@drift-labs/sdk 0.2.0-master.29 → 0.2.0-master.30

package/lib/clearingHouseUser.d.ts

@@ -35,8 +35,8 @@ export declare class ClearingHouseUser {
      * @param marketIndex
      * @returns userPosition
      */
-    getUserPosition(marketIndex: BN): PerpPosition | undefined;
-    getEmptyPosition(marketIndex: BN): PerpPosition;
+    getUserPosition(marketIndex: number): PerpPosition | undefined;
+    getEmptyPosition(marketIndex: number): PerpPosition;
     getClonedPosition(position: PerpPosition): PerpPosition;
     /**
      * @param orderId
@@ -56,12 +56,12 @@ export declare class ClearingHouseUser {
      * @returns : the dust base asset amount (ie, < stepsize)
      * @returns : pnl from settle
      */
-    getSettledLPPosition(marketIndex: BN): [PerpPosition, BN, BN];
+    getSettledLPPosition(marketIndex: number): [PerpPosition, BN, BN];
     /**
      * calculates Buying Power = FC * MAX_LEVERAGE
      * @returns : Precision QUOTE_PRECISION
      */
-    getBuyingPower(marketIndex: BN | number): BN;
+    getBuyingPower(marketIndex: number): BN;
     /**
      * calculates Free Collateral = Total collateral - initial margin requirement
      * @returns : Precision QUOTE_PRECISION
@@ -83,15 +83,15 @@ export declare class ClearingHouseUser {
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN, withWeightMarginCategory?: MarginCategory): BN;
+    getUnrealizedPNL(withFunding?: boolean, marketIndex?: number, withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates unrealized funding payment pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedFundingPNL(marketIndex?: BN): BN;
-    getSpotMarketLiabilityValue(marketIndex?: BN, marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean): BN;
+    getUnrealizedFundingPNL(marketIndex?: number): BN;
+    getSpotMarketLiabilityValue(marketIndex?: number, marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean): BN;
     getSpotLiabilityValue(tokenAmount: BN, oraclePriceData: OraclePriceData, spotMarketAccount: SpotMarketAccount, marginCategory?: MarginCategory, liquidationBuffer?: BN): BN;
-    getSpotMarketAssetValue(marketIndex?: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN;
+    getSpotMarketAssetValue(marketIndex?: number, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN;
     getSpotAssetValue(tokenAmount: BN, oraclePriceData: OraclePriceData, spotMarketAccount: SpotMarketAccount, marginCategory?: MarginCategory): BN;
     getNetSpotMarketValue(withWeightMarginCategory?: MarginCategory): BN;
     /**
@@ -108,11 +108,11 @@ export declare class ClearingHouseUser {
      * calculates position value in margin system
      * @returns : Precision QUOTE_PRECISION
      */
-    getPerpPositionValue(marketIndex: BN, oraclePriceData: OraclePriceData): BN;
+    getPerpPositionValue(marketIndex: number, oraclePriceData: OraclePriceData): BN;
     getPositionSide(currentPosition: Pick<PerpPosition, 'baseAssetAmount'>): PositionDirection | undefined;
     /**
      * calculates average exit price (optionally for closing up to 100% of position)
-     * @returns : Precision MARK_PRICE_PRECISION
+     * @returns : Precision PRICE_PRECISION
      */
     getPositionEstimatedExitPriceAndPnl(position: PerpPosition, amountToClose?: BN, useAMMClose?: boolean): [BN, BN];
     /**
@@ -125,7 +125,7 @@ export declare class ClearingHouseUser {
      * @params category {Initial, Partial, Maintenance}
      * @returns : Precision TEN_THOUSAND
      */
-    getMaxLeverage(marketIndex: BN | number, category?: MarginCategory): BN;
+    getMaxLeverage(marketIndex: number, category?: MarginCategory): BN;
     /**
      * calculates margin ratio: total collateral / |total position value|
      * @returns : Precision TEN_THOUSAND
@@ -142,16 +142,16 @@ export declare class ClearingHouseUser {
      * @param PerpPosition
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
      * @param partial
-     * @returns Precision : MARK_PRICE_PRECISION
+     * @returns Precision : PRICE_PRECISION
      */
     liquidationPrice(perpPosition: Pick<PerpPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex
      * @param closeQuoteAmount
-     * @returns : Precision MARK_PRICE_PRECISION
+     * @returns : Precision PRICE_PRECISION
      */
-    liquidationPriceAfterClose(positionMarketIndex: BN, closeQuoteAmount: BN): BN;
+    liquidationPriceAfterClose(positionMarketIndex: number, closeQuoteAmount: BN): BN;
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
      *
@@ -173,7 +173,7 @@ export declare class ClearingHouseUser {
      * @param tradeSide
      * @returns tradeSizeAllowed : Precision QUOTE_PRECISION
      */
-    getMaxTradeSizeUSDC(targetMarketIndex: BN, tradeSide: PositionDirection): BN;
+    getMaxTradeSizeUSDC(targetMarketIndex: number, tradeSide: PositionDirection): BN;
     /**
      * Returns the leverage ratio for the account after adding (or subtracting) the given quote size to the given position
      * @param targetMarketIndex
@@ -181,7 +181,7 @@ export declare class ClearingHouseUser {
      * @param tradeQuoteAmount
      * @returns leverageRatio : Precision TEN_THOUSAND
      */
-    accountLeverageRatioAfterTrade(targetMarketIndex: BN, tradeQuoteAmount: BN, tradeSide: PositionDirection): BN;
+    accountLeverageRatioAfterTrade(targetMarketIndex: number, tradeQuoteAmount: BN, tradeSide: PositionDirection): BN;
     /**
      * Calculates how much fee will be taken for a given sized trade
      * @param quoteAmount

