@drift-labs/sdk 0.2.0-master.4 → 0.2.0-master.40

package/tests/dlob/helpers.ts

@@ -0,0 +1,611 @@
+import { Connection, Keypair, PublicKey } from '@solana/web3.js';
+import {
+	AMM,
+	AssetTier,
+	PerpPosition,
+	BN,
+	DriftClient,
+	User,
+	PerpMarketAccount,
+	SpotMarketAccount,
+	MarketStatus,
+	ContractType,
+	OracleSource,
+	DevnetSpotMarkets,
+	BASE_PRECISION,
+	QUOTE_PRECISION,
+	AMM_TO_QUOTE_PRECISION_RATIO,
+	StateAccount,
+	UserMapInterface,
+	Wallet,
+	OrderRecord,
+	ExchangeStatus,
+	ZERO,
+	ContractTier,
+} from '../../src';
+
+export const mockPerpPosition: PerpPosition = {
+	baseAssetAmount: new BN(0),
+	lastCumulativeFundingRate: new BN(0),
+	marketIndex: 0,
+	quoteAssetAmount: new BN(0),
+	quoteBreakEvenAmount: new BN(0),
+	quoteEntryAmount: new BN(0),
+	openOrders: 0,
+	openBids: new BN(0),
+	openAsks: new BN(0),
+	settledPnl: new BN(0),
+	lpShares: new BN(0),
+	remainderBaseAssetAmount: 0,
+	lastNetBaseAssetAmountPerLp: new BN(0),
+	lastNetQuoteAssetAmountPerLp: new BN(0),
+};
+
+export const mockAMM: AMM = {
+	/* these values create a bid/ask price of 12 */
+	baseAssetReserve: new BN(1).mul(BASE_PRECISION),
+	quoteAssetReserve: new BN(12)
+		.mul(QUOTE_PRECISION)
+		.mul(AMM_TO_QUOTE_PRECISION_RATIO),
+	sqrtK: new BN(1),
+	pegMultiplier: new BN(1),
+	maxSlippageRatio: 1_000_000,
+
+	cumulativeFundingRate: new BN(0),
+	lastFundingRate: new BN(0),
+	lastFundingRateTs: new BN(0),
+	lastMarkPriceTwap: new BN(0),
+	lastMarkPriceTwap5min: new BN(0),
+	lastMarkPriceTwapTs: new BN(0),
+	historicalOracleData: {
+		lastOraclePrice: new BN(0),
+		lastOracleConf: new BN(0),
+		lastOracleDelay: new BN(0),
+		lastOraclePriceTwap: new BN(0),
+		lastOraclePriceTwap5min: new BN(0),
+		lastOraclePriceTwapTs: new BN(0),
+	},
+	lastOracleReservePriceSpreadPct: new BN(0),
+	lastOracleConfPct: new BN(0),
+	oracle: PublicKey.default,
+	oracleSource: OracleSource.PYTH,
+	fundingPeriod: new BN(0),
+	cumulativeFundingRateLong: new BN(0),
+	cumulativeFundingRateShort: new BN(0),
+	totalFeeMinusDistributions: new BN(0),
+	totalFeeWithdrawn: new BN(0),
+	totalFee: new BN(0),
+	userLpShares: new BN(0),
+	baseAssetAmountWithUnsettledLp: new BN(0),
+	orderStepSize: new BN(0),
+	orderTickSize: new BN(1),
+	last24hAvgFundingRate: new BN(0),
+	lastFundingRateShort: new BN(0),
+	lastFundingRateLong: new BN(0),
+	concentrationCoef: new BN(0),
+	lastTradeTs: new BN(0),
+	lastOracleNormalisedPrice: new BN(0),
+	maxOpenInterest: new BN(0),
+	totalLiquidationFee: new BN(0),
+	maxFillReserveFraction: 0,
+	baseSpread: 0,
+	curveUpdateIntensity: 0,
+	baseAssetAmountWithAmm: new BN(0),
+	baseAssetAmountLong: new BN(0),
+	baseAssetAmountShort: new BN(0),
+	quoteAssetAmount: new BN(0),
+	terminalQuoteAssetReserve: new BN(0),
+	feePool: {
+		scaledBalance: new BN(0),
+		marketIndex: 0,
+	},
+	totalExchangeFee: new BN(0),
+	totalMmFee: new BN(0),
+	netRevenueSinceLastFunding: new BN(0),
+	lastUpdateSlot: new BN(0),
+	lastOracleValid: true,
+	lastBidPriceTwap: new BN(0),
+	lastAskPriceTwap: new BN(0),
+	longSpread: 0,
+	shortSpread: 0,
+	maxSpread: 0,
+	ammJitIntensity: 0,
