@drift-labs/sdk 0.2.0-master.29 → 0.2.0-master.30
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +13 -13
- package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +10 -11
- package/lib/accounts/pollingClearingHouseAccountSubscriber.js +4 -4
- package/lib/accounts/types.d.ts +4 -6
- package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +10 -11
- package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +6 -8
- package/lib/addresses/marketAddresses.d.ts +1 -3
- package/lib/addresses/pda.d.ts +5 -5
- package/lib/addresses/pda.js +5 -5
- package/lib/admin.d.ts +27 -28
- package/lib/admin.js +12 -37
- package/lib/clearingHouse.d.ts +61 -62
- package/lib/clearingHouse.js +92 -110
- package/lib/clearingHouseConfig.d.ts +2 -4
- package/lib/clearingHouseUser.d.ts +16 -16
- package/lib/clearingHouseUser.js +16 -16
- package/lib/config.d.ts +2 -4
- package/lib/config.js +1 -1
- package/lib/constants/numericConstants.d.ts +7 -8
- package/lib/constants/numericConstants.js +17 -18
- package/lib/constants/perpMarkets.d.ts +2 -3
- package/lib/constants/perpMarkets.js +3 -3
- package/lib/constants/spotMarkets.d.ts +2 -1
- package/lib/constants/spotMarkets.js +6 -4
- package/lib/dlob/DLOB.d.ts +13 -13
- package/lib/dlob/DLOB.js +36 -40
- package/lib/dlob/DLOBNode.js +2 -2
- package/lib/events/sort.js +1 -1
- package/lib/examples/makeTradeExample.js +3 -3
- package/lib/idl/clearing_house.json +359 -310
- package/lib/math/amm.d.ts +2 -2
- package/lib/math/amm.js +10 -10
- package/lib/math/conversion.js +1 -1
- package/lib/math/funding.js +9 -9
- package/lib/math/margin.js +3 -3
- package/lib/math/market.d.ts +4 -4
- package/lib/math/market.js +7 -7
- package/lib/math/oracles.js +6 -8
- package/lib/math/position.d.ts +2 -2
- package/lib/math/position.js +9 -9
- package/lib/math/repeg.js +7 -6
- package/lib/math/spotBalance.js +5 -5
- package/lib/math/spotPosition.js +2 -2
- package/lib/math/trade.d.ts +6 -6
- package/lib/math/trade.js +15 -19
- package/lib/oracles/pythClient.js +1 -1
- package/lib/oracles/quoteAssetOracleClient.js +1 -1
- package/lib/oracles/switchboardClient.js +1 -1
- package/lib/types.d.ts +63 -51
- package/lib/types.js +1 -1
- package/package.json +2 -1
- package/src/accounts/pollingClearingHouseAccountSubscriber.ts +15 -15
- package/src/accounts/types.ts +4 -5
- package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +17 -25
- package/src/addresses/marketAddresses.ts +1 -2
- package/src/addresses/pda.ts +10 -10
- package/src/admin.ts +42 -79
- package/src/clearingHouse.ts +164 -212
- package/src/clearingHouseConfig.ts +2 -3
- package/src/clearingHouseUser.ts +35 -35
- package/src/config.ts +3 -4
- package/src/constants/numericConstants.ts +19 -21
- package/src/constants/perpMarkets.ts +5 -5
- package/src/constants/spotMarkets.ts +8 -5
- package/src/dlob/DLOB.ts +54 -70
- package/src/dlob/DLOBNode.ts +5 -6
- package/src/events/sort.ts +1 -1
- package/src/examples/makeTradeExample.js +2 -2
- package/src/examples/makeTradeExample.ts +5 -8
- package/src/idl/clearing_house.json +359 -310
- package/src/math/amm.ts +14 -11
- package/src/math/conversion.ts +2 -2
