@drift-labs/sdk 0.2.0-master.3 → 0.2.0-master.4

package/lib/orderParams.js

@@ -2,107 +2,19 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
 const types_1 = require("./types");
-const numericConstants_1 = require("./constants/numericConstants");
-function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0, postOnly = false, oraclePriceOffset = numericConstants_1.ZERO, immediateOrCancel = false) {
-    return {
-        orderType: types_1.OrderType.LIMIT,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly,
-        immediateOrCancel,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
-        triggerPrice: numericConstants_1.ZERO,
-        oraclePriceOffset,
-    };
+function getLimitOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.LIMIT });
 }
 exports.getLimitOrderParams = getLimitOrderParams;
-function getTriggerMarketOrderParams(marketIndex, direction, baseAssetAmount, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false, userOrderId = 0) {
-    return {
-        orderType: types_1.OrderType.TRIGGER_MARKET,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price: numericConstants_1.ZERO,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition,
-        triggerPrice,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getTriggerMarketOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_MARKET });
 }
 exports.getTriggerMarketOrderParams = getTriggerMarketOrderParams;
-function getTriggerLimitOrderParams(marketIndex, direction, baseAssetAmount, price, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false, userOrderId = 0) {
-    return {
-        orderType: types_1.OrderType.TRIGGER_LIMIT,
-        userOrderId,
-        marketIndex,
-        direction,
-        quoteAssetAmount: numericConstants_1.ZERO,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition,
-        triggerPrice,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getTriggerLimitOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.TRIGGER_LIMIT });
 }
 exports.getTriggerLimitOrderParams = getTriggerLimitOrderParams;
-function getMarketOrderParams(marketIndex, direction, quoteAssetAmount, baseAssetAmount, reduceOnly, price = numericConstants_1.ZERO, discountToken = false, referrer = false) {
-    if (baseAssetAmount.eq(numericConstants_1.ZERO) && quoteAssetAmount.eq(numericConstants_1.ZERO)) {
-        throw Error('baseAssetAmount or quoteAssetAmount must be zero');
-    }
-    return {
-        orderType: types_1.OrderType.MARKET,
-        userOrderId: 0,
-        marketIndex,
-        direction,
-        quoteAssetAmount,
-        baseAssetAmount,
-        price,
-        reduceOnly,
-        postOnly: false,
-        immediateOrCancel: false,
-        positionLimit: numericConstants_1.ZERO,
-        padding0: true,
-        padding1: numericConstants_1.ZERO,
-        optionalAccounts: {
-            discountToken,
-            referrer,
-        },
-        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
-        triggerPrice: numericConstants_1.ZERO,
-        oraclePriceOffset: numericConstants_1.ZERO,
-    };
+function getMarketOrderParams(params) {
+    return Object.assign({}, params, { orderType: types_1.OrderType.MARKET });
 }
 exports.getMarketOrderParams = getMarketOrderParams;

package/lib/types.d.ts

@@ -92,6 +92,20 @@ export declare class OrderAction {
         trigger: {};
     };
 }
+export declare class OrderActionExplanation {
+    static readonly NONE: {
+        none: {};
+    };
+    static readonly BREACHED_MARGIN_REQUIREMENT: {
+        breachedMarginRequirement: {};
+    };
+    static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE: {
+        oraclePriceBreachedLimitPrice: {};
+    };
+    static readonly MARKET_ORDER_FILLED_TO_LIMIT_PRICE: {
+        marketOrderFilledToLimitPrice: {};
+    };
+}
 export declare class OrderTriggerCondition {
     static readonly ABOVE: {
         above: {};
@@ -185,7 +199,10 @@ export declare type OrderRecord = {
     maker: PublicKey;
     takerOrder: Order;
     makerOrder: Order;
+    takerUnsettledPnl: BN;
+    makerUnsettledPnl: BN;
     action: OrderAction;
+    actionExplanation: OrderActionExplanation;
     filler: PublicKey;
     fillRecordId: BN;
     marketIndex: BN;
@@ -277,6 +294,8 @@ export declare type AMM = {
     lastMarkPriceTwapTs: BN;
     lastOraclePriceTwap: BN;
     lastOraclePriceTwapTs: BN;
+    lastOracleMarkSpreadPct: BN;
+    lastOracleConfPct: BN;
     oracle: PublicKey;
     oracleSource: OracleSource;
     fundingPeriod: BN;
@@ -291,6 +310,8 @@ export declare type AMM = {
     totalFee: BN;
     minimumQuoteAssetTradeSize: BN;
     baseAssetAmountStepSize: BN;
+    maxBaseAssetAmountRatio: number;
+    maxSlippageRatio: number;
     lastOraclePrice: BN;
     baseSpread: number;
     curveUpdateIntensity: number;
@@ -375,7 +396,6 @@ export declare type OrderParams = {
     orderType: OrderType;
     userOrderId: number;
     direction: PositionDirection;
-    quoteAssetAmount: BN;
     baseAssetAmount: BN;
     price: BN;
     marketIndex: BN;
@@ -393,6 +413,42 @@ export declare type OrderParams = {
         referrer: boolean;
     };
 };
+export declare type NecessaryOrderParams = {
+    orderType: OrderType;
+    marketIndex: BN;
+    baseAssetAmount: BN;
+    direction: PositionDirection;
+};
+export declare type OptionalOrderParams = {
+    [Property in keyof OrderParams]?: OrderParams[Property];
+} & NecessaryOrderParams;
+export declare const DefaultOrderParams: {
+    orderType: {
+        market: {};
+    };
+    userOrderId: number;
+    direction: {
+        long: {};
+    };
+    baseAssetAmount: BN;
+    price: BN;
+    marketIndex: BN;
+    reduceOnly: boolean;
+    postOnly: boolean;
+    immediateOrCancel: boolean;
+    triggerPrice: BN;
+    triggerCondition: {
+        above: {};
+    };
+    positionLimit: BN;
+    oraclePriceOffset: BN;
+    padding0: BN;
+    padding1: BN;
+    optionalAccounts: {
+        discountToken: boolean;
+        referrer: boolean;
+    };
+};
 export declare type MakerInfo = {
     maker: PublicKey;
     order: Order;

