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

package/lib/oracles/pythClient.js

@@ -29,7 +29,7 @@ function convertPythPrice(price, exponent) {
     exponent = Math.abs(exponent);
     const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
     return new anchor_1.BN(price * Math.pow(10, exponent))
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(numericConstants_1.PRICE_PRECISION)
         .div(pythPrecision);
 }
 exports.convertPythPrice = convertPythPrice;

package/lib/oracles/quoteAssetOracleClient.js

@@ -4,7 +4,7 @@ exports.QuoteAssetOracleClient = exports.QUOTE_ORACLE_PRICE_DATA = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 exports.QUOTE_ORACLE_PRICE_DATA = {
-    price: numericConstants_1.MARK_PRICE_PRECISION,
+    price: numericConstants_1.PRICE_PRECISION,
     slot: new anchor_1.BN(0),
     confidence: new anchor_1.BN(1),
     hasSufficientNumberOfDataPoints: true,

package/lib/oracles/switchboardClient.js

@@ -53,6 +53,6 @@ function getSwitchboardProgram(connection) {
 function convertSwitchboardDecimal(switchboardDecimal) {
     const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
     return switchboardDecimal.mantissa
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(numericConstants_1.PRICE_PRECISION)
         .div(switchboardPrecision);
 }

package/lib/types.d.ts

@@ -194,7 +194,7 @@ export declare type DepositRecord = {
         deposit?: any;
         withdraw?: any;
     };
-    marketIndex: BN;
+    marketIndex: number;
     amount: BN;
     oraclePrice: BN;
     referrer: PublicKey;
@@ -204,7 +204,7 @@ export declare type DepositRecord = {
 export declare type CurveRecord = {
     ts: BN;
     recordId: BN;
-    marketIndex: BN;
+    marketIndex: number;
     pegMultiplierBefore: BN;
     baseAssetReserveBefore: BN;
     quoteAssetReserveBefore: BN;
@@ -223,7 +223,7 @@ export declare type CurveRecord = {
 export declare type InsuranceFundRecord = {
     ts: BN;
     bankIndex: BN;
-    marketIndex: BN;
+    marketIndex: number;
     userIfFactor: BN;
     totalIfFactor: BN;
     vaultAmountBefore: BN;
@@ -237,7 +237,7 @@ export declare type LPRecord = {
     user: PublicKey;
     action: LPAction;
     nShares: BN;
-    marketIndex: BN;
+    marketIndex: number;
     deltaBaseAssetAmount: BN;
     deltaQuoteAssetAmount: BN;
     pnl: BN;
@@ -256,7 +256,7 @@ export declare class LPAction {
 export declare type FundingRateRecord = {
     ts: BN;
     recordId: BN;
-    marketIndex: BN;
+    marketIndex: number;
     fundingRate: BN;
     fundingRateLong: BN;
     fundingRateShort: BN;
@@ -272,7 +272,7 @@ export declare type FundingPaymentRecord = {
     ts: BN;
     userAuthority: PublicKey;
     user: PublicKey;
-    marketIndex: BN;
+    marketIndex: number;
     fundingPayment: BN;
     baseAssetAmount: BN;
     userLastCumulativeFunding: BN;
@@ -317,7 +317,7 @@ export declare class LiquidationType {
     };
 }
 export declare type LiquidatePerpRecord = {
-    marketIndex: BN;
+    marketIndex: number;
     oraclePrice: BN;
     baseAssetAmount: BN;
     quoteAssetAmount: BN;
@@ -330,44 +330,44 @@ export declare type LiquidatePerpRecord = {
     ifFee: BN;
 };
 export declare type LiquidateBorrowRecord = {
-    assetMarketIndex: BN;
+    assetMarketIndex: number;
     assetPrice: BN;
     assetTransfer: BN;
-    liabilityMarketIndex: BN;
+    liabilityMarketIndex: number;
     liabilityPrice: BN;
     liabilityTransfer: BN;
     ifFee: BN;
 };
 export declare type LiquidateBorrowForPerpPnlRecord = {
-    perpMarketIndex: BN;
+    perpMarketIndex: number;
     marketOraclePrice: BN;
     pnlTransfer: BN;
-    liabilityMarketIndex: BN;
+    liabilityMarketIndex: number;
     liabilityPrice: BN;
     liabilityTransfer: BN;
 };
 export declare type LiquidatePerpPnlForDepositRecord = {
-    perpMarketIndex: BN;
+    perpMarketIndex: number;
     marketOraclePrice: BN;
     pnlTransfer: BN;
-    assetMarketIndex: BN;
+    assetMarketIndex: number;
     assetPrice: BN;
     assetTransfer: BN;
 };
