@drift-labs/sdk 0.2.0-master.27 → 0.2.0-master.28

package/lib/accounts/types.d.ts

@@ -1,5 +1,6 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
+/// <reference types="node" />
 import { SpotMarketAccount, PerpMarketAccount, OracleSource, StateAccount, UserAccount, UserStatsAccount } from '../types';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';

package/lib/clearingHouse.d.ts

@@ -193,6 +193,7 @@ export declare class ClearingHouse {
     getSettleFundingPaymentIx(userAccount: PublicKey): Promise<TransactionInstruction>;
     triggerEvent(eventName: keyof ClearingHouseAccountEvents, data?: any): void;
     getOracleDataForMarket(marketIndex: BN): OraclePriceData;
+    getOracleDataForSpotMarket(marketIndex: BN): OraclePriceData;
     initializeInsuranceFundStake(marketIndex: BN): Promise<TransactionSignature>;
     getInitializeInsuranceFundStakeIx(marketIndex: BN): Promise<TransactionInstruction>;
     addInsuranceFundStake(marketIndex: BN, amount: BN, collateralAccountPublicKey: PublicKey): Promise<TransactionSignature>;

package/lib/clearingHouse.js

@@ -2002,6 +2002,11 @@ class ClearingHouse {
         const oracleData = this.getOraclePriceDataAndSlot(oracleKey).data;
         return oracleData;
     }
+    getOracleDataForSpotMarket(marketIndex) {
+        const oracleKey = this.getSpotMarketAccount(marketIndex).oracle;
+        const oracleData = this.getOraclePriceDataAndSlot(oracleKey).data;
+        return oracleData;
+    }
     async initializeInsuranceFundStake(marketIndex) {
         const { txSig } = await this.txSender.send((0, utils_1.wrapInTx)(await this.getInitializeInsuranceFundStakeIx(marketIndex)), [], this.opts);
         return txSig;

package/lib/clearingHouseUser.js

@@ -73,7 +73,7 @@ class ClearingHouseUser {
             openOrders: numericConstants_1.ZERO,
             openBids: numericConstants_1.ZERO,
             openAsks: numericConstants_1.ZERO,
-            realizedPnl: numericConstants_1.ZERO,
+            settledPnl: numericConstants_1.ZERO,
             lpShares: numericConstants_1.ZERO,
             lastFeePerLp: numericConstants_1.ZERO,
             lastNetBaseAssetAmountPerLp: numericConstants_1.ZERO,
@@ -622,7 +622,7 @@ class ClearingHouseUser {
             openOrders: new _1.BN(0),
             openBids: new _1.BN(0),
             openAsks: new _1.BN(0),
-            realizedPnl: numericConstants_1.ZERO,
+            settledPnl: numericConstants_1.ZERO,
             lpShares: numericConstants_1.ZERO,
             lastFeePerLp: numericConstants_1.ZERO,
             lastNetBaseAssetAmountPerLp: numericConstants_1.ZERO,

package/lib/idl/clearing_house.json

@@ -4586,7 +4586,7 @@
                         "type": "i128"
                     },
                     {
-                        "name": "realizedPnl",
+                        "name": "settledPnl",
                         "type": "i64"
                     },
                     {

package/lib/math/market.d.ts

@@ -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");
@@ -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/position.d.ts

@@ -1,5 +1,5 @@
 /// <reference types="bn.js" />
-import { BN } from '../';
+import { BN, SpotMarketAccount } from '../';
 import { OraclePriceData } from '../oracles/types';
 import { PerpMarketAccount, PositionDirection, PerpPosition } from '../types';
 /**
@@ -10,7 +10,7 @@ import { PerpMarketAccount, PositionDirection, PerpPosition } from '../types';
  * @param oraclePriceData
  * @returns Base Asset Value. : Precision QUOTE_PRECISION
  */
-export declare function calculateBaseAssetValue(market: PerpMarketAccount, userPosition: PerpPosition, oraclePriceData: OraclePriceData): BN;
+export declare function calculateBaseAssetValue(market: PerpMarketAccount, userPosition: PerpPosition, oraclePriceData: OraclePriceData, useSpread?: boolean, skipUpdate?: boolean): BN;
 /**
  * calculatePositionPNL
  * = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)
@@ -21,7 +21,7 @@ export declare function calculateBaseAssetValue(market: PerpMarketAccount, userP
  * @returns BaseAssetAmount : Precision QUOTE_PRECISION
  */
 export declare function calculatePositionPNL(market: PerpMarketAccount, perpPosition: PerpPosition, withFunding: boolean, oraclePriceData: OraclePriceData): BN;
-export declare function calculateUnsettledPnl(market: PerpMarketAccount, perpPosition: PerpPosition, oraclePriceData: OraclePriceData): BN;
+export declare function calculateClaimablePnl(market: PerpMarketAccount, spotMarket: SpotMarketAccount, perpPosition: PerpPosition, oraclePriceData: OraclePriceData): BN;
 /**
  *
  * @param market

