@drift-labs/sdk 0.2.0-master.36 → 0.2.0-master.37

package/lib/math/funding.js

@@ -4,7 +4,7 @@ exports.calculateFundingPool = exports.calculateLongShortFundingRateAndLiveTwaps
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
-const market_1 = require("./market");
+const amm_1 = require("./amm");
 /**
  *
  * @param market
@@ -32,7 +32,8 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
     const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
     const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
     const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, anchor_1.BN.max(numericConstants_1.ZERO, secondsInHour.sub(timeSinceLastMarkChange)));
-    const baseAssetPriceWithMantissa = (0, market_1.calculateReservePrice)(market, oraclePriceData);
+    const [bid, ask] = (0, amm_1.calculateBidAskPrice)(market.amm, oraclePriceData);
+    const baseAssetPriceWithMantissa = bid.add(ask).div(new anchor_1.BN(2));
     const markTwapWithMantissa = markTwapTimeSinceLastUpdate
         .mul(lastMarkTwapWithMantissa)
         .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))

package/lib/math/market.js

@@ -63,10 +63,10 @@ function calculateMarketMarginRatio(market, size, marginCategory) {
     let marginRatio;
     switch (marginCategory) {
         case 'Initial':
-            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, market.imfFactor, new anchor_1.BN(market.marginRatioInitial), numericConstants_1.MARGIN_PRECISION).toNumber();
+            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioInitial), numericConstants_1.MARGIN_PRECISION).toNumber();
             break;
         case 'Maintenance':
-            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, market.imfFactor, new anchor_1.BN(market.marginRatioMaintenance), numericConstants_1.MARGIN_PRECISION).toNumber();
+            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioMaintenance), numericConstants_1.MARGIN_PRECISION).toNumber();
             break;
     }
     return marginRatio;
@@ -85,7 +85,7 @@ function calculateUnrealizedAssetWeight(market, quoteSpotMarket, unrealizedPnl,
                         .div(netUnsettledPnl);
                 }
             }
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(unrealizedPnl, market.unrealizedPnlImfFactor, assetWeight);
+            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(unrealizedPnl, new anchor_1.BN(market.unrealizedPnlImfFactor), assetWeight);
             break;
         case 'Maintenance':
             assetWeight = new anchor_1.BN(market.unrealizedPnlMaintenanceAssetWeight);
@@ -103,9 +103,7 @@ function calculateNetUserPnl(perpMarket, oraclePriceData) {
         .mul(oraclePriceData.price)
         .div(numericConstants_1.BASE_PRECISION)
         .div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-    const netUserCostBasis = perpMarket.amm.quoteAssetAmountLong
-        .add(perpMarket.amm.quoteAssetAmountShort)
-        .sub(perpMarket.amm.cumulativeSocialLoss);
+    const netUserCostBasis = perpMarket.amm.quoteAssetAmount;
     const netUserPnl = netUserPositionValue.add(netUserCostBasis);
     return netUserPnl;
 }

package/lib/math/position.d.ts

@@ -33,7 +33,13 @@ export declare function positionIsAvailable(position: PerpPosition): boolean;
 /**
  *
  * @param userPosition
- * @returns Precision: PRICE_PRECISION (10^10)
+ * @returns Precision: PRICE_PRECISION (10^6)
+ */
+export declare function calculateBreakEvenPrice(userPosition: PerpPosition): BN;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: PRICE_PRECISION (10^6)
  */
 export declare function calculateEntryPrice(userPosition: PerpPosition): BN;
 /**

package/lib/math/position.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateClaimablePnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.calculateBreakEvenPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateClaimablePnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const __1 = require("../");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -131,7 +131,23 @@ exports.positionIsAvailable = positionIsAvailable;
 /**
  *
  * @param userPosition
- * @returns Precision: PRICE_PRECISION (10^10)
+ * @returns Precision: PRICE_PRECISION (10^6)
+ */
+function calculateBreakEvenPrice(userPosition) {
+    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    return userPosition.quoteBreakEvenAmount
+        .mul(numericConstants_1.PRICE_PRECISION)
+        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateBreakEvenPrice = calculateBreakEvenPrice;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: PRICE_PRECISION (10^6)
  */
 function calculateEntryPrice(userPosition) {
     if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {

