70,7 @@ describe('BigNum Tests', () => {
70
70
 
71
71
  expect(val.print()).to.equal('1234.56789');
72
72
 
73
- expect(val.toFixed(3)).to.equal('1234.567');
74
-
73
+ expect(val.toNum().toFixed(3)).to.equal('1234.568');
75
74
  expect(val.toPrecision(1)).to.equal('1e3');
76
75
  expect(val.toPrecision(3)).to.equal('123e1');
77
76
  expect(val.toPrecision(4)).to.equal('1234');
@@ -102,7 +101,7 @@ describe('BigNum Tests', () => {
102
101
 
103
102
  expect(val4.toString()).to.equal('250000000000');
104
103
  expect(val4.print()).to.equal('0.0250000000000');
105
- expect(val4.toFixed(3)).to.equal('0.025');
104
+ expect(val4.toNum().toFixed(3)).to.equal('0.025');
106
105
  expect(val4.toPrecision(4)).to.equal('0.025');
107
106
 
108
107
  // Case 5
package/tests/dlob/helpers.ts ADDED
@@ -0,0 +1,322 @@
1
+ import { PublicKey } from '@solana/web3.js';
2
+ import {
3
+ BN,
4
+ PerpMarketAccount,
5
+ SpotMarketAccount,
6
+ MarketStatus,
7
+ ContractType,
8
+ DevnetPerpMarkets,
9
+ OracleSource,
10
+ DevnetSpotMarkets,
11
+ } from '../../src';
12
+
13
+ export const mockPerpPosition = {
14
+ baseAssetAmount: new BN(0),
15
+ remainderBaseAssetAmount: new BN(0),
16
+ lastCumulativeFundingRate: new BN(0),
17
+ marketIndex: new BN(0),
18
+ quoteAssetAmount: new BN(0),
19
+ quoteEntryAmount: new BN(0),
20
+ openOrders: new BN(0),
21
+ openBids: new BN(0),
22
+ openAsks: new BN(0),
23
+ settledPnl: new BN(0),
24
+ lpShares: new BN(0),
25
+ lastFeePerLp: new BN(0),
26
+ lastNetBaseAssetAmountPerLp: new BN(0),
27
+ lastNetQuoteAssetAmountPerLp: new BN(0),
28
+ };
29
+
30
+ export const mockAMM = {
31
+ /* these values create a bid/ask price of 12 */
32
+ baseAssetReserve: new BN(2800000),
33
+ quoteAssetReserve: new BN(3),
34
+ sqrtK: new BN(1),
35
+ pegMultiplier: new BN(1),
36
+ maxSlippageRatio: 1_000_000,
37
+
38
+ cumulativeFundingRate: new BN(0),
39
+ lastFundingRate: new BN(0),
40
+ lastFundingRateTs: new BN(0),
41
+ lastMarkPriceTwap: new BN(0),
42
+ lastMarkPriceTwap5min: new BN(0),
43
+ lastMarkPriceTwapTs: new BN(0),
44
+ lastOraclePriceTwap: new BN(0),
45
+ lastOraclePriceTwap5min: new BN(0),
46
+ lastOraclePriceTwapTs: new BN(0),
47
+ lastOracleMarkSpreadPct: new BN(0),
48
+ lastOracleConfPct: new BN(0),
49
+ oracle: PublicKey.default,
50
+ oracleSource: OracleSource.PYTH,
51
+ fundingPeriod: new BN(0),
52
+ cumulativeFundingRateLong: new BN(0),
53
+ cumulativeFundingRateShort: new BN(0),
54
+ cumulativeFundingRateLp: new BN(0),
55
+ cumulativeRepegRebateLong: new BN(0),
56
+ cumulativeRepegRebateShort: new BN(0),
57
+ totalFeeMinusDistributions: new BN(0),
58
+ totalFeeWithdrawn: new BN(0),
59
+ totalFee: new BN(0),
60
+ cumulativeFundingPaymentPerLp: new BN(0),
61
+ cumulativeFeePerLp: new BN(0),
62
+ cumulativeNetBaseAssetAmountPerLp: new BN(0),