package/lib/clearingHouseUser.js

@@ -60,7 +60,7 @@ class ClearingHouseUser {
      * @returns userPosition
      */
     getUserPosition(marketIndex) {
-        return this.getUserAccount().perpPositions.find((position) => position.marketIndex.eq(marketIndex));
+        return this.getUserAccount().perpPositions.find((position) => position.marketIndex === marketIndex);
     }
     getEmptyPosition(marketIndex) {
         return {
@@ -70,7 +70,7 @@ class ClearingHouseUser {
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
             quoteEntryAmount: numericConstants_1.ZERO,
-            openOrders: numericConstants_1.ZERO,
+            openOrders: 0,
             openBids: numericConstants_1.ZERO,
             openAsks: numericConstants_1.ZERO,
             settledPnl: numericConstants_1.ZERO,
@@ -266,11 +266,11 @@ class ClearingHouseUser {
         return this.getUserAccount().spotPositions.reduce((totalLiabilityValue, spotPosition) => {
             if ((0, spotPosition_1.isSpotPositionAvailable)(spotPosition) ||
                 (marketIndex !== undefined &&
-                    !spotPosition.marketIndex.eq(marketIndex))) {
+                    spotPosition.marketIndex !== marketIndex)) {
                 return totalLiabilityValue;
             }
             const spotMarketAccount = this.clearingHouse.getSpotMarketAccount(spotPosition.marketIndex);
-            if (spotPosition.marketIndex.eq(numericConstants_1.QUOTE_SPOT_MARKET_INDEX)) {
+            if (spotPosition.marketIndex === numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
                 if ((0, types_1.isVariant)(spotPosition.balanceType, 'borrow')) {
                     const tokenAmount = (0, spotBalance_1.getTokenAmount)(spotPosition.balance, spotMarketAccount, spotPosition.balanceType);
                     let weight = numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION;
@@ -338,12 +338,12 @@ class ClearingHouseUser {
         return this.getUserAccount().spotPositions.reduce((totalAssetValue, spotPosition) => {
             if ((0, spotPosition_1.isSpotPositionAvailable)(spotPosition) ||
                 (marketIndex !== undefined &&
-                    !spotPosition.marketIndex.eq(marketIndex))) {
+                    spotPosition.marketIndex !== marketIndex)) {
                 return totalAssetValue;
             }
             // Todo this needs to account for whether it's based on initial or maintenance requirements
             const spotMarketAccount = this.clearingHouse.getSpotMarketAccount(spotPosition.marketIndex);
-            if (spotPosition.marketIndex.eq(numericConstants_1.QUOTE_SPOT_MARKET_INDEX)) {
+            if (spotPosition.marketIndex === numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
                 if ((0, types_1.isVariant)(spotPosition.balanceType, 'deposit')) {
                     const tokenAmount = (0, spotBalance_1.getTokenAmount)(spotPosition.balance, spotMarketAccount, spotPosition.balanceType);
                     return totalAssetValue.add(tokenAmount);
@@ -444,7 +444,7 @@ class ClearingHouseUser {
             let baseAssetValue = baseAssetAmount
                 .abs()
                 .mul(valuationPrice)
-                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
+                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.PRICE_PRECISION));
             if (marginCategory) {
                 let marginRatio = new _1.BN((0, _1.calculateMarketMarginRatio)(market, baseAssetAmount.abs(), marginCategory));
                 if (marginCategory === 'Initial') {
@@ -482,7 +482,7 @@ class ClearingHouseUser {
     }
     /**
      * calculates average exit price (optionally for closing up to 100% of position)
-     * @returns : Precision MARK_PRICE_PRECISION
+     * @returns : Precision PRICE_PRECISION
      */
     getPositionEstimatedExitPriceAndPnl(position, amountToClose, useAMMClose = false) {
