@drift-labs/sdk 0.2.0-master.3 → 0.2.0-master.31

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.
Files changed (208) hide show
  1. package/README.md +13 -13
  2. package/lib/accounts/bulkUserStatsSubscription.d.ts +7 -0
  3. package/lib/accounts/bulkUserStatsSubscription.js +21 -0
  4. package/lib/accounts/bulkUserSubscription.js +0 -1
  5. package/lib/accounts/fetch.d.ts +2 -1
  6. package/lib/accounts/fetch.js +9 -1
  7. package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +16 -16
  8. package/lib/accounts/pollingClearingHouseAccountSubscriber.js +31 -28
  9. package/lib/accounts/pollingUserStatsAccountSubscriber.d.ts +27 -0
  10. package/lib/accounts/pollingUserStatsAccountSubscriber.js +113 -0
  11. package/lib/accounts/types.d.ts +22 -11
  12. package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +17 -17
  13. package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +37 -35
  14. package/lib/accounts/webSocketUserStatsAccountSubsriber.d.ts +20 -0
  15. package/lib/accounts/webSocketUserStatsAccountSubsriber.js +47 -0
  16. package/lib/addresses/marketAddresses.d.ts +1 -3
  17. package/lib/addresses/pda.d.ts +10 -4
  18. package/lib/addresses/pda.js +51 -14
  19. package/lib/admin.d.ts +42 -26
  20. package/lib/admin.js +228 -81
  21. package/lib/clearingHouse.d.ts +130 -49
  22. package/lib/clearingHouse.js +1256 -367
  23. package/lib/clearingHouseConfig.d.ts +4 -4
  24. package/lib/clearingHouseUser.d.ts +51 -39
  25. package/lib/clearingHouseUser.js +408 -191
  26. package/lib/clearingHouseUserStats.d.ts +18 -0
  27. package/lib/clearingHouseUserStats.js +49 -0
  28. package/lib/clearingHouseUserStatsConfig.d.ts +14 -0
  29. package/lib/clearingHouseUserStatsConfig.js +2 -0
  30. package/lib/config.d.ts +7 -9
  31. package/lib/config.js +21 -21
  32. package/lib/constants/numericConstants.d.ts +25 -12
  33. package/lib/constants/numericConstants.js +35 -21
  34. package/lib/constants/perpMarkets.d.ts +18 -0
  35. package/lib/constants/{markets.js → perpMarkets.js} +7 -7
  36. package/lib/constants/spotMarkets.d.ts +19 -0
  37. package/lib/constants/spotMarkets.js +53 -0
  38. package/lib/dlob/DLOB.d.ts +74 -0
  39. package/lib/dlob/DLOB.js +595 -0
  40. package/lib/dlob/DLOBNode.d.ts +54 -0
  41. package/lib/dlob/DLOBNode.js +85 -0
  42. package/lib/dlob/NodeList.d.ts +26 -0
  43. package/lib/dlob/NodeList.js +139 -0
  44. package/lib/events/eventList.js +3 -0
  45. package/lib/events/eventSubscriber.d.ts +4 -2
  46. package/lib/events/eventSubscriber.js +16 -9
  47. package/lib/events/fetchLogs.d.ts +10 -1
  48. package/lib/events/fetchLogs.js +27 -7
  49. package/lib/events/pollingLogProvider.d.ts +2 -1
  50. package/lib/events/pollingLogProvider.js +6 -2
  51. package/lib/events/sort.js +8 -11
  52. package/lib/events/types.d.ts +8 -2
  53. package/lib/events/types.js +6 -0
  54. package/lib/examples/makeTradeExample.js +20 -8
  55. package/lib/factory/bigNum.d.ts +2 -0
  56. package/lib/factory/bigNum.js +48 -10
  57. package/lib/idl/clearing_house.json +4889 -1529
  58. package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  59. package/lib/index.d.ts +21 -6
  60. package/lib/index.js +25 -6
  61. package/lib/math/amm.d.ts +9 -6
  62. package/lib/math/amm.js +91 -66
  63. package/lib/math/auction.js +4 -1
  64. package/lib/math/conversion.js +1 -1
  65. package/lib/math/funding.d.ts +6 -6
  66. package/lib/math/funding.js +11 -10
  67. package/lib/math/insurance.d.ts +4 -0
  68. package/lib/math/insurance.js +27 -0
  69. package/lib/math/margin.d.ts +11 -0
  70. package/lib/math/margin.js +77 -0
  71. package/lib/math/market.d.ts +14 -9
  72. package/lib/math/market.js +72 -10
  73. package/lib/math/oracles.d.ts +4 -0
  74. package/lib/math/oracles.js +36 -8
  75. package/lib/math/orders.d.ts +6 -2
  76. package/lib/math/orders.js +78 -3
  77. package/lib/math/position.d.ts +21 -13
  78. package/lib/math/position.js +76 -36
