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

package/src/math/trade.js

@@ -1,260 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
-var types_1 = require("../types");
-var anchor_1 = require("@project-serum/anchor");
-var assert_1 = require("../assert/assert");
-var numericConstants_1 = require("../constants/numericConstants");
-var market_1 = require("./market");
-var amm_1 = require("./amm");
-var utils_1 = require("./utils");
-var types_2 = require("../types");
-var MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
-/**
- * Calculates avg/max slippage (price impact) for candidate trade
- * @param direction
- * @param amount
- * @param market
- * @param inputAssetType which asset is being traded
- * @param useSpread whether to consider spread with calculating slippage
- * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
- *
- * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'pctMaxSlippage' =>  the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION
- *
- * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
- */
-function calculateTradeSlippage(direction, amount, market, inputAssetType, oraclePriceData, useSpread) {
-    if (inputAssetType === void 0) { inputAssetType = 'quote'; }
-    if (useSpread === void 0) { useSpread = true; }
-    var oldPrice;
-    if (useSpread && market.amm.baseSpread > 0) {
-        if ((0, types_2.isVariant)(direction, 'long')) {
-            oldPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
-        }
-        else {
-            oldPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
-        }
-    }
-    else {
-        oldPrice = (0, market_1.calculateMarkPrice)(market, oraclePriceData);
-    }
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
-    }
-    var _a = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread), acquiredBaseReserve = _a[0], acquiredQuoteReserve = _a[1], acquiredQuoteAssetAmount = _a[2];
-    var entryPrice = acquiredQuoteAssetAmount
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(acquiredBaseReserve.abs());
-    var amm;
-    if (useSpread && market.amm.baseSpread > 0) {
-        var _b = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData), baseAssetReserve = _b.baseAssetReserve, quoteAssetReserve = _b.quoteAssetReserve, sqrtK = _b.sqrtK, newPeg = _b.newPeg;
-        amm = {
-            baseAssetReserve: baseAssetReserve,
-            quoteAssetReserve: quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg
-        };
-    }
-    else {
-        amm = market.amm;
-    }
-    var newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
-    if (direction == types_1.PositionDirection.SHORT) {
-        (0, assert_1.assert)(newPrice.lte(oldPrice));
-    }
-    else {
-        (0, assert_1.assert)(oldPrice.lte(newPrice));
-    }
-    var pctMaxSlippage = newPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    var pctAvgSlippage = entryPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice];
-}
-exports.calculateTradeSlippage = calculateTradeSlippage;
-/**
- * Calculates acquired amounts for trade executed
- * @param direction
- * @param amount
- * @param market
- * @param inputAssetType
- * @param useSpread
- * @return
- * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
- * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
- */
-function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread) {
-    if (inputAssetType === void 0) { inputAssetType = 'quote'; }
-    if (useSpread === void 0) { useSpread = true; }
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
-    }
-    var swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
-    var amm;
-    if (useSpread && market.amm.baseSpread > 0) {
-        var _a = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData), baseAssetReserve = _a.baseAssetReserve, quoteAssetReserve = _a.quoteAssetReserve, sqrtK = _a.sqrtK, newPeg = _a.newPeg;
-        amm = {
-            baseAssetReserve: baseAssetReserve,
-            quoteAssetReserve: quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg
-        };
-    }
-    else {
-        amm = market.amm;
-    }
-    var _b = (0, amm_1.calculateAmmReservesAfterSwap)(amm, inputAssetType, amount, swapDirection), newQuoteAssetReserve = _b[0], newBaseAssetReserve = _b[1];
-    var acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
-    var acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    var acquiredQuoteAssetAmount = (0, amm_1.calculateQuoteAssetAmountSwapped)(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
-    return [acquiredBase, acquiredQuote, acquiredQuoteAssetAmount];
-}
-exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
-/**
- * calculateTargetPriceTrade
- * simple function for finding arbitraging trades
