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

package/lib/clearingHouseUser.d.ts

@@ -42,7 +42,7 @@ export declare class ClearingHouseUser {
      * @param orderId
      * @returns Order
      */
-    getOrder(orderId: BN): Order | undefined;
+    getOrder(orderId: number): Order | undefined;
     /**
      * @param userOrderId
      * @returns Order

package/lib/clearingHouseUser.js

@@ -65,7 +65,7 @@ class ClearingHouseUser {
     getEmptyPosition(marketIndex) {
         return {
             baseAssetAmount: numericConstants_1.ZERO,
-            remainderBaseAssetAmount: numericConstants_1.ZERO,
+            remainderBaseAssetAmount: 0,
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
@@ -75,7 +75,6 @@ class ClearingHouseUser {
             openAsks: numericConstants_1.ZERO,
             settledPnl: numericConstants_1.ZERO,
             lpShares: numericConstants_1.ZERO,
-            lastFeePerLp: numericConstants_1.ZERO,
             lastNetBaseAssetAmountPerLp: numericConstants_1.ZERO,
             lastNetQuoteAssetAmountPerLp: numericConstants_1.ZERO,
         };
@@ -89,7 +88,7 @@ class ClearingHouseUser {
      * @returns Order
      */
     getOrder(orderId) {
-        return this.getUserAccount().orders.find((order) => order.orderId.eq(orderId));
+        return this.getUserAccount().orders.find((order) => order.orderId === orderId);
     }
     /**
      * @param userOrderId
@@ -134,15 +133,13 @@ class ClearingHouseUser {
             return [standardizedAmount, remainder];
         }
         const [standardizedBaa, remainderBaa] = standardize(deltaBaa, market.amm.baseAssetAmountStepSize);
-        position.remainderBaseAssetAmount =
-            position.remainderBaseAssetAmount.add(remainderBaa);
-        if (position.remainderBaseAssetAmount
-            .abs()
-            .gte(market.amm.baseAssetAmountStepSize)) {
+        position.remainderBaseAssetAmount += remainderBaa.toNumber();
+        if (Math.abs(position.remainderBaseAssetAmount) >
+            market.amm.baseAssetAmountStepSize.toNumber()) {
             const [newStandardizedBaa, newRemainderBaa] = standardize(position.remainderBaseAssetAmount, market.amm.baseAssetAmountStepSize);
             position.baseAssetAmount =
                 position.baseAssetAmount.add(newStandardizedBaa);
-            position.remainderBaseAssetAmount = newRemainderBaa;
+            position.remainderBaseAssetAmount = newRemainderBaa.toNumber();
         }
         let updateType;
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
@@ -300,7 +297,7 @@ class ClearingHouseUser {
             const [worstCaseTokenAmount, worstCaseQuoteTokenAmount] = (0, spotPosition_1.getWorstCaseTokenAmounts)(spotPosition, spotMarketAccount, this.getOracleDataForSpotMarket(spotPosition.marketIndex));
             let newTotalLiabilityValue = totalLiabilityValue;
             if (worstCaseTokenAmount.lt(numericConstants_1.ZERO)) {
-                const baseLiabilityValue = this.getSpotLiabilityValue(worstCaseTokenAmount, oraclePriceData, spotMarketAccount, marginCategory, liquidationBuffer);
+                const baseLiabilityValue = this.getSpotLiabilityValue(worstCaseTokenAmount.abs(), oraclePriceData, spotMarketAccount, marginCategory, liquidationBuffer);
                 newTotalLiabilityValue =
                     newTotalLiabilityValue.add(baseLiabilityValue);
             }
@@ -310,6 +307,7 @@ class ClearingHouseUser {
                     weight = _1.BN.max(weight, new _1.BN(this.getUserAccount().customMarginRatio));
                 }
                 const weightedTokenValue = worstCaseQuoteTokenAmount
+                    .abs()
                     .mul(weight)
                     .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
                 newTotalLiabilityValue =
@@ -615,7 +613,7 @@ class ClearingHouseUser {
         const proposedPerpPosition = {
             marketIndex: perpPosition.marketIndex,
             baseAssetAmount: proposedBaseAssetAmount,
-            remainderBaseAssetAmount: numericConstants_1.ZERO,
+            remainderBaseAssetAmount: 0,
             quoteAssetAmount: new _1.BN(0),
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             quoteEntryAmount: new _1.BN(0),
@@ -624,7 +622,6 @@ class ClearingHouseUser {
             openAsks: new _1.BN(0),
             settledPnl: numericConstants_1.ZERO,
             lpShares: numericConstants_1.ZERO,
-            lastFeePerLp: numericConstants_1.ZERO,
             lastNetBaseAssetAmountPerLp: numericConstants_1.ZERO,
             lastNetQuoteAssetAmountPerLp: numericConstants_1.ZERO,
         };