         const market = this.clearingHouse.getPerpMarketAccount(position.marketIndex);
@@ -490,7 +490,7 @@ class ClearingHouseUser {
         const oraclePriceData = this.getOracleDataForMarket(position.marketIndex);
         if (amountToClose) {
             if (amountToClose.eq(numericConstants_1.ZERO)) {
-                return [(0, _1.calculateMarkPrice)(market, oraclePriceData), numericConstants_1.ZERO];
+                return [(0, _1.calculateReservePrice)(market, oraclePriceData), numericConstants_1.ZERO];
             }
             position = {
                 baseAssetAmount: amountToClose,
@@ -511,12 +511,12 @@ class ClearingHouseUser {
         }
         const exitPrice = baseAssetValue
             .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-            .mul(numericConstants_1.MARK_PRICE_PRECISION)
+            .mul(numericConstants_1.PRICE_PRECISION)
             .div(position.baseAssetAmount.abs());
         const pnlPerBase = exitPrice.sub(entryPrice);
         const pnl = pnlPerBase
             .mul(position.baseAssetAmount)
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
+            .div(numericConstants_1.PRICE_PRECISION)
             .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
         return [exitPrice, pnl];
     }
@@ -591,7 +591,7 @@ class ClearingHouseUser {
      * @param PerpPosition
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
      * @param partial
-     * @returns Precision : MARK_PRICE_PRECISION
+     * @returns Precision : PRICE_PRECISION
      */
     liquidationPrice(perpPosition, positionBaseSizeChange = numericConstants_1.ZERO) {
         // solves formula for example canBeLiquidated below
@@ -619,7 +619,7 @@ class ClearingHouseUser {
             quoteAssetAmount: new _1.BN(0),
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             quoteEntryAmount: new _1.BN(0),
-            openOrders: new _1.BN(0),
+            openOrders: 0,
             openBids: new _1.BN(0),
             openAsks: new _1.BN(0),
             settledPnl: numericConstants_1.ZERO,
@@ -635,7 +635,7 @@ class ClearingHouseUser {
         // total position value after trade
         const totalPositionValueAfterTrade = totalPositionValueExcludingTargetMarket.add(proposedPerpPositionValue);
         const marginRequirementExcludingTargetMarket = this.getUserAccount().perpPositions.reduce((totalMarginRequirement, position) => {
-            if (!position.marketIndex.eq(perpPosition.marketIndex)) {
+            if (position.marketIndex !== perpPosition.marketIndex) {
                 const market = this.clearingHouse.getPerpMarketAccount(position.marketIndex);
                 const positionValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, position, this.getOracleDataForMarket(market.marketIndex));
                 const marketMarginRequirement = positionValue
@@ -675,7 +675,7 @@ class ClearingHouseUser {
         }
         let markPriceAfterTrade;
         if (positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
-            markPriceAfterTrade = (0, _1.calculateMarkPrice)(this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex), this.getOracleDataForMarket(perpPosition.marketIndex));
+            markPriceAfterTrade = (0, _1.calculateReservePrice)(this.clearingHouse.getPerpMarketAccount(perpPosition.marketIndex), this.getOracleDataForMarket(perpPosition.marketIndex));
         }
         else {
             const direction = positionBaseSizeChange.gt(numericConstants_1.ZERO)
@@ -692,7 +692,7 @@ class ClearingHouseUser {
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex
      * @param closeQuoteAmount
-     * @returns : Precision MARK_PRICE_PRECISION
+     * @returns : Precision PRICE_PRECISION
      */
     liquidationPriceAfterClose(positionMarketIndex, closeQuoteAmount) {
         const currentPosition = this.getUserPosition(positionMarketIndex) ||

