@drift-labs/sdk 0.2.0-master.30 → 0.2.0-master.31

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Files changed (50) hide show
  1. package/lib/admin.d.ts +11 -7
  2. package/lib/admin.js +50 -12
  3. package/lib/clearingHouse.d.ts +26 -23
  4. package/lib/clearingHouse.js +290 -652
  5. package/lib/clearingHouseUser.d.ts +1 -1
  6. package/lib/clearingHouseUser.js +9 -12
  7. package/lib/config.js +1 -1
  8. package/lib/constants/numericConstants.d.ts +7 -0
  9. package/lib/constants/numericConstants.js +8 -1
  10. package/lib/constants/spotMarkets.js +4 -4
  11. package/lib/dlob/DLOB.d.ts +6 -5
  12. package/lib/dlob/DLOB.js +130 -88
  13. package/lib/dlob/DLOBNode.d.ts +2 -0
  14. package/lib/dlob/DLOBNode.js +3 -0
  15. package/lib/dlob/NodeList.d.ts +1 -1
  16. package/lib/dlob/NodeList.js +5 -4
  17. package/lib/events/types.d.ts +2 -1
  18. package/lib/events/types.js +1 -0
  19. package/lib/factory/bigNum.d.ts +1 -0
  20. package/lib/factory/bigNum.js +14 -0
  21. package/lib/idl/clearing_house.json +1091 -611
  22. package/lib/math/amm.d.ts +2 -2
  23. package/lib/math/amm.js +31 -28
  24. package/lib/math/market.d.ts +1 -1
  25. package/lib/math/market.js +6 -6
  26. package/lib/math/spotBalance.js +7 -8
  27. package/lib/math/trade.js +11 -11
  28. package/lib/types.d.ts +117 -40
  29. package/lib/types.js +33 -3
  30. package/package.json +4 -2
  31. package/src/admin.ts +129 -29
  32. package/src/clearingHouse.ts +380 -787
  33. package/src/clearingHouseUser.ts +11 -14
  34. package/src/config.ts +1 -1
  35. package/src/constants/numericConstants.ts +7 -0
  36. package/src/constants/spotMarkets.ts +5 -4
  37. package/src/dlob/DLOB.ts +188 -103
  38. package/src/dlob/DLOBNode.ts +5 -0
  39. package/src/dlob/NodeList.ts +9 -5
  40. package/src/events/types.ts +3 -0
  41. package/src/factory/bigNum.ts +23 -0
  42. package/src/idl/clearing_house.json +1091 -611
  43. package/src/math/amm.ts +42 -29
  44. package/src/math/market.ts +9 -4
  45. package/src/math/spotBalance.ts +11 -8
  46. package/src/math/trade.ts +11 -11
  47. package/src/types.ts +81 -40
  48. package/tests/bn/test.ts +12 -7
  49. package/tests/dlob/helpers.ts +56 -33
  50. package/tests/dlob/test.ts +1227 -404
package/tests/dlob/helpers.ts CHANGED
@@ -1,36 +1,42 @@
1
1
  import { PublicKey } from '@solana/web3.js';
2
2
  import {
3
+ AMM,
4
+ AssetTier,
5
+ PerpPosition,
3
6
  BN,
4
7
  PerpMarketAccount,
5
8
  SpotMarketAccount,
6
9
  MarketStatus,
7
10
  ContractType,
8
- DevnetPerpMarkets,
9
11
  OracleSource,
10
12
  DevnetSpotMarkets,
13
+ BASE_PRECISION,
14
+ QUOTE_PRECISION,
15
+ AMM_TO_QUOTE_PRECISION_RATIO,
11
16
  } from '../../src';
12
17
 
13
- export const mockPerpPosition = {
18
+ export const mockPerpPosition: PerpPosition = {
14
19
  baseAssetAmount: new BN(0),
15
- remainderBaseAssetAmount: new BN(0),
16
20
  lastCumulativeFundingRate: new BN(0),
17
- marketIndex: new BN(0),
21
+ marketIndex: 0,
18
22
  quoteAssetAmount: new BN(0),
19
23
  quoteEntryAmount: new BN(0),
20
- openOrders: new BN(0),
24
+ openOrders: 0,
21
25
  openBids: new BN(0),
22
26
  openAsks: new BN(0),
23
27
  settledPnl: new BN(0),
24
28
  lpShares: new BN(0),
25
- lastFeePerLp: new BN(0),
29
+ remainderBaseAssetAmount: 0,
26
30
  lastNetBaseAssetAmountPerLp: new BN(0),
27
31
  lastNetQuoteAssetAmountPerLp: new BN(0),
28
32
  };
29
33
 
30
- export const mockAMM = {
34
+ export const mockAMM: AMM = {
31
35
  /* these values create a bid/ask price of 12 */
32
- baseAssetReserve: new BN(2800000),
33
- quoteAssetReserve: new BN(3),
36
+ baseAssetReserve: new BN(1).mul(BASE_PRECISION),
37
+ quoteAssetReserve: new BN(12)
38
+ .mul(QUOTE_PRECISION)
39
+ .mul(AMM_TO_QUOTE_PRECISION_RATIO),