- package/src/math/funding.ts +13 -11
- package/src/math/margin.ts +4 -5
- package/src/math/market.ts +5 -5
- package/src/math/oracles.ts +9 -9
- package/src/math/position.ts +11 -19
- package/src/math/repeg.ts +8 -7
- package/src/math/spotBalance.ts +6 -6
- package/src/math/spotPosition.ts +2 -2
- package/src/math/trade.ts +17 -21
- package/src/oracles/pythClient.ts +2 -2
- package/src/oracles/quoteAssetOracleClient.ts +2 -2
- package/src/oracles/switchboardClient.ts +2 -2
- package/src/types.ts +69 -51
- package/tests/dlob/helpers.ts +56 -4
- package/src/addresses/marketAddresses.js +0 -26
- package/src/constants/banks.js +0 -42
- package/src/constants/markets.js +0 -42
- package/src/events/txEventCache.js +0 -71
- package/src/factory/bigNum.js +0 -390
- package/src/factory/oracleClient.js +0 -20
- package/src/math/auction.js +0 -42
- package/src/math/conversion.js +0 -11
- package/src/math/funding.js +0 -248
- package/src/math/repeg.js +0 -128
- package/src/math/trade.js +0 -253
- package/src/math/utils.js +0 -26
- package/src/math/utils.js.map +0 -1
- package/src/oracles/oracleClientCache.js +0 -19
- package/src/oracles/pythClient.js +0 -46
- package/src/oracles/quoteAssetOracleClient.js +0 -32
- package/src/oracles/switchboardClient.js +0 -69
- package/src/oracles/types.js +0 -2
- package/src/userName.js +0 -20
- package/src/wallet.js +0 -35
package/src/factory/bigNum.js
DELETED
|
@@ -1,390 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.BigNum = void 0;
|
|
4
|
-
const anchor_1 = require("@project-serum/anchor");
|
|
5
|
-
const assert_1 = require("../assert/assert");
|
|
6
|
-
const numericConstants_1 = require("./../constants/numericConstants");
|
|
7
|
-
class BigNum {
|
|
8
|
-
constructor(val, precisionVal = new anchor_1.BN(0)) {
|
|
9
|
-
this.toString = (base, length) => this.val.toString(base, length);
|
|
10
|
-
this.val = new anchor_1.BN(val);
|
|
11
|
-
this.precision = new anchor_1.BN(precisionVal);
|
|
12
|
-
}
|
|
13
|
-
bigNumFromParam(bn) {
|
|
14
|
-
return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
|
|
15
|
-
}
|
|
16
|
-
add(bn) {
|
|
17
|
-
assert_1.assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
|
|
18
|
-
return BigNum.from(this.val.add(bn.val), this.precision);
|
|
19
|
-
}
|
|
20
|
-
sub(bn) {
|
|
21
|
-
assert_1.assert(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
|
|
22
|
-
return BigNum.from(this.val.sub(bn.val), this.precision);
|
|
23
|
-
}
|
|
24
|
-
mul(bn) {
|
|
25
|
-
const mulVal = this.bigNumFromParam(bn);
|
|
26
|
-
return BigNum.from(this.val.mul(mulVal.val), this.precision.add(mulVal.precision));
|
|
27
|
-
}
|
|
28
|
-
/**
|
|
29
|
-
* Multiplies by another big number then scales the result down by the big number's precision so that we're in the same precision space
|
|
30
|
-
* @param bn
|
|
31
|
-
* @returns
|
|
32
|
-
*/
|
|
33
|
-
scalarMul(bn) {
|
|
34
|
-
if (anchor_1.BN.isBN(bn))
|
|
35
|
-
return BigNum.from(this.val.mul(bn), this.precision);
|
|
36
|
-
return BigNum.from(this.val.mul(bn.val), this.precision.add(bn.precision)).shift(bn.precision.neg());
|
|
37
|
-
}
|
|
38
|
-
div(bn) {
|
|
39
|
-
if (anchor_1.BN.isBN(bn))
