@drift-labs/sdk 0.2.0-master.31 → 0.2.0-master.33

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 (99) hide show
  1. package/lib/accounts/bulkAccountLoader.js +2 -1
  2. package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +2 -2
  3. package/lib/accounts/pollingClearingHouseAccountSubscriber.js +8 -8
  4. package/lib/accounts/types.d.ts +1 -0
  5. package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +2 -2
  6. package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +7 -7
  7. package/lib/addresses/marketAddresses.js +1 -1
  8. package/lib/addresses/pda.d.ts +4 -4
  9. package/lib/addresses/pda.js +23 -22
  10. package/lib/admin.d.ts +30 -32
  11. package/lib/admin.js +111 -119
  12. package/lib/clearingHouse.d.ts +43 -34
  13. package/lib/clearingHouse.js +353 -193
  14. package/lib/clearingHouseConfig.d.ts +2 -2
  15. package/lib/clearingHouseUser.d.ts +26 -5
  16. package/lib/clearingHouseUser.js +151 -51
  17. package/lib/config.d.ts +2 -0
  18. package/lib/config.js +5 -1
  19. package/lib/constants/numericConstants.d.ts +1 -0
  20. package/lib/constants/numericConstants.js +3 -2
  21. package/lib/dlob/DLOB.d.ts +19 -11
  22. package/lib/dlob/DLOB.js +208 -107
  23. package/lib/dlob/DLOBNode.js +2 -10
  24. package/lib/dlob/NodeList.d.ts +1 -0
  25. package/lib/dlob/NodeList.js +6 -1
  26. package/lib/events/eventSubscriber.d.ts +1 -0
  27. package/lib/events/eventSubscriber.js +11 -4
  28. package/lib/events/fetchLogs.d.ts +3 -1
  29. package/lib/events/fetchLogs.js +13 -5
  30. package/lib/events/pollingLogProvider.js +1 -1
  31. package/lib/events/types.d.ts +1 -1
  32. package/lib/events/webSocketLogProvider.js +1 -1
  33. package/lib/factory/bigNum.d.ts +5 -4
  34. package/lib/factory/bigNum.js +36 -6
  35. package/lib/idl/clearing_house.json +1527 -1242
  36. package/lib/index.d.ts +3 -0
  37. package/lib/index.js +3 -0
  38. package/lib/math/amm.js +9 -9
  39. package/lib/math/exchangeStatus.d.ts +4 -0
  40. package/lib/math/exchangeStatus.js +18 -0
  41. package/lib/math/funding.js +10 -10
  42. package/lib/math/margin.js +6 -1
  43. package/lib/math/market.js +9 -9
  44. package/lib/math/orders.d.ts +7 -3
  45. package/lib/math/orders.js +39 -31
  46. package/lib/math/repeg.js +3 -3
  47. package/lib/math/spotBalance.js +3 -3
  48. package/lib/math/spotPosition.js +2 -2
  49. package/lib/serum/serumFulfillmentConfigMap.d.ts +10 -0
  50. package/lib/serum/serumFulfillmentConfigMap.js +17 -0
  51. package/lib/serum/serumSubscriber.d.ts +4 -0
  52. package/lib/serum/serumSubscriber.js +16 -1
  53. package/lib/types.d.ts +70 -85
  54. package/lib/types.js +12 -11
  55. package/lib/userMap/userMap.d.ts +17 -1
  56. package/lib/userMap/userMap.js +12 -0
  57. package/lib/userName.d.ts +1 -0
  58. package/lib/userName.js +3 -2
  59. package/package.json +1 -1
  60. package/src/accounts/bulkAccountLoader.ts +5 -1
  61. package/src/accounts/pollingClearingHouseAccountSubscriber.ts +9 -9
  62. package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +8 -8
  63. package/src/addresses/marketAddresses.ts +2 -2
  64. package/src/addresses/pda.ts +20 -20
  65. package/src/admin.ts +246 -221
  66. package/src/clearingHouse.ts +556 -236
  67. package/src/clearingHouseConfig.ts +2 -2
  68. package/src/clearingHouseUser.ts +237 -87
  69. package/src/config.ts +8 -1
  70. package/src/constants/numericConstants.ts +5 -1
  71. package/src/dlob/DLOB.ts +290 -120
  72. package/src/dlob/DLOBNode.ts +2 -14
  73. package/src/dlob/NodeList.ts +7 -1
  74. package/src/events/eventSubscriber.ts +18 -4
  75. package/src/events/fetchLogs.ts +20 -5
  76. package/src/events/pollingLogProvider.ts +1 -1
  77. package/src/events/types.ts +2 -1
  78. package/src/events/webSocketLogProvider.ts +1 -1
  79. package/src/factory/bigNum.ts +59 -6
  80. package/src/idl/clearing_house.json +1527 -1242
  81. package/src/idl/pyth.json +98 -2
  82. package/src/index.ts +3 -0
  83. package/src/math/amm.ts +9 -9
  84. package/src/math/exchangeStatus.ts +31 -0
  85. package/src/math/funding.ts +20 -10
  86. package/src/math/margin.ts +7 -1
  87. package/src/math/market.ts +9 -9
  88. package/src/math/orders.ts +44 -29
  89. package/src/math/repeg.ts +3 -3
  90. package/src/math/spotBalance.ts +4 -4
  91. package/src/math/spotPosition.ts +2 -2
  92. package/src/serum/serumFulfillmentConfigMap.ts +26 -0
  93. package/src/serum/serumSubscriber.ts +20 -1
  94. package/src/types.ts +75 -61
  95. package/src/userMap/userMap.ts +25 -1
  96. package/src/userName.ts +2 -1
  97. package/tests/bn/test.ts +22 -1
  98. package/tests/dlob/helpers.ts +252 -81
  99. package/tests/dlob/test.ts +1115 -215
@@ -34,6 +34,12 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
34
34
  private sortDirection: SortDirection
35
35
  ) {}
36
36
 