package/lib/types.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+exports.DefaultOrderParams = exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+const _1 = require(".");
 // # Utility Types / Enums / Constants
 class SwapDirection {
 }
@@ -51,6 +52,19 @@ OrderAction.CANCEL = { cancel: {} };
 OrderAction.EXPIRE = { expire: {} };
 OrderAction.FILL = { fill: {} };
 OrderAction.TRIGGER = { trigger: {} };
+class OrderActionExplanation {
+}
+exports.OrderActionExplanation = OrderActionExplanation;
+OrderActionExplanation.NONE = { none: {} };
+OrderActionExplanation.BREACHED_MARGIN_REQUIREMENT = {
+    breachedMarginRequirement: {},
+};
+OrderActionExplanation.ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
+    oraclePriceBreachedLimitPrice: {},
+};
+OrderActionExplanation.MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
+    marketOrderFilledToLimitPrice: {},
+};
 class OrderTriggerCondition {
 }
 exports.OrderTriggerCondition = OrderTriggerCondition;
@@ -72,3 +86,24 @@ var TradeSide;
     TradeSide[TradeSide["Buy"] = 1] = "Buy";
     TradeSide[TradeSide["Sell"] = 2] = "Sell";
 })(TradeSide = exports.TradeSide || (exports.TradeSide = {}));
+exports.DefaultOrderParams = {
+    orderType: OrderType.MARKET,
+    userOrderId: 0,
+    direction: PositionDirection.LONG,
+    baseAssetAmount: _1.ZERO,
+    price: _1.ZERO,
+    marketIndex: _1.ZERO,
+    reduceOnly: false,
+    postOnly: false,
+    immediateOrCancel: false,
+    triggerPrice: _1.ZERO,
+    triggerCondition: OrderTriggerCondition.ABOVE,
+    positionLimit: _1.ZERO,
+    oraclePriceOffset: _1.ZERO,
+    padding0: _1.ZERO,
+    padding1: _1.ZERO,
+    optionalAccounts: {
+        discountToken: false,
+        referrer: false,
+    },
+};

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.3",
+	"version": "0.2.0-master.4",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -30,7 +30,7 @@
 	},
 	"dependencies": {
 		"@project-serum/anchor": "0.24.2",
-		"@pythnetwork/client": "2.5.1",
+		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "1.41.0",
 		"@switchboard-xyz/switchboard-v2": "^0.0.67",
@@ -39,10 +39,10 @@
 	},
 	"devDependencies": {
 		"@types/chai": "^4.3.1",
+		"@types/jest": "^28.1.3",
 		"@types/mocha": "^9.1.1",
 		"@typescript-eslint/eslint-plugin": "^4.28.0",
 		"@typescript-eslint/parser": "^4.28.0",
-		"@types/jest": "^28.1.3",
 		"chai": "^4.3.6",
 		"eslint": "^7.29.0",
 		"eslint-config-prettier": "^8.3.0",