package/lib/config.d.ts

@@ -1,7 +1,5 @@
-/// <reference types="bn.js" />
 import { PerpMarketConfig } from './constants/perpMarkets';
 import { SpotMarketConfig } from './constants/spotMarkets';
-import { BN } from '@project-serum/anchor';
 import { OracleInfo } from './oracles/types';
 declare type DriftConfig = {
     ENV: DriftEnv;
@@ -28,8 +26,8 @@ export declare const initialize: (props: {
     overrideEnv?: Partial<DriftConfig>;
 }) => DriftConfig;
 export declare function getMarketsAndOraclesForSubscription(env: DriftEnv): {
-    perpMarketIndexes: BN[];
-    spotMarketIndexes: BN[];
+    perpMarketIndexes: number[];
+    spotMarketIndexes: number[];
     oracleInfos: OracleInfo[];
 };
 export {};

package/lib/config.js

@@ -7,7 +7,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: '6MVFno8SFkVffGuCCQzg2wi8FvF8sPRFDNHa13ZPP9cK',
+        CLEARING_HOUSE_PROGRAM_ID: 'By7XjakxXVnQ9gMZ4VT98DenTgBCeP295A58ybzgwVPZ',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
         PERP_MARKETS: perpMarkets_1.DevnetPerpMarkets,
         SPOT_MARKETS: spotMarkets_1.DevnetSpotMarkets,

package/lib/constants/numericConstants.d.ts

@@ -9,17 +9,16 @@ export declare const BN_MAX: BN;
 export declare const TEN_MILLION: BN;
 export declare const MAX_LEVERAGE: BN;
 export declare const QUOTE_PRECISION_EXP: BN;
-export declare const FUNDING_PAYMENT_PRECISION_EXP: BN;
-export declare const MARK_PRICE_PRECISION_EXP: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: BN;
+export declare const PRICE_PRECISION_EXP: BN;
 export declare const FUNDING_RATE_PRECISION_EXP: BN;
 export declare const PEG_PRECISION_EXP: BN;
 export declare const AMM_RESERVE_PRECISION_EXP: BN;
-export declare const SPOT_MARKET_INTEREST_PRECISION_EXP: BN;
-export declare const SPOT_MARKET_INTEREST_PRECISION: BN;
+export declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_RATE_PRECISION: BN;
 export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
 export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: BN;
 export declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
-export declare const SPOT_MARKET_RATE_PRECISION: BN;
 export declare const SPOT_MARKET_WEIGHT_PRECISION: BN;
 export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: BN;
 export declare const SPOT_MARKET_BALANCE_PRECISION: BN;
@@ -27,8 +26,8 @@ export declare const SPOT_MARKET_IMF_PRECISION_EXP: BN;
 export declare const SPOT_MARKET_IMF_PRECISION: BN;
 export declare const LIQUIDATION_FEE_PRECISION: BN;
 export declare const QUOTE_PRECISION: BN;
-export declare const MARK_PRICE_PRECISION: BN;
-export declare const FUNDING_PAYMENT_PRECISION: BN;
+export declare const PRICE_PRECISION: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION: BN;
 export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
 export declare const BASE_PRECISION: BN;
@@ -40,6 +39,6 @@ export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const MARGIN_PRECISION: BN;
 export declare const BID_ASK_SPREAD_PRECISION: BN;
 export declare const ONE_YEAR: BN;
-export declare const QUOTE_SPOT_MARKET_INDEX: BN;
+export declare const QUOTE_SPOT_MARKET_INDEX = 0;
 export declare const LAMPORTS_PRECISION: BN;
 export declare const LAMPORTS_EXP: BN;

