@drift-labs/sdk 0.2.0-master.3 → 0.2.0-master.30

package/lib/clearingHouseConfig.d.ts

@@ -1,7 +1,5 @@
-/// <reference types="bn.js" />
 import { ConfirmOptions, Connection, PublicKey } from '@solana/web3.js';
 import { IWallet } from './types';
-import { BN } from '@project-serum/anchor';
 import { OracleInfo } from './oracles/types';
 import { BulkAccountLoader } from './accounts/bulkAccountLoader';
 import { DriftEnv } from './config';
@@ -14,10 +12,12 @@ export declare type ClearingHouseConfig = {
     txSenderConfig?: TxSenderConfig;
     userIds?: number[];
     activeUserId?: number;
-    marketIndexes?: BN[];
-    bankIndexes?: BN[];
+    perpMarketIndexes?: number[];
+    spotMarketIndexes?: number[];
     oracleInfos?: OracleInfo[];
     env?: DriftEnv;
+    userStats?: boolean;
+    authority?: PublicKey;
 };
 declare type ClearingHouseSubscriptionConfig = {
     type: 'websocket';

package/lib/clearingHouseUser.d.ts

@@ -4,9 +4,9 @@ import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { ClearingHouse } from './clearingHouse';
-import { MarginCategory, Order, UserAccount, UserPosition } from './types';
+import { MarginCategory, Order, UserAccount, PerpPosition } from './types';
 import { UserAccountSubscriber, UserAccountEvents, DataAndSlot } from './accounts/types';
-import { PositionDirection, BN } from '.';
+import { PositionDirection, BN, SpotMarketAccount } from '.';
 import { OraclePriceData } from './oracles/types';
 import { ClearingHouseUserConfig } from './clearingHouseUserConfig';
 export declare class ClearingHouseUser {
@@ -35,8 +35,9 @@ export declare class ClearingHouseUser {
      * @param marketIndex
      * @returns userPosition
      */
-    getUserPosition(marketIndex: BN): UserPosition | undefined;
-    getEmptyPosition(marketIndex: BN): UserPosition;
+    getUserPosition(marketIndex: number): PerpPosition | undefined;
+    getEmptyPosition(marketIndex: number): PerpPosition;
+    getClonedPosition(position: PerpPosition): PerpPosition;
     /**
      * @param orderId
      * @returns Order
@@ -49,77 +50,88 @@ export declare class ClearingHouseUser {
     getOrderByUserOrderId(userOrderId: number): Order | undefined;
     getUserAccountPublicKey(): PublicKey;
     exists(): Promise<boolean>;
+    /**
+     * calculates the market position if the lp position was settled
+     * @returns : the settled userPosition
+     * @returns : the dust base asset amount (ie, < stepsize)
+     * @returns : pnl from settle
+     */
+    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
      */
     getFreeCollateral(): BN;
-    getInitialMarginRequirement(): BN;
     /**
-     * @returns The partial margin requirement in USDC. : QUOTE_PRECISION
+     * @returns The margin requirement of a certain type (Initial or Maintenance) in USDC. : QUOTE_PRECISION
      */
-    getPartialMarginRequirement(): BN;
+    getMarginRequirement(marginCategory: MarginCategory, liquidationBuffer?: BN): BN;
     /**
-     * calculates unrealized position price pnl
-     * @returns : Precision QUOTE_PRECISION
+     * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
+     */
+    getInitialMarginRequirement(): BN;
+    /**
+     * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN): BN;
+    getMaintenanceMarginRequirement(liquidationBuffer?: BN): BN;
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnsettledPNL(marketIndex?: BN): BN;
+    getUnrealizedPNL(withFunding?: boolean, marketIndex?: number, withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates unrealized funding payment pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedFundingPNL(marketIndex?: BN): BN;
-    getTotalLiability(): BN;
-    getCollateralValue(bankIndex?: BN): 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?: number, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN;
+    getSpotAssetValue(tokenAmount: BN, oraclePriceData: OraclePriceData, spotMarketAccount: SpotMarketAccount, marginCategory?: MarginCategory): BN;
+    getNetSpotMarketValue(withWeightMarginCategory?: MarginCategory): BN;
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
-     * TODO: rename to total equity (for perpetuals swaps)
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalCollateral(): BN;
+    getTotalCollateral(marginCategory?: MarginCategory): BN;
     /**
-     * calculates sum of position value across all positions
+     * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalPositionValue(): BN;
+    getTotalPerpPositionValue(marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean): BN;
     /**
-     * calculates position value from closing 100%
+     * calculates position value in margin system
      * @returns : Precision QUOTE_PRECISION
      */
-    getPositionValue(marketIndex: BN, oraclePriceData: OraclePriceData): BN;
-    getPositionSide(currentPosition: Pick<UserPosition, 'baseAssetAmount'>): PositionDirection | undefined;
+    getPerpPositionValue(marketIndex: number, oraclePriceData: OraclePriceData): BN;
+    getPositionSide(currentPosition: Pick<PerpPosition, 'baseAssetAmount'>): PositionDirection | undefined;
     /**
-     * calculates average exit price for closing 100% of position
-     * @returns : Precision MARK_PRICE_PRECISION
+     * calculates average exit price (optionally for closing up to 100% of position)
+     * @returns : Precision PRICE_PRECISION
      */
-    getPositionEstimatedExitPriceAndPnl(position: UserPosition, amountToClose?: BN): [BN, BN];
+    getPositionEstimatedExitPriceAndPnl(position: PerpPosition, amountToClose?: BN, useAMMClose?: boolean): [BN, BN];
     /**
      * calculates current user leverage across all positions
      * @returns : Precision TEN_THOUSAND
      */
-    getLeverage(): BN;
+    getLeverage(marginCategory?: MarginCategory): BN;
     /**
      * calculates max allowable leverage exceeding hitting requirement category
      * @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
      */
-    getMarginRatio(): BN;
-    canBeLiquidated(): [boolean, BN];
+    getMarginRatio(marginCategory?: MarginCategory): BN;
+    canBeLiquidated(): boolean;
     /**
      * Checks if any user position cumulative funding differs from respective market cumulative funding
      * @returns
@@ -127,19 +139,19 @@ export declare class ClearingHouseUser {
     needsToSettleFundingPayment(): boolean;
     /**
      * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
-     * @param marketPosition
+     * @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(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN, partial?: boolean): BN;
+    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.
      *
@@ -161,7 +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
@@ -169,7 +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
@@ -181,7 +193,7 @@ export declare class ClearingHouseUser {
      * @param marketToIgnore
      * @returns positionValue : Precision QUOTE_PRECISION
      */
-    private getTotalPositionValueExcludingMarket;
+    private getTotalPerpPositionValueExcludingMarket;
     private getOracleDataForMarket;
-    private getOracleDataForBank;
+    private getOracleDataForSpotMarket;
 }