- * @param market
- * @param targetPrice
- * @param pct optional default is 100% gap filling, can set smaller.
- * @param outputAssetType which asset to trade.
- * @param useSpread whether or not to consider the spread when calculating the trade size
- * @returns trade direction/size in order to push price to a targetPrice,
- *
- * [
- *   direction => direction of trade required, PositionDirection
- *   tradeSize => size of trade required, TODO-PRECISION
- *   entryPrice => the entry price for the trade, MARK_PRICE_PRECISION
- *   targetPrice => the target price MARK_PRICE_PRECISION
- * ]
- */
-function calculateTargetPriceTrade(market, targetPrice, pct, outputAssetType, oraclePriceData, useSpread) {
-    if (pct === void 0) { pct = MAXPCT; }
-    if (outputAssetType === void 0) { outputAssetType = 'quote'; }
-    if (useSpread === void 0) { useSpread = true; }
-    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
-    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    var markPriceBefore = (0, market_1.calculateMarkPrice)(market, oraclePriceData);
-    var bidPriceBefore = (0, market_1.calculateBidPrice)(market, oraclePriceData);
-    var askPriceBefore = (0, market_1.calculateAskPrice)(market, oraclePriceData);
-    var direction;
-    if (targetPrice.gt(markPriceBefore)) {
-        var priceGap = targetPrice.sub(markPriceBefore);
-        var priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.add(priceGapScaled);
-        direction = types_1.PositionDirection.LONG;
-    }
-    else {
-        var priceGap = markPriceBefore.sub(targetPrice);
-        var priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.sub(priceGapScaled);
-        direction = types_1.PositionDirection.SHORT;
-    }
-    var tradeSize;
-    var baseSize;
-    var baseAssetReserveBefore;
-    var quoteAssetReserveBefore;
-    var peg = market.amm.pegMultiplier;
-    if (useSpread && market.amm.baseSpread > 0) {
-        var _a = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData), baseAssetReserve = _a.baseAssetReserve, quoteAssetReserve = _a.quoteAssetReserve, newPeg = _a.newPeg;
-        baseAssetReserveBefore = baseAssetReserve;
-        quoteAssetReserveBefore = quoteAssetReserve;
-        peg = newPeg;
-    }
-    else {
-        baseAssetReserveBefore = market.amm.baseAssetReserve;
-        quoteAssetReserveBefore = market.amm.quoteAssetReserve;
-    }
-    var invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
-    var k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
-    var baseAssetReserveAfter;
-    var quoteAssetReserveAfter;
-    var biasModifier = new anchor_1.BN(1);
-    var markPriceAfter;
-    if (useSpread &&
-        targetPrice.lt(askPriceBefore) &&
-        targetPrice.gt(bidPriceBefore)) {
-        // no trade, market is at target
-        if (markPriceBefore.gt(targetPrice)) {
-            direction = types_1.PositionDirection.SHORT;
-        }
-        else {
-            direction = types_1.PositionDirection.LONG;
-        }
-        tradeSize = numericConstants_1.ZERO;
-        return [direction, tradeSize, targetPrice, targetPrice];
-    }
-    else if (markPriceBefore.gt(targetPrice)) {
-        // overestimate y2
-        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.SHORT;
-        tradeSize = quoteAssetReserveBefore
-            .sub(quoteAssetReserveAfter)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
-    }
-    else if (markPriceBefore.lt(targetPrice)) {
-        // underestimate y2
-        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = quoteAssetReserveAfter
-            .sub(quoteAssetReserveBefore)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
-    }
-    else {
-        // no trade, market is at target
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = numericConstants_1.ZERO;
-        return [direction, tradeSize, targetPrice, targetPrice];
-    }
-    var tp1 = targetPrice;
-    var tp2 = markPriceAfter;
-    var originalDiff = targetPrice.sub(markPriceBefore);
-    if (direction == types_1.PositionDirection.SHORT) {
-        tp1 = markPriceAfter;
-        tp2 = targetPrice;
-        originalDiff = markPriceBefore.sub(targetPrice);
-    }
-    var entryPrice = tradeSize
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(baseSize.abs());
-    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
-        tp2.toString() +
-        '>=' +
-        tp1.toString() +
-        'err: ' +
-        tp2.sub(tp1).abs().toString());
-    if (outputAssetType == 'quote') {
-        return [direction, tradeSize, entryPrice, targetPrice];
-    }
-    else {
-        return [direction, baseSize, entryPrice, targetPrice];
-    }
-}
-exports.calculateTargetPriceTrade = calculateTargetPriceTrade;