 export declare type PerpBankruptcyRecord = {
-    marketIndex: BN;
+    marketIndex: number;
     pnl: BN;
     cumulativeFundingRateDelta: BN;
 };
 export declare type BorrowBankruptcyRecord = {
-    marketIndex: BN;
+    marketIndex: number;
     borrowAmount: BN;
     cumulativeDepositInterestDelta: BN;
 };
 export declare type SettlePnlRecord = {
     ts: BN;
     user: PublicKey;
-    marketIndex: BN;
+    marketIndex: number;
     pnl: BN;
     baseAssetAmount: BN;
     quoteAssetAmountAfter: BN;
@@ -383,33 +383,30 @@ export declare type OrderActionRecord = {
     ts: BN;
     action: OrderAction;
     actionExplanation: OrderActionExplanation;
-    marketIndex: BN;
+    marketIndex: number;
+    marketType: MarketType;
     filler: PublicKey | null;
     fillerReward: BN | null;
     fillRecordId: BN | null;
-    referrer: PublicKey | null;
     baseAssetAmountFilled: BN | null;
     quoteAssetAmountFilled: BN | null;
-    takerPnl: BN | null;
-    makerPnl: BN | null;
     takerFee: BN | null;
-    makerRebate: BN | null;
-    referrerReward: BN | null;
-    refereeDiscount: BN | null;
+    makerFee: BN | null;
+    referrerReward: number | null;
     quoteAssetAmountSurplus: BN | null;
     taker: PublicKey | null;
     takerOrderId: BN | null;
     takerOrderDirection: PositionDirection | null;
     takerOrderBaseAssetAmount: BN | null;
-    takerOrderBaseAssetAmountFilled: BN | null;
-    takerOrderQuoteAssetAmountFilled: BN | null;
+    takerOrderCumulativeBaseAssetAmountFilled: BN | null;
+    takerOrderCumulativeQuoteAssetAmountFilled: BN | null;
     takerOrderFee: BN | null;
     maker: PublicKey | null;
     makerOrderId: BN | null;
     makerOrderDirection: PositionDirection | null;
     makerOrderBaseAssetAmount: BN | null;
-    makerOrderBaseAssetAmountFilled: BN | null;
-    makerOrderQuoteAssetAmountFilled: BN | null;
+    makerOrderCumulativeBaseAssetAmountFilled: BN | null;
+    makerOrderCumulativeQuoteAssetAmountFilled: BN | null;
     makerOrderFee: BN | null;
     oraclePrice: BN;
 };
@@ -418,15 +415,14 @@ export declare type StateAccount = {
     fundingPaused: boolean;
     exchangePaused: boolean;
     adminControlsPrices: boolean;
-    insuranceVault: PublicKey;
     totalFee: BN;
     totalFeeWithdrawn: BN;
     whitelistMint: PublicKey;
     discountMint: PublicKey;
     oracleGuardRails: OracleGuardRails;
     maxDeposit: BN;
-    numberOfMarkets: BN;
-    numberOfSpotMarkets: BN;
+    numberOfMarkets: number;
+    numberOfSpotMarkets: number;
     minOrderQuoteAssetAmount: BN;
     signer: PublicKey;
     signerNonce: number;
@@ -434,6 +430,7 @@ export declare type StateAccount = {
     minPerpAuctionDuration: number;
     defaultSpotAuctionDuration: number;
     liquidationMarginBufferRatio: number;
+    srmVault: PublicKey;
     perpFeeStructure: FeeStructure;
     spotFeeStructure: FeeStructure;
 };
@@ -442,7 +439,7 @@ export declare type PerpMarketAccount = {
     contractType: ContractType;
     expiryTs: BN;
     settlementPrice: BN;
-    marketIndex: BN;
+    marketIndex: number;
     pubkey: PublicKey;
     amm: AMM;
     baseAssetAmount: BN;
@@ -466,11 +463,30 @@ export declare type PerpMarketAccount = {
     quoteSettledInsurance: BN;
     quoteMaxInsurance: BN;
 };
+export declare type HistoricalOracleData = {
+    lastOraclePrice: BN;
+    lastOracleDelay: BN;
+    lastOracleConf: BN;
+    lastOraclePriceTwap: BN;
+    lastOraclePriceTwap5min: BN;
+    lastOraclePriceTwapTs: BN;
+};
+export declare type HistoricalIndexData = {
+    lastIndexBidPrice: BN;
+    lastIndexAskPrice: BN;
+    lastIndexPriceTwap: BN;
+    lastIndexPriceTwap5Min: BN;
+    lastIndexPriceTwapTs: BN;
+};
 export declare type SpotMarketAccount = {
-    marketIndex: BN;
+    marketIndex: number;
     pubkey: PublicKey;
     mint: PublicKey;
     vault: PublicKey;
+    oracle: PublicKey;
+    oracleSource: OracleSource;
+    historicalOracleData: HistoricalOracleData;
+    historicalIndexData: HistoricalIndexData;
     insuranceFundVault: PublicKey;