37
+ public clear() {
38
+ this.head = undefined;
39
+ this.length = 0;
40
+ this.nodeMap.clear();
41
+ }
42
+
37
43
  public insert(
38
44
  order: Order,
39
45
  marketType: MarketTypeStr,
@@ -99,7 +105,7 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
99
105
  const newOrderSortPrice = newNode.sortValue;
100
106
 
101
107
  if (newOrderSortPrice.eq(currentOrderSortPrice)) {
102
- return newOrder.ts.lt(currentOrder.ts);
108
+ return newOrder.slot.lt(currentOrder.slot);
103
109
  }
104
110
 
105
111
  if (this.sortDirection === 'asc') {
@@ -26,6 +26,7 @@ export class EventSubscriber {
26
26
  private logProvider: LogProvider;
27
27
  public eventEmitter: StrictEventEmitter<EventEmitter, EventSubscriberEvents>;
28
28
  private lastSeenSlot: number;
29
+ private lastSeenBlockTime: number | undefined;
29
30
  public lastSeenTxSig: string;
30
31
 
31
32
  public constructor(
@@ -70,8 +71,8 @@ export class EventSubscriber {
70
71
  return true;
71
72
  }
72
73
 
73
- this.logProvider.subscribe((txSig, slot, logs) => {
74
- this.handleTxLogs(txSig, slot, logs);
74
+ this.logProvider.subscribe((txSig, slot, logs, mostRecentBlockTime) => {
75
+ this.handleTxLogs(txSig, slot, logs, mostRecentBlockTime);
75
76
  }, true);
76
77
 
77
78
  return true;
@@ -85,7 +86,8 @@ export class EventSubscriber {
85
86
  private handleTxLogs(
86
87
  txSig: TransactionSignature,
87
88
  slot: number,
88
- logs: string[]
89
+ logs: string[],
90
+ mostRecentBlockTime: number | undefined
89
91
  ): void {
90
92
  if (this.txEventCache.has(txSig)) {
91
93
  return;
@@ -94,6 +96,10 @@ export class EventSubscriber {
94
96
  const wrappedEvents = this.parseEventsFromLogs(txSig, slot, logs);
95
97
  for (const wrappedEvent of wrappedEvents) {
96
98
  this.eventListMap.get(wrappedEvent.eventType).insert(wrappedEvent);
99
+ }
100
+
101
+ // dont emit event till we've added all the events to the eventListMap
102
+ for (const wrappedEvent of wrappedEvents) {
97
103
  this.eventEmitter.emit('newEvent', wrappedEvent);
98
104
  }
99
105
 