63
+ userLpShares: new BN(0),
64
+ netUnsettledLpBaseAssetAmount: new BN(0),
65
+ minimumQuoteAssetTradeSize: new BN(0),
66
+ baseAssetAmountStepSize: new BN(0),
67
+ maxBaseAssetAmountRatio: 0,
68
+ lastOraclePrice: new BN(0),
69
+ baseSpread: 0,
70
+ curveUpdateIntensity: 0,
71
+ netBaseAssetAmount: new BN(0),
72
+ quoteAssetAmountLong: new BN(0),
73
+ quoteAssetAmountShort: new BN(0),
74
+ terminalQuoteAssetReserve: new BN(0),
75
+ feePool: {
76
+ balance: new BN(0),
77
+ },
78
+ totalExchangeFee: new BN(0),
79
+ totalMmFee: new BN(0),
80
+ netRevenueSinceLastFunding: new BN(0),
81
+ lastUpdateSlot: new BN(0),
82
+ lastOracleValid: true,
83
+ lastBidPriceTwap: new BN(0),
84
+ lastAskPriceTwap: new BN(0),
85
+ longSpread: new BN(0),
86
+ shortSpread: new BN(0),
87
+ maxSpread: 0,
88
+ marketPosition: mockPerpPosition,
89
+ marketPositionPerLp: mockPerpPosition,
90
+ ammJitIntensity: 0,
91
+ maxBaseAssetReserve: new BN(0),
92
+ minBaseAssetReserve: new BN(0),
93
+ cumulativeSocialLoss: new BN(0),
94
+ };
95
+
96
+ export const mockPerpMarkets: Array<PerpMarketAccount> = [
97
+ {
98
+ status: MarketStatus.INITIALIZED,
99
+ contractType: ContractType.PERPETUAL,
100
+ expiryTs: new BN(0),
101
+ settlementPrice: new BN(0),
102
+ marketIndex: DevnetPerpMarkets[0].marketIndex,
103
+ pubkey: PublicKey.default,
104
+ amm: mockAMM,
105
+ baseAssetAmount: new BN(0),
106
+ baseAssetAmountLong: new BN(0),
107
+ baseAssetAmountShort: new BN(0),
108
+ openInterest: new BN(0),
109
+ marginRatioInitial: 0,
110
+ marginRatioMaintenance: 0,
111
+ nextFillRecordId: new BN(0),
112
+ pnlPool: {
113
+ balance: new BN(0),
114
+ },
115
+ ifLiquidationFee: new BN(0),
116
+ liquidatorFee: new BN(0),
117
+ imfFactor: new BN(0),
118
+ unrealizedImfFactor: new BN(0),
119
+ unrealizedMaxImbalance: new BN(0),
120
+ unrealizedInitialAssetWeight: 0,
121
+ unrealizedMaintenanceAssetWeight: 0,
122
+ revenueWithdrawSinceLastSettle: new BN(0),
123
+ maxRevenueWithdrawPerPeriod: new BN(0),
124
+ lastRevenueWithdrawTs: new BN(0),
125
+ quoteSettledInsurance: new BN(0),
126
+ quoteMaxInsurance: new BN(0),
127
+ },
128
+ {
129
+ status: MarketStatus.INITIALIZED,
130
+ contractType: ContractType.PERPETUAL,
131
+ expiryTs: new BN(0),
132
+ settlementPrice: new BN(0),
133
+ marketIndex: DevnetPerpMarkets[1].marketIndex,
134
+ pubkey: PublicKey.default,
135
+ amm: mockAMM,
136
+ baseAssetAmount: new BN(0),
137
+ baseAssetAmountLong: new BN(0),
138
+ baseAssetAmountShort: new BN(0),
139
+ openInterest: new BN(0),
140
+ marginRatioInitial: 0,
141
+ marginRatioMaintenance: 0,
142
+ nextFillRecordId: new BN(0),
143
+ pnlPool: {
144
+ balance: new BN(0),
145
+ },
146
+ ifLiquidationFee: new BN(0),
147
+ liquidatorFee: new BN(0),
148
+ imfFactor: new BN(0),