     insuranceWithdrawEscrowPeriod: BN;
     revenuePool: PoolBalance;
@@ -489,7 +505,6 @@ export declare type SpotMarketAccount = {
     borrowBalance: BN;
     lastInterestTs: BN;
     lastTwapTs: BN;
-    oracle: PublicKey;
     initialAssetWeight: BN;
     maintenanceAssetWeight: BN;
     initialLiabilityWeight: BN;
@@ -519,21 +534,17 @@ export declare type AMM = {
     lastMarkPriceTwap: BN;
     lastMarkPriceTwap5min: BN;
     lastMarkPriceTwapTs: BN;
-    lastOraclePriceTwap: BN;
-    lastOraclePriceTwap5min: BN;
-    lastOraclePriceTwapTs: BN;
-    lastOracleMarkSpreadPct: BN;
-    lastOracleConfPct: BN;
     oracle: PublicKey;
     oracleSource: OracleSource;
+    historicalOracleData: HistoricalOracleData;
+    lastOracleMarkSpreadPct: BN;
+    lastOracleConfPct: BN;
     fundingPeriod: BN;
     quoteAssetReserve: BN;
     pegMultiplier: BN;
     cumulativeFundingRateLong: BN;
     cumulativeFundingRateShort: BN;
     cumulativeFundingRateLp: BN;
-    cumulativeRepegRebateLong: BN;
-    cumulativeRepegRebateShort: BN;
     totalFeeMinusDistributions: BN;
     totalFeeWithdrawn: BN;
     totalFee: BN;
@@ -546,7 +557,6 @@ export declare type AMM = {
     baseAssetAmountStepSize: BN;
     maxBaseAssetAmountRatio: number;
     maxSlippageRatio: number;
-    lastOraclePrice: BN;
     baseSpread: number;
     curveUpdateIntensity: number;
     netBaseAssetAmount: BN;
@@ -575,10 +585,10 @@ export declare type PerpPosition = {
     baseAssetAmount: BN;
     remainderBaseAssetAmount: BN;
     lastCumulativeFundingRate: BN;
-    marketIndex: BN;
+    marketIndex: number;
     quoteAssetAmount: BN;
     quoteEntryAmount: BN;
-    openOrders: BN;
+    openOrders: number;
     openBids: BN;
     openAsks: BN;
     settledPnl: BN;
@@ -622,12 +632,13 @@ export declare type UserAccount = {
     customMarginRatio: number;
 };
 export declare type SpotPosition = {
-    marketIndex: BN;
+    marketIndex: number;
     balanceType: SpotBalanceType;
     balance: BN;
     openOrders: number;
     openBids: BN;
     openAsks: BN;
+    cumulativeDeposits: BN;
 };
 export declare type Order = {
     status: OrderStatus;
@@ -637,7 +648,7 @@ export declare type Order = {
     slot: BN;
     orderId: BN;
     userOrderId: number;
-    marketIndex: BN;
+    marketIndex: number;
     price: BN;
     baseAssetAmount: BN;
     baseAssetAmountFilled: BN;
@@ -665,7 +676,7 @@ export declare type OrderParams = {
     direction: PositionDirection;
     baseAssetAmount: BN;
     price: BN;
-    marketIndex: BN;
+    marketIndex: number;
     reduceOnly: boolean;
     postOnly: boolean;
     immediateOrCancel: boolean;
@@ -679,7 +690,7 @@ export declare type OrderParams = {
 };
 export declare type NecessaryOrderParams = {
     orderType: OrderType;
-    marketIndex: BN;
+    marketIndex: number;
     baseAssetAmount: BN;
     direction: PositionDirection;
 };
@@ -699,7 +710,7 @@ export declare const DefaultOrderParams: {
     };
     baseAssetAmount: BN;
     price: BN;
-    marketIndex: BN;
+    marketIndex: number;
     reduceOnly: boolean;
     postOnly: boolean;
     immediateOrCancel: boolean;
@@ -762,7 +773,8 @@ export declare type OracleGuardRails = {
         markOracleDivergenceDenominator: BN;
     };
     validity: {
-        slotsBeforeStale: BN;
+        slotsBeforeStaleForAmm: BN;
+        slotsBeforeStaleForMargin: BN;
         confidenceIntervalMaxSize: BN;
         tooVolatileRatio: BN;
     };
@@ -770,7 +782,7 @@ export declare type OracleGuardRails = {
 };
 export declare type MarginCategory = 'Initial' | 'Maintenance';
 export declare type InsuranceFundStake = {
-    marketIndex: BN;
+    marketIndex: number;
     authority: PublicKey;
     ifShares: BN;
     ifBase: BN;
@@ -782,7 +794,7 @@ export declare type SerumV3FulfillmentConfigAccount = {
     fulfillmentType: SpotFulfillmentType;
     status: SpotFulfillmentStatus;
     pubkey: PublicKey;
-    marketIndex: BN;
+    marketIndex: number;
     serumProgramId: PublicKey;
     serumMarket: PublicKey;
     serumRequestQueue: PublicKey;

