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

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 (234) hide show
  1. package/README.md +27 -27
  2. package/lib/accounts/bulkAccountLoader.d.ts +2 -0
  3. package/lib/accounts/bulkAccountLoader.js +36 -29
  4. package/lib/accounts/bulkUserStatsSubscription.d.ts +7 -0
  5. package/lib/accounts/bulkUserStatsSubscription.js +21 -0
  6. package/lib/accounts/bulkUserSubscription.d.ts +2 -2
  7. package/lib/accounts/bulkUserSubscription.js +0 -1
  8. package/lib/accounts/fetch.d.ts +2 -1
  9. package/lib/accounts/fetch.js +9 -1
  10. package/lib/accounts/{pollingClearingHouseAccountSubscriber.d.ts → pollingDriftClientAccountSubscriber.d.ts} +20 -25
  11. package/lib/accounts/{pollingClearingHouseAccountSubscriber.js → pollingDriftClientAccountSubscriber.js} +45 -49
  12. package/lib/accounts/{pollingOracleSubscriber.d.ts → pollingOracleAccountSubscriber.d.ts} +2 -2
  13. package/lib/accounts/{pollingOracleSubscriber.js → pollingOracleAccountSubscriber.js} +3 -3
  14. package/lib/accounts/pollingUserStatsAccountSubscriber.d.ts +27 -0
  15. package/lib/accounts/pollingUserStatsAccountSubscriber.js +113 -0
  16. package/lib/accounts/types.d.ts +26 -15
  17. package/lib/accounts/webSocketDriftClientAccountSubscriber.d.ts +49 -0
  18. package/lib/accounts/{webSocketClearingHouseAccountSubscriber.js → webSocketDriftClientAccountSubscriber.js} +47 -45
  19. package/lib/accounts/webSocketUserStatsAccountSubsriber.d.ts +20 -0
  20. package/lib/accounts/webSocketUserStatsAccountSubsriber.js +47 -0
  21. package/lib/addresses/marketAddresses.d.ts +1 -3
  22. package/lib/addresses/marketAddresses.js +1 -1
  23. package/lib/addresses/pda.d.ts +15 -9
  24. package/lib/addresses/pda.js +73 -35
  25. package/lib/adminClient.d.ts +65 -0
  26. package/lib/adminClient.js +637 -0
  27. package/lib/config.d.ts +9 -9
  28. package/lib/config.js +25 -21
  29. package/lib/constants/numericConstants.d.ts +30 -12
  30. package/lib/constants/numericConstants.js +41 -21
  31. package/lib/constants/perpMarkets.d.ts +18 -0
  32. package/lib/constants/{markets.js → perpMarkets.js} +7 -7
  33. package/lib/constants/spotMarkets.d.ts +19 -0
  34. package/lib/constants/spotMarkets.js +53 -0
  35. package/lib/dlob/DLOB.d.ts +82 -0
  36. package/lib/dlob/DLOB.js +696 -0
  37. package/lib/dlob/DLOBNode.d.ts +54 -0
  38. package/lib/dlob/DLOBNode.js +77 -0
  39. package/lib/dlob/NodeList.d.ts +27 -0
  40. package/lib/dlob/NodeList.js +144 -0
  41. package/lib/driftClient.d.ts +233 -0
  42. package/lib/driftClient.js +2096 -0
  43. package/lib/{clearingHouseConfig.d.ts → driftClientConfig.d.ts} +9 -9
  44. package/lib/{clearingHouseConfig.js → driftClientConfig.js} +0 -0
  45. package/lib/events/eventList.js +3 -0
  46. package/lib/events/eventSubscriber.d.ts +5 -2
  47. package/lib/events/eventSubscriber.js +25 -11
  48. package/lib/events/fetchLogs.d.ts +13 -2
  49. package/lib/events/fetchLogs.js +40 -12
  50. package/lib/events/pollingLogProvider.d.ts +2 -1
  51. package/lib/events/pollingLogProvider.js +7 -3
  52. package/lib/events/sort.js +8 -11
  53. package/lib/events/types.d.ts +9 -3
  54. package/lib/events/types.js +6 -0
  55. package/lib/events/webSocketLogProvider.js +1 -1
  56. package/lib/examples/makeTradeExample.js +30 -18
  57. package/lib/factory/bigNum.d.ts +8 -4
  58. package/lib/factory/bigNum.js +109 -19
  59. package/lib/idl/drift.json +8250 -0
  60. package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  61. package/lib/index.d.ts +30 -13
  62. package/lib/index.js +30 -13
  63. package/lib/math/amm.d.ts +9 -6
  64. package/lib/math/amm.js +91 -38
  65. package/lib/math/conversion.js +1 -1
  66. package/lib/math/exchangeStatus.d.ts +4 -0
  67. package/lib/math/exchangeStatus.js +18 -0
  68. package/lib/math/funding.d.ts +6 -6
  69. package/lib/math/funding.js +23 -21
  70. package/lib/math/insurance.d.ts +4 -0
  71. package/lib/math/insurance.js +27 -0
  72. package/lib/math/margin.d.ts +11 -0
  73. package/lib/math/margin.js +82 -0
  74. package/lib/math/market.d.ts +14 -9