package/src/math/utils.js

@@ -1,27 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.squareRootBN = void 0;
-var __1 = require("../");
-var squareRootBN = function (n, closeness) {
-    if (closeness === void 0) { closeness = new __1.BN(1); }
-    // Assuming the sqrt of n as n only
-    var x = n;
-    // The closed guess will be stored in the root
-    var root;
-    // To count the number of iterations
-    var count = 0;
-    var TWO = new __1.BN(2);
-    // eslint-disable-next-line @typescript-eslint/ban-ts-comment
-    while (count < Number.MAX_SAFE_INTEGER) {
-        count++;
-        // Calculate more closed x
-        root = x.add(n.div(x)).div(TWO);
-        // Check for closeness
-        if (x.sub(root).abs().lte(closeness))
-            break;
-        // Update root
-        x = root;
-    }
-    return root;
-};
-exports.squareRootBN = squareRootBN;

package/src/oracles/oracleClientCache.js

@@ -1,20 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.OracleClientCache = void 0;
-var oracleClient_1 = require("../factory/oracleClient");
-var OracleClientCache = /** @class */ (function () {
-    function OracleClientCache() {
-        this.cache = new Map();
-    }
-    OracleClientCache.prototype.get = function (oracleSource, connection) {
-        var key = Object.keys(oracleSource)[0];
-        if (this.cache.has(key)) {
-            return this.cache.get(key);
-        }
-        var client = (0, oracleClient_1.getOracleClient)(oracleSource, connection);
-        this.cache.set(key, client);
-        return client;
-    };
-    return OracleClientCache;
-}());
-exports.OracleClientCache = OracleClientCache;

package/src/oracles/pythClient.js

@@ -1,81 +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());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (_) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-exports.__esModule = true;
-exports.convertPythPrice = exports.PythClient = void 0;
-var client_1 = require("@pythnetwork/client");
-var anchor_1 = require("@project-serum/anchor");
-var numericConstants_1 = require("../constants/numericConstants");
-var PythClient = /** @class */ (function () {
-    function PythClient(connection) {
-        this.connection = connection;
-    }
-    PythClient.prototype.getOraclePriceData = function (pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function () {
-            var accountInfo;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.connection.getAccountInfo(pricePublicKey)];
-                    case 1:
-                        accountInfo = _a.sent();
-                        return [2 /*return*/, this.getOraclePriceDataFromBuffer(accountInfo.data)];
-                }
-            });
-        });
-    };
-    PythClient.prototype.getOraclePriceDataFromBuffer = function (buffer) {
-        var priceData = (0, client_1.parsePriceData)(buffer);
-        return {
-            price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
-            slot: new anchor_1.BN(priceData.lastSlot.toString()),
-            confidence: convertPythPrice(priceData.confidence, priceData.exponent),
-            twap: convertPythPrice(priceData.twap.value, priceData.exponent),
-            twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
-            hasSufficientNumberOfDataPoints: true
-        };
-    };
-    return PythClient;
-}());
-exports.PythClient = PythClient;
-function convertPythPrice(price, exponent) {
-    exponent = Math.abs(exponent);
-    var pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
-    return new anchor_1.BN(price * Math.pow(10, exponent))
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(pythPrecision);
-}
-exports.convertPythPrice = convertPythPrice;