  79. package/lib/math/repeg.js +14 -5
  80. package/lib/math/spotBalance.d.ts +22 -0
  81. package/lib/math/spotBalance.js +192 -0
  82. package/lib/math/spotMarket.d.ts +4 -0
  83. package/lib/math/spotMarket.js +8 -0
  84. package/lib/math/spotPosition.d.ts +6 -0
  85. package/lib/math/spotPosition.js +23 -0
  86. package/lib/math/trade.d.ts +10 -10
  87. package/lib/math/trade.js +32 -39
  88. package/lib/oracles/pythClient.js +1 -1
  89. package/lib/oracles/quoteAssetOracleClient.js +1 -1
  90. package/lib/oracles/switchboardClient.js +1 -1
  91. package/lib/orderParams.d.ts +14 -5
  92. package/lib/orderParams.js +12 -92
  93. package/lib/serum/serumSubscriber.d.ts +23 -0
  94. package/lib/serum/serumSubscriber.js +41 -0
  95. package/lib/serum/types.d.ts +11 -0
  96. package/lib/serum/types.js +2 -0
  97. package/lib/slot/SlotSubscriber.d.ts +7 -0
  98. package/lib/slot/SlotSubscriber.js +3 -0
  99. package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +8 -5
  100. package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +63 -51
  101. package/lib/tx/retryTxSender.d.ts +1 -1
  102. package/lib/tx/retryTxSender.js +13 -4
  103. package/lib/tx/types.d.ts +1 -1
  104. package/lib/tx/utils.js +1 -1
  105. package/lib/types.d.ts +566 -138
  106. package/lib/types.js +129 -5
  107. package/lib/userMap/userMap.d.ts +25 -0
  108. package/lib/userMap/userMap.js +73 -0
  109. package/lib/userMap/userStatsMap.d.ts +19 -0
  110. package/lib/userMap/userStatsMap.js +68 -0
  111. package/lib/util/computeUnits.js +1 -1
  112. package/lib/util/getTokenAddress.d.ts +2 -0
  113. package/lib/util/getTokenAddress.js +9 -0
  114. package/package.json +12 -6
  115. package/src/accounts/bulkUserStatsSubscription.ts +33 -0
  116. package/src/accounts/bulkUserSubscription.ts +0 -1
  117. package/src/accounts/fetch.ts +27 -2
  118. package/src/accounts/pollingClearingHouseAccountSubscriber.ts +46 -42
  119. package/src/accounts/pollingUserStatsAccountSubscriber.ts +172 -0
  120. package/src/accounts/types.ts +31 -11
  121. package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +64 -59
  122. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +80 -0
  123. package/src/addresses/marketAddresses.ts +1 -2
  124. package/src/addresses/pda.ts +88 -14
  125. package/src/admin.ts +452 -147
  126. package/src/assert/assert.js +9 -0
  127. package/src/clearingHouse.ts +2066 -467
  128. package/src/clearingHouseConfig.ts +4 -3
  129. package/src/clearingHouseUser.ts +747 -294
  130. package/src/clearingHouseUserStats.ts +75 -0
  131. package/src/clearingHouseUserStatsConfig.ts +18 -0
  132. package/src/config.ts +30 -31
  133. package/src/constants/numericConstants.ts +48 -25
  134. package/src/constants/{markets.ts → perpMarkets.ts} +10 -10
  135. package/src/constants/spotMarkets.ts +73 -0
  136. package/src/dlob/DLOB.ts +953 -0
  137. package/src/dlob/DLOBNode.ts +167 -0
  138. package/src/dlob/NodeList.ts +189 -0
  139. package/src/events/eventList.js +77 -0
  140. package/src/events/eventList.ts +3 -0
  141. package/src/events/eventSubscriber.ts +20 -12
  142. package/src/events/fetchLogs.ts +35 -8
  143. package/src/events/pollingLogProvider.ts +10 -2
  144. package/src/events/sort.ts +11 -15
  145. package/src/events/types.ts +19 -1
  146. package/src/examples/makeTradeExample.js +157 -0
  147. package/src/examples/makeTradeExample.ts +32 -14
  148. package/src/factory/bigNum.ts +65 -13
  149. package/src/idl/clearing_house.json +4889 -1529
  150. package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  151. package/src/index.ts +21 -6
  152. package/src/math/amm.ts +171 -88
  153. package/src/math/auction.ts +5 -1
  154. package/src/math/conversion.ts +2 -2
  155. package/src/math/funding.ts +20 -18
  156. package/src/math/insurance.ts +35 -0
  157. package/src/math/margin.ts +127 -0
  158. package/src/math/market.ts +145 -14
  159. package/src/math/oracles.ts +63 -9