  75. package/lib/math/market.js +70 -10
  76. package/lib/math/oracles.d.ts +4 -0
  77. package/lib/math/oracles.js +36 -8
  78. package/lib/math/orders.d.ts +14 -6
  79. package/lib/math/orders.js +90 -17
  80. package/lib/math/position.d.ts +27 -13
  81. package/lib/math/position.js +92 -36
  82. package/lib/math/repeg.js +17 -8
  83. package/lib/math/spotBalance.d.ts +22 -0
  84. package/lib/math/spotBalance.js +192 -0
  85. package/lib/math/spotMarket.d.ts +4 -0
  86. package/lib/math/spotMarket.js +8 -0
  87. package/lib/math/spotPosition.d.ts +6 -0
  88. package/lib/math/spotPosition.js +23 -0
  89. package/lib/math/trade.d.ts +10 -10
  90. package/lib/math/trade.js +27 -31
  91. package/lib/oracles/pythClient.js +1 -1
  92. package/lib/oracles/quoteAssetOracleClient.js +1 -1
  93. package/lib/oracles/switchboardClient.js +1 -1
  94. package/lib/orderParams.d.ts +4 -4
  95. package/lib/orderParams.js +12 -4
  96. package/lib/serum/serumFulfillmentConfigMap.d.ts +10 -0
  97. package/lib/serum/serumFulfillmentConfigMap.js +17 -0
  98. package/lib/serum/serumSubscriber.d.ts +27 -0
  99. package/lib/serum/serumSubscriber.js +56 -0
  100. package/lib/serum/types.d.ts +11 -0
  101. package/lib/{clearingHouseUserConfig.js → serum/types.js} +0 -0
  102. package/lib/slot/SlotSubscriber.d.ts +7 -0
  103. package/lib/slot/SlotSubscriber.js +3 -0
  104. package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +8 -5
  105. package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +63 -51
  106. package/lib/tx/retryTxSender.d.ts +1 -1
  107. package/lib/tx/retryTxSender.js +13 -4
  108. package/lib/tx/types.d.ts +1 -1
  109. package/lib/tx/utils.js +1 -1
  110. package/lib/types.d.ts +589 -196
  111. package/lib/types.js +108 -17
  112. package/lib/user.d.ts +226 -0
  113. package/lib/user.js +949 -0
  114. package/lib/userConfig.d.ts +14 -0
  115. package/lib/userConfig.js +2 -0
  116. package/lib/userMap/userMap.d.ts +41 -0
  117. package/lib/userMap/userMap.js +85 -0
  118. package/lib/userMap/userStatsMap.d.ts +19 -0
  119. package/lib/userMap/userStatsMap.js +68 -0
  120. package/lib/userName.d.ts +1 -0
  121. package/lib/userName.js +3 -2
  122. package/lib/userStats.d.ts +18 -0
  123. package/lib/userStats.js +49 -0
  124. package/lib/userStatsConfig.d.ts +14 -0
  125. package/lib/userStatsConfig.js +2 -0
  126. package/lib/util/computeUnits.js +1 -1
  127. package/lib/util/getTokenAddress.d.ts +2 -0
  128. package/lib/util/getTokenAddress.js +9 -0
  129. package/package.json +10 -3
  130. package/src/accounts/bulkAccountLoader.ts +44 -34
  131. package/src/accounts/bulkUserStatsSubscription.ts +33 -0
  132. package/src/accounts/bulkUserSubscription.ts +2 -3
  133. package/src/accounts/fetch.ts +27 -2
  134. package/src/accounts/{pollingClearingHouseAccountSubscriber.ts → pollingDriftClientAccountSubscriber.ts} +65 -75
  135. package/src/accounts/{pollingOracleSubscriber.ts → pollingOracleAccountSubscriber.ts} +2 -2
  136. package/src/accounts/pollingUserStatsAccountSubscriber.ts +172 -0
  137. package/src/accounts/types.ts +35 -15
  138. package/src/accounts/{webSocketClearingHouseAccountSubscriber.ts → webSocketDriftClientAccountSubscriber.ts} +78 -73
  139. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +80 -0
  140. package/src/addresses/marketAddresses.ts +3 -4
  141. package/src/addresses/pda.ts +105 -33
  142. package/src/adminClient.ts +1207 -0
  143. package/src/config.ts +37 -31
  144. package/src/constants/numericConstants.ts +58 -24
  145. package/src/constants/{markets.ts → perpMarkets.ts} +10 -10
  146. package/src/constants/spotMarkets.ts +73 -0
  147. package/src/dlob/DLOB.ts +1123 -0
  148. package/src/dlob/DLOBNode.ts +155 -0
  149. package/src/dlob/NodeList.ts +195 -0
  150. package/src/driftClient.ts +3564 -0
  151. package/src/{clearingHouseConfig.ts → driftClientConfig.ts} +9 -8
  152. package/src/events/eventList.ts +3 -0
  153. package/src/events/eventSubscriber.ts +36 -14
  154. package/src/events/fetchLogs.ts +55 -13
  155. package/src/events/pollingLogProvider.ts +11 -3
