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

package/lib/dlob/DLOB.js

@@ -25,8 +25,8 @@ class DLOB {
         this.marketIndexToAccount.set('spot', new Map());
         for (const market of perpMarkets) {
             const marketIndex = market.marketIndex;
-            this.marketIndexToAccount.get('perp').set(marketIndex.toNumber(), market);
-            this.orderLists.get('perp').set(marketIndex.toNumber(), {
+            this.marketIndexToAccount.get('perp').set(marketIndex, market);
+            this.orderLists.get('perp').set(marketIndex, {
                 limit: {
                     ask: new NodeList_1.NodeList('limit', 'asc'),
                     bid: new NodeList_1.NodeList('limit', 'desc'),
@@ -47,8 +47,8 @@ class DLOB {
         }
         for (const market of spotMarkets) {
             const marketIndex = market.marketIndex;
-            this.marketIndexToAccount.get('spot').set(marketIndex.toNumber(), market);
-            this.orderLists.get('spot').set(marketIndex.toNumber(), {
+            this.marketIndexToAccount.get('spot').set(marketIndex, market);
+            this.orderLists.get('spot').set(marketIndex, {
                 limit: {
                     ask: new NodeList_1.NodeList('limit', 'asc'),
                     bid: new NodeList_1.NodeList('limit', 'desc'),
@@ -103,6 +103,7 @@ class DLOB {
         return true;
     }
     insertOrder(order, userAccount, onInsert) {
+        var _a;
         if ((0, __1.isVariant)(order.status, 'init')) {
             return;
         }
@@ -112,25 +113,21 @@ class DLOB {
                 .get(marketType)
                 .add((0, NodeList_1.getOrderSignature)(order.orderId, userAccount));
         }
-        this.getListForOrder(order).insert(order, marketType, this.marketIndexToAccount
-            .get(marketType)
-            .get(order.marketIndex.toNumber()), userAccount);
+        (_a = this.getListForOrder(order)) === null || _a === void 0 ? void 0 : _a.insert(order, marketType, this.marketIndexToAccount.get(marketType).get(order.marketIndex), userAccount);
         if (onInsert) {
             onInsert();
         }
     }
     trigger(order, userAccount, onTrigger) {
+        var _a;
         if ((0, __1.isVariant)(order.status, 'init')) {
             return;
         }
         const marketType = (0, __1.getVariant)(order.marketType);
-        const triggerList = this.orderLists
-            .get(marketType)
-            .get(order.marketIndex.toNumber()).trigger[(0, __1.isVariant)(order.triggerCondition, 'above') ? 'above' : 'below'];
+        const triggerList = this.orderLists.get(marketType).get(order.marketIndex)
+            .trigger[(0, __1.isVariant)(order.triggerCondition, 'above') ? 'above' : 'below'];
         triggerList.remove(order, userAccount);
-        this.getListForOrder(order).insert(order, marketType, this.marketIndexToAccount
-            .get(marketType)
-            .get(order.marketIndex.toNumber()), userAccount);
+        (_a = this.getListForOrder(order)) === null || _a === void 0 ? void 0 : _a.insert(order, marketType, this.marketIndexToAccount.get(marketType).get(order.marketIndex), userAccount);
         if (onTrigger) {
             onTrigger();
         }
@@ -159,7 +156,10 @@ class DLOB {
             subType = (0, __1.isVariant)(order.direction, 'long') ? 'bid' : 'ask';
         }
         const marketType = (0, __1.getVariant)(order.marketType);
-        return this.orderLists.get(marketType).get(order.marketIndex.toNumber())[type][subType];
+        if (!this.orderLists.has(marketType)) {
+            return undefined;
+        }
+        return this.orderLists.get(marketType).get(order.marketIndex)[type][subType];
     }
     findNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData) {
         // Find all the crossing nodes
@@ -244,14 +244,14 @@ class DLOB {
         const marketTypeStr = (0, __1.getVariant)(marketType);
         return this.orderLists
             .get(marketTypeStr)
-            .get(marketIndex.toNumber())
+            .get(marketIndex)
             .market.bid.getGenerator();
     }
     getMarketAsks(marketIndex, marketType) {
         const marketTypeStr = (0, __1.getVariant)(marketType);
         return this.orderLists
             .get(marketTypeStr)
-            .get(marketIndex.toNumber())
+            .get(marketIndex)
             .market.ask.getGenerator();
     }
     *getAsks(marketIndex, vAsk, slot, marketType, oraclePriceData) {
@@ -259,9 +259,7 @@ class DLOB {
             throw new Error('Must provide OraclePriceData to get spot asks');
         }
         const marketTypeStr = (0, __1.getVariant)(marketType);
-        const nodeLists = this.orderLists
-            .get(marketTypeStr)
-            .get(marketIndex.toNumber());
+        const nodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
         const generatorList = [
             nodeLists.limit.ask.getGenerator(),
             nodeLists.floatingLimit.ask.getGenerator(),