package/lib/constants/numericConstants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_INTEREST_PRECISION = exports.SPOT_MARKET_INTEREST_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
+exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_RATE_BUFFER_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
@@ -12,37 +12,36 @@ exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
 exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
 exports.MAX_LEVERAGE = new __1.BN(5);
 exports.QUOTE_PRECISION_EXP = new __1.BN(6);
-exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
-exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
-exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION_EXP = new __1.BN(3);
-exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
-exports.SPOT_MARKET_INTEREST_PRECISION_EXP = new __1.BN(6);
-exports.SPOT_MARKET_INTEREST_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_INTEREST_PRECISION_EXP);
+exports.FUNDING_RATE_BUFFER_PRECISION_EXP = new __1.BN(3);
+exports.PRICE_PRECISION_EXP = new __1.BN(6);
+exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP.mul(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
+exports.PEG_PRECISION_EXP = new __1.BN(6);
+exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(9);
+exports.SPOT_MARKET_RATE_PRECISION_EXP = new __1.BN(6);
+exports.SPOT_MARKET_RATE_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_RATE_PRECISION_EXP);
 exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = new __1.BN(10);
 exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP);
 exports.SPOT_MARKET_UTILIZATION_PRECISION = new __1.BN(1000000);
-exports.SPOT_MARKET_RATE_PRECISION = new __1.BN(1000000);
 exports.SPOT_MARKET_WEIGHT_PRECISION = new __1.BN(10000);
-exports.SPOT_MARKET_BALANCE_PRECISION_EXP = new __1.BN(6);
+exports.SPOT_MARKET_BALANCE_PRECISION_EXP = new __1.BN(9);
 exports.SPOT_MARKET_BALANCE_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_BALANCE_PRECISION_EXP);
 exports.SPOT_MARKET_IMF_PRECISION_EXP = new __1.BN(6);
 exports.SPOT_MARKET_IMF_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_IMF_PRECISION_EXP);
 exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
 exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
-exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
+exports.PRICE_PRECISION = new __1.BN(10).pow(exports.PRICE_PRECISION_EXP);
+exports.FUNDING_RATE_BUFFER_PRECISION = new __1.BN(10).pow(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
 exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
 exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
 exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
+exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^3
+exports.PRICE_DIV_PEG = exports.PRICE_PRECISION.div(exports.PEG_PRECISION); //10^1
+exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_PRECISION.div(exports.QUOTE_PRECISION); // 10^1
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^9
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
+exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000); // 10^6
 exports.ONE_YEAR = new __1.BN(31536000);
-exports.QUOTE_SPOT_MARKET_INDEX = new __1.BN(0);
+exports.QUOTE_SPOT_MARKET_INDEX = 0;
 exports.LAMPORTS_PRECISION = new __1.BN(web3_js_1.LAMPORTS_PER_SOL);
 exports.LAMPORTS_EXP = new __1.BN(Math.log10(web3_js_1.LAMPORTS_PER_SOL));

package/lib/constants/perpMarkets.d.ts

@@ -1,5 +1,4 @@
-/// <reference types="bn.js" />
-import { BN, OracleSource } from '../';
+import { OracleSource } from '../';
 import { DriftEnv } from '../';
 import { PublicKey } from '@solana/web3.js';
 export declare type PerpMarketConfig = {
@@ -7,7 +6,7 @@ export declare type PerpMarketConfig = {
     category?: string[];
     symbol: string;
     baseAssetSymbol: string;
-    marketIndex: BN;
+    marketIndex: number;
     launchTs: number;
     oracle: PublicKey;
     oracleSource: OracleSource;

package/lib/constants/perpMarkets.js

@@ -9,7 +9,7 @@ exports.DevnetPerpMarkets = [
         category: ['L1', 'Infra'],
         symbol: 'SOL-PERP',
         baseAssetSymbol: 'SOL',
-        marketIndex: new __1.BN(0),
+        marketIndex: 0,
         oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
         launchTs: 1655751353000,
         oracleSource: __1.OracleSource.PYTH,
@@ -19,7 +19,7 @@ exports.DevnetPerpMarkets = [
         category: ['L1', 'Payment'],
         symbol: 'BTC-PERP',
         baseAssetSymbol: 'BTC',
-        marketIndex: new __1.BN(1),
+        marketIndex: 1,
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         launchTs: 1655751353000,
         oracleSource: __1.OracleSource.PYTH,
@@ -29,7 +29,7 @@ exports.DevnetPerpMarkets = [
         category: ['L1', 'Infra'],
         symbol: 'ETH-PERP',
         baseAssetSymbol: 'ETH',
-        marketIndex: new __1.BN(2),
+        marketIndex: 2,
         oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
         launchTs: 1637691133472,
         oracleSource: __1.OracleSource.PYTH,

package/lib/constants/spotMarkets.d.ts

@@ -3,12 +3,13 @@ import { PublicKey } from '@solana/web3.js';
 import { BN, DriftEnv, OracleSource } from '../';
 export declare type SpotMarketConfig = {
     symbol: string;
-    marketIndex: BN;
+    marketIndex: number;
     oracle: PublicKey;
     mint: PublicKey;
     oracleSource: OracleSource;
     precision: BN;
     precisionExp: BN;
+    serumMarket?: PublicKey;
 };
 export declare const WRAPPED_SOL_MINT: PublicKey;
 export declare const DevnetSpotMarkets: SpotMarketConfig[];