@@ -106,6 +112,14 @@ export class EventSubscriber {
106
112
  if (slot > this.lastSeenSlot) {
107
113
  this.lastSeenTxSig = txSig;
108
114
  }
115
+
116
+ if (
117
+ this.lastSeenBlockTime === undefined ||
118
+ mostRecentBlockTime > this.lastSeenBlockTime
119
+ ) {
120
+ this.lastSeenBlockTime = mostRecentBlockTime;
121
+ }
122
+
109
123
  this.txEventCache.add(txSig, wrappedEvents);
110
124
  }
111
125
 
@@ -134,7 +148,7 @@ export class EventSubscriber {
134
148
  beforeTx = response.earliestTx;
135
149
 
136
150
  for (const { txSig, slot, logs } of response.transactionLogs) {
137
- this.handleTxLogs(txSig, slot, logs);
151
+ this.handleTxLogs(txSig, slot, logs, response.mostRecentBlockTime);
138
152
  }
139
153
  }
140
154
  }
@@ -3,6 +3,7 @@ import {
3
3
  Connection,
4
4
  Finality,
5
5
  PublicKey,
6
+ TransactionResponse,
6
7
  TransactionSignature,
7
8
  } from '@solana/web3.js';
8
9
  import { WrappedEvents } from './types';
@@ -14,8 +15,17 @@ type FetchLogsResponse = {
14
15
  earliestSlot: number;
15
16
  mostRecentSlot: number;
16
17
  transactionLogs: Log[];
18
+ mostRecentBlockTime: number | undefined;
17
19
  };
18
20
 
21
+ function mapTransactionResponseToLog(transaction: TransactionResponse): Log {
22
+ return {
23
+ txSig: transaction.transaction.signatures[0],
24
+ slot: transaction.slot,
25
+ logs: transaction.meta.logMessages,
26
+ };
27
+ }
28
+
19
29
  export async function fetchLogs(
20
30
  connection: Connection,
21
31
  programId: PublicKey,
@@ -57,11 +67,7 @@ export async function fetchLogs(
57
67
  );
58
68
 
59
69
  return transactions.map((transaction) => {
60
- return {
61
- txSig: transaction.transaction.signatures[0],
62
- slot: transaction.slot,
63
- logs: transaction.meta.logMessages,
64
- };
70
+ return mapTransactionResponseToLog(transaction);
65
71
  });
66
72
  })
67
73
  )
@@ -76,6 +82,7 @@ export async function fetchLogs(
76
82
  mostRecentTx: mostRecent.signature,
77
83
  earliestSlot: earliest.slot,
78
84
  mostRecentSlot: mostRecent.slot,
85
+ mostRecentBlockTime: mostRecent.blockTime,
79
86
  };
80
87
  }
81
88
 
@@ -93,6 +100,14 @@ export class LogParser {
93
100
  this.program = program;
94
101
  }
95
102
 
103
+ public parseEventsFromTransaction(
104
+ transaction: TransactionResponse
105
+ ): WrappedEvents {
106
+ const transactionLogObject = mapTransactionResponseToLog(transaction);
107
+
108
+ return this.parseEventsFromLogs(transactionLogObject);
109
+ }
110
+
96
111
  public parseEventsFromLogs(event: Log): WrappedEvents {
97
112
  const records: WrappedEvents = [];
98
113
  // @ts-ignore
@@ -58,7 +58,7 @@ export class PollingLogProvider implements LogProvider {
58
58
  const { mostRecentTx, transactionLogs } = response;
59
59
 
60
60
  for (const { txSig, slot, logs } of transactionLogs) {
61
- callback(txSig, slot, logs);
61
+ callback(txSig, slot, logs, response.mostRecentBlockTime);
62
62
  }
63
63
 
64
64
  this.mostRecentSeenTx = mostRecentTx;
@@ -93,7 +93,8 @@ export type SortFn = (
93
93
  export type logProviderCallback = (
94
94
  txSig: TransactionSignature,
95
95
  slot: number,
96
- logs: string[]
96
+ logs: string[],
97
+ mostRecentBlockTime: number | undefined
97
98
  ) => void;
98
99
 