package/lib/math/spotBalance.js

@@ -56,13 +56,13 @@ function calculateAssetWeight(balanceAmount, spotMarket, marginCategory) {
     let assetWeight;
     switch (marginCategory) {
         case 'Initial':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.initialAssetWeight);
+            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.initialAssetWeight));
             break;
         case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.maintenanceAssetWeight);
+            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.maintenanceAssetWeight));
             break;
         default:
-            assetWeight = spotMarket.initialAssetWeight;
+            assetWeight = new anchor_1.BN(spotMarket.initialAssetWeight);
             break;
     }
     return assetWeight;
@@ -82,10 +82,10 @@ function calculateLiabilityWeight(balanceAmount, spotMarket, marginCategory) {
     let assetWeight;
     switch (marginCategory) {
         case 'Initial':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.initialLiabilityWeight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
+            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.initialLiabilityWeight), numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
             break;
         case 'Maintenance':
-            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, spotMarket.imfFactor, spotMarket.maintenanceLiabilityWeight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
+            assetWeight = (0, margin_1.calculateSizePremiumLiabilityWeight)(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.maintenanceLiabilityWeight), numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
             break;
         default:
             assetWeight = spotMarket.initialLiabilityWeight;

package/lib/types.d.ts

@@ -517,15 +517,16 @@ export declare type PerpMarketAccount = {
     pubkey: PublicKey;
     name: number[];
     amm: AMM;
-    numberOfUsers: BN;
+    numberOfUsersWithBase: number;
+    numberOfUsers: number;
     marginRatioInitial: number;
     marginRatioMaintenance: number;
     nextFillRecordId: BN;
     pnlPool: PoolBalance;
-    liquidatorFee: BN;
-    ifLiquidationFee: BN;
-    imfFactor: BN;
-    unrealizedPnlImfFactor: BN;
+    liquidatorFee: number;
+    ifLiquidationFee: number;
+    imfFactor: number;
+    unrealizedPnlImfFactor: number;
     unrealizedPnlMaxImbalance: BN;
     unrealizedPnlInitialAssetWeight: number;
     unrealizedPnlMaintenanceAssetWeight: number;
@@ -575,7 +576,7 @@ export declare type SpotMarketAccount = {
         userFactor: number;
     };
     revenuePool: PoolBalance;
-    ifLiquidationFee: BN;
+    ifLiquidationFee: number;
     decimals: number;
     optimalUtilization: number;
     optimalBorrowRate: number;
@@ -587,12 +588,12 @@ export declare type SpotMarketAccount = {
     maxTokenDeposits: BN;
     lastInterestTs: BN;
     lastTwapTs: BN;
-    initialAssetWeight: BN;
-    maintenanceAssetWeight: BN;
-    initialLiabilityWeight: BN;
-    maintenanceLiabilityWeight: BN;
-    liquidatorFee: BN;
-    imfFactor: BN;
+    initialAssetWeight: number;
+    maintenanceAssetWeight: number;
+    initialLiabilityWeight: number;
+    maintenanceLiabilityWeight: number;
+    liquidatorFee: number;
+    imfFactor: number;
     withdrawGuardThreshold: BN;
     depositTokenTwap: BN;
     borrowTokenTwap: BN;
@@ -641,8 +642,7 @@ export declare type AMM = {
     baseAssetAmountWithAmm: BN;
     baseAssetAmountLong: BN;
     baseAssetAmountShort: BN;
-    quoteAssetAmountLong: BN;
-    quoteAssetAmountShort: BN;
+    quoteAssetAmount: BN;
     terminalQuoteAssetReserve: BN;
     feePool: PoolBalance;
     totalExchangeFee: BN;
@@ -652,8 +652,8 @@ export declare type AMM = {
     lastOracleValid: boolean;
     lastBidPriceTwap: BN;
     lastAskPriceTwap: BN;
-    longSpread: BN;
-    shortSpread: BN;
+    longSpread: number;
+    shortSpread: number;
     maxSpread: number;
     baseAssetAmountPerLp: BN;
     quoteAssetAmountPerLp: BN;
@@ -668,6 +668,7 @@ export declare type PerpPosition = {
     marketIndex: number;
     quoteAssetAmount: BN;
     quoteEntryAmount: BN;
+    quoteBreakEvenAmount: BN;
     openOrders: number;
     openBids: BN;
     openAsks: BN;
@@ -679,6 +680,7 @@ export declare type PerpPosition = {
 };
 export declare type UserStatsAccount = {
     numberOfSubAccounts: number;
+    maxSubAccountId: number;
     makerVolume30D: BN;
     takerVolume30D: BN;
     fillerVolume30D: BN;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.36",
+	"version": "0.2.0-master.37",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/addresses/pda.ts