|
|
40
|
-
return BigNum.from(this.val.div(bn), this.precision);
|
|
41
|
-
return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
|
|
42
|
-
}
|
|
43
|
-
/**
|
|
44
|
-
* Shift precision up or down
|
|
45
|
-
* @param exponent
|
|
46
|
-
* @param skipAdjustingPrecision
|
|
47
|
-
* @returns
|
|
48
|
-
*/
|
|
49
|
-
shift(exponent, skipAdjustingPrecision = false) {
|
|
50
|
-
const shiftVal = typeof exponent === 'number' ? new anchor_1.BN(exponent) : exponent;
|
|
51
|
-
return BigNum.from(shiftVal.isNeg()
|
|
52
|
-
? this.val.div(new anchor_1.BN(10).pow(shiftVal))
|
|
53
|
-
: this.val.mul(new anchor_1.BN(10).pow(shiftVal)), skipAdjustingPrecision ? this.precision : this.precision.add(shiftVal));
|
|
54
|
-
}
|
|
55
|
-
/**
|
|
56
|
-
* Shift to a target precision
|
|
57
|
-
* @param targetPrecision
|
|
58
|
-
* @returns
|
|
59
|
-
*/
|
|
60
|
-
shiftTo(targetPrecision) {
|
|
61
|
-
return this.shift(targetPrecision.sub(this.precision));
|
|
62
|
-
}
|
|
63
|
-
/**
|
|
64
|
-
* Scale the number by a fraction
|
|
65
|
-
* @param numerator
|
|
66
|
-
* @param denominator
|
|
67
|
-
* @returns
|
|
68
|
-
*/
|
|
69
|
-
scale(numerator, denominator) {
|
|
70
|
-
return this.mul(BigNum.from(new anchor_1.BN(numerator))).div(new anchor_1.BN(denominator));
|
|
71
|
-
}
|
|
72
|
-
toPercentage(denominator, precision) {
|
|
73
|
-
return this.shift(precision)
|
|
74
|
-
.shift(2, true)
|
|
75
|
-
.div(denominator)
|
|
76
|
-
.toPrecision(precision);
|
|
77
|
-
}
|
|
78
|
-
gt(bn, ignorePrecision) {
|
|
79
|
-
const comparisonVal = this.bigNumFromParam(bn);
|
|
80
|
-
if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
|
|
81
|
-
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
82
|
-
}
|
|
83
|
-
return this.val.gt(comparisonVal.val);
|
|
84
|
-
}
|
|
85
|
-
lt(bn, ignorePrecision) {
|
|
86
|
-
const comparisonVal = this.bigNumFromParam(bn);
|
|
87
|
-
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
88
|
-
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
89
|
-
}
|
|
90
|
-
return this.val.lt(comparisonVal.val);
|
|
91
|
-
}
|
|
92
|
-
gte(bn, ignorePrecision) {
|
|
93
|
-
const comparisonVal = this.bigNumFromParam(bn);
|
|
94
|
-
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
95
|
-
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
96
|
-
}
|
|
97
|
-
return this.val.gte(comparisonVal.val);
|
|
98
|
-
}
|
|
99
|
-
lte(bn, ignorePrecision) {
|
|
100
|
-
const comparisonVal = this.bigNumFromParam(bn);
|
|
101
|
-
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
102
|
-
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
103
|
-
}
|
|
104
|
-
return this.val.lte(comparisonVal.val);
|
|
105
|
-
}
|
|
106
|
-
eq(bn, ignorePrecision) {
|
|
107
|
-
const comparisonVal = this.bigNumFromParam(bn);
|
|
108
|
-
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
109
|
-
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
110
|
-
}
|
|
111
|
-
return this.val.eq(comparisonVal.val);
|
|
112
|
-
}
|
|
113
|
-
eqZero() {
|
|
114
|
-
return this.val.eq(numericConstants_1.ZERO);
|
|
115
|
-
}
|
|
116
|
-
gtZero() {
|
|
117
|
-
return this.val.gt(numericConstants_1.ZERO);