  160. package/src/math/orders.ts +138 -4
  161. package/src/math/position.ts +119 -58
  162. package/src/math/repeg.ts +16 -6
  163. package/src/math/spotBalance.ts +319 -0
  164. package/src/math/spotMarket.ts +9 -0
  165. package/src/math/spotPosition.ts +47 -0
  166. package/src/math/trade.ts +53 -59
  167. package/src/oracles/pythClient.ts +2 -2
  168. package/src/oracles/quoteAssetOracleClient.ts +2 -2
  169. package/src/oracles/switchboardClient.ts +2 -2
  170. package/src/orderParams.ts +24 -137
  171. package/src/serum/serumSubscriber.ts +80 -0
  172. package/src/serum/types.ts +13 -0
  173. package/src/slot/SlotSubscriber.ts +11 -1
  174. package/src/token/index.js +38 -0
  175. package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +82 -70
  176. package/src/tx/retryTxSender.ts +16 -5
  177. package/src/tx/types.js +2 -0
  178. package/src/tx/types.ts +2 -1
  179. package/src/tx/utils.js +17 -0
  180. package/src/tx/utils.ts +1 -1
  181. package/src/types.ts +533 -140
  182. package/src/userMap/userMap.ts +100 -0
  183. package/src/userMap/userStatsMap.ts +110 -0
  184. package/src/util/computeUnits.js +21 -11
  185. package/src/util/computeUnits.ts +1 -1
  186. package/src/util/getTokenAddress.js +9 -0
  187. package/src/util/getTokenAddress.ts +18 -0
  188. package/src/util/promiseTimeout.js +14 -0
  189. package/src/util/tps.js +27 -0
  190. package/tests/bn/test.ts +24 -10
  191. package/tests/dlob/helpers.ts +397 -0
  192. package/tests/dlob/test.ts +3688 -0
  193. package/lib/constants/banks.d.ts +0 -16
  194. package/lib/constants/banks.js +0 -34
  195. package/lib/constants/markets.d.ts +0 -19
  196. package/lib/math/bankBalance.d.ts +0 -9
  197. package/lib/math/bankBalance.js +0 -75
  198. package/lib/math/state.d.ts +0 -8
  199. package/lib/math/state.js +0 -15
  200. package/lib/orders.d.ts +0 -8
  201. package/lib/orders.js +0 -134
  202. package/src/constants/banks.ts +0 -43
  203. package/src/math/bankBalance.ts +0 -112
  204. package/src/math/state.ts +0 -14
  205. package/src/math/utils.js +0 -27
  206. package/src/math/utils.js.map +0 -1
  207. package/src/orders.ts +0 -244
  208. package/src/util/computeUnits.js.map +0 -1
@@ -10,6 +10,9 @@ class BigNum {
10
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  this.val = new anchor_1.BN(val);
11
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  this.precision = new anchor_1.BN(precisionVal);
12
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  }
13
+ bigNumFromParam(bn) {
14
+ return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
15
+ }
13
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  add(bn) {
14
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  (0, assert_1.assert)(bn.precision.eq(this.precision), 'Adding unequal precisions');
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  return BigNum.from(this.val.add(bn.val), this.precision);
@@ -19,7 +22,7 @@ class BigNum {
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  return BigNum.from(this.val.sub(bn.val), this.precision);
20
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  }
21
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  mul(bn) {
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- const mulVal = bn instanceof BigNum ? bn : BigNum.from(bn);
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+ const mulVal = this.bigNumFromParam(bn);
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  return BigNum.from(this.val.mul(mulVal.val), this.precision.add(mulVal.precision));
24
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  }
25
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  /**
@@ -28,12 +31,12 @@ class BigNum {
28
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  * @returns
29
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  */
30
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  scalarMul(bn) {
31