149
+ unrealizedImfFactor: new BN(0),
150
+ unrealizedMaxImbalance: new BN(0),
151
+ unrealizedInitialAssetWeight: 0,
152
+ unrealizedMaintenanceAssetWeight: 0,
153
+ revenueWithdrawSinceLastSettle: new BN(0),
154
+ maxRevenueWithdrawPerPeriod: new BN(0),
155
+ lastRevenueWithdrawTs: new BN(0),
156
+ quoteSettledInsurance: new BN(0),
157
+ quoteMaxInsurance: new BN(0),
158
+ },
159
+ {
160
+ status: MarketStatus.INITIALIZED,
161
+ contractType: ContractType.PERPETUAL,
162
+ expiryTs: new BN(0),
163
+ settlementPrice: new BN(0),
164
+ marketIndex: DevnetPerpMarkets[2].marketIndex,
165
+ pubkey: PublicKey.default,
166
+ amm: mockAMM,
167
+ baseAssetAmount: new BN(0),
168
+ baseAssetAmountLong: new BN(0),
169
+ baseAssetAmountShort: new BN(0),
170
+ openInterest: new BN(0),
171
+ marginRatioInitial: 0,
172
+ marginRatioMaintenance: 0,
173
+ nextFillRecordId: new BN(0),
174
+ pnlPool: {
175
+ balance: new BN(0),
176
+ },
177
+ ifLiquidationFee: new BN(0),
178
+ liquidatorFee: new BN(0),
179
+ imfFactor: new BN(0),
180
+ unrealizedImfFactor: new BN(0),
181
+ unrealizedMaxImbalance: new BN(0),
182
+ unrealizedInitialAssetWeight: 0,
183
+ unrealizedMaintenanceAssetWeight: 0,
184
+ revenueWithdrawSinceLastSettle: new BN(0),
185
+ maxRevenueWithdrawPerPeriod: new BN(0),
186
+ lastRevenueWithdrawTs: new BN(0),
187
+ quoteSettledInsurance: new BN(0),
188
+ quoteMaxInsurance: new BN(0),
189
+ },
190
+ ];
191
+
192
+ export const mockSpotMarkets: Array<SpotMarketAccount> = [
193
+ {
194
+ marketIndex: new BN(0),
195
+ pubkey: PublicKey.default,
196
+ mint: DevnetSpotMarkets[0].mint,
197
+ vault: PublicKey.default,
198
+ insuranceFundVault: PublicKey.default,
199
+ insuranceWithdrawEscrowPeriod: new BN(0),
200
+ revenuePool: {
201
+ balance: new BN(0),
202
+ },
203
+ totalIfShares: new BN(0),
204
+ userIfShares: new BN(0),
205
+ userIfFactor: new BN(0),
206
+ totalIfFactor: new BN(0),
207
+ ifLiquidationFee: new BN(0),
208
+ liquidatorFee: new BN(0),
209
+ decimals: 6,
210
+ optimalUtilization: new BN(0),
211
+ optimalBorrowRate: new BN(0),
212
+ maxBorrowRate: new BN(0),
213
+ cumulativeDepositInterest: new BN(0),
214
+ cumulativeBorrowInterest: new BN(0),
215
+ depositBalance: new BN(0),
216
+ borrowBalance: new BN(0),
217
+ lastInterestTs: new BN(0),
218
+ lastTwapTs: new BN(0),
219
+ oracle: PublicKey.default,
220
+ initialAssetWeight: new BN(0),
221
+ maintenanceAssetWeight: new BN(0),
222
+ initialLiabilityWeight: new BN(0),
223
+ maintenanceLiabilityWeight: new BN(0),
224
+ imfFactor: new BN(0),
225
+ withdrawGuardThreshold: new BN(0),
226
+ depositTokenTwap: new BN(0),
227
+ borrowTokenTwap: new BN(0),
228
+ utilizationTwap: new BN(0),
229
+ orderStepSize: new BN(0),
230
+ nextFillRecordId: new BN(0),
231
+ spotFeePool: {
232