package/lib/types.js

@@ -154,7 +154,7 @@ exports.DefaultOrderParams = {
     direction: PositionDirection.LONG,
     baseAssetAmount: _1.ZERO,
     price: _1.ZERO,
-    marketIndex: _1.ZERO,
+    marketIndex: 0,
     reduceOnly: false,
     postOnly: false,
     immediateOrCancel: false,

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.29",
+	"version": "0.2.0-master.30",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -31,6 +31,7 @@
 		"access": "public"
 	},
 	"dependencies": {
+		"@project-serum/serum": "^0.13.38",
 		"@project-serum/anchor": "0.24.2",
 		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",

package/src/accounts/pollingClearingHouseAccountSubscriber.ts

@@ -6,7 +6,7 @@ import {
 	NotSubscribedError,
 	OraclesToPoll,
 } from './types';
-import { BN, Program } from '@project-serum/anchor';
+import { Program } from '@project-serum/anchor';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import {
@@ -32,8 +32,8 @@ export class PollingClearingHouseAccountSubscriber
 {
 	isSubscribed: boolean;
 	program: Program;
-	perpMarketIndexes: BN[];
-	spotMarketIndexes: BN[];
+	perpMarketIndexes: number[];
+	spotMarketIndexes: number[];
 	oracleInfos: OracleInfo[];
 	oracleClientCache = new OracleClientCache();
 
@@ -57,8 +57,8 @@ export class PollingClearingHouseAccountSubscriber
 	public constructor(
 		program: Program,
 		accountLoader: BulkAccountLoader,
-		perpMarketIndexes: BN[],
-		spotMarketIndexes: BN[],
+		perpMarketIndexes: number[],
+		spotMarketIndexes: number[],
 		oracleInfos: OracleInfo[]
 	) {
 		this.isSubscribed = false;
@@ -132,7 +132,7 @@ export class PollingClearingHouseAccountSubscriber
 		return true;
 	}
 
-	async addMarketAccountToPoll(marketIndex: BN): Promise<boolean> {
+	async addMarketAccountToPoll(marketIndex: number): Promise<boolean> {
 		const marketPublicKey = await getMarketPublicKey(
 			this.program.programId,
 			marketIndex
@@ -142,7 +142,7 @@ export class PollingClearingHouseAccountSubscriber
 			key: 'perpMarket',
 			publicKey: marketPublicKey,
 			eventType: 'perpMarketAccountUpdate',
-			mapKey: marketIndex.toNumber(),
+			mapKey: marketIndex,
 		});
 
 		return true;
@@ -156,7 +156,7 @@ export class PollingClearingHouseAccountSubscriber
 		return true;
 	}
 