|
|
118
|
-
}
|
|
119
|
-
ltZero() {
|
|
120
|
-
return this.val.lt(numericConstants_1.ZERO);
|
|
121
|
-
}
|
|
122
|
-
gteZero() {
|
|
123
|
-
return this.val.gte(numericConstants_1.ZERO);
|
|
124
|
-
}
|
|
125
|
-
lteZero() {
|
|
126
|
-
return this.val.lte(numericConstants_1.ZERO);
|
|
127
|
-
}
|
|
128
|
-
abs() {
|
|
129
|
-
return new BigNum(this.val.abs(), this.precision);
|
|
130
|
-
}
|
|
131
|
-
neg() {
|
|
132
|
-
return new BigNum(this.val.neg(), this.precision);
|
|
133
|
-
}
|
|
134
|
-
/**
|
|
135
|
-
* Pretty print the underlying value in human-readable form. Depends on precision being correct for the output string to be correct
|
|
136
|
-
* @returns
|
|
137
|
-
*/
|
|
138
|
-
print() {
|
|
139
|
-
assert_1.assert(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
|
|
140
|
-
const plainString = this.toString();
|
|
141
|
-
const precisionNum = this.precision.toNumber();
|
|
142
|
-
// make a string with at least the precisionNum number of zeroes
|
|
143
|
-
let printString = [
|
|
144
|
-
...Array(this.precision.toNumber()).fill(0),
|
|
145
|
-
...plainString.split(''),
|
|
146
|
-
].join('');
|
|
147
|
-
// inject decimal
|
|
148
|
-
printString =
|
|
149
|
-
printString.substring(0, printString.length - precisionNum) +
|
|
150
|
-
BigNum.delim +
|
|
151
|
-
printString.substring(printString.length - precisionNum);
|
|
152
|
-
// remove leading zeroes
|
|
153
|
-
printString = printString.replace(/^0+/, '');
|
|
154
|
-
// add zero if leading delim
|
|
155
|
-
if (this.isNeg()) {
|
|
156
|
-
if (printString[1] === BigNum.delim)
|
|
157
|
-
printString = printString.replace('-.', '-0.');
|
|
158
|
-
}
|
|
159
|
-
else {
|
|
160
|
-
if (printString[0] === BigNum.delim)
|
|
161
|
-
printString = `0${printString}`;
|
|
162
|
-
}
|
|
163
|
-
// remove trailing delim
|
|
164
|
-
if (printString[printString.length - 1] === BigNum.delim)
|
|
165
|
-
printString = printString.slice(0, printString.length - 1);
|
|
166
|
-
return printString;
|
|
167
|
-
}
|
|
168
|
-
prettyPrint(useTradePrecision, precisionOverride) {
|
|
169
|
-
const [leftSide, rightSide] = this.printShort(useTradePrecision, precisionOverride).split(BigNum.delim);
|
|
170
|
-
let formattedLeftSide = leftSide;
|
|
171
|
-
const isNeg = formattedLeftSide.includes('-');
|
|
172
|
-
if (isNeg) {
|
|
173
|
-
formattedLeftSide = formattedLeftSide.replace('-', '');
|
|
174
|
-
}
|
|
175
|
-
let index = formattedLeftSide.length - 3;
|
|
176
|
-
while (index >= 1) {
|
|
177
|
-
const formattedLeftSideArray = formattedLeftSide.split('');
|
|
178
|
-
formattedLeftSideArray.splice(index, 0, BigNum.spacer);
|
|
179
|
-
formattedLeftSide = formattedLeftSideArray.join('');
|
|
180
|
-
index -= 3;
|
|
181
|
-
}
|
|
182
|
-
return `${isNeg ? '-' : ''}${formattedLeftSide}${rightSide ? `${BigNum.delim}${rightSide}` : ''}`;
|
|
183
|
-
}
|
|
184
|
-
/**
|
|
185
|
-
* Print and remove unnecessary trailing zeroes
|
|
186
|
-
* @returns
|
|
187
|
-
*/
|
|
188
|
-
printShort(useTradePrecision, precisionOverride) {
|
|
189
|
-
const printVal = precisionOverride
|
|
190
|
-
? this.toPrecision(precisionOverride)
|
|
191
|
-
: useTradePrecision