+ balance: new BN(0),
233
+ },
234
+ totalSpotFee: new BN(0),
235
+ },
236
+ {
237
+ marketIndex: new BN(1),
238
+ pubkey: PublicKey.default,
239
+ mint: DevnetSpotMarkets[1].mint,
240
+ vault: PublicKey.default,
241
+ insuranceFundVault: PublicKey.default,
242
+ insuranceWithdrawEscrowPeriod: new BN(0),
243
+ revenuePool: {
244
+ balance: new BN(0),
245
+ },
246
+ totalIfShares: new BN(0),
247
+ userIfShares: new BN(0),
248
+ userIfFactor: new BN(0),
249
+ totalIfFactor: new BN(0),
250
+ ifLiquidationFee: new BN(0),
251
+ liquidatorFee: new BN(0),
252
+ decimals: 9,
253
+ optimalUtilization: new BN(0),
254
+ optimalBorrowRate: new BN(0),
255
+ maxBorrowRate: new BN(0),
256
+ cumulativeDepositInterest: new BN(0),
257
+ cumulativeBorrowInterest: new BN(0),
258
+ depositBalance: new BN(0),
259
+ borrowBalance: new BN(0),
260
+ lastInterestTs: new BN(0),
261
+ lastTwapTs: new BN(0),
262
+ oracle: PublicKey.default,
263
+ initialAssetWeight: new BN(0),
264
+ maintenanceAssetWeight: new BN(0),
265
+ initialLiabilityWeight: new BN(0),
266
+ maintenanceLiabilityWeight: new BN(0),
267
+ imfFactor: new BN(0),
268
+ withdrawGuardThreshold: new BN(0),
269
+ depositTokenTwap: new BN(0),
270
+ borrowTokenTwap: new BN(0),
271
+ utilizationTwap: new BN(0),
272
+ orderStepSize: new BN(0),
273
+ nextFillRecordId: new BN(0),
274
+ spotFeePool: {
275
+ balance: new BN(0),
276
+ },
277
+ totalSpotFee: new BN(0),
278
+ },
279
+ {
280
+ marketIndex: new BN(2),
281
+ pubkey: PublicKey.default,
282
+ mint: DevnetSpotMarkets[2].mint,
283
+ vault: PublicKey.default,
284
+ insuranceFundVault: PublicKey.default,
285
+ insuranceWithdrawEscrowPeriod: new BN(0),
286
+ revenuePool: {
287
+ balance: new BN(0),
288
+ },
289
+ totalIfShares: new BN(0),
290
+ userIfShares: new BN(0),
291
+ userIfFactor: new BN(0),
292
+ totalIfFactor: new BN(0),
293
+ ifLiquidationFee: new BN(0),
294
+ liquidatorFee: new BN(0),
295
+ decimals: 6,
296
+ optimalUtilization: new BN(0),
297
+ optimalBorrowRate: new BN(0),
298
+ maxBorrowRate: new BN(0),
299
+ cumulativeDepositInterest: new BN(0),
300
+ cumulativeBorrowInterest: new BN(0),
301
+ depositBalance: new BN(0),
302
+ borrowBalance: new BN(0),
303
+ lastInterestTs: new BN(0),
304
+ lastTwapTs: new BN(0),
305
+ oracle: PublicKey.default,
306
+ initialAssetWeight: new BN(0),
307
+ maintenanceAssetWeight: new BN(0),
308
+ initialLiabilityWeight: new BN(0),
309
+ maintenanceLiabilityWeight: new BN(0),
310
+ imfFactor: new BN(0),
311
+ withdrawGuardThreshold: new BN(0),
312
+ depositTokenTwap: new BN(0),
313
+ borrowTokenTwap: new BN(0),
314
+ utilizationTwap: new BN(0),
315
+ orderStepSize: new BN(0),
316
+ nextFillRecordId: new BN(0),
317
+ spotFeePool: {
318
+ balance: new BN(0),
319
+ },
320
+ totalSpotFee: new BN(0),
321
+ },
322
+ ];