package/lib/math/position.js

@@ -1,11 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateUnsettledPnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateClaimablePnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const __1 = require("../");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
 const margin_1 = require("./margin");
+const market_1 = require("./market");
 /**
  * calculateBaseAssetValue
  * = market value of closing entire position
@@ -14,23 +15,28 @@ const margin_1 = require("./margin");
  * @param oraclePriceData
  * @returns Base Asset Value. : Precision QUOTE_PRECISION
  */
-function calculateBaseAssetValue(market, userPosition, oraclePriceData) {
+function calculateBaseAssetValue(market, userPosition, oraclePriceData, useSpread = true, skipUpdate = false) {
     if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
     const directionToClose = findDirectionToClose(userPosition);
     let prepegAmm;
-    if (market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, oraclePriceData);
-        prepegAmm = {
-            baseAssetReserve,
-            quoteAssetReserve,
-            sqrtK: sqrtK,
-            pegMultiplier: newPeg,
-        };
+    if (!skipUpdate) {
+        if (market.amm.baseSpread > 0 && useSpread) {
+            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, oraclePriceData);
+            prepegAmm = {
+                baseAssetReserve,
+                quoteAssetReserve,
+                sqrtK: sqrtK,
+                pegMultiplier: newPeg,
+            };
+        }
+        else {
+            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
+        }
     }
     else {
-        prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
+        prepegAmm = market.amm;
     }
     const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(prepegAmm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
     switch (directionToClose) {
@@ -75,19 +81,20 @@ function calculatePositionPNL(market, perpPosition, withFunding = false, oracleP
     return pnl;
 }
 exports.calculatePositionPNL = calculatePositionPNL;
-function calculateUnsettledPnl(market, perpPosition, oraclePriceData) {
+function calculateClaimablePnl(market, spotMarket, perpPosition, oraclePriceData) {
     const unrealizedPnl = calculatePositionPNL(market, perpPosition, true, oraclePriceData);
-    let unsettledPnl = unrealizedPnl;
+    const fundingPnL = calculatePositionFundingPNL(market, perpPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
+    let unsettledPnl = unrealizedPnl.add(fundingPnL);
     if (unrealizedPnl.gt(numericConstants_1.ZERO)) {
-        const fundingPnL = calculatePositionFundingPNL(market, perpPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
+        const excessPnlPool = __1.BN.max(numericConstants_1.ZERO, (0, market_1.calculateNetUserPnlImbalance)(market, spotMarket, oraclePriceData).mul(new __1.BN(-1)));
         const maxPositivePnl = __1.BN.max(perpPosition.quoteAssetAmount
             .sub(perpPosition.quoteEntryAmount)
-            .add(fundingPnL), numericConstants_1.ZERO);
+            .add(excessPnlPool), numericConstants_1.ZERO);
         unsettledPnl = __1.BN.min(maxPositivePnl, unrealizedPnl);
     }
     return unsettledPnl;
 }
-exports.calculateUnsettledPnl = calculateUnsettledPnl;
+exports.calculateClaimablePnl = calculateClaimablePnl;
 /**
  *
  * @param market

