@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
@@ -0,0 +1,80 @@
1
+ import {
2
+ DataAndSlot,
3
+ AccountSubscriber,
4
+ NotSubscribedError,
5
+ UserStatsAccountSubscriber,
6
+ UserStatsAccountEvents,
7
+ } from './types';
8
+ import { Program } from '@project-serum/anchor';
9
+ import StrictEventEmitter from 'strict-event-emitter-types';
10
+ import { EventEmitter } from 'events';
11
+ import { PublicKey } from '@solana/web3.js';
12
+ import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
13
+ import { UserStatsAccount } from '../types';
14
+
15
+ export class WebSocketUserStatsAccountSubscriber
16
+ implements UserStatsAccountSubscriber
17
+ {
18
+ isSubscribed: boolean;
19
+ program: Program;
20
+ eventEmitter: StrictEventEmitter<EventEmitter, UserStatsAccountEvents>;
21
+ userStatsAccountPublicKey: PublicKey;
22
+
23
+ userStatsAccountSubscriber: AccountSubscriber<UserStatsAccount>;
24
+
25
+ public constructor(program: Program, userStatsAccountPublicKey: PublicKey) {
26
+ this.isSubscribed = false;
27
+ this.program = program;
28
+ this.userStatsAccountPublicKey = userStatsAccountPublicKey;
29
+ this.eventEmitter = new EventEmitter();
30
+ }
31
+
32
+ async subscribe(): Promise<boolean> {
33
+ if (this.isSubscribed) {
34
+ return true;
35
+ }
36
+
37
+ this.userStatsAccountSubscriber = new WebSocketAccountSubscriber(
38
+ 'userStats',
39
+ this.program,
40
+ this.userStatsAccountPublicKey
41
+ );
42
+ await this.userStatsAccountSubscriber.subscribe(
43
+ (data: UserStatsAccount) => {
44
+ this.eventEmitter.emit('userStatsAccountUpdate', data);
45
+ this.eventEmitter.emit('update');
46
+ }
47
+ );
48
+
49
+ this.eventEmitter.emit('update');
50
+ this.isSubscribed = true;
51
+ return true;
52
+ }
53
+
54
+ async fetch(): Promise<void> {
55
+ await Promise.all([this.userStatsAccountSubscriber.fetch()]);
56
+ }
57
+
58
+ async unsubscribe(): Promise<void> {
59
+ if (!this.isSubscribed) {
60
+ return;
61
+ }
62
+
63
+ await Promise.all([this.userStatsAccountSubscriber.unsubscribe()]);
64
+
65
+ this.isSubscribed = false;
66
+ }
67
+
68
+ assertIsSubscribed(): void {
69
+ if (!this.isSubscribed) {
70
+ throw new NotSubscribedError(
71
+ 'You must call `subscribe` before using this function'
72
+ );
73
+ }
74
+ }
75
+
76
+ public getUserStatsAccountAndSlot(): DataAndSlot<UserStatsAccount> {
77
+ this.assertIsSubscribed();
78
+ return this.userStatsAccountSubscriber.dataAndSlot;
79
+ }
80
+ }
@@ -1,11 +1,10 @@
1
1
  import { PublicKey } from '@solana/web3.js';
2
- import { BN } from '@project-serum/anchor';
3
2
  import { getMarketPublicKey } from './pda';
4
3
 
5
4
  const CACHE = new Map<string, PublicKey>();
6
5
  export async function getMarketAddress(
7
6
  programId: PublicKey,
8
- marketIndex: BN
7
+ marketIndex: number
9
8
  ): Promise<PublicKey> {
10
9
  const cacheKey = `${programId.toString()}-${marketIndex.toString()}`;
11
10
  if (CACHE.has(cacheKey)) {
@@ -57,62 +57,136 @@ export function getUserAccountPublicKeySync(
57
57
  )[0];
58
58
  }
59
59
 
60
+ export function getUserStatsAccountPublicKey(
61
+ programId: PublicKey,
62
+ authority: PublicKey
63
+ ): PublicKey {
64
+ return anchor.web3.PublicKey.findProgramAddressSync(
65
+ [
66
+ Buffer.from(anchor.utils.bytes.utf8.encode('user_stats')),
67
+ authority.toBuffer(),
68
+ ],
69
+ programId
70
+ )[0];
71
+ }
72
+
60
73
  export async function getMarketPublicKey(
61
74
  programId: PublicKey,
62
- marketIndex: BN
75
+ marketIndex: number
63
76
  ): Promise<PublicKey> {
64
77
  return (
65
78
  await anchor.web3.PublicKey.findProgramAddress(
66
79
  [
67
80
  Buffer.from(anchor.utils.bytes.utf8.encode('market')),
68
- marketIndex.toArrayLike(Buffer, 'le', 8),
81
+ new anchor.BN(marketIndex).toArrayLike(Buffer, 'le', 2),
69
82
  ],
70
83
  programId
71
84
  )
72
85
  )[0];
73
86
  }
74
87
 