package/lib/config.js

@@ -7,7 +7,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: 'By7XjakxXVnQ9gMZ4VT98DenTgBCeP295A58ybzgwVPZ',
+        CLEARING_HOUSE_PROGRAM_ID: 'DUZwKJKAk2C9S88BYvQzck1M1i5hySQjxB4zW6tJ29Nw',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
         PERP_MARKETS: perpMarkets_1.DevnetPerpMarkets,
         SPOT_MARKETS: spotMarkets_1.DevnetSpotMarkets,

package/lib/constants/numericConstants.d.ts

@@ -3,6 +3,13 @@ import { BN } from '../';
 export declare const ZERO: BN;
 export declare const ONE: BN;
 export declare const TWO: BN;
+export declare const THREE: BN;
+export declare const FOUR: BN;
+export declare const FIVE: BN;
+export declare const SIX: BN;
+export declare const SEVEN: BN;
+export declare const EIGHT: BN;
+export declare const NINE: BN;
 export declare const TEN: BN;
 export declare const TEN_THOUSAND: BN;
 export declare const BN_MAX: BN;

package/lib/constants/numericConstants.js

@@ -1,11 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_RATE_BUFFER_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
+exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_RATE_BUFFER_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.NINE = exports.EIGHT = exports.SEVEN = exports.SIX = exports.FIVE = exports.FOUR = exports.THREE = exports.TWO = exports.ONE = exports.ZERO = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
 exports.ONE = new __1.BN(1);
 exports.TWO = new __1.BN(2);
+exports.THREE = new __1.BN(3);
+exports.FOUR = new __1.BN(4);
+exports.FIVE = new __1.BN(5);
+exports.SIX = new __1.BN(6);
+exports.SEVEN = new __1.BN(7);
+exports.EIGHT = new __1.BN(8);
+exports.NINE = new __1.BN(9);
 exports.TEN = new __1.BN(10);
 exports.TEN_THOUSAND = new __1.BN(10000);
 exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);

package/lib/constants/spotMarkets.js

@@ -12,8 +12,8 @@ exports.DevnetSpotMarkets = [
         oracle: web3_js_1.PublicKey.default,
         oracleSource: __1.OracleSource.QUOTE_ASSET,
         mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
-        precision: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION,
-        precisionExp: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION_EXP,
+        precision: new __1.BN(10).pow(numericConstants_1.SIX),
+        precisionExp: numericConstants_1.SIX,
     },
     {
         symbol: 'SOL',
@@ -31,8 +31,8 @@ exports.DevnetSpotMarkets = [
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         oracleSource: __1.OracleSource.PYTH,
         mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
-        precision: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION,
-        precisionExp: numericConstants_1.SPOT_MARKET_BALANCE_PRECISION_EXP,
+        precision: new __1.BN(10).pow(numericConstants_1.SIX),
+        precisionExp: numericConstants_1.SIX,
         serumMarket: new web3_js_1.PublicKey('AGsmbVu3MS9u68GEYABWosQQCZwmLcBHu4pWEuBYH7Za'),
     },
 ];