|
|
192
|
-
? this.toTradePrecision()
|
|
193
|
-
: this.print();
|
|
194
|
-
return printVal.replace(/0+$/g, '').replace(/\.$/, '').replace(/,$/, '');
|
|
195
|
-
}
|
|
196
|
-
debug() {
|
|
197
|
-
console.log(`${this.toString()} | ${this.print()} | ${this.precision.toString()}`);
|
|
198
|
-
}
|
|
199
|
-
/**
|
|
200
|
-
* Pretty print with the specified number of decimal places
|
|
201
|
-
* @param fixedPrecision
|
|
202
|
-
* @returns
|
|
203
|
-
*/
|
|
204
|
-
toFixed(fixedPrecision) {
|
|
205
|
-
const printString = this.print();
|
|
206
|
-
const [leftSide, rightSide] = printString.split(BigNum.delim);
|
|
207
|
-
const filledRightSide = [
|
|
208
|
-
...(rightSide !== null && rightSide !== void 0 ? rightSide : '').slice(0, fixedPrecision),
|
|
209
|
-
...Array(fixedPrecision).fill('0'),
|
|
210
|
-
]
|
|
211
|
-
.slice(0, fixedPrecision)
|
|
212
|
-
.join('');
|
|
213
|
-
return `${leftSide}${BigNum.delim}${filledRightSide}`;
|
|
214
|
-
}
|
|
215
|
-
/**
|
|
216
|
-
* Pretty print to the specified number of significant figures
|
|
217
|
-
* @param fixedPrecision
|
|
218
|
-
* @returns
|
|
219
|
-
*/
|
|
220
|
-
toPrecision(fixedPrecision, trailingZeroes = false) {
|
|
221
|
-
const printString = this.print();
|
|
222
|
-
let precisionPrintString = printString.slice(0, fixedPrecision + 1);
|
|
223
|
-
if (!precisionPrintString.includes(BigNum.delim) ||
|
|
224
|
-
precisionPrintString[precisionPrintString.length - 1] === BigNum.delim) {
|
|
225
|
-
precisionPrintString = printString.slice(0, fixedPrecision);
|
|
226
|
-
}
|
|
227
|
-
const pointsOfPrecision = precisionPrintString.replace(BigNum.delim, '').length;
|
|
228
|
-
if (pointsOfPrecision < fixedPrecision) {
|
|
229
|
-
precisionPrintString = [
|
|
230
|
-
...precisionPrintString.split(''),
|
|
231
|
-
...Array(fixedPrecision - pointsOfPrecision).fill('0'),
|
|
232
|
-
].join('');
|
|
233
|
-
}
|
|
234
|
-
if (!precisionPrintString.includes(BigNum.delim)) {
|
|
235
|
-
const delimFullStringLocation = printString.indexOf(BigNum.delim);
|
|
236
|
-
let skipExponent = false;
|
|
237
|
-
if (delimFullStringLocation === -1) {
|
|
238
|
-
// no decimal, not missing any precision
|
|
239
|
-
skipExponent = true;
|
|
240
|
-
}
|
|
241
|
-
if (precisionPrintString[precisionPrintString.length - 1] === BigNum.delim) {
|
|
242
|
-
// decimal is at end of string, not missing any precision, do nothing
|
|
243
|
-
skipExponent = true;
|
|
244
|
-
}
|
|
245
|
-
if (printString.indexOf(BigNum.delim) === fixedPrecision) {
|
|
246
|
-
// decimal is at end of string, not missing any precision, do nothing
|
|
247
|
-
skipExponent = true;
|
|
248
|
-
}
|
|
249
|
-
if (!skipExponent) {
|
|
250
|
-
const exponent = delimFullStringLocation - fixedPrecision;
|
|
251
|
-
if (trailingZeroes) {
|
|
252
|
-
precisionPrintString = `${precisionPrintString}${Array(exponent)
|
|
253
|
-
.fill('0')
|
|
254
|
-
.join('')}`;
|
|
255
|
-
}
|
|
256
|
-
else {
|
|
257
|
-
precisionPrintString = `${precisionPrintString}e${exponent}`;
|
|
258
|
-
}
|
|
259
|
-
}
|
|
260
|
-
}
|
|
261
|
-
return precisionPrintString;
|
|
262
|
-
}
|
|
263
|
-
toTradePrecision() {