- if (bn instanceof anchor_1.BN)
34
+ if (anchor_1.BN.isBN(bn))
32
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  return BigNum.from(this.val.mul(bn), this.precision);
33
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  return BigNum.from(this.val.mul(bn.val), this.precision.add(bn.precision)).shift(bn.precision.neg());
34
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  }
35
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  div(bn) {
36
- if (bn instanceof anchor_1.BN)
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+ if (anchor_1.BN.isBN(bn))
37
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  return BigNum.from(this.val.div(bn), this.precision);
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  return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
39
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  }
@@ -73,35 +76,35 @@ class BigNum {
73
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  .toPrecision(precision);
74
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  }
75
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  gt(bn, ignorePrecision) {
76
- const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
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+ const comparisonVal = this.bigNumFromParam(bn);
77
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  if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
78
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  (0, 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');
79
82
  }
80
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  return this.val.gt(comparisonVal.val);
81
84
  }
82
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  lt(bn, ignorePrecision) {
83
- const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
86
+ const comparisonVal = this.bigNumFromParam(bn);
84
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  if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
85
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  (0, 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');
86
89
  }
87
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  return this.val.lt(comparisonVal.val);
88
91
  }
89
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  gte(bn, ignorePrecision) {
90
- const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
93
+ const comparisonVal = this.bigNumFromParam(bn);
91
94
  if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
92
95
  (0, 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');
93
96
  }
94
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  return this.val.gte(comparisonVal.val);
95
98
  }
96
99
  lte(bn, ignorePrecision) {
97
- const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
100
+ const comparisonVal = this.bigNumFromParam(bn);
98
101
  if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
99
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  (0, 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');
100
103
  }
101
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  return this.val.lte(comparisonVal.val);
102
105
  }
103
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  eq(bn, ignorePrecision) {
104
- const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
107
+ const comparisonVal = this.bigNumFromParam(bn);
105
108
  if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
106
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  (0, 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');
107
110
  }
@@ -134,7 +137,8 @@ class BigNum {
134
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  */
135
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  print() {
136
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  (0, assert_1.assert)(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
137
- const plainString = this.toString();
140
+ const isNeg = this.isNeg();
141
+ const plainString = this.abs().toString();
138
142