34
40
  sqrtK: new BN(1),
35
41
  pegMultiplier: new BN(1),
36
42
  maxSlippageRatio: 1_000_000,
@@ -49,7 +55,7 @@ export const mockAMM = {
49
55
  lastOraclePriceTwap5min: new BN(0),
50
56
  lastOraclePriceTwapTs: new BN(0),
51
57
  },
52
- lastOracleMarkSpreadPct: new BN(0),
58
+ lastOracleReservePriceSpreadPct: new BN(0),
53
59
  lastOracleConfPct: new BN(0),
54
60
  oracle: PublicKey.default,
55
61
  oracleSource: OracleSource.PYTH,
@@ -57,8 +63,6 @@ export const mockAMM = {
57
63
  cumulativeFundingRateLong: new BN(0),
58
64
  cumulativeFundingRateShort: new BN(0),
59
65
  cumulativeFundingRateLp: new BN(0),
60
- cumulativeRepegRebateLong: new BN(0),
61
- cumulativeRepegRebateShort: new BN(0),
62
66
  totalFeeMinusDistributions: new BN(0),
63
67
  totalFeeWithdrawn: new BN(0),
64
68
  totalFee: new BN(0),
@@ -78,6 +82,7 @@ export const mockAMM = {
78
82
  terminalQuoteAssetReserve: new BN(0),
79
83
  feePool: {
80
84
  balance: new BN(0),
85
+ marketIndex: 0,
81
86
  },
82
87
  totalExchangeFee: new BN(0),
83
88
  totalMmFee: new BN(0),
@@ -103,7 +108,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
103
108
  contractType: ContractType.PERPETUAL,
104
109
  expiryTs: new BN(0),
105
110
  settlementPrice: new BN(0),
106
- marketIndex: DevnetPerpMarkets[0].marketIndex,
111
+ marketIndex: 0,
107
112
  pubkey: PublicKey.default,
108
113
  amm: mockAMM,
109
114
  baseAssetAmount: new BN(0),
@@ -115,6 +120,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
115
120
  nextFillRecordId: new BN(0),
116
121
  pnlPool: {
117
122
  balance: new BN(0),
123
+ marketIndex: 0,
118
124
  },
119
125
  ifLiquidationFee: new BN(0),
120
126
  liquidatorFee: new BN(0),
@@ -134,7 +140,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
134
140
  contractType: ContractType.PERPETUAL,
135
141
  expiryTs: new BN(0),
136
142
  settlementPrice: new BN(0),
137
- marketIndex: DevnetPerpMarkets[1].marketIndex,
143
+ marketIndex: 1,
138
144
  pubkey: PublicKey.default,
139
145
  amm: mockAMM,
140
146
  baseAssetAmount: new BN(0),
@@ -146,6 +152,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
146
152
  nextFillRecordId: new BN(0),
147
153
  pnlPool: {
148
154
  balance: new BN(0),
155
+ marketIndex: 0,
149
156
  },
150
157
  ifLiquidationFee: new BN(0),
151
158
  liquidatorFee: new BN(0),
@@ -165,7 +172,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
165
172
  contractType: ContractType.PERPETUAL,
166
173
  expiryTs: new BN(0),
167
174
  settlementPrice: new BN(0),
168
- marketIndex: DevnetPerpMarkets[2].marketIndex,
175
+ marketIndex: 2,
169
176
  pubkey: PublicKey.default,
170
177
  amm: mockAMM,
171
178
  baseAssetAmount: new BN(0),
@@ -177,6 +184,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
177
184
  nextFillRecordId: new BN(0),
178
185
  pnlPool: {
179
186
  balance: new BN(0),
187
+ marketIndex: 0,
180
188
  },
181
189
  ifLiquidationFee: new BN(0),
182
190
  liquidatorFee: new BN(0),
@@ -195,7 +203,10 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
195
203
 
196
204
  export const mockSpotMarkets: Array<SpotMarketAccount> = [
197
205
  {
198
- marketIndex: new BN(0),
206
+ status: MarketStatus.ACTIVE,
207
+ assetTier: AssetTier.COLLATERAL,
208
+ maxTokenDeposits: new BN(100),
209
+ marketIndex: 0,
199
210
  pubkey: PublicKey.default,
200
211
  mint: DevnetSpotMarkets[0].mint,
201
212
  vault: PublicKey.default,
@@ -203,17 +214,18 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
203
214
  insuranceWithdrawEscrowPeriod: new BN(0),
204
215
  revenuePool: {
205
216
  balance: new BN(0),
217
+ marketIndex: 0,
206
218
  },
207
219
  totalIfShares: new BN(0),
208
220
  userIfShares: new BN(0),
209
- userIfFactor: new BN(0),
210