99
100
  export interface LogProvider {
@@ -17,7 +17,7 @@ export class WebSocketLogProvider implements LogProvider {
17
17
  this.subscriptionId = this.connection.onLogs(
18
18
  this.programId,
19
19
  (logs, ctx) => {
20
- callback(logs.signature, ctx.slot, logs.logs);
20
+ callback(logs.signature, ctx.slot, logs.logs, undefined);
21
21
  },
22
22
  this.commitment
23
23
  );
@@ -306,7 +306,11 @@ export class BigNum {
306
306
  * @param fixedPrecision
307
307
  * @returns
308
308
  */
309
- public toFixed(fixedPrecision: number): string {
309
+ public toFixed(fixedPrecision: number, rounded = false): string {
310
+ if (rounded) {
311
+ return this.toRounded(fixedPrecision).toFixed(fixedPrecision);
312
+ }
313
+
310
314
  const printString = this.print();
311
315
 
312
316
  const [leftSide, rightSide] = printString.split(BigNum.delim);
@@ -322,7 +326,41 @@ export class BigNum {
322
326
  }
323
327
 
324
328
  private getZeroes(count: number) {
325
- return new Array(count).fill('0').join('');
329
+ return new Array(Math.max(count, 0)).fill('0').join('');
330
+ }
331
+
332
+ public toRounded(roundingPrecision: number) {
333
+ const printString = this.toString();
334
+
335
+ let shouldRoundUp = false;
336
+
337
+ const roundingDigitChar = printString[roundingPrecision];
338
+
339
+ if (roundingDigitChar) {
340
+ const roundingDigitVal = Number(roundingDigitChar);
341
+ if (roundingDigitVal >= 5) shouldRoundUp = true;
342
+ }
343
+
344
+ if (shouldRoundUp) {
345
+ const valueWithRoundedPrecisionAdded = this.add(
346
+ BigNum.from(
347
+ new BN(10).pow(new BN(printString.length - roundingPrecision)),
348
+ this.precision
349
+ )
350
+ );
351
+
352
+ const roundedUpPrintString =
353
+ valueWithRoundedPrecisionAdded.toString().slice(0, roundingPrecision) +
354
+ this.getZeroes(printString.length - roundingPrecision);
355
+
356
+ return BigNum.from(roundedUpPrintString, this.precision);
357
+ } else {
358
+ const roundedDownPrintString =
359
+ printString.slice(0, roundingPrecision) +
360
+ this.getZeroes(printString.length - roundingPrecision);
361
+
362
+ return BigNum.from(roundedDownPrintString, this.precision);
363
+ }
326
364
  }
327
365
 
328
366
  /**
@@ -330,7 +368,18 @@ export class BigNum {
330
368
  * @param fixedPrecision
331
369
  * @returns
332
370
  */
333
- public toPrecision(fixedPrecision: number, trailingZeroes = false): string {
371
+ public toPrecision(
372
+ fixedPrecision: number,
373
+ trailingZeroes = false,
374
+ rounded = false
375
+ ): string {
376
+ if (rounded) {
377
+ return this.toRounded(fixedPrecision).toPrecision(
378
+ fixedPrecision,
379
+ trailingZeroes
380
+ );
381
+ }
382
+
334
383
  const printString = this.print();
335
384
 
336
385
  let precisionPrintString = printString.slice(0, fixedPrecision + 1);
@@ -404,8 +453,8 @@ export class BigNum {
404
453
  return precisionPrintString;
405
454
  }
406
455
 
407
- public toTradePrecision(): string {
408
- return this.toPrecision(6, true);
456
+ public toTradePrecision(rounded = false): string {
457
+ return this.toPrecision(6, true, rounded);
409
458
  }
410
459
 
411
460
  /**
@@ -448,7 +497,11 @@ export class BigNum {
448
497
  return `${prefix}${val.replace('-', '')}`;
449
498
  }
450
499
 
451
- public toMillified(precision = 3): string {
500
+ public toMillified(precision = 3, rounded = false): string {
501
+ if (rounded) {
502
+ return this.toRounded(precision).toMillified(precision);
503
+ }
504
+
452
505
  const stringVal = this.print();
453
506
 
454
507
  const [leftSide] = stringVal.split(BigNum.delim);