-	async addSpotMarketAccountToPoll(marketIndex: BN): Promise<boolean> {
+	async addSpotMarketAccountToPoll(marketIndex: number): Promise<boolean> {
 		const marketPublicKey = await getSpotMarketPublicKey(
 			this.program.programId,
 			marketIndex
@@ -166,7 +166,7 @@ export class PollingClearingHouseAccountSubscriber
 			key: 'spotMarket',
 			publicKey: marketPublicKey,
 			eventType: 'spotMarketAccountUpdate',
-			mapKey: marketIndex.toNumber(),
+			mapKey: marketIndex,
 		});
 		return true;
 	}
@@ -353,14 +353,14 @@ export class PollingClearingHouseAccountSubscriber
 		this.isSubscribed = false;
 	}
 
-	async addSpotMarket(marketIndex: BN): Promise<boolean> {
+	async addSpotMarket(marketIndex: number): Promise<boolean> {
 		await this.addSpotMarketAccountToPoll(marketIndex);
 		const accountToPoll = this.accountsToPoll.get(marketIndex.toString());
 		this.addAccountToAccountLoader(accountToPoll);
 		return true;
 	}
 
-	async addPerpMarket(marketIndex: BN): Promise<boolean> {
+	async addPerpMarket(marketIndex: number): Promise<boolean> {
 		await this.addMarketAccountToPoll(marketIndex);
 		const accountToPoll = this.accountsToPoll.get(marketIndex.toString());
 		this.addAccountToAccountLoader(accountToPoll);
@@ -394,9 +394,9 @@ export class PollingClearingHouseAccountSubscriber
 	}
 
 	public getMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<PerpMarketAccount> | undefined {
-		return this.perpMarket.get(marketIndex.toNumber());
+		return this.perpMarket.get(marketIndex);
 	}
 
 	public getMarketAccountsAndSlots(): DataAndSlot<PerpMarketAccount>[] {
@@ -404,9 +404,9 @@ export class PollingClearingHouseAccountSubscriber
 	}
 
 	public getSpotMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<SpotMarketAccount> | undefined {
-		return this.spotMarket.get(marketIndex.toNumber());
+		return this.spotMarket.get(marketIndex);
 	}
 
 	public getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[] {

package/src/accounts/types.ts

@@ -11,7 +11,6 @@ import { EventEmitter } from 'events';
 import { PublicKey } from '@solana/web3.js';
 import { AccountInfo } from '@solana/spl-token';
 import { OracleInfo, OraclePriceData } from '..';
-import { BN } from '@project-serum/anchor';
 
 export interface AccountSubscriber<T> {
 	dataAndSlot?: DataAndSlot<T>;
@@ -42,17 +41,17 @@ export interface ClearingHouseAccountSubscriber {
 	fetch(): Promise<void>;
 	unsubscribe(): Promise<void>;
 
-	addPerpMarket(marketIndex: BN): Promise<boolean>;
-	addSpotMarket(marketIndex: BN): Promise<boolean>;
+	addPerpMarket(marketIndex: number): Promise<boolean>;
+	addSpotMarket(marketIndex: number): Promise<boolean>;
 	addOracle(oracleInfo: OracleInfo): Promise<boolean>;
 
 	getStateAccountAndSlot(): DataAndSlot<StateAccount>;
 	getMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<PerpMarketAccount> | undefined;
 	getMarketAccountsAndSlots(): DataAndSlot<PerpMarketAccount>[];
 	getSpotMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<SpotMarketAccount> | undefined;
 	getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[];
 	getOraclePriceDataAndSlot(

package/src/accounts/webSocketClearingHouseAccountSubscriber.ts

@@ -5,7 +5,7 @@ import {
 } from './types';
 import { AccountSubscriber, NotSubscribedError } from './types';
 import { SpotMarketAccount, PerpMarketAccount, StateAccount } from '../types';
-import { BN, Program } from '@project-serum/anchor';
+import { Program } from '@project-serum/anchor';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import {
@@ -25,8 +25,8 @@ export class WebSocketClearingHouseAccountSubscriber
 {
 	isSubscribed: boolean;
 	program: Program;
-	perpMarketIndexes: BN[];
-	spotMarketIndexes: BN[];
+	perpMarketIndexes: number[];
+	spotMarketIndexes: number[];
 	oracleInfos: OracleInfo[];
 	oracleClientCache = new OracleClientCache();
 
@@ -48,8 +48,8 @@ export class WebSocketClearingHouseAccountSubscriber
 
 	public constructor(
 		program: Program,
-		perpMarketIndexes: BN[],
-		spotMarketIndexes: BN[],
+		perpMarketIndexes: number[],
+		spotMarketIndexes: number[],
 		oracleInfos: OracleInfo[]
 	) {
 		this.isSubscribed = false;
@@ -115,7 +115,7 @@ export class WebSocketClearingHouseAccountSubscriber
 		return true;
 	}
 