package/src/oracles/quoteAssetOracleClient.js

@@ -1,63 +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());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (_) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-exports.__esModule = true;
-exports.QuoteAssetOracleClient = exports.QUOTE_ORACLE_PRICE_DATA = void 0;
-var anchor_1 = require("@project-serum/anchor");
-var numericConstants_1 = require("../constants/numericConstants");
-exports.QUOTE_ORACLE_PRICE_DATA = {
-    price: numericConstants_1.MARK_PRICE_PRECISION,
-    slot: new anchor_1.BN(0),
-    confidence: new anchor_1.BN(1),
-    hasSufficientNumberOfDataPoints: true
-};
-var QuoteAssetOracleClient = /** @class */ (function () {
-    function QuoteAssetOracleClient() {
-    }
-    QuoteAssetOracleClient.prototype.getOraclePriceData = function (_pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function () {
-            return __generator(this, function (_a) {
-                return [2 /*return*/, Promise.resolve(exports.QUOTE_ORACLE_PRICE_DATA)];
-            });
-        });
-    };
-    QuoteAssetOracleClient.prototype.getOraclePriceDataFromBuffer = function (_buffer) {
-        return exports.QUOTE_ORACLE_PRICE_DATA;
-    };
-    return QuoteAssetOracleClient;
-}());
-exports.QuoteAssetOracleClient = QuoteAssetOracleClient;

package/src/oracles/switchboardClient.js

@@ -1,101 +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());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (_) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-exports.__esModule = true;
-exports.SwitchboardClient = void 0;
-var web3_js_1 = require("@solana/web3.js");
-var anchor_1 = require("@project-serum/anchor");
-var numericConstants_1 = require("../constants/numericConstants");
-var wallet_1 = require("../wallet");
-var switchboard_v2_json_1 = require("../idl/switchboard_v2.json");
-var program;
-var SwitchboardClient = /** @class */ (function () {
-    function SwitchboardClient(connection) {
-        this.connection = connection;
-    }
-    SwitchboardClient.prototype.getOraclePriceData = function (pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function () {
-            var accountInfo;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.connection.getAccountInfo(pricePublicKey)];
-                    case 1:
-                        accountInfo = _a.sent();
-                        return [2 /*return*/, this.getOraclePriceDataFromBuffer(accountInfo.data)];
-                }
-            });
-        });
-    };
-    SwitchboardClient.prototype.getOraclePriceDataFromBuffer = function (buffer) {
-        var program = this.getProgram();
-        var aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
-        var price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
-        var confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
-            .stdDeviation);
-        var hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
-            aggregatorAccountData.minOracleResults;
-        var slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
-        return {
-            price: price,
-            slot: slot,
-            confidence: confidence,
-            hasSufficientNumberOfDataPoints: hasSufficientNumberOfDataPoints
-        };
-    };
-    SwitchboardClient.prototype.getProgram = function () {
-        if (program) {
-            return program;
-        }
-        program = getSwitchboardProgram(this.connection);
-        return program;
-    };
-    return SwitchboardClient;
-}());
-exports.SwitchboardClient = SwitchboardClient;
-function getSwitchboardProgram(connection) {
-    var DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
-    var programId = web3_js_1.PublicKey["default"];
-    var wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
-    var provider = new anchor_1.AnchorProvider(connection, wallet, {});
-    return new anchor_1.Program(switchboard_v2_json_1["default"], programId, provider);
-}
-function convertSwitchboardDecimal(switchboardDecimal) {
-    var switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
-    return switchboardDecimal.mantissa
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(switchboardPrecision);
-}

package/src/oracles/types.js

@@ -1,2 +0,0 @@
-"use strict";
-exports.__esModule = true;

package/src/orderParams.js

@@ -1,28 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
-var 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;