|
|
264
|
-
return this.toPrecision(6, true);
|
|
265
|
-
}
|
|
266
|
-
/**
|
|
267
|
-
* Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
|
|
268
|
-
* @param useTradePrecision
|
|
269
|
-
* @param precisionOverride
|
|
270
|
-
* @returns
|
|
271
|
-
*/
|
|
272
|
-
toNotional(useTradePrecision, precisionOverride) {
|
|
273
|
-
var _a;
|
|
274
|
-
const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
|
|
275
|
-
const usingCustomPrecision = true && (useTradePrecision || precisionOverride);
|
|
276
|
-
let val = usingCustomPrecision
|
|
277
|
-
? this.prettyPrint(useTradePrecision, precisionOverride)
|
|
278
|
-
: BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
|
|
279
|
-
// Append two trailing zeroes if not using custom precision
|
|
280
|
-
if (!usingCustomPrecision) {
|
|
281
|
-
const [_, rightSide] = val.split(BigNum.delim);
|
|
282
|
-
const trailingLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
|
|
283
|
-
if (trailingLength < 2) {
|
|
284
|
-
const numHasDecimals = this.print().includes(BigNum.delim);
|
|
285
|
-
// Handle case where pretty print won't include the decimal point
|
|
286
|
-
if (trailingLength === 0 && numHasDecimals) {
|
|
287
|
-
val = `${val}.00`;
|
|
288
|
-
}
|
|
289
|
-
else {
|
|
290
|
-
val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
|
|
291
|
-
}
|
|
292
|
-
}
|
|
293
|
-
}
|
|
294
|
-
return `${prefix}${val.replace('-', '')}`;
|
|
295
|
-
}
|
|
296
|
-
toMillified(precision = 3) {
|
|
297
|
-
const stringVal = this.print();
|
|
298
|
-
const [leftSide] = stringVal.split(BigNum.delim);
|
|
299
|
-
if (!leftSide) {
|
|
300
|
-
return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
|
|
301
|
-
}
|
|
302
|
-
if (leftSide.length <= 3) {
|
|
303
|
-
return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
|
|
304
|
-
}
|
|
305
|
-
const unitTicks = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
|
|
306
|
-
const unitNumber = Math.floor((leftSide.length - 1) / 3);
|
|
307
|
-
const unit = unitTicks[unitNumber];
|
|
308
|
-
let leadDigits = leftSide.slice(0, precision);
|
|
309
|
-
if (leadDigits.length < precision) {
|
|
310
|
-
leadDigits = [
|
|
311
|
-
...leadDigits.split(''),
|
|
312
|
-
...Array(precision - leadDigits.length).fill('0'),
|
|
313
|
-
].join('');
|
|
314
|
-
}
|
|
315
|
-
const decimalLocation = leftSide.length - 3 * unitNumber;
|
|
316
|
-
let leadString = '';
|
|
317
|
-
if (decimalLocation >= precision) {
|
|
318
|
-
leadString = `${leadDigits}`;
|
|
319
|
-
}
|
|
320
|
-
else {
|
|
321
|
-
leadString = `${leadDigits.slice(0, decimalLocation)}${BigNum.delim}${leadDigits.slice(decimalLocation)}`;
|
|
322
|
-
}
|
|
323
|
-
return `${leadString}${unit}`;
|
|
324
|
-
}
|
|
325
|
-
toJSON() {
|
|
326
|
-
return {
|
|
327
|
-
val: this.val.toString(),
|
|
328
|
-
precision: this.precision.toString(),
|
|
329
|
-
};
|
|
330
|
-
}
|
|
331
|
-
isNeg() {
|
|
332
|
-
return this.lt(numericConstants_1.ZERO, true);
|
|
333
|
-
}
|
|
334
|
-
isPos() {
|
|
335
|
-
return !this.isNeg();
|
|
336
|
-
}
|
|
337
|
-
/**
|
|
338
|
-
* Get the numerical value of the BigNum. This can break if the BigNum is too large.