package/lib/dlob/DLOB.d.ts

@@ -29,7 +29,7 @@ export declare type NodeToFill = {
 export declare type NodeToTrigger = {
     node: TriggerOrderNode;
 };
-declare type Side = 'ask' | 'bid' | 'both';
+declare type Side = 'ask' | 'bid' | 'both' | 'nocross';
 export declare class DLOB {
     openOrders: Map<MarketTypeStr, Set<string>>;
     orderLists: Map<MarketTypeStr, Map<number, MarketNodeLists>>;
@@ -54,16 +54,17 @@ export declare class DLOB {
     trigger(order: Order, userAccount: PublicKey, onTrigger?: OrderBookCallback): void;
     getListForOrder(order: Order): NodeList<any> | undefined;
     findNodesToFill(marketIndex: number, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
-    findCrossingNodesToFill(marketIndex: number, vBid: BN | undefined, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
-    findMarketNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
+    findCrossingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findvAMMCrossingNodesToFill(marketIndex: number, vBid: BN, vAsk: BN, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findExpiredMarketNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
     findJitAuctionNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
     getMarketBids(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
     getMarketAsks(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
     getAsks(marketIndex: number, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     getBids(marketIndex: number, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     findCrossingOrders(askNode: DLOBNode, bidNode: DLOBNode, oraclePriceData: OraclePriceData, slot: number): {
-        crossingNodes?: NodeToFill;
-        exhaustedSide?: Side;
+        crossingNodes: NodeToFill[];
+        exhaustedSide: Side;
     };
     getBestAsk(marketIndex: number, vAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
     getBestBid(marketIndex: number, vBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;