+	maxBaseAssetReserve: new BN(0),
+	minBaseAssetReserve: new BN(0),
+	cumulativeSocialLoss: new BN(0),
+	baseAssetAmountPerLp: new BN(0),
+	quoteAssetAmountPerLp: new BN(0),
+
+	quoteBreakEvenAmountLong: new BN(0),
+	quoteBreakEvenAmountShort: new BN(0),
+	quoteEntryAmountLong: new BN(0),
+	quoteEntryAmountShort: new BN(0),
+
+	markStd: new BN(0),
+	longIntensityCount: 0,
+	longIntensityVolume: new BN(0),
+	shortIntensityCount: 0,
+	shortIntensityVolume: new BN(0),
+	volume24h: new BN(0),
+	minOrderSize: new BN(0),
+	maxPositionSize: new BN(0),
+
+	bidBaseAssetReserve: new BN(0),
+	bidQuoteAssetReserve: new BN(0),
+	askBaseAssetReserve: new BN(0),
+	askQuoteAssetReserve: new BN(0),
+};
+
+export const mockPerpMarkets: Array<PerpMarketAccount> = [
+	{
+		status: MarketStatus.INITIALIZED,
+		name: [],
+		contractType: ContractType.PERPETUAL,
+		contractTier: ContractTier.A,
+		expiryTs: new BN(0),
+		expiryPrice: new BN(0),
+		marketIndex: 0,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		numberOfUsersWithBase: 0,
+		numberOfUsers: 0,
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		imfFactor: 0,
+		nextFundingRateRecordId: new BN(0),
+		nextCurveRecordId: new BN(0),
+		unrealizedPnlImfFactor: 0,
+		unrealizedPnlMaxImbalance: ZERO,
+		unrealizedPnlInitialAssetWeight: 0,
+		unrealizedPnlMaintenanceAssetWeight: 0,
+		insuranceClaim: {
+			revenueWithdrawSinceLastSettle: new BN(0),
+			maxRevenueWithdrawPerPeriod: new BN(0),
+			lastRevenueWithdrawTs: new BN(0),
+			quoteSettledInsurance: new BN(0),
+			quoteMaxInsurance: new BN(0),
+		},
+	},
+	{
+		status: MarketStatus.INITIALIZED,
+		contractTier: ContractTier.A,
+		nextFundingRateRecordId: new BN(0),
+		nextCurveRecordId: new BN(0),
+		name: [],
+		contractType: ContractType.PERPETUAL,
+		expiryTs: new BN(0),
+		expiryPrice: new BN(0),
+		marketIndex: 1,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		numberOfUsersWithBase: 0,
+		numberOfUsers: 0,
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		imfFactor: 0,
+		unrealizedPnlImfFactor: 0,
+		unrealizedPnlMaxImbalance: ZERO,
+		unrealizedPnlInitialAssetWeight: 0,
+		unrealizedPnlMaintenanceAssetWeight: 0,
+		insuranceClaim: {
+			revenueWithdrawSinceLastSettle: new BN(0),
+			maxRevenueWithdrawPerPeriod: new BN(0),
+			lastRevenueWithdrawTs: new BN(0),
+			quoteSettledInsurance: new BN(0),
+			quoteMaxInsurance: new BN(0),
+		},
+	},
+	{
+		status: MarketStatus.INITIALIZED,
+		contractTier: ContractTier.A,
+		nextFundingRateRecordId: new BN(0),
+		nextCurveRecordId: new BN(0),
+		name: [],
+		contractType: ContractType.PERPETUAL,
+		expiryTs: new BN(0),
+		expiryPrice: new BN(0),
+		marketIndex: 2,
+		pubkey: PublicKey.default,
+		amm: mockAMM,
+		numberOfUsersWithBase: 0,
+		numberOfUsers: 0,
+		marginRatioInitial: 0,
+		marginRatioMaintenance: 0,
+		nextFillRecordId: new BN(0),
+		pnlPool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		imfFactor: 0,
+		unrealizedPnlImfFactor: 0,
+		unrealizedPnlMaxImbalance: ZERO,
+		unrealizedPnlInitialAssetWeight: 0,
+		unrealizedPnlMaintenanceAssetWeight: 0,
+		insuranceClaim: {
