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

package/lib/idl/clearing_house.json

@@ -1784,6 +1784,31 @@
                 }
             ]
         },
+        {
+            "name": "updateUserCustomMarginRatio",
+            "accounts": [
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                }
+            ],
+            "args": [
+                {
+                    "name": "userId",
+                    "type": "u8"
+                },
+                {
+                    "name": "marginRatio",
+                    "type": "u32"
+                }
+            ]
+        },
         {
             "name": "settleFundingPayment",
             "accounts": [
@@ -1942,7 +1967,11 @@
             ],
             "args": [
                 {
-                    "name": "liquidationFee",
+                    "name": "liquidatorFee",
+                    "type": "u128"
+                },
+                {
+                    "name": "ifLiquidationFee",
                     "type": "u128"
                 }
             ]
@@ -1994,7 +2023,11 @@
             ],
             "args": [
                 {
-                    "name": "liquidationFee",
+                    "name": "liquidatorFee",
+                    "type": "u128"
+                },
+                {
+                    "name": "ifLiquidationFee",
                     "type": "u128"
                 }
             ]
@@ -2056,10 +2089,6 @@
                 {
                     "name": "totalIfFactor",
                     "type": "u32"
-                },
-                {
-                    "name": "liquidationIfFactor",
-                    "type": "u32"
                 }
             ]
         },
@@ -2146,7 +2175,7 @@
             ]
         },
         {
-            "name": "updateCurveUpdateIntensity",
+            "name": "updateConcentrationCoef",
             "accounts": [
                 {
                     "name": "admin",
@@ -2166,13 +2195,13 @@
             ],
             "args": [
                 {
-                    "name": "curveUpdateIntensity",
-                    "type": "u8"
+                    "name": "concentrationScale",
+                    "type": "u128"
                 }
             ]
         },
         {
-            "name": "updateLpCooldownTime",
+            "name": "updateCurveUpdateIntensity",
             "accounts": [
                 {
                     "name": "admin",
@@ -2192,63 +2221,13 @@
             ],
             "args": [
                 {
-                    "name": "lpCooldownTime",
-                    "type": "i64"
-                }
-            ]
-        },
-        {
-            "name": "updatePartialLiquidationClosePercentage",
-            "accounts": [
-                {
-                    "name": "admin",
-                    "isMut": false,
-                    "isSigner": true
-                },
-                {
-                    "name": "state",
-                    "isMut": true,
-                    "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "numerator",
-                    "type": "u128"
-                },
-                {
-                    "name": "denominator",
-                    "type": "u128"
-                }
-            ]
-        },
-        {
-            "name": "updatePartialLiquidationPenaltyPercentage",
-            "accounts": [
-                {
-                    "name": "admin",
-                    "isMut": false,
-                    "isSigner": true
-                },
-                {
-                    "name": "state",
-                    "isMut": true,
-                    "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "numerator",
-                    "type": "u128"
-                },
-                {
-                    "name": "denominator",
-                    "type": "u128"
+                    "name": "curveUpdateIntensity",
+                    "type": "u8"
                 }
             ]
         },
         {
-            "name": "updateFullLiquidationPenaltyPercentage",
+            "name": "updateLpCooldownTime",
             "accounts": [
                 {
                     "name": "admin",
@@ -2257,60 +2236,19 @@
                 },
                 {
                     "name": "state",
-                    "isMut": true,
-                    "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "numerator",
-                    "type": "u128"
-                },
-                {
-                    "name": "denominator",
-                    "type": "u128"
-                }
-            ]
-        },
-        {
-            "name": "updatePartialLiquidationLiquidatorShareDenominator",
-            "accounts": [
-                {
-                    "name": "admin",
                     "isMut": false,
-                    "isSigner": true
-                },
-                {
-                    "name": "state",
-                    "isMut": true,
                     "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "denominator",
-                    "type": "u64"
-                }
-            ]
-        },
-        {
-            "name": "updateFullLiquidationLiquidatorShareDenominator",
-            "accounts": [
-                {
-                    "name": "admin",
-                    "isMut": false,
-                    "isSigner": true
                 },
                 {
-                    "name": "state",
+                    "name": "market",
                     "isMut": true,
                     "isSigner": false
                 }
             ],
             "args": [
                 {
-                    "name": "denominator",
-                    "type": "u64"
+                    "name": "lpCooldownTime",
+                    "type": "i64"
                 }
             ]
         },
@@ -2719,7 +2657,7 @@
             ]
         },
         {
-            "name": "updateAuctionDuration",
+            "name": "updatePerpAuctionDuration",
             "accounts": [
                 {
                     "name": "admin",
@@ -2734,11 +2672,28 @@
             ],
             "args": [
                 {
-                    "name": "minAuctionDuration",
+                    "name": "minPerpAuctionDuration",
                     "type": "u8"
+                }
+            ]
+        },
+        {
+            "name": "updateSpotAuctionDuration",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
                 },
                 {
-                    "name": "maxAuctionDuration",
+                    "name": "state",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "defaultSpotAuctionDuration",
                     "type": "u8"
                 }
             ]
@@ -3173,7 +3128,11 @@
                         "type": "u128"
                     },
                     {
-                        "name": "liquidationFee",
+                        "name": "liquidatorFee",
+                        "type": "u128"
+                    },
+                    {
+                        "name": "ifLiquidationFee",
                         "type": "u128"
                     },
                     {
@@ -3363,12 +3322,12 @@
                         "type": "u128"
                     },
                     {
-                        "name": "liquidationFee",
+                        "name": "liquidatorFee",
                         "type": "u128"
                     },
                     {
-                        "name": "liquidationIfFactor",
-                        "type": "u32"
+                        "name": "ifLiquidationFee",
+                        "type": "u128"
                     },
                     {
                         "name": "withdrawGuardThreshold",
@@ -3488,50 +3447,6 @@
                         "name": "insuranceVault",
                         "type": "publicKey"
                     },
-                    {