package/lib/dlob/DLOB.js

@@ -142,7 +142,7 @@ class DLOB {
         else if ((0, __1.isOneOfVariant)(order.orderType, ['market', 'triggerMarket'])) {
             type = 'market';
         }
-        else if (order.oraclePriceOffset.gt(__1.ZERO)) {
+        else if (!order.oraclePriceOffset.eq(__1.ZERO)) {
             type = 'floatingLimit';
         }
         else {
@@ -163,15 +163,18 @@ class DLOB {
     }
     findNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData) {
         // Find all the crossing nodes
-        const crossingNodesToFill = this.findCrossingNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData);
+        const crossingNodesToFill = this.findCrossingNodesToFill(marketIndex, slot, marketType, oraclePriceData);
+        const vAMMCrossingNodesToFill = this.findvAMMCrossingNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData);
         // get expired market nodes
-        const marketNodesToFill = this.findMarketNodesToFill(marketIndex, slot, marketType);
-        return crossingNodesToFill.concat(marketNodesToFill);
+        const marketNodesToFill = this.findExpiredMarketNodesToFill(marketIndex, slot, marketType);
+        return crossingNodesToFill.concat(vAMMCrossingNodesToFill, marketNodesToFill);
     }
-    findCrossingNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData) {
+    findCrossingNodesToFill(marketIndex, slot, marketType, oraclePriceData) {
         const nodesToFill = new Array();
-        const askGenerator = this.getAsks(marketIndex, vAsk, slot, marketType, oraclePriceData);
-        const bidGenerator = this.getBids(marketIndex, vBid, slot, marketType, oraclePriceData);
+        const askGenerator = this.getAsks(marketIndex, undefined, // dont include vask
+        slot, marketType, oraclePriceData);
+        const bidGenerator = this.getBids(marketIndex, undefined, // dont include vbid
+        slot, marketType, oraclePriceData);
         let nextAsk = askGenerator.next();
         let nextBid = bidGenerator.next();
         // First try to find orders that cross
@@ -187,33 +190,71 @@ class DLOB {
                 nextBid = bidGenerator.next();
                 nextAsk = askGenerator.next();
             }
+            else if (exhaustedSide === 'nocross') {
+                break;
+            }
             else {
                 console.error(`invalid exhaustedSide: ${exhaustedSide}`);
                 break;
             }
-            const takerIsMaker = (crossingNodes === null || crossingNodes === void 0 ? void 0 : crossingNodes.makerNode) !== undefined &&
-                crossingNodes.node.userAccount.equals(crossingNodes.makerNode.userAccount);
-            // Verify that each side is different user
-            if (crossingNodes && !takerIsMaker) {
-                nodesToFill.push(crossingNodes);
+            for (const crossingNode of crossingNodes) {
+                nodesToFill.push(crossingNode);
             }
         }
         return nodesToFill;
     }
-    findMarketNodesToFill(marketIndex, slot, marketType) {
+    findvAMMCrossingNodesToFill(marketIndex, vBid, vAsk, slot, marketType, oraclePriceData) {
+        const nodesToFill = new Array();
+        const askGenerator = this.getAsks(marketIndex, undefined, // dont include vask
+        slot, marketType, oraclePriceData);
+        const bidGenerator = this.getBids(marketIndex, undefined, // dont include vbid
+        slot, marketType, oraclePriceData);
+        let nextAsk = askGenerator.next();
+        let nextBid = bidGenerator.next();
+        // check for asks that cross vBid
+        while (!nextAsk.done) {
+            const askNode = nextAsk.value;
+            const askPrice = askNode.getPrice(oraclePriceData, slot);
+            if (askPrice.lte(vBid) && (0, __1.isAuctionComplete)(askNode.order, slot)) {
+                nodesToFill.push({
+                    node: askNode,
+                    makerNode: undefined, // filled by vAMM
+                });
+            }
+            else {
+                break;
+            }
+            nextAsk = askGenerator.next();
+        }
+        // check for bids that cross vAsk
+        while (!nextBid.done) {
+            const bidNode = nextBid.value;
+            const bidPrice = bidNode.getPrice(oraclePriceData, slot);
+            if (bidPrice.gte(vAsk) && (0, __1.isAuctionComplete)(bidNode.order, slot)) {
+                nodesToFill.push({
+                    node: bidNode,
+                    makerNode: undefined, // filled by vAMM
+                });
+            }
+            else {
+                break;
+            }
+            nextBid = bidGenerator.next();
+        }
+        return nodesToFill;
+    }
+    findExpiredMarketNodesToFill(marketIndex, slot, marketType) {
         const nodesToFill = new Array();
         // Then see if there are orders to fill against vamm
         for (const marketBid of this.getMarketBids(marketIndex, marketType)) {