package/src/admin.ts

@@ -675,11 +675,13 @@ export class Admin extends ClearingHouse {
 		});
 	}
 
-	public async updateOrderAuctionTime(
-		time: BN | number
+	public async updateAuctionDuration(
+		minDuration: BN | number,
+		maxDuration: BN | number
 	): Promise<TransactionSignature> {
-		return await this.program.rpc.updateOrderAuctionTime(
-			typeof time === 'number' ? time : time.toNumber,
+		return await this.program.rpc.updateAuctionDuration(
+			typeof minDuration === 'number' ? minDuration : minDuration.toNumber(),
+			typeof maxDuration === 'number' ? maxDuration : maxDuration.toNumber(),
 			{
 				accounts: {
 					admin: this.wallet.publicKey,
@@ -688,4 +690,33 @@ export class Admin extends ClearingHouse {
 			}
 		);
 	}
+
+	public async updateMaxBaseAssetAmountRatio(
+		marketIndex: BN,
+		maxBaseAssetAmountRatio: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateMaxBaseAssetAmountRatio(
+			maxBaseAssetAmountRatio,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					market: this.getMarketAccount(marketIndex).pubkey,
+				},
+			}
+		);
+	}
+
+	public async updateMaxSlippageRatio(
+		marketIndex: BN,
+		maxSlippageRatio: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateMaxSlippageRatio(maxSlippageRatio, {
+			accounts: {
+				admin: this.wallet.publicKey,
+				state: await this.getStatePublicKey(),
+				market: this.getMarketAccount(marketIndex).pubkey,
+			},
+		});
+	}
 }

package/src/clearingHouse.ts

@@ -11,6 +11,9 @@ import {
 	BankAccount,
 	UserBankBalance,
 	MakerInfo,
+	OptionalOrderParams,
+	DefaultOrderParams,
+	OrderType,
 } from './types';
 import * as anchor from '@project-serum/anchor';
 import clearingHouseIDL from './idl/clearing_house.json';
@@ -52,7 +55,6 @@ import { WebSocketClearingHouseAccountSubscriber } from './accounts/webSocketCle
 import { RetryTxSender } from './tx/retryTxSender';
 import { ClearingHouseUser } from './clearingHouseUser';
 import { ClearingHouseUserAccountSubscriptionConfig } from './clearingHouseUserConfig';
-import { getMarketOrderParams } from './orderParams';
 import { getMarketsBanksAndOraclesForSubscription } from './config';
 
 /**
@@ -798,20 +800,17 @@ export class ClearingHouse {
 		marketIndex: BN,
 		limitPrice?: BN
 	): Promise<TransactionSignature> {
-		return await this.placeAndTake(
-			getMarketOrderParams(
-				marketIndex,
-				direction,
-				ZERO,
-				amount,
-				false,
-				limitPrice
-			)
-		);
+		return await this.placeAndTake({
+			orderType: OrderType.MARKET,
+			marketIndex,
+			direction,
+			baseAssetAmount: amount,
+			price: limitPrice,
+		});
 	}
 
 	public async placeOrder(
-		orderParams: OrderParams
+		orderParams: OptionalOrderParams
 	): Promise<TransactionSignature> {
 		const { txSig, slot } = await this.txSender.send(
 			wrapInTx(await this.getPlaceOrderIx(orderParams)),
@@ -822,9 +821,14 @@ export class ClearingHouse {
 		return txSig;
 	}
 
+	getOrderParams(optionalOrderParams: OptionalOrderParams): OrderParams {
+		return Object.assign({}, DefaultOrderParams, optionalOrderParams);
+	}
+
 	public async getPlaceOrderIx(
-		orderParams: OrderParams
+		orderParams: OptionalOrderParams
 	): Promise<TransactionInstruction> {
+		orderParams = this.getOrderParams(orderParams);
 		const userAccountPublicKey = await this.getUserAccountPublicKey();
 
 		const remainingAccounts = this.getRemainingAccounts({
@@ -996,7 +1000,7 @@ export class ClearingHouse {
 				const market = this.getMarketAccount(position.marketIndex);
 				marketAccountInfos.push({
 					pubkey: market.pubkey,
-					isWritable: false,
+					isWritable: true,
 					isSigner: false,
 				});
 				oracleAccountInfos.push({
@@ -1110,7 +1114,7 @@ export class ClearingHouse {
 	}
 
 	public async placeAndTake(
-		orderParams: OrderParams,
+		orderParams: OptionalOrderParams,
 		makerInfo?: MakerInfo
 	): Promise<TransactionSignature> {
 		const { txSig, slot } = await this.txSender.send(
@@ -1123,9 +1127,10 @@ export class ClearingHouse {
 	}
 
 	public async getPlaceAndTakeIx(
-		orderParams: OrderParams,
+		orderParams: OptionalOrderParams,
 		makerInfo?: MakerInfo
 	): Promise<TransactionInstruction> {
+		orderParams = this.getOrderParams(orderParams);
 		const userAccountPublicKey = await this.getUserAccountPublicKey();
 
 		const remainingAccounts = this.getRemainingAccounts({
@@ -1168,16 +1173,13 @@ export class ClearingHouse {
 			throw Error(`No position in market ${marketIndex.toString()}`);
 		}
 