@@ -305,9 +303,7 @@ class DLOB {
             throw new Error('Must provide OraclePriceData to get spot bids');
         }
         const marketTypeStr = (0, __1.getVariant)(marketType);
-        const nodeLists = this.orderLists
-            .get(marketTypeStr)
-            .get(marketIndex.toNumber());
+        const nodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
         const generatorList = [
             nodeLists.limit.bid.getGenerator(),
             nodeLists.floatingLimit.bid.getGenerator(),
@@ -480,7 +476,7 @@ class DLOB {
         const marketTypeStr = (0, __1.getVariant)(marketType);
         for (const node of this.orderLists
             .get(marketTypeStr)
-            .get(marketIndex.toNumber())
+            .get(marketIndex)
             .trigger.above.getGenerator()) {
             if (oraclePrice.gt(node.order.triggerPrice)) {
                 if ((0, __1.isAuctionComplete)(node.order, slot)) {
@@ -495,7 +491,7 @@ class DLOB {
         }
         for (const node of this.orderLists
             .get(marketTypeStr)
-            .get(marketIndex.toNumber())
+            .get(marketIndex)
             .trigger.below.getGenerator()) {
             if (oraclePrice.lt(node.order.triggerPrice)) {
                 if ((0, __1.isAuctionComplete)(node.order, slot)) {
@@ -520,18 +516,18 @@ class DLOB {
             const bestAsk = this.getBestAsk(marketIndex, vAsk, slot, marketType, oraclePriceData);
             const bestBid = this.getBestBid(marketIndex, vBid, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new __1.BN(2));
-            const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.MARK_PRICE_PRECISION) /
-                (0, __1.convertToNumber)(oraclePriceData.price, __1.MARK_PRICE_PRECISION) -
+            const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION) /
+                (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            const askSpread = ((0, __1.convertToNumber)(bestAsk, __1.MARK_PRICE_PRECISION) /
-                (0, __1.convertToNumber)(oraclePriceData.price, __1.MARK_PRICE_PRECISION) -
+            const askSpread = ((0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION) /
+                (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            console.log(`Market ${sdkConfig.MARKETS[marketIndex.toNumber()].symbol} Orders`);
-            console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.MARK_PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
-            console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.MARK_PRICE_PRECISION).toFixed(3));
-            console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.MARK_PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);
+            console.log(`Market ${sdkConfig.MARKETS[marketIndex].symbol} Orders`);
+            console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
+            console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.PRICE_PRECISION).toFixed(3));
+            console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);
         }
         else if ((0, __1.isVariant)(marketType, 'spot')) {
             const slot = slotSubscriber.getSlot();
@@ -539,18 +535,18 @@ class DLOB {
             const bestAsk = this.getBestAsk(marketIndex, undefined, slot, marketType, oraclePriceData);
             const bestBid = this.getBestBid(marketIndex, undefined, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new __1.BN(2));
-            const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.MARK_PRICE_PRECISION) /
-                (0, __1.convertToNumber)(oraclePriceData.price, __1.MARK_PRICE_PRECISION) -
+            const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION) /
+                (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            const askSpread = ((0, __1.convertToNumber)(bestAsk, __1.MARK_PRICE_PRECISION) /
-                (0, __1.convertToNumber)(oraclePriceData.price, __1.MARK_PRICE_PRECISION) -
+            const askSpread = ((0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION) /
+                (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            console.log(`Market ${sdkConfig.MARKETS[marketIndex.toNumber()].symbol} Orders`);
-            console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.MARK_PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
-            console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.MARK_PRICE_PRECISION).toFixed(3));
-            console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.MARK_PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);
+            console.log(`Market ${sdkConfig.MARKETS[marketIndex].symbol} Orders`);
+            console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
+            console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.PRICE_PRECISION).toFixed(3));
+            console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);
         }
     }
 }