package/lib/math/repeg.js

@@ -71,6 +71,14 @@ function calculateBudgetedKBN(x, y, budget, Q, d) {
         .div(numericConstants_1.AMM_RESERVE_PRECISION)
         .div(numericConstants_1.QUOTE_PRECISION);
     const denom2 = pegged_y_d_d;
+    // protocol is spending to increase k
+    if (C.lt(numericConstants_1.ZERO)) {
+        // thus denom1 is negative and solution is unstable
+        if (denom1.lt(pegged_y_d_d.abs())) {
+            console.log('budget cost exceeds stable K solution');
+            return [new anchor_1.BN(10000), new anchor_1.BN(1)];
+        }
+    }
     const numerator = numer1.sub(numer2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
     const denominator = denom1.add(denom2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
     return [numerator, denominator];

package/lib/types.d.ts

@@ -581,7 +581,7 @@ export declare type PerpPosition = {
     openOrders: BN;
     openBids: BN;
     openAsks: BN;
-    realizedPnl: BN;
+    settledPnl: BN;
     lpShares: BN;
     lastFeePerLp: BN;
     lastNetBaseAssetAmountPerLp: BN;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.27",
+	"version": "0.2.0-master.28",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/clearingHouse.ts

@@ -3199,6 +3199,13 @@ export class ClearingHouse {
 		return oracleData;
 	}
 
+	public getOracleDataForSpotMarket(marketIndex: BN): OraclePriceData {
+		const oracleKey = this.getSpotMarketAccount(marketIndex).oracle;
+		const oracleData = this.getOraclePriceDataAndSlot(oracleKey).data;
+
+		return oracleData;
+	}
+
 	public async initializeInsuranceFundStake(
 		marketIndex: BN
 	): Promise<TransactionSignature> {

package/src/clearingHouseUser.ts

@@ -142,7 +142,7 @@ export class ClearingHouseUser {
 			openOrders: ZERO,
 			openBids: ZERO,
 			openAsks: ZERO,
-			realizedPnl: ZERO,
+			settledPnl: ZERO,
 			lpShares: ZERO,
 			lastFeePerLp: ZERO,
 			lastNetBaseAssetAmountPerLp: ZERO,
@@ -1071,7 +1071,7 @@ export class ClearingHouseUser {
 			openOrders: new BN(0),
 			openBids: new BN(0),
 			openAsks: new BN(0),
-			realizedPnl: ZERO,
+			settledPnl: ZERO,
 			lpShares: ZERO,
 			lastFeePerLp: ZERO,
 			lastNetBaseAssetAmountPerLp: ZERO,

package/src/idl/clearing_house.json

@@ -4586,7 +4586,7 @@
             "type": "i128"
           },
           {
-            "name": "realizedPnl",
+            "name": "settledPnl",
             "type": "i64"
           },
           {

package/src/math/market.ts

@@ -157,7 +157,7 @@ export function calculateUnrealizedAssetWeight(
 			assetWeight = new BN(market.unrealizedInitialAssetWeight);
 
 			if (market.unrealizedMaxImbalance.gt(ZERO)) {
-				const netUnsettledPnl = calculateNetUserImbalance(
+				const netUnsettledPnl = calculateNetUserPnlImbalance(
 					market,
 					quoteSpotMarket,
 					oraclePriceData
@@ -194,29 +194,38 @@ export function calculateMarketAvailablePNL(
 	);
 }
 
-export function calculateNetUserImbalance(
-	market: PerpMarketAccount,
-	bank: SpotMarketAccount,
+export function calculateNetUserPnl(
+	perpMarket: PerpMarketAccount,
 	oraclePriceData: OraclePriceData
 ): BN {
-	const netUserPositionValue = market.amm.netBaseAssetAmount
+	const netUserPositionValue = perpMarket.amm.netBaseAssetAmount
 		.mul(oraclePriceData.price)
 		.div(BASE_PRECISION)
 		.div(PRICE_TO_QUOTE_PRECISION);
 
-	const netUserCostBasis = market.amm.quoteAssetAmountLong
-		.add(market.amm.quoteAssetAmountShort)
-		.sub(market.amm.cumulativeSocialLoss);
+	const netUserCostBasis = perpMarket.amm.quoteAssetAmountLong
+		.add(perpMarket.amm.quoteAssetAmountShort)
+		.sub(perpMarket.amm.cumulativeSocialLoss);
+
+	const netUserPnl = netUserPositionValue.add(netUserCostBasis);
+
+	return netUserPnl;
+}
 