|
|
339
|
-
* @returns
|
|
340
|
-
*/
|
|
341
|
-
toNum() {
|
|
342
|
-
return parseFloat(this.print());
|
|
343
|
-
}
|
|
344
|
-
static fromJSON(json) {
|
|
345
|
-
return BigNum.from(new anchor_1.BN(json.val), new anchor_1.BN(json.precision));
|
|
346
|
-
}
|
|
347
|
-
/**
|
|
348
|
-
* Create a BigNum instance
|
|
349
|
-
* @param val
|
|
350
|
-
* @param precision
|
|
351
|
-
* @returns
|
|
352
|
-
*/
|
|
353
|
-
static from(val = numericConstants_1.ZERO, precision) {
|
|
354
|
-
assert_1.assert(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
|
|
355
|
-
return new BigNum(val, precision);
|
|
356
|
-
}
|
|
357
|
-
/**
|
|
358
|
-
* Create a BigNum instance from a printed BigNum
|
|
359
|
-
* @param val
|
|
360
|
-
* @param precisionOverride
|
|
361
|
-
* @returns
|
|
362
|
-
*/
|
|
363
|
-
static fromPrint(val, precisionShift) {
|
|
364
|
-
var _a;
|
|
365
|
-
// Handle empty number edge cases
|
|
366
|
-
if (!val)
|
|
367
|
-
return BigNum.from(numericConstants_1.ZERO, precisionShift);
|
|
368
|
-
if (!val.replace(BigNum.delim, ''))
|
|
369
|
-
return BigNum.from(numericConstants_1.ZERO, precisionShift);
|
|
370
|
-
const [leftSide, rightSide] = val.split(BigNum.delim);
|
|
371
|
-
const rawBn = new anchor_1.BN(`${leftSide !== null && leftSide !== void 0 ? leftSide : ''}${rightSide !== null && rightSide !== void 0 ? rightSide : ''}`);
|
|
372
|
-
const rightSideLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
|
|
373
|
-
const totalShift = precisionShift
|
|
374
|
-
? precisionShift.sub(new anchor_1.BN(rightSideLength))
|
|
375
|
-
: numericConstants_1.ZERO;
|
|
376
|
-
return BigNum.from(rawBn, precisionShift).shift(totalShift, true);
|
|
377
|
-
}
|
|
378
|
-
static max(a, b) {
|
|
379
|
-
return a.gt(b) ? a : b;
|
|
380
|
-
}
|
|
381
|
-
static min(a, b) {
|
|
382
|
-
return a.lt(b) ? a : b;
|
|
383
|
-
}
|
|
384
|
-
static zero(precision) {
|
|
385
|
-
return BigNum.from(0, precision);
|
|
386
|
-
}
|
|
387
|
-
}
|
|
388
|
-
exports.BigNum = BigNum;
|
|
389
|
-
BigNum.delim = '.';
|
|
390
|
-
BigNum.spacer = ',';
|
|
@@ -1,20 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.getOracleClient = void 0;
|
|
4
|
-
const types_1 = require("../types");
|
|
5
|
-
const pythClient_1 = require("../oracles/pythClient");
|
|
6
|
-
const switchboardClient_1 = require("../oracles/switchboardClient");
|
|
7
|
-
const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
|
|
8
|
-
function getOracleClient(oracleSource, connection) {
|
|
9
|
-
if (types_1.isVariant(oracleSource, 'pyth')) {
|
|
10
|
-
return new pythClient_1.PythClient(connection);
|
|
11
|
-
}
|
|
12
|
-