@@ -26,7 +26,7 @@ export async function getUserAccountPublicKeyAndNonce(
 		[
 			Buffer.from(anchor.utils.bytes.utf8.encode('user')),
 			authority.toBuffer(),
-			Uint8Array.from([subAccountId]),
+			new anchor.BN(subAccountId).toArrayLike(Buffer, 'le', 2),
 		],
 		programId
 	);
@@ -51,7 +51,7 @@ export function getUserAccountPublicKeySync(
 		[
 			Buffer.from(anchor.utils.bytes.utf8.encode('user')),
 			authority.toBuffer(),
-			Uint8Array.from([subAccountId]),
+			new anchor.BN(subAccountId).toArrayLike(Buffer, 'le', 2),
 		],
 		programId
 	)[0];

package/src/admin.ts

@@ -27,7 +27,7 @@ import {
 import { squareRootBN } from './math/utils';
 import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { ClearingHouse } from './clearingHouse';
-import { PEG_PRECISION, ZERO } from './constants/numericConstants';
+import { PEG_PRECISION } from './constants/numericConstants';
 import { calculateTargetPriceTrade } from './math/trade';
 import { calculateAmmReservesAfterSwap, getSwapDirection } from './math/amm';
 
@@ -76,12 +76,12 @@ export class Admin extends ClearingHouse {
 		maxRate: number,
 		oracle: PublicKey,
 		oracleSource: OracleSource,
-		initialAssetWeight: BN,
-		maintenanceAssetWeight: BN,
-		initialLiabilityWeight: BN,
-		maintenanceLiabilityWeight: BN,
-		imfFactor = new BN(0),
-		liquidationFee = ZERO,
+		initialAssetWeight: number,
+		maintenanceAssetWeight: number,
+		initialLiabilityWeight: number,
+		maintenanceLiabilityWeight: number,
+		imfFactor = 0,
+		liquidationFee = 0,
 		activeStatus = true
 	): Promise<TransactionSignature> {
 		const spotMarketIndex = this.getStateAccount().numberOfSpotMarkets;
@@ -184,7 +184,7 @@ export class Admin extends ClearingHouse {
 		oracleSource: OracleSource = OracleSource.PYTH,
 		marginRatioInitial = 2000,
 		marginRatioMaintenance = 500,
-		liquidationFee = ZERO,
+		liquidationFee = 0,
 		activeStatus = true,
 		name = DEFAULT_MARKET_NAME
 	): Promise<TransactionSignature> {
@@ -827,11 +827,11 @@ export class Admin extends ClearingHouse {
 
 	public async updateSpotMarketMarginWeights(
 		spotMarketIndex: number,
-		initialAssetWeight: BN,
-		maintenanceAssetWeight: BN,
-		initialLiabilityWeight: BN,
-		maintenanceLiabilityWeight: BN,
-		imfFactor = new BN(0)
+		initialAssetWeight: number,
+		maintenanceAssetWeight: number,
+		initialLiabilityWeight: number,
+		maintenanceLiabilityWeight: number,
+		imfFactor = 0
 	): Promise<TransactionSignature> {
 		return await this.program.rpc.updateSpotMarketMarginWeights(
 			initialAssetWeight,