+			revenueWithdrawSinceLastSettle: new BN(0),
+			maxRevenueWithdrawPerPeriod: new BN(0),
+			lastRevenueWithdrawTs: new BN(0),
+			quoteSettledInsurance: new BN(0),
+			quoteMaxInsurance: new BN(0),
+		},
+	},
+];
+
+export const mockSpotMarkets: Array<SpotMarketAccount> = [
+	{
+		status: MarketStatus.ACTIVE,
+		assetTier: AssetTier.COLLATERAL,
+		maxTokenDeposits: new BN(100),
+		marketIndex: 0,
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[0].mint,
+		vault: PublicKey.default,
+		revenuePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		insuranceFund: {
+			vault: PublicKey.default,
+			totalShares: new BN(0),
+			userShares: new BN(0),
+			sharesBase: new BN(0),
+			unstakingPeriod: new BN(0),
+			lastRevenueSettleTs: new BN(0),
+			revenueSettlePeriod: new BN(0),
+			totalFactor: 0,
+			userFactor: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		decimals: 6,
+		optimalUtilization: 0,
+		optimalBorrowRate: 0,
+		maxBorrowRate: 0,
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: 0,
+		maintenanceAssetWeight: 0,
+		initialLiabilityWeight: 0,
+		maintenanceLiabilityWeight: 0,
+		imfFactor: 0,
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		orderTickSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		nextDepositRecordId: new BN(0),
+		ordersEnabled: true,
+		spotFeePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		totalSpotFee: new BN(0),
+		oracleSource: OracleSource.PYTH,
+		historicalOracleData: {
+			lastOraclePrice: new BN(0),
+			lastOracleConf: new BN(0),
+			lastOracleDelay: new BN(0),
+			lastOraclePriceTwap: new BN(0),
+			lastOraclePriceTwap5min: new BN(0),
+			lastOraclePriceTwapTs: new BN(0),
+		},
+		historicalIndexData: {
+			lastIndexBidPrice: new BN(0),
+			lastIndexAskPrice: new BN(0),
+			lastIndexPriceTwap: new BN(0),
+			lastIndexPriceTwap5min: new BN(0),
+			lastIndexPriceTwapTs: new BN(0),
+		},
+	},
+	{
+		status: MarketStatus.ACTIVE,
+		assetTier: AssetTier.CROSS,
+		maxTokenDeposits: new BN(100),
+		marketIndex: 1,
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[1].mint,
+		vault: PublicKey.default,
+		revenuePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		insuranceFund: {
+			vault: PublicKey.default,
+			totalShares: new BN(0),
+			userShares: new BN(0),
+			sharesBase: new BN(0),
+			unstakingPeriod: new BN(0),
+			lastRevenueSettleTs: new BN(0),
+			revenueSettlePeriod: new BN(0),
+			totalFactor: 0,
+			userFactor: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		decimals: 9,
+		optimalUtilization: 0,
+		optimalBorrowRate: 0,
+		maxBorrowRate: 0,
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: 0,
+		maintenanceAssetWeight: 0,
+		initialLiabilityWeight: 0,
+		maintenanceLiabilityWeight: 0,
+		imfFactor: 0,
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		orderTickSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		nextDepositRecordId: new BN(0),
+		ordersEnabled: true,
+		spotFeePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		totalSpotFee: new BN(0),
+		oracleSource: OracleSource.PYTH,
+		historicalOracleData: {