-            if ((0, __1.isAuctionComplete)(marketBid.order, slot) ||
-                (0, __1.isOrderExpired)(marketBid.order, slot)) {
+            if ((0, __1.isOrderExpired)(marketBid.order, slot)) {
                 nodesToFill.push({
                     node: marketBid,
                 });
             }
         }
         for (const marketAsk of this.getMarketAsks(marketIndex, marketType)) {
-            if ((0, __1.isAuctionComplete)(marketAsk.order, slot) ||
-                (0, __1.isOrderExpired)(marketAsk.order, slot)) {
+            if ((0, __1.isOrderExpired)(marketAsk.order, slot)) {
                 nodesToFill.push({
                     node: marketAsk,
                 });
@@ -265,7 +306,7 @@ class DLOB {
             nodeLists.floatingLimit.ask.getGenerator(),
             nodeLists.market.ask.getGenerator(),
         ];
-        if (marketTypeStr === 'perp') {
+        if (marketTypeStr === 'perp' && vAsk) {
             generatorList.push((0, NodeList_1.getVammNodeGenerator)(vAsk));
         }
         const askGenerators = generatorList.map((generator) => {
@@ -290,6 +331,11 @@ class DLOB {
                     : currentGenerator;
             });
             if (!bestGenerator.next.done) {
+                // skip this node if it's already completely filled
+                if (bestGenerator.next.value.isBaseFilled()) {
+                    bestGenerator.next = bestGenerator.generator.next();
+                    continue;
+                }
                 yield bestGenerator.next.value;
                 bestGenerator.next = bestGenerator.generator.next();
             }
@@ -309,7 +355,7 @@ class DLOB {
             nodeLists.floatingLimit.bid.getGenerator(),
             nodeLists.market.bid.getGenerator(),
         ];
-        if (marketTypeStr === 'perp') {
+        if (marketTypeStr === 'perp' && vBid) {
             generatorList.push((0, NodeList_1.getVammNodeGenerator)(vBid));
         }
         const bidGenerators = generatorList.map((generator) => {
@@ -334,6 +380,11 @@ class DLOB {
                     : currentGenerator;
             });
             if (!bestGenerator.next.done) {
+                // skip this node if it's already completely filled
+                if (bestGenerator.next.value.isBaseFilled()) {
+                    bestGenerator.next = bestGenerator.generator.next();
+                    continue;
+                }
                 yield bestGenerator.next.value;
                 bestGenerator.next = bestGenerator.generator.next();
             }
@@ -345,54 +396,24 @@ class DLOB {
     findCrossingOrders(askNode, bidNode, oraclePriceData, slot) {
         const bidPrice = bidNode.getPrice(oraclePriceData, slot);
         const askPrice = askNode.getPrice(oraclePriceData, slot);
-        const bidOrder = bidNode.order;
-        const askOrder = askNode.order;
-        const containsMarketOrder = (askOrder && (0, __1.isVariant)(askOrder.orderType, 'market')) ||
-            (bidOrder && (0, __1.isVariant)(bidOrder.orderType, 'market'));
-        if (!containsMarketOrder || bidPrice.lt(askPrice)) {
-            // no market orders, and no crossing orders - return
-            if (askNode.isVammNode() && !bidNode.isVammNode()) {
-                return {
-                    exhaustedSide: 'bid',
-                };
-            }
-            else if (!askNode.isVammNode() && bidNode.isVammNode()) {
-                return {
-                    exhaustedSide: 'ask',
-                };
-            }
-            else {
-                return {
-                    exhaustedSide: 'both',
-                };
-            }
-        }
-        // User bid crosses the vamm ask
-        if (askNode.isVammNode()) {
-            if (!(0, __1.isAuctionComplete)(bidOrder, slot)) {
-                return {
-                    exhaustedSide: 'bid',
-                };
-            }
+        // orders don't cross - we're done walkin gup the book
+        if (bidPrice.lt(askPrice)) {
             return {
-                crossingNodes: {
-                    node: bidNode,
-                },
-                exhaustedSide: 'bid',
+                crossingNodes: [],
+                exhaustedSide: 'nocross',
             };
         }
-        // User ask crosses the vamm bid
-        if (bidNode.isVammNode()) {
-            if (!(0, __1.isAuctionComplete)(askOrder, slot)) {
-                return {
-                    exhaustedSide: 'ask',
-                };
-            }
+        const bidOrder = bidNode.order;
+        const askOrder = askNode.order;
+        // Can't match two maker orders or if maker and taker are the same
+        const makerIsTaker = bidNode.userAccount.equals(askNode.userAccount);
+        if (makerIsTaker || (bidOrder.postOnly && askOrder.postOnly)) {
+            // don't have a principle way to pick which one to exhaust,