  156. package/src/events/sort.ts +11 -15
  157. package/src/events/types.ts +21 -2
  158. package/src/events/webSocketLogProvider.ts +1 -1
  159. package/src/examples/makeTradeExample.ts +44 -28
  160. package/src/factory/bigNum.ts +150 -22
  161. package/src/idl/drift.json +8250 -0
  162. package/src/idl/pyth.json +98 -2
  163. package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  164. package/src/index.ts +30 -13
  165. package/src/math/amm.ts +161 -48
  166. package/src/math/conversion.ts +2 -2
  167. package/src/math/exchangeStatus.ts +31 -0
  168. package/src/math/funding.ts +41 -31
  169. package/src/math/insurance.ts +35 -0
  170. package/src/math/margin.ts +133 -0
  171. package/src/math/market.ts +143 -14
  172. package/src/math/oracles.ts +63 -9
  173. package/src/math/orders.ts +163 -26
  174. package/src/math/position.ts +136 -58
  175. package/src/math/repeg.ts +19 -9
  176. package/src/math/spotBalance.ts +319 -0
  177. package/src/math/spotMarket.ts +9 -0
  178. package/src/math/spotPosition.ts +47 -0
  179. package/src/math/trade.ts +33 -37
  180. package/src/oracles/pythClient.ts +2 -2
  181. package/src/oracles/quoteAssetOracleClient.ts +2 -2
  182. package/src/oracles/switchboardClient.ts +2 -2
  183. package/src/orderParams.ts +16 -8
  184. package/src/serum/serumFulfillmentConfigMap.ts +26 -0
  185. package/src/serum/serumSubscriber.ts +99 -0
  186. package/src/serum/types.ts +13 -0
  187. package/src/slot/SlotSubscriber.ts +11 -1
  188. package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +82 -70
  189. package/src/tx/retryTxSender.ts +16 -5
  190. package/src/tx/types.ts +2 -1
  191. package/src/tx/utils.ts +1 -1
  192. package/src/types.ts +572 -178
  193. package/src/user.ts +1582 -0
  194. package/src/{clearingHouseUserConfig.ts → userConfig.ts} +5 -5
  195. package/src/userMap/userMap.ts +124 -0
  196. package/src/userMap/userStatsMap.ts +108 -0
  197. package/src/userName.ts +2 -1
  198. package/src/userStats.ts +75 -0
  199. package/src/userStatsConfig.ts +18 -0
  200. package/src/util/computeUnits.ts +1 -1
  201. package/src/util/getTokenAddress.ts +18 -0
  202. package/tests/bn/test.ts +46 -11
  203. package/tests/dlob/helpers.ts +611 -0
  204. package/tests/dlob/test.ts +4588 -0
  205. package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +0 -49
  206. package/lib/admin.d.ts +0 -44
  207. package/lib/admin.js +0 -433
  208. package/lib/clearingHouse.d.ts +0 -133
  209. package/lib/clearingHouse.js +0 -931
  210. package/lib/clearingHouseUser.d.ts +0 -187
  211. package/lib/clearingHouseUser.js +0 -643
  212. package/lib/clearingHouseUserConfig.d.ts +0 -14
  213. package/lib/constants/banks.d.ts +0 -16
  214. package/lib/constants/banks.js +0 -34
  215. package/lib/constants/markets.d.ts +0 -19
  216. package/lib/idl/clearing_house.json +0 -3998
  217. package/lib/math/bankBalance.d.ts +0 -9
  218. package/lib/math/bankBalance.js +0 -75
  219. package/lib/math/state.d.ts +0 -8
  220. package/lib/math/state.js +0 -15
  221. package/lib/orders.d.ts +0 -8
  222. package/lib/orders.js +0 -134
  223. package/src/admin.ts +0 -722
  224. package/src/clearingHouse.ts +0 -1451
  225. package/src/clearingHouseUser.ts +0 -989
  226. package/src/constants/banks.ts +0 -43
  227. package/src/idl/clearing_house.json +0 -3998
  228. package/src/math/bankBalance.ts +0 -112
  229. package/src/math/state.ts +0 -14
  230. package/src/math/utils.js +0 -27
  231. package/src/math/utils.js.map +0 -1
  232. package/src/orders.ts +0 -244
  233. package/src/util/computeUnits.js +0 -17
  234. package/src/util/computeUnits.js.map +0 -1
@@ -1,25 +1,25 @@
1
- /// <reference types="bn.js" />
2
1
  import { ConfirmOptions, Connection, PublicKey } from '@solana/web3.js';
3
2
  import { IWallet } from './types';
4
- import { BN } from '@project-serum/anchor';
5
3
  import { OracleInfo } from './oracles/types';
6
4
  import { BulkAccountLoader } from './accounts/bulkAccountLoader';
7
5
  import { DriftEnv } from './config';
8
- export declare type ClearingHouseConfig = {
6
+ export declare type DriftClientConfig = {
9
7