-		return await this.placeAndTake(
-			getMarketOrderParams(
-				marketIndex,
-				findDirectionToClose(userPosition),
-				ZERO,
-				userPosition.baseAssetAmount,
-				true,
-				undefined
-			)
-		);
+		return await this.placeAndTake({
+			orderType: OrderType.MARKET,
+			marketIndex,
+			direction: findDirectionToClose(userPosition),
+			baseAssetAmount: userPosition.baseAssetAmount,
+			reduceOnly: true,
+		});
 	}
 
 	public async settlePNLs(

package/src/idl/clearing_house.json

@@ -1441,6 +1441,58 @@
         }
       ]
     },
+    {
+      "name": "updateMarketMaxSlippageRatio",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "maxSlippageRatio",
+          "type": "u16"
+        }
+      ]
+    },
+    {
+      "name": "updateMaxBaseAssetAmountRatio",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "maxBaseAssetAmountRatio",
+          "type": "u16"
+        }
+      ]
+    },
     {
       "name": "updateAdmin",
       "accounts": [
@@ -1563,7 +1615,7 @@
       ]
     },
     {
-      "name": "updateOrderAuctionTime",
+      "name": "updateAuctionDuration",
       "accounts": [
         {
           "name": "admin",
@@ -1578,7 +1630,11 @@
       ],
       "args": [
         {
-          "name": "orderAuctionTime",
+          "name": "minAuctionDuration",
+          "type": "u8"
+        },
+        {
+          "name": "maxAuctionDuration",
           "type": "u8"
         }
       ]
@@ -1885,7 +1941,11 @@
             "type": "u128"
           },
           {
-            "name": "orderAuctionDuration",
+            "name": "minAuctionDuration",
+            "type": "u8"
+          },
+          {
+            "name": "maxAuctionDuration",
             "type": "u8"
           },
           {
@@ -1990,10 +2050,6 @@
             "name": "userOrderId",
             "type": "u8"
           },
-          {
-            "name": "quoteAssetAmount",
-            "type": "u128"
-          },
           {
             "name": "baseAssetAmount",
             "type": "u128"
@@ -2042,6 +2098,10 @@
             "name": "oraclePriceOffset",
             "type": "i128"
           },
+          {
+            "name": "auctionDuration",
+            "type": "u8"
+          },
           {
             "name": "padding0",
             "type": "bool"
@@ -2204,6 +2264,14 @@
             "name": "minimumQuoteAssetTradeSize",
             "type": "u128"
           },
+          {
+            "name": "maxBaseAssetAmountRatio",
+            "type": "u16"
+          },
+          {
+            "name": "maxSlippageRatio",
+            "type": "u16"
+          },
           {
             "name": "baseAssetAmountStepSize",
             "type": "u128"
@@ -2688,10 +2756,6 @@
               "defined": "PositionDirection"
             }
           },
-          {
-            "name": "quoteAssetAmount",
-            "type": "u128"
-          },
           {
             "name": "baseAssetAmount",
             "type": "u128"
@@ -2904,6 +2968,12 @@
           },
           {
             "name": "OraclePriceBreachedLimitPrice"
+          },
+          {
+            "name": "MarketOrderFilledToLimitPrice"
+          },
+          {
+            "name": "MarketOrderAuctionExpired"
           }
         ]
       }
@@ -3691,8 +3761,8 @@
     },
     {
       "code": 6044,
-      "name": "CouldNotFillOrder",
-      "msg": "CouldNotFillOrder"
+      "name": "FillOrderDidNotUpdateState",
+      "msg": "FillOrderDidNotUpdateState"
     },
     {
       "code": 6045,

package/src/index.ts

@@ -1,5 +1,6 @@
 import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
+import pyth from '@pythnetwork/client';
 
 export * from './mockUSDCFaucet';
 export * from './oracles/types';
@@ -49,4 +50,4 @@ export * from './math/bankBalance';
 export * from './constants/banks';
 export * from './clearingHouseConfig';
 
-export { BN, PublicKey };
+export { BN, PublicKey, pyth };