+            // exhaust each one 50% of the time so we can try each one against other orders
+            const exhaustedSide = Math.random() < 0.5 ? 'bid' : 'ask';
             return {
-                crossingNodes: {
-                    node: askNode,
-                },
-                exhaustedSide: 'ask',
+                crossingNodes: [],
+                exhaustedSide,
             };
         }
         const bidBaseRemaining = bidOrder.baseAssetAmount.sub(bidOrder.baseAssetAmountFilled);
@@ -407,44 +428,63 @@ class DLOB {
         else {
             exhaustedSide = 'bid';
         }
-        // Can't match two maker orders
-        if (bidOrder.postOnly && askOrder.postOnly) {
-            return {
-                exhaustedSide,
-            };
-        }
-        // update the orders as if they fill - so we don't try to match them on the next iteration
+        // update the orders on DLOB as if they were fill - so we don't try to match them on the next iteration
+        // NOTE: if something goes wrong during the actual fill (transaction fails, i.e. due to orders already being filled)
+        // then we risk having a mismatch between this local DLOB and the actual DLOB state on the blockchain. This isn't
+        // a problem in the current implementation because we construct a new DLOB from the blockchain state every time, rather
+        // than updating the existing DLOB based on events.
         if (exhaustedSide === 'ask') {
-            bidNode.order.baseAssetAmountFilled =
+            // bid partially filled
+            const newBidOrder = { ...bidOrder };
+            newBidOrder.baseAssetAmountFilled =
                 bidOrder.baseAssetAmountFilled.add(askBaseRemaining);
-            askNode.order.baseAssetAmountFilled = askOrder.baseAssetAmount;
+            this.getListForOrder(newBidOrder).update(newBidOrder, bidNode.userAccount);
+            // ask completely filled
+            const newAskOrder = { ...askOrder };
+            newAskOrder.baseAssetAmountFilled = askOrder.baseAssetAmount;
+            this.getListForOrder(newAskOrder).update(newAskOrder, askNode.userAccount);
         }
         else if (exhaustedSide === 'bid') {
-            askNode.order.baseAssetAmountFilled =
+            // ask partially filled
+            const newAskOrder = { ...askOrder };
+            newAskOrder.baseAssetAmountFilled =
                 askOrder.baseAssetAmountFilled.add(bidBaseRemaining);
-            bidNode.order.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+            this.getListForOrder(newAskOrder).update(newAskOrder, askNode.userAccount);
+            // bid completely filled
+            const newBidOrder = { ...bidOrder };
+            newBidOrder.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+            this.getListForOrder(newBidOrder).update(newBidOrder, bidNode.userAccount);
         }
         else {
-            askNode.order.baseAssetAmountFilled = askOrder.baseAssetAmount;
-            bidNode.order.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+            // both completely filled
+            const newBidOrder = { ...bidOrder };
+            newBidOrder.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+            this.getListForOrder(newBidOrder).update(newBidOrder, bidNode.userAccount);
+            const newAskOrder = { ...askOrder };
+            newAskOrder.baseAssetAmountFilled = askOrder.baseAssetAmount;
+            this.getListForOrder(newAskOrder).update(newAskOrder, askNode.userAccount);
         }
         // Bid is maker
         if (bidOrder.postOnly) {
             return {
-                crossingNodes: {
-                    node: askNode,
-                    makerNode: bidNode,
-                },
+                crossingNodes: [
+                    {
+                        node: askNode,
+                        makerNode: bidNode,
+                    },
+                ],
                 exhaustedSide,
             };
         }
         // Ask is maker
         if (askOrder.postOnly) {
             return {
-                crossingNodes: {
-                    node: bidNode,
-                    makerNode: askNode,
-                },
+                crossingNodes: [
+                    {
+                        node: bidNode,
+                        makerNode: askNode,
+                    },
+                ],
                 exhaustedSide,
             };
         }
@@ -454,10 +494,12 @@ class DLOB {
             ? [askNode, bidNode]
             : [bidNode, askNode];
         return {
-            crossingNodes: {
-                node: newerNode,
-                makerNode: olderNode,
-            },
+            crossingNodes: [
+                {
+                    node: newerNode,
+                    makerNode: olderNode,
+                },
+            ],
             exhaustedSide,
         };
     }