  const precisionNum = this.precision.toNumber();
139
143
  // make a string with at least the precisionNum number of zeroes
140
144
  let printString = [
@@ -151,6 +155,9 @@ class BigNum {
151
155
  // add zero if leading delim
152
156
  if (printString[0] === BigNum.delim)
153
157
  printString = `0${printString}`;
158
+ // Add minus if negative
159
+ if (isNeg)
160
+ printString = `-${printString}`;
154
161
  // remove trailing delim
155
162
  if (printString[printString.length - 1] === BigNum.delim)
156
163
  printString = printString.slice(0, printString.length - 1);
@@ -182,6 +189,8 @@ class BigNum {
182
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  : useTradePrecision
183
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  ? this.toTradePrecision()
184
191
  : this.print();
192
+ if (!printVal.includes(BigNum.delim))
193
+ return printVal;
185
194
  return printVal.replace(/0+$/g, '').replace(/\.$/, '').replace(/,$/, '');
186
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  }
187
196
  debug() {
@@ -203,6 +212,9 @@ class BigNum {
203
212
  .join('');
204
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  return `${leftSide}${BigNum.delim}${filledRightSide}`;
205
214
  }
215
+ getZeroes(count) {
216
+ return new Array(count).fill('0').join('');
217
+ }
206
218
  /**
207
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  * Pretty print to the specified number of significant figures
208
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  * @param fixedPrecision
@@ -211,6 +223,12 @@ class BigNum {
211
223
  toPrecision(fixedPrecision, trailingZeroes = false) {
212
224
  const printString = this.print();
213
225
  let precisionPrintString = printString.slice(0, fixedPrecision + 1);
226
+ const thisString = this.toString();
227
+ if (!printString.includes(BigNum.delim) &&
228
+ thisString.length < fixedPrecision) {
229
+ const precisionMismatch = fixedPrecision - thisString.length;
230
+ return BigNum.from(thisString + this.getZeroes(precisionMismatch), precisionMismatch).toPrecision(fixedPrecision, trailingZeroes);
231
+ }
214
232
  if (!precisionPrintString.includes(BigNum.delim) ||
215
233
  precisionPrintString[precisionPrintString.length - 1] === BigNum.delim) {
216
234
  precisionPrintString = printString.slice(0, fixedPrecision);
@@ -261,10 +279,27 @@ class BigNum {
261
279
  * @returns
262
280
  */
263
281
  toNotional(useTradePrecision, precisionOverride) {
282
+ var _a;
264
283
  const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
265
- const val = useTradePrecision || precisionOverride
284
+ const usingCustomPrecision = true && (useTradePrecision || precisionOverride);
285
+ let val = usingCustomPrecision
266
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  ? this.prettyPrint(useTradePrecision, precisionOverride)
267
287
  : BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
288
+ // Append two trailing zeroes if not using custom precision
289
+ if (!usingCustomPrecision) {
290
+ const [_, rightSide] = val.split(BigNum.delim);
291
+ const trailingLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
292
+ if (trailingLength < 2) {
293
+ const numHasDecimals = this.print().includes(BigNum.delim);
294
+ // Handle case where pretty print won't include the decimal point
295
+ if (trailingLength === 0 && numHasDecimals) {
296
+ val = `${val}.00`;
297
+ }
298
+ else {
299
+ val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
300
+ }
301
+ }
302
+ }
268
303
  return `${prefix}${val.replace('-', '')}`;
269
304
  }
270
305
  toMillified(precision = 3) {
@@ -273,6 +308,9 @@ class BigNum {
273
308
  if (!leftSide) {
274
309
  return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
275
310
  }
311
+ if (leftSide.length <= precision) {
312
+ return this.toPrecision(precision);
313
+ }
276
314
  if (leftSide.length <= 3) {
277
315
  return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
278
316
  }