-	const userEntitledPnl = netUserPositionValue.add(netUserCostBasis);
+export function calculateNetUserPnlImbalance(
+	perpMarket: PerpMarketAccount,
+	spotMarket: SpotMarketAccount,
+	oraclePriceData: OraclePriceData
+): BN {
+	const netUserPnl = calculateNetUserPnl(perpMarket, oraclePriceData);
 
 	const pnlPool = getTokenAmount(
-		market.pnlPool.balance,
-		bank,
+		perpMarket.pnlPool.balance,
+		spotMarket,
 		SpotBalanceType.DEPOSIT
 	);
 
-	const imbalance = userEntitledPnl.sub(pnlPool);
+	const imbalance = netUserPnl.sub(pnlPool);
 
 	return imbalance;
 }

package/src/math/position.ts

@@ -1,4 +1,4 @@
-import { BN } from '../';
+import { BN, SpotMarketAccount } from '../';
 import {
 	AMM_RESERVE_PRECISION,
 	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
@@ -17,8 +17,8 @@ import {
 	calculateAmmReservesAfterSwap,
 	getSwapDirection,
 } from './amm';
-
 import { calculateBaseAssetValueWithOracle } from './margin';
+import { calculateNetUserPnlImbalance } from './market';
 
 /**
  * calculateBaseAssetValue
@@ -31,7 +31,9 @@ import { calculateBaseAssetValueWithOracle } from './margin';
 export function calculateBaseAssetValue(
 	market: PerpMarketAccount,
 	userPosition: PerpPosition,
-	oraclePriceData: OraclePriceData
+	oraclePriceData: OraclePriceData,
+	useSpread = true,
+	skipUpdate = false
 ): BN {
 	if (userPosition.baseAssetAmount.eq(ZERO)) {
 		return ZERO;
@@ -40,21 +42,25 @@ export function calculateBaseAssetValue(
 	const directionToClose = findDirectionToClose(userPosition);
 	let prepegAmm: Parameters<typeof calculateAmmReservesAfterSwap>[0];
 
-	if (market.amm.baseSpread > 0) {
-		const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
-			calculateUpdatedAMMSpreadReserves(
-				market.amm,
-				directionToClose,
-				oraclePriceData
-			);
-		prepegAmm = {
-			baseAssetReserve,
-			quoteAssetReserve,
-			sqrtK: sqrtK,
-			pegMultiplier: newPeg,
-		};
+	if (!skipUpdate) {
+		if (market.amm.baseSpread > 0 && useSpread) {
+			const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
+				calculateUpdatedAMMSpreadReserves(
+					market.amm,
+					directionToClose,
+					oraclePriceData
+				);
+			prepegAmm = {
+				baseAssetReserve,
+				quoteAssetReserve,
+				sqrtK: sqrtK,
+				pegMultiplier: newPeg,
+			};
+		} else {
+			prepegAmm = calculateUpdatedAMM(market.amm, oraclePriceData);
+		}
 	} else {
-		prepegAmm = calculateUpdatedAMM(market.amm, oraclePriceData);
+		prepegAmm = market.amm;
 	}
 
 	const [newQuoteAssetReserve, _] = calculateAmmReservesAfterSwap(
@@ -124,8 +130,9 @@ export function calculatePositionPNL(
 	return pnl;
 }
 
-export function calculateUnsettledPnl(
+export function calculateClaimablePnl(
 	market: PerpMarketAccount,
+	spotMarket: SpotMarketAccount,
 	perpPosition: PerpPosition,
 	oraclePriceData: OraclePriceData
 ): BN {
@@ -136,16 +143,23 @@ export function calculateUnsettledPnl(
 		oraclePriceData
 	);
 