package/lib/constants/spotMarkets.js

@@ -8,7 +8,7 @@ exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111
 exports.DevnetSpotMarkets = [
     {
         symbol: 'USDC',
-        marketIndex: new __1.BN(0),
+        marketIndex: 0,
         oracle: web3_js_1.PublicKey.default,
         oracleSource: __1.OracleSource.QUOTE_ASSET,
         mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
@@ -17,27 +17,29 @@ exports.DevnetSpotMarkets = [
     },
     {
         symbol: 'SOL',
-        marketIndex: new __1.BN(1),
+        marketIndex: 1,
         oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
         oracleSource: __1.OracleSource.PYTH,
         mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
         precision: numericConstants_1.LAMPORTS_PRECISION,
         precisionExp: numericConstants_1.LAMPORTS_EXP,
+        serumMarket: new web3_js_1.PublicKey('8N37SsnTu8RYxtjrV9SStjkkwVhmU8aCWhLvwduAPEKW'),
     },
     {
         symbol: 'BTC',
-        marketIndex: new __1.BN(2),
+        marketIndex: 2,
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         oracleSource: __1.OracleSource.PYTH,
         mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
         precision: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION,
         precisionExp: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION_EXP,
+        serumMarket: new web3_js_1.PublicKey('AGsmbVu3MS9u68GEYABWosQQCZwmLcBHu4pWEuBYH7Za'),
     },
 ];
 exports.MainnetSpotMarkets = [
     {
         symbol: 'USDC',
-        marketIndex: new __1.BN(0),
+        marketIndex: 0,
         oracle: web3_js_1.PublicKey.default,
         oracleSource: __1.OracleSource.QUOTE_ASSET,
         mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),

package/lib/dlob/DLOB.d.ts

@@ -52,22 +52,22 @@ export declare class DLOB {
     init(clearingHouse: ClearingHouse, userMap?: UserMap): Promise<boolean>;
     insertOrder(order: Order, userAccount: PublicKey, onInsert?: OrderBookCallback): void;
     trigger(order: Order, userAccount: PublicKey, onTrigger?: OrderBookCallback): void;
-    getListForOrder(order: Order): NodeList<any>;
-    findNodesToFill(marketIndex: BN, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
-    findCrossingNodesToFill(marketIndex: BN, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
-    findMarketNodesToFill(marketIndex: BN, slot: number, marketType: MarketType): NodeToFill[];
-    findJitAuctionNodesToFill(marketIndex: BN, slot: number, marketType: MarketType): NodeToFill[];
-    getMarketBids(marketIndex: BN, marketType: MarketType): Generator<DLOBNode>;
-    getMarketAsks(marketIndex: BN, marketType: MarketType): Generator<DLOBNode>;
-    getAsks(marketIndex: BN, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    getBids(marketIndex: BN, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getListForOrder(order: Order): NodeList<any> | undefined;
+    findNodesToFill(marketIndex: number, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findCrossingNodesToFill(marketIndex: number, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findMarketNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
+    findJitAuctionNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
+    getMarketBids(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
+    getMarketAsks(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
+    getAsks(marketIndex: number, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getBids(marketIndex: number, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     findCrossingOrders(askNode: DLOBNode, bidNode: DLOBNode, oraclePriceData: OraclePriceData, slot: number): {
         crossingNodes?: NodeToFill;
         exhaustedSide?: Side;
     };
-    getBestAsk(marketIndex: BN, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
-    getBestBid(marketIndex: BN, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
-    findNodesToTrigger(marketIndex: BN, slot: number, oraclePrice: BN, marketType: MarketType): NodeToTrigger[];
-    printTopOfOrderLists(sdkConfig: any, clearingHouse: ClearingHouse, slotSubscriber: SlotSubscriber, marketIndex: BN, marketType: MarketType): void;
+    getBestAsk(marketIndex: number, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    getBestBid(marketIndex: number, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    findNodesToTrigger(marketIndex: number, slot: number, oraclePrice: BN, marketType: MarketType): NodeToTrigger[];
+    printTopOfOrderLists(sdkConfig: any, clearingHouse: ClearingHouse, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void;
 }
 export {};