- totalIfFactor: new BN(0),
221
+ userIfFactor: 0,
222
+ totalIfFactor: 0,
211
223
  ifLiquidationFee: new BN(0),
212
224
  liquidatorFee: new BN(0),
213
225
  decimals: 6,
214
- optimalUtilization: new BN(0),
215
- optimalBorrowRate: new BN(0),
216
- maxBorrowRate: new BN(0),
226
+ optimalUtilization: 0,
227
+ optimalBorrowRate: 0,
228
+ maxBorrowRate: 0,
217
229
  cumulativeDepositInterest: new BN(0),
218
230
  cumulativeBorrowInterest: new BN(0),
219
231
  depositBalance: new BN(0),
@@ -234,6 +246,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
234
246
  nextFillRecordId: new BN(0),
235
247
  spotFeePool: {
236
248
  balance: new BN(0),
249
+ marketIndex: 0,
237
250
  },
238
251
  totalSpotFee: new BN(0),
239
252
  oracleSource: OracleSource.PYTH,
@@ -254,7 +267,10 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
254
267
  },
255
268
  },
256
269
  {
257
- marketIndex: new BN(1),
270
+ status: MarketStatus.ACTIVE,
271
+ assetTier: AssetTier.CROSS,
272
+ maxTokenDeposits: new BN(100),
273
+ marketIndex: 1,
258
274
  pubkey: PublicKey.default,
259
275
  mint: DevnetSpotMarkets[1].mint,
260
276
  vault: PublicKey.default,
@@ -262,17 +278,18 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
262
278
  insuranceWithdrawEscrowPeriod: new BN(0),
263
279
  revenuePool: {
264
280
  balance: new BN(0),
281
+ marketIndex: 0,
265
282
  },
266
283
  totalIfShares: new BN(0),
267
284
  userIfShares: new BN(0),
268
- userIfFactor: new BN(0),
269
- totalIfFactor: new BN(0),
285
+ userIfFactor: 0,
286
+ totalIfFactor: 0,
270
287
  ifLiquidationFee: new BN(0),
271
288
  liquidatorFee: new BN(0),
272
289
  decimals: 9,
273
- optimalUtilization: new BN(0),
274
- optimalBorrowRate: new BN(0),
275
- maxBorrowRate: new BN(0),
290
+ optimalUtilization: 0,
291
+ optimalBorrowRate: 0,
292
+ maxBorrowRate: 0,
276
293
  cumulativeDepositInterest: new BN(0),
277
294
  cumulativeBorrowInterest: new BN(0),
278
295
  depositBalance: new BN(0),
@@ -293,6 +310,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
293
310
  nextFillRecordId: new BN(0),
294
311
  spotFeePool: {
295
312
  balance: new BN(0),
313
+ marketIndex: 0,
296
314
  },
297
315
  totalSpotFee: new BN(0),
298
316
  oracleSource: OracleSource.PYTH,
@@ -313,7 +331,10 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
313
331
  },
314
332
  },
315
333
  {
316
- marketIndex: new BN(2),
334
+ status: MarketStatus.ACTIVE,
335
+ assetTier: AssetTier.PROTECTED,
336
+ maxTokenDeposits: new BN(100),
337
+ marketIndex: 2,
317
338
  pubkey: PublicKey.default,
318
339
  mint: DevnetSpotMarkets[2].mint,
319
340
  vault: PublicKey.default,
@@ -321,17 +342,18 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
321
342
  insuranceWithdrawEscrowPeriod: new BN(0),
322
343
  revenuePool: {
323
344
  balance: new BN(0),
345
+ marketIndex: 0,
324
346
  },
325
347
  totalIfShares: new BN(0),
326
348
  userIfShares: new BN(0),
327
- userIfFactor: new BN(0),
328
- totalIfFactor: new BN(0),
349
+ userIfFactor: 0,
350
+ totalIfFactor: 0,
329
351
  ifLiquidationFee: new BN(0),
330
352
  liquidatorFee: new BN(0),
331
353
  decimals: 6,
332
- optimalUtilization: new BN(0),
333
- optimalBorrowRate: new BN(0),
334
- maxBorrowRate: new BN(0),
354
+ optimalUtilization: 0,
355
+ optimalBorrowRate: 0,
356
+ maxBorrowRate: 0,
335
357
  cumulativeDepositInterest: new BN(0),
336
358
  cumulativeBorrowInterest: new BN(0),
337
359
  depositBalance: new BN(0),
@@ -352,6 +374,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
352
374
  nextFillRecordId: new BN(0),
353
375
  spotFeePool: {
354
376
  balance: new BN(0),
377
+ marketIndex: 0,
355
378
  },
356
379
  totalSpotFee: new BN(0),
357
380
  oracleSource: OracleSource.PYTH,