75
- export async function getBankPublicKey(
88
+ export async function getSpotMarketPublicKey(
76
89
  programId: PublicKey,
77
- bankIndex: BN
90
+ marketIndex: number
78
91
  ): Promise<PublicKey> {
79
92
  return (
80
93
  await anchor.web3.PublicKey.findProgramAddress(
81
94
  [
82
- Buffer.from(anchor.utils.bytes.utf8.encode('bank')),
83
- bankIndex.toArrayLike(Buffer, 'le', 8),
95
+ Buffer.from(anchor.utils.bytes.utf8.encode('spot_market')),
96
+ new anchor.BN(marketIndex).toArrayLike(Buffer, 'le', 2),
84
97
  ],
85
98
  programId
86
99
  )
87
100
  )[0];
88
101
  }
89
102
 
90
- export async function getBankVaultPublicKey(
103
+ export async function getSpotMarketVaultPublicKey(
91
104
  programId: PublicKey,
92
- bankIndex: BN
105
+ marketIndex: number
93
106
  ): Promise<PublicKey> {
94
107
  return (
95
108
  await anchor.web3.PublicKey.findProgramAddress(
96
109
  [
97
- Buffer.from(anchor.utils.bytes.utf8.encode('bank_vault')),
98
- bankIndex.toArrayLike(Buffer, 'le', 8),
110
+ Buffer.from(anchor.utils.bytes.utf8.encode('spot_market_vault')),
111
+ new anchor.BN(marketIndex).toArrayLike(Buffer, 'le', 2),
99
112
  ],
100
113
  programId
101
114
  )
102
115
  )[0];
103
116
  }
104
117
 
105
- export async function getBankVaultAuthorityPublicKey(
118
+ export async function getInsuranceFundVaultPublicKey(
106
119
  programId: PublicKey,
107
- bankIndex: BN
120
+ marketIndex: number
108
121
  ): Promise<PublicKey> {
109
122
  return (
110
123
  await anchor.web3.PublicKey.findProgramAddress(
111
124
  [
112
- Buffer.from(anchor.utils.bytes.utf8.encode('bank_vault_authority')),
113
- bankIndex.toArrayLike(Buffer, 'le', 8),
125
+ Buffer.from(anchor.utils.bytes.utf8.encode('insurance_fund_vault')),
126
+ new anchor.BN(marketIndex).toArrayLike(Buffer, 'le', 2),
114
127
  ],
115
128
  programId
116
129
  )
117
130
  )[0];
118
131
  }
132
+
133
+ export function getInsuranceFundStakeAccountPublicKey(
134
+ programId: PublicKey,
135
+ authority: PublicKey,
136
+ marketIndex: number
137
+ ): PublicKey {
138
+ return anchor.web3.PublicKey.findProgramAddressSync(
139
+ [
140
+ Buffer.from(anchor.utils.bytes.utf8.encode('insurance_fund_stake')),
141
+ authority.toBuffer(),
142
+ new anchor.BN(marketIndex).toArrayLike(Buffer, 'le', 2),
143
+ ],
144
+ programId
145
+ )[0];
146
+ }
147
+
148
+ export function getClearingHouseSignerPublicKey(
149
+ programId: PublicKey
150
+ ): PublicKey {
151
+ return anchor.web3.PublicKey.findProgramAddressSync(
152
+ [Buffer.from(anchor.utils.bytes.utf8.encode('clearing_house_signer'))],
153
+ programId
154
+ )[0];
155
+ }
156
+
157
+ export function getSerumOpenOrdersPublicKey(
158
+ programId: PublicKey,
159
+ market: PublicKey
160
+ ): PublicKey {
161
+ return anchor.web3.PublicKey.findProgramAddressSync(
162
+ [
163
+ Buffer.from(anchor.utils.bytes.utf8.encode('serum_open_orders')),
164
+ market.toBuffer(),
165
+ ],
166
+ programId
167
+ )[0];
168
+ }
169
+
170
+ export function getSerumSignerPublicKey(
171
+ programId: PublicKey,
172
+ market: PublicKey,
173
+ nonce: BN
174
+ ): PublicKey {
175
+ return anchor.web3.PublicKey.createProgramAddressSync(
176
+ [market.toBuffer(), nonce.toArrayLike(Buffer, 'le', 8)],
177
+ programId
178
+ );
179
+ }
180
+
181
+ export function getSerumFulfillmentConfigPublicKey(
182
+ programId: PublicKey,
183
+ market: PublicKey
184
+ ): PublicKey {
185
+ return anchor.web3.PublicKey.findProgramAddressSync(
186
+ [
187
+ Buffer.from(anchor.utils.bytes.utf8.encode('serum_fulfillment_config')),
188
+ market.toBuffer(),
189
+ ],
190
+ programId
191
+ )[0];
192
+ }