package/lib/dlob/DLOBNode.d.ts

@@ -5,6 +5,7 @@ export interface DLOBNode {
     getPrice(oraclePriceData: OraclePriceData, slot: number): BN;
     isVammNode(): boolean;
     order: Order | undefined;
+    isBaseFilled(): boolean;
     haveFilled: boolean;
     userAccount: PublicKey | undefined;
     market: SpotMarketAccount | PerpMarketAccount;
@@ -20,6 +21,7 @@ export declare abstract class OrderNode implements DLOBNode {
     abstract getSortValue(order: Order): BN;
     getLabel(): string;
     getPrice(oraclePriceData: OraclePriceData, slot: number): BN;
+    isBaseFilled(): boolean;
     isVammNode(): boolean;
 }
 export declare class LimitOrderNode extends OrderNode {

package/lib/dlob/DLOBNode.js

@@ -36,6 +36,9 @@ class OrderNode {
             console.error(`Unknown market type: ${this.order.marketType}`);
         }
     }
+    isBaseFilled() {
+        return this.order.baseAssetAmountFilled.eq(this.order.baseAssetAmount);
+    }
     isVammNode() {
         return false;
     }

package/lib/dlob/NodeList.d.ts

@@ -3,7 +3,7 @@ import { BN, MarketTypeStr, Order, PerpMarketAccount, SpotMarketAccount } from '
 import { PublicKey } from '@solana/web3.js';
 import { DLOBNode, DLOBNodeMap } from './DLOBNode';
 export declare type SortDirection = 'asc' | 'desc';
-export declare function getOrderSignature(orderId: BN, userAccount: PublicKey): string;
+export declare function getOrderSignature(orderId: number, userAccount: PublicKey): string;
 export interface DLOBNodeGenerator {
     getGenerator(): Generator<DLOBNode>;
 }

package/lib/dlob/NodeList.js

@@ -25,11 +25,11 @@ class NodeList {
             market = market;
         }
         const newNode = (0, DLOBNode_1.createNode)(this.nodeType, order, market, userAccount);
-        const orderId = getOrderSignature(order.orderId, userAccount);
-        if (this.nodeMap.has(orderId)) {
+        const orderSignature = getOrderSignature(order.orderId, userAccount);
+        if (this.nodeMap.has(orderSignature)) {
             return;
         }
-        this.nodeMap.set(orderId, newNode);
+        this.nodeMap.set(orderSignature, newNode);
         this.length += 1;
         if (this.head === undefined) {
             this.head = newNode;
@@ -86,7 +86,7 @@ class NodeList {
             if (node.previous) {
                 node.previous.next = node.next;
             }
-            if (this.head && node.order.orderId.eq(this.head.order.orderId)) {
+            if (this.head && node.order.orderId === this.head.order.orderId) {
                 this.head = node.next;
             }
             node.previous = undefined;
@@ -132,6 +132,7 @@ function* getVammNodeGenerator(price) {
         order: undefined,
         market: undefined,
         userAccount: undefined,
+        isBaseFilled: () => false,
         haveFilled: false,
     };
 }

package/lib/events/types.d.ts

@@ -1,5 +1,5 @@
 import { Commitment, TransactionSignature } from '@solana/web3.js';
-import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord } from '../index';
+import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord } from '../index';
 export declare type EventSubscriptionOptions = {
     eventTypes?: EventType[];
     maxEventsPerType?: number;
@@ -32,6 +32,7 @@ export declare type EventMap = {
     NewUserRecord: Event<NewUserRecord>;
     LPRecord: Event<LPRecord>;
     InsuranceFundRecord: Event<InsuranceFundRecord>;
+    SpotInterestRecord: Event<SpotInterestRecord>;
 };
 export declare type EventType = keyof EventMap;
 export interface EventSubscriberEvents {

package/lib/events/types.js

@@ -13,6 +13,7 @@ exports.DefaultEventSubscriptionOptions = {
         'SettlePnlRecord',
         'LPRecord',
         'InsuranceFundRecord',
+        'SpotInterestRecord',
     ],
     maxEventsPerType: 4096,
     orderBy: 'blockchain',

package/lib/factory/bigNum.d.ts

@@ -69,6 +69,7 @@ export declare class BigNum {
      * @returns
      */
     toFixed(fixedPrecision: number): string;
+    private getZeroes;
     /**
      * Pretty print to the specified number of significant figures
      * @param fixedPrecision