package/lib/dlob/DLOBNode.js

@@ -17,11 +17,11 @@ class OrderNode {
         msg += ` ${(0, __1.isVariant)(this.order.direction, 'long') ? 'LONG' : 'SHORT'} `;
         msg += `${(0, __1.convertToNumber)(this.order.baseAssetAmount, __1.AMM_RESERVE_PRECISION).toFixed(3)}`;
         if (this.order.price.gt(__1.ZERO)) {
-            msg += ` @ ${(0, __1.convertToNumber)(this.order.price, __1.MARK_PRICE_PRECISION).toFixed(3)}`;
+            msg += ` @ ${(0, __1.convertToNumber)(this.order.price, __1.PRICE_PRECISION).toFixed(3)}`;
         }
         if (this.order.triggerPrice.gt(__1.ZERO)) {
             msg += ` ${(0, __1.isVariant)(this.order.triggerCondition, 'below') ? 'BELOW' : 'ABOVE'}`;
-            msg += ` ${(0, __1.convertToNumber)(this.order.triggerPrice, __1.MARK_PRICE_PRECISION).toFixed(3)}`;
+            msg += ` ${(0, __1.convertToNumber)(this.order.triggerPrice, __1.PRICE_PRECISION).toFixed(3)}`;
         }
         return msg;
     }

package/lib/events/sort.js

@@ -15,7 +15,7 @@ function orderActionRecordSortFn(currentEvent, newEvent) {
     var _a, _b;
     const currentEventMarketIndex = currentEvent.marketIndex;
     const newEventMarketIndex = newEvent.marketIndex;
-    if (!currentEventMarketIndex.eq(newEventMarketIndex)) {
+    if (currentEventMarketIndex !== newEventMarketIndex) {
         return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
     }
     if (((_a = currentEvent.fillRecordId) === null || _a === void 0 ? void 0 : _a.gt(index_1.ZERO)) && ((_b = newEvent.fillRecordId) === null || _b === void 0 ? void 0 : _b.gt(index_1.ZERO))) {

package/lib/examples/makeTradeExample.js

@@ -63,13 +63,13 @@ const main = async () => {
     await user.subscribe();
     // Get current price
     const solMarketInfo = sdkConfig.PERP_MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
-    const currentMarketPrice = (0, __2.calculateMarkPrice)(clearingHouse.getPerpMarketAccount(solMarketInfo.marketIndex), undefined);
-    const formattedPrice = (0, __2.convertToNumber)(currentMarketPrice, __2.MARK_PRICE_PRECISION);
+    const currentMarketPrice = (0, __2.calculateReservePrice)(clearingHouse.getPerpMarketAccount(solMarketInfo.marketIndex), undefined);
+    const formattedPrice = (0, __2.convertToNumber)(currentMarketPrice, __2.PRICE_PRECISION);
     console.log(`Current Market Price is $${formattedPrice}`);
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = clearingHouse.getPerpMarketAccount(solMarketInfo.marketIndex);
     const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
-    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.MARK_PRICE_PRECISION);
+    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.PRICE_PRECISION);
     console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
     // Make a $5000 LONG trade
     await clearingHouse.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);