-                        "name": "marginRatioInitial",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "marginRatioMaintenance",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "marginRatioPartial",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "partialLiquidationClosePercentageNumerator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "partialLiquidationClosePercentageDenominator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "partialLiquidationPenaltyPercentageNumerator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "partialLiquidationPenaltyPercentageDenominator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "fullLiquidationPenaltyPercentageNumerator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "fullLiquidationPenaltyPercentageDenominator",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "partialLiquidationLiquidatorShareDenominator",
-                        "type": "u64"
-                    },
-                    {
-                        "name": "fullLiquidationLiquidatorShareDenominator",
-                        "type": "u64"
-                    },
                     {
                         "name": "perpFeeStructure",
                         "type": {
@@ -3575,25 +3490,21 @@
                         "type": "u8"
                     },
                     {
-                        "name": "maxPerpAuctionDuration",
+                        "name": "defaultMarketOrderTimeInForce",
                         "type": "u8"
                     },
                     {
-                        "name": "minSpotAuctionDuration",
+                        "name": "defaultSpotAuctionDuration",
                         "type": "u8"
                     },
                     {
-                        "name": "maxSpotAuctionDuration",
-                        "type": "u8"
+                        "name": "liquidationMarginBufferRatio",
+                        "type": "u32"
                     },
                     {
                         "name": "settlementDuration",
                         "type": "u16"
                     },
-                    {
-                        "name": "liquidationMarginBufferRatio",
-                        "type": "u32"
-                    },
                     {
                         "name": "signer",
                         "type": "publicKey"
@@ -3601,14 +3512,6 @@
                     {
                         "name": "signerNonce",
                         "type": "u8"
-                    },
-                    {
-                        "name": "padding0",
-                        "type": "u128"
-                    },
-                    {
-                        "name": "padding1",
-                        "type": "u128"
                     }
                 ]
             }
@@ -3683,6 +3586,10 @@
                     {
                         "name": "bankrupt",
                         "type": "bool"
+                    },
+                    {
+                        "name": "customMarginRatio",
+                        "type": "u32"
                     }
                 ]
             }
@@ -3812,25 +3719,27 @@
                             "defined": "OrderTriggerCondition"
                         }
                     },
-                    {
-                        "name": "positionLimit",
-                        "type": "u128"
-                    },
                     {
                         "name": "oraclePriceOffset",
                         "type": "i128"
                     },
                     {
                         "name": "auctionDuration",
-                        "type": "u8"
+                        "type": {
+                            "option": "u8"
+                        }
                     },
                     {
-                        "name": "padding0",
-                        "type": "bool"
+                        "name": "timeInForce",
+                        "type": {
+                            "option": "u8"
+                        }
                     },
                     {
-                        "name": "padding1",
-                        "type": "bool"
+                        "name": "auctionStartPrice",
+                        "type": {
+                            "option": "u128"
+                        }
                     }
                 ]
             }
@@ -3844,16 +3753,6 @@
                         "name": "marketIndex",
                         "type": "u64"
                     },
-                    {
-                        "name": "orderIds",
-                        "type": {
-                            "vec": "u64"
-                        }
-                    },
-                    {
-                        "name": "canceledOrdersFee",
-                        "type": "u128"
-                    },
                     {
                         "name": "oraclePrice",
                         "type": "i128"
@@ -3889,6 +3788,10 @@
                     {
                         "name": "liquidatorOrderId",
                         "type": "u64"
+                    },
+                    {
+                        "name": "ifFee",
+                        "type": "u64"
                     }
                 ]
             }
@@ -3921,6 +3824,10 @@
                     {
                         "name": "liabilityTransfer",
                         "type": "u128"
+                    },
+                    {
+                        "name": "ifFee",
+                        "type": "u64"
                     }
                 ]
             }
@@ -4104,6 +4011,10 @@
                         "name": "quoteAssetReserve",
                         "type": "u128"
                     },
+                    {
+                        "name": "concentrationCoef",
+                        "type": "u128"
+                    },
                     {
                         "name": "minBaseAssetReserve",
                         "type": "u128"
@@ -4328,6 +4239,10 @@
                         "name": "netRevenueSinceLastFunding",
                         "type": "i64"
                     },
+                    {
+                        "name": "totalLiquidationFee",
+                        "type": "u128"
+                    },
                     {
                         "name": "feePool",
                         "type": {
@@ -4461,7 +4376,7 @@
                         }
                     },
                     {
-                        "name": "cancelOrderFee",
+                        "name": "flatFillerFee",
                         "type": "u128"
                     }
                 ]
@@ -4671,7 +4586,7 @@
                         "type": "i128"
                     },
                     {
-                        "name": "realizedPnl",
+                        "name": "settledPnl",
                         "type": "i64"
                     },
                     {
@@ -4835,13 +4750,8 @@
                         "type": "u8"
                     },
                     {
-                        "name": "padding",
-                        "type": {
-                            "array": [
-                                "u16",
-                                3
-                            ]
-                        }
+                        "name": "timeInForce",
+                        "type": "u8"
                     }
                 ]
             }
@@ -5008,7 +4918,7 @@
                         "name": "MarketOrderFilledToLimitPrice"
                     },
                     {
-                        "name": "MarketOrderAuctionExpired"
+                        "name": "OrderExpired"
                     },
                     {
                         "name": "CanceledForLiquidation"
@@ -5126,6 +5036,9 @@
                     },
                     {
                         "name": "Settlement"
+                    },
+                    {
+                        "name": "Delisted"
                     }
                 ]
             }
@@ -5959,6 +5872,13 @@
                     "type": "bool",
                     "index": false
                 },
+                {
+                    "name": "canceledOrderIds",
+                    "type": {
+                        "vec": "u64"
+                    },
+                    "index": false
+                },
                 {
                     "name": "liquidatePerp",
                     "type": {

package/lib/index.d.ts

@@ -57,4 +57,9 @@ export * from './util/tps';
 export * from './math/spotBalance';
 export * from './constants/spotMarkets';
 export * from './clearingHouseConfig';
+export * from './dlob/DLOB';
+export * from './dlob/DLOBNode';
+export * from './dlob/NodeList';
+export * from './userMap/userMap';
+export * from './userMap/userStatsMap';
 export { BN, PublicKey, pyth };

package/lib/index.js

@@ -80,3 +80,8 @@ __exportStar(require("./util/tps"), exports);
 __exportStar(require("./math/spotBalance"), exports);
 __exportStar(require("./constants/spotMarkets"), exports);
 __exportStar(require("./clearingHouseConfig"), exports);
+__exportStar(require("./dlob/DLOB"), exports);
+__exportStar(require("./dlob/DLOBNode"), exports);
+__exportStar(require("./dlob/NodeList"), exports);
+__exportStar(require("./userMap/userMap"), exports);
+__exportStar(require("./userMap/userStatsMap"), exports);

package/lib/math/market.d.ts

@@ -20,7 +20,7 @@ export declare function calculateBidPrice(market: PerpMarketAccount, oraclePrice
  * Calculates market ask price
  *
  * @param market
- * @return bidPrice : Precision MARK_PRICE_PRECISION
+ * @return askPrice : Precision MARK_PRICE_PRECISION
  */
 export declare function calculateAskPrice(market: PerpMarketAccount, oraclePriceData: OraclePriceData): BN;
 export declare function calculateNewMarketAfterTrade(baseAssetAmount: BN, direction: PositionDirection, market: PerpMarketAccount): PerpMarketAccount;
@@ -29,4 +29,5 @@ export declare function calculateOracleSpread(price: BN, oraclePriceData: Oracle
 export declare function calculateMarketMarginRatio(market: PerpMarketAccount, size: BN, marginCategory: MarginCategory): number;
 export declare function calculateUnrealizedAssetWeight(market: PerpMarketAccount, quoteSpotMarket: SpotMarketAccount, unrealizedPnl: BN, marginCategory: MarginCategory, oraclePriceData: OraclePriceData): BN;
 export declare function calculateMarketAvailablePNL(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount): BN;
-export declare function calculateNetUserImbalance(market: PerpMarketAccount, bank: SpotMarketAccount, oraclePriceData: OraclePriceData): BN;
+export declare function calculateNetUserPnl(perpMarket: PerpMarketAccount, oraclePriceData: OraclePriceData): BN;
+export declare function calculateNetUserPnlImbalance(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount, oraclePriceData: OraclePriceData): BN;

package/lib/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateNetUserImbalance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateMarkOracleSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateMarkPrice = void 0;
+exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateMarkOracleSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateMarkPrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
@@ -33,7 +33,7 @@ exports.calculateBidPrice = calculateBidPrice;
  * Calculates market ask price
  *
  * @param market
- * @return bidPrice : Precision MARK_PRICE_PRECISION
+ * @return askPrice : Precision MARK_PRICE_PRECISION
  */
 function calculateAskPrice(market, oraclePriceData) {
     const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.LONG, oraclePriceData);
@@ -78,7 +78,7 @@ function calculateUnrealizedAssetWeight(market, quoteSpotMarket, unrealizedPnl,
         case 'Initial':
             assetWeight = new anchor_1.BN(market.unrealizedInitialAssetWeight);
             if (market.unrealizedMaxImbalance.gt(numericConstants_1.ZERO)) {
-                const netUnsettledPnl = calculateNetUserImbalance(market, quoteSpotMarket, oraclePriceData);
+                const netUnsettledPnl = calculateNetUserPnlImbalance(market, quoteSpotMarket, oraclePriceData);
                 if (netUnsettledPnl.gt(market.unrealizedMaxImbalance)) {
                     assetWeight = assetWeight
                         .mul(market.unrealizedMaxImbalance)
@@ -98,17 +98,22 @@ function calculateMarketAvailablePNL(perpMarket, spotMarket) {
     return (0, spotBalance_1.getTokenAmount)(perpMarket.pnlPool.balance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
 }
 exports.calculateMarketAvailablePNL = calculateMarketAvailablePNL;
-function calculateNetUserImbalance(market, bank, oraclePriceData) {
-    const netUserPositionValue = market.amm.netBaseAssetAmount
+function calculateNetUserPnl(perpMarket, oraclePriceData) {
+    const netUserPositionValue = perpMarket.amm.netBaseAssetAmount
         .mul(oraclePriceData.price)
         .div(numericConstants_1.BASE_PRECISION)
         .div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-    const netUserCostBasis = market.amm.quoteAssetAmountLong
-        .add(market.amm.quoteAssetAmountShort)
-        .sub(market.amm.cumulativeSocialLoss);
-    const userEntitledPnl = netUserPositionValue.add(netUserCostBasis);
-    const pnlPool = (0, spotBalance_1.getTokenAmount)(market.pnlPool.balance, bank, types_1.SpotBalanceType.DEPOSIT);
-    const imbalance = userEntitledPnl.sub(pnlPool);
+    const netUserCostBasis = perpMarket.amm.quoteAssetAmountLong
+        .add(perpMarket.amm.quoteAssetAmountShort)
+        .sub(perpMarket.amm.cumulativeSocialLoss);
+    const netUserPnl = netUserPositionValue.add(netUserCostBasis);
+    return netUserPnl;
+}
+exports.calculateNetUserPnl = calculateNetUserPnl;
+function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData) {
+    const netUserPnl = calculateNetUserPnl(perpMarket, oraclePriceData);
+    const pnlPool = (0, spotBalance_1.getTokenAmount)(perpMarket.pnlPool.balance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
+    const imbalance = netUserPnl.sub(pnlPool);
     return imbalance;
 }
-exports.calculateNetUserImbalance = calculateNetUserImbalance;
+exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;

package/lib/math/orders.d.ts

@@ -7,8 +7,8 @@ export declare function isOrderRiskIncreasing(user: ClearingHouseUser, order: Or
 export declare function isOrderRiskIncreasingInSameDirection(user: ClearingHouseUser, order: Order): boolean;
 export declare function isOrderReduceOnly(user: ClearingHouseUser, order: Order): boolean;
 export declare function standardizeBaseAssetAmount(baseAssetAmount: BN, stepSize: BN): BN;
-export declare function getLimitPrice(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number): BN;
-export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number, maxAuctionDuration: number): boolean;
+export declare function getLimitPrice(order: Order, oraclePriceData: OraclePriceData, slot: number, perpMarket?: PerpMarketAccount): BN;
+export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number): boolean;
 export declare function calculateBaseAssetAmountForAmmToFulfill(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number): BN;
 export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, market: PerpMarketAccount, limitPrice: BN, oraclePriceData: OraclePriceData): BN;
-export declare function isOrderExpired(order: Order, slot: number, maxAuctionDuration: number): boolean;
+export declare function isOrderExpired(order: Order, slot: number): boolean;