+			lastOraclePrice: new BN(0),
+			lastOracleConf: new BN(0),
+			lastOracleDelay: new BN(0),
+			lastOraclePriceTwap: new BN(0),
+			lastOraclePriceTwap5min: new BN(0),
+			lastOraclePriceTwapTs: new BN(0),
+		},
+		historicalIndexData: {
+			lastIndexBidPrice: new BN(0),
+			lastIndexAskPrice: new BN(0),
+			lastIndexPriceTwap: new BN(0),
+			lastIndexPriceTwap5min: new BN(0),
+			lastIndexPriceTwapTs: new BN(0),
+		},
+	},
+	{
+		status: MarketStatus.ACTIVE,
+		assetTier: AssetTier.PROTECTED,
+		maxTokenDeposits: new BN(100),
+		marketIndex: 2,
+		pubkey: PublicKey.default,
+		mint: DevnetSpotMarkets[2].mint,
+		vault: PublicKey.default,
+		revenuePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		insuranceFund: {
+			vault: PublicKey.default,
+			totalShares: new BN(0),
+			userShares: new BN(0),
+			sharesBase: new BN(0),
+			unstakingPeriod: new BN(0),
+			lastRevenueSettleTs: new BN(0),
+			revenueSettlePeriod: new BN(0),
+			totalFactor: 0,
+			userFactor: 0,
+		},
+		ifLiquidationFee: 0,
+		liquidatorFee: 0,
+		decimals: 6,
+		optimalUtilization: 0,
+		optimalBorrowRate: 0,
+		maxBorrowRate: 0,
+		cumulativeDepositInterest: new BN(0),
+		cumulativeBorrowInterest: new BN(0),
+		depositBalance: new BN(0),
+		borrowBalance: new BN(0),
+		lastInterestTs: new BN(0),
+		lastTwapTs: new BN(0),
+		oracle: PublicKey.default,
+		initialAssetWeight: 0,
+		maintenanceAssetWeight: 0,
+		initialLiabilityWeight: 0,
+		maintenanceLiabilityWeight: 0,
+		imfFactor: 0,
+		withdrawGuardThreshold: new BN(0),
+		depositTokenTwap: new BN(0),
+		borrowTokenTwap: new BN(0),
+		utilizationTwap: new BN(0),
+		orderStepSize: new BN(0),
+		orderTickSize: new BN(0),
+		nextFillRecordId: new BN(0),
+		nextDepositRecordId: new BN(0),
+		ordersEnabled: true,
+		spotFeePool: {
+			scaledBalance: new BN(0),
+			marketIndex: 0,
+		},
+		totalSpotFee: new BN(0),
+		oracleSource: OracleSource.PYTH,
+		historicalOracleData: {
+			lastOraclePrice: new BN(0),
+			lastOracleConf: new BN(0),
+			lastOracleDelay: new BN(0),
+			lastOraclePriceTwap: new BN(0),
+			lastOraclePriceTwap5min: new BN(0),
+			lastOraclePriceTwapTs: new BN(0),
+		},
+		historicalIndexData: {
+			lastIndexBidPrice: new BN(0),
+			lastIndexAskPrice: new BN(0),
+			lastIndexPriceTwap: new BN(0),
+			lastIndexPriceTwap5min: new BN(0),
+			lastIndexPriceTwapTs: new BN(0),
+		},
+	},
+];
+
+export const mockStateAccount: StateAccount = {
+	admin: PublicKey.default,
+	defaultMarketOrderTimeInForce: 0,
+	defaultSpotAuctionDuration: 0,
+	discountMint: PublicKey.default,
+	exchangeStatus: ExchangeStatus.ACTIVE,
+	liquidationMarginBufferRatio: 0,
+	lpCooldownTime: new BN(0),
+	minPerpAuctionDuration: 0,
+	numberOfMarkets: 0,
+	numberOfSpotMarkets: 0,
+	oracleGuardRails: {
+		priceDivergence: {
+			markOracleDivergenceNumerator: new BN(0),
+			markOracleDivergenceDenominator: new BN(0),
+		},
+		validity: {
+			slotsBeforeStaleForAmm: new BN(0),
+			slotsBeforeStaleForMargin: new BN(0),
+			confidenceIntervalMaxSize: new BN(0),
+			tooVolatileRatio: new BN(0),
+		},
+		useForLiquidations: true,
+	},
+	perpFeeStructure: {