if (types_1.isVariant(oracleSource, 'switchboard')) {
|
|
13
|
-
return new switchboardClient_1.SwitchboardClient(connection);
|
|
14
|
-
}
|
|
15
|
-
if (types_1.isVariant(oracleSource, 'quoteAsset')) {
|
|
16
|
-
return new quoteAssetOracleClient_1.QuoteAssetOracleClient();
|
|
17
|
-
}
|
|
18
|
-
throw new Error(`Unknown oracle source ${oracleSource}`);
|
|
19
|
-
}
|
|
20
|
-
exports.getOracleClient = getOracleClient;
|
package/src/math/auction.js
DELETED
|
@@ -1,42 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.getAuctionPrice = exports.isAuctionComplete = void 0;
|
|
4
|
-
const types_1 = require("../types");
|
|
5
|
-
const _1 = require("../.");
|
|
6
|
-
function isAuctionComplete(order, slot) {
|
|
7
|
-
if (order.auctionDuration === 0) {
|
|
8
|
-
return true;
|
|
9
|
-
}
|
|
10
|
-
return new _1.BN(slot).sub(order.slot).gt(new _1.BN(order.auctionDuration));
|
|
11
|
-
}
|
|
12
|
-
exports.isAuctionComplete = isAuctionComplete;
|
|
13
|
-
function getAuctionPrice(order, slot) {
|
|
14
|
-
const slotsElapsed = new _1.BN(slot).sub(order.slot);
|
|
15
|
-
const deltaDenominator = new _1.BN(order.auctionDuration);
|
|
16
|
-
const deltaNumerator = _1.BN.min(slotsElapsed, deltaDenominator);
|
|
17
|
-
if (deltaDenominator.eq(_1.ZERO)) {
|
|
18
|
-
return order.auctionEndPrice;
|
|
19
|
-
}
|
|
20
|
-
let priceDelta;
|
|
21
|
-
if (types_1.isVariant(order.direction, 'long')) {
|
|
22
|
-
priceDelta = order.auctionEndPrice
|
|
23
|
-
.sub(order.auctionStartPrice)
|
|
24
|
-
.mul(deltaNumerator)
|
|
25
|
-
.div(deltaDenominator);
|
|
26
|
-
}
|
|
27
|
-
else {
|
|
28
|
-
priceDelta = order.auctionStartPrice
|
|
29
|
-
.sub(order.auctionEndPrice)
|
|
30
|
-
.mul(deltaNumerator)
|
|
31
|
-
.div(deltaDenominator);
|
|
32
|
-
}
|
|
33
|
-
let price;
|
|
34
|
-
if (types_1.isVariant(order.direction, 'long')) {
|
|
35
|
-
price = order.auctionStartPrice.add(priceDelta);
|
|
36
|
-
}
|
|
37
|
-
else {
|
|
38
|
-
price = order.auctionStartPrice.sub(priceDelta);
|
|
39
|
-
}
|
|
40
|
-
return price;
|
|
41
|
-
}
|
|
42
|
-
exports.getAuctionPrice = getAuctionPrice;
|
package/src/math/conversion.js
DELETED
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.convertToNumber = void 0;
|
|
4
|
-
const numericConstants_1 = require("../constants/numericConstants");
|
|
5
|
-
const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PRECISION) => {
|
|
6
|
-
if (!bigNumber)
|
|
7
|
-
return 0;
|
|
8
|
-
return (bigNumber.div(precision).toNumber() +
|
|
9
|
-
bigNumber.mod(precision).toNumber() / precision.toNumber());
|
|
10
|
-
};
|
|
11
|
-
exports.convertToNumber = convertToNumber;
|