-	async subscribeToMarketAccount(marketIndex: BN): Promise<boolean> {
+	async subscribeToMarketAccount(marketIndex: number): Promise<boolean> {
 		const marketPublicKey = await getMarketPublicKey(
 			this.program.programId,
 			marketIndex
@@ -129,10 +129,7 @@ export class WebSocketClearingHouseAccountSubscriber
 			this.eventEmitter.emit('perpMarketAccountUpdate', data);
 			this.eventEmitter.emit('update');
 		});
-		this.perpMarketAccountSubscribers.set(
-			marketIndex.toNumber(),
-			accountSubscriber
-		);
+		this.perpMarketAccountSubscribers.set(marketIndex, accountSubscriber);
 		return true;
 	}
 
@@ -143,7 +140,7 @@ export class WebSocketClearingHouseAccountSubscriber
 		return true;
 	}
 
-	async subscribeToSpotMarketAccount(marketIndex: BN): Promise<boolean> {
+	async subscribeToSpotMarketAccount(marketIndex: number): Promise<boolean> {
 		const marketPublicKey = await getSpotMarketPublicKey(
 			this.program.programId,
 			marketIndex
@@ -157,10 +154,7 @@ export class WebSocketClearingHouseAccountSubscriber
 			this.eventEmitter.emit('spotMarketAccountUpdate', data);
 			this.eventEmitter.emit('update');
 		});
-		this.spotMarketAccountSubscribers.set(
-			marketIndex.toNumber(),
-			accountSubscriber
-		);
+		this.spotMarketAccountSubscribers.set(marketIndex, accountSubscriber);
 		return true;
 	}
 
@@ -252,15 +246,15 @@ export class WebSocketClearingHouseAccountSubscriber
 		this.isSubscribed = false;
 	}
 
-	async addSpotMarket(marketIndex: BN): Promise<boolean> {
-		if (this.spotMarketAccountSubscribers.has(marketIndex.toNumber())) {
+	async addSpotMarket(marketIndex: number): Promise<boolean> {
+		if (this.spotMarketAccountSubscribers.has(marketIndex)) {
 			return true;
 		}
 		return this.subscribeToSpotMarketAccount(marketIndex);
 	}
 
-	async addPerpMarket(marketIndex: BN): Promise<boolean> {
-		if (this.perpMarketAccountSubscribers.has(marketIndex.toNumber())) {
+	async addPerpMarket(marketIndex: number): Promise<boolean> {
+		if (this.perpMarketAccountSubscribers.has(marketIndex)) {
 			return true;
 		}
 		return this.subscribeToMarketAccount(marketIndex);
@@ -292,11 +286,10 @@ export class WebSocketClearingHouseAccountSubscriber
 	}
 
 	public getMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<PerpMarketAccount> | undefined {
 		this.assertIsSubscribed();
-		return this.perpMarketAccountSubscribers.get(marketIndex.toNumber())
-			.dataAndSlot;
+		return this.perpMarketAccountSubscribers.get(marketIndex).dataAndSlot;
 	}
 
 	public getMarketAccountsAndSlots(): DataAndSlot<PerpMarketAccount>[] {
@@ -306,11 +299,10 @@ export class WebSocketClearingHouseAccountSubscriber
 	}
 
 	public getSpotMarketAccountAndSlot(
-		marketIndex: BN
+		marketIndex: number
 	): DataAndSlot<SpotMarketAccount> | undefined {
 		this.assertIsSubscribed();
-		return this.spotMarketAccountSubscribers.get(marketIndex.toNumber())
-			.dataAndSlot;
+		return this.spotMarketAccountSubscribers.get(marketIndex).dataAndSlot;
 	}
 
 	public getSpotMarketAccountsAndSlots(): DataAndSlot<SpotMarketAccount>[] {

package/src/addresses/marketAddresses.ts

@@ -1,11 +1,10 @@
 import { PublicKey } from '@solana/web3.js';
-import { BN } from '@project-serum/anchor';
 import { getMarketPublicKey } from './pda';
 
 const CACHE = new Map<string, PublicKey>();
 export async function getMarketAddress(
 	programId: PublicKey,
-	marketIndex: BN
+	marketIndex: number
 ): Promise<PublicKey> {
 	const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
 	if (CACHE.has(cacheKey)) {