+		feeTiers: [
+			{
+				feeNumerator: 0,
+				feeDenominator: 0,
+				makerRebateNumerator: 0,
+				makerRebateDenominator: 0,
+				referrerRewardNumerator: 0,
+				referrerRewardDenominator: 0,
+				refereeFeeNumerator: 0,
+				refereeFeeDenominator: 0,
+			},
+		],
+		makerRebateNumerator: new BN(0),
+		makerRebateDenominator: new BN(0),
+		fillerRewardStructure: {
+			rewardNumerator: new BN(0),
+			rewardDenominator: new BN(0),
+			timeBasedRewardLowerBound: new BN(0),
+		},
+		flatFillerFee: new BN(0),
+		referrerRewardEpochUpperBound: new BN(0),
+	},
+	settlementDuration: 0,
+	signer: PublicKey.default,
+	signerNonce: 0,
+	spotFeeStructure: {
+		feeTiers: [
+			{
+				feeNumerator: 0,
+				feeDenominator: 0,
+				makerRebateNumerator: 0,
+				makerRebateDenominator: 0,
+				referrerRewardNumerator: 0,
+				referrerRewardDenominator: 0,
+				refereeFeeNumerator: 0,
+				refereeFeeDenominator: 0,
+			},
+		],
+		makerRebateNumerator: new BN(0),
+		makerRebateDenominator: new BN(0),
+		fillerRewardStructure: {
+			rewardNumerator: new BN(0),
+			rewardDenominator: new BN(0),
+			timeBasedRewardLowerBound: new BN(0),
+		},
+		flatFillerFee: new BN(0),
+		referrerRewardEpochUpperBound: new BN(0),
+	},
+	srmVault: PublicKey.default,
+	whitelistMint: PublicKey.default,
+};
+
+export class MockUserMap implements UserMapInterface {
+	private userMap = new Map<string, User>();
+	private userAccountToAuthority = new Map<string, string>();
+	private driftClient: DriftClient;
+
+	constructor() {
+		this.userMap = new Map();
+		this.userAccountToAuthority = new Map();
+		this.driftClient = new DriftClient({
+			connection: new Connection('http://localhost:8899'),
+			wallet: new Wallet(new Keypair()),
+			programID: PublicKey.default,
+		});
+	}
+
+	public async fetchAllUsers(): Promise<void> {}
+
+	public async addPubkey(userAccountPublicKey: PublicKey): Promise<void> {
+		const user = new User({
+			driftClient: this.driftClient,
+			userAccountPublicKey: userAccountPublicKey,
+		});
+		this.userMap.set(userAccountPublicKey.toBase58(), user);
+	}
+
+	// mock function
+	public addUserAccountAuthority(
+		userAccountPublicKey: PublicKey,
+		authorityPublicKey: PublicKey
+	): void {
+		if (!this.userMap.has(userAccountPublicKey.toBase58())) {
+			this.addPubkey(userAccountPublicKey);
+		}
+		this.userAccountToAuthority.set(
+			userAccountPublicKey.toBase58(),
+			authorityPublicKey.toBase58()
+		);
+	}
+
+	public has(key: string): boolean {
+		return this.userMap.has(key);
+	}
+
+	public get(_key: string): User | undefined {
+		return undefined;
+	}
+
+	public async mustGet(_key: string): Promise<User> {
+		return new User({
+			driftClient: this.driftClient,
+			userAccountPublicKey: PublicKey.default,
+		});
+	}
+
+	public getUserAuthority(key: string): PublicKey | undefined {
+		return new PublicKey(
+			this.userAccountToAuthority.get(key) || PublicKey.default.toBase58()
+		);
+	}
+
+	public async updateWithOrderRecord(_record: OrderRecord): Promise<void> {}
+
+	public values(): IterableIterator<User> {
+		return this.userMap.values();
+	}
+}