-	let unsettledPnl = unrealizedPnl;
+	const fundingPnL = calculatePositionFundingPNL(market, perpPosition).div(
+		PRICE_TO_QUOTE_PRECISION
+	);
+
+	let unsettledPnl = unrealizedPnl.add(fundingPnL);
 	if (unrealizedPnl.gt(ZERO)) {
-		const fundingPnL = calculatePositionFundingPNL(market, perpPosition).div(
-			PRICE_TO_QUOTE_PRECISION
+		const excessPnlPool = BN.max(
+			ZERO,
+			calculateNetUserPnlImbalance(market, spotMarket, oraclePriceData).mul(
+				new BN(-1)
+			)
 		);
 
 		const maxPositivePnl = BN.max(
 			perpPosition.quoteAssetAmount
 				.sub(perpPosition.quoteEntryAmount)
-				.add(fundingPnL),
+				.add(excessPnlPool),
 			ZERO
 		);
 

package/src/math/repeg.ts

@@ -98,6 +98,15 @@ export function calculateBudgetedKBN(
 		.div(QUOTE_PRECISION);
 	const denom2 = pegged_y_d_d;
 
+	// protocol is spending to increase k
+	if (C.lt(ZERO)) {
+		// thus denom1 is negative and solution is unstable
+		if (denom1.lt(pegged_y_d_d.abs())) {
+			console.log('budget cost exceeds stable K solution');
+			return [new BN(10000), new BN(1)];
+		}
+	}
+
 	const numerator = numer1.sub(numer2).div(AMM_TO_QUOTE_PRECISION_RATIO);
 	const denominator = denom1.add(denom2).div(AMM_TO_QUOTE_PRECISION_RATIO);
 

package/src/types.ts

@@ -559,7 +559,7 @@ export type PerpPosition = {
 	openOrders: BN;
 	openBids: BN;
 	openAsks: BN;
-	realizedPnl: BN;
+	settledPnl: BN;
 	lpShares: BN;
 	lastFeePerLp: BN;
 	lastNetBaseAssetAmountPerLp: BN;

package/tests/dlob/helpers.ts

@@ -20,7 +20,7 @@ export const mockPerpPosition = {
 	openOrders: new BN(0),
 	openBids: new BN(0),
 	openAsks: new BN(0),
-	realizedPnl: new BN(0),
+	settledPnl: new BN(0),
 	lpShares: new BN(0),
 	lastFeePerLp: new BN(0),
 	lastNetBaseAssetAmountPerLp: new BN(0),

package/src/addresses/marketAddresses.js

@@ -1,26 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.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;

package/src/assert/assert.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.assert = void 0;
-function assert(condition, error) {
-    if (!condition) {
-        throw new Error(error || 'Unspecified AssertionError');
-    }
-}
-exports.assert = assert;

package/src/constants/banks.js

@@ -1,42 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
-const web3_js_1 = require("@solana/web3.js");
-const __1 = require("../");
-exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
-exports.DevnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
-    },
-    {
-        symbol: 'SOL',
-        bankIndex: new __1.BN(1),
-        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
-    },
-    {
-        symbol: 'BTC',
-        bankIndex: new __1.BN(2),
-        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
-        oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
-    },
-];
-exports.MainnetBanks = [
-    {
-        symbol: 'USDC',
-        bankIndex: new __1.BN(0),
-        oracle: web3_js_1.PublicKey.default,
-        oracleSource: __1.OracleSource.QUOTE_ASSET,
-        mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
-    },
-];
-exports.Banks = {
-    devnet: exports.DevnetBanks,
-    'mainnet-beta': exports.MainnetBanks,
-};

package/src/constants/markets.js

@@ -1,42 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
-const __1 = require("../");
-const web3_js_1 = require("@solana/web3.js");
-exports.DevnetMarkets = [
-    {
-        fullName: 'Solana',
-        category: ['L1', 'Infra'],
-        symbol: 'SOL-PERP',
-        baseAssetSymbol: 'SOL',
-        marketIndex: new __1.BN(0),
-        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
-        launchTs: 1655751353000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Bitcoin',
-        category: ['L1', 'Payment'],
-        symbol: 'BTC-PERP',
-        baseAssetSymbol: 'BTC',
-        marketIndex: new __1.BN(1),
-        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
-        launchTs: 1655751353000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Ethereum',
-        category: ['L1', 'Infra'],
-        symbol: 'ETH-PERP',
-        baseAssetSymbol: 'ETH',
-        marketIndex: new __1.BN(2),
-        oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
-        launchTs: 1637691133472,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-];
-exports.MainnetMarkets = [];
-exports.Markets = {
-    devnet: exports.DevnetMarkets,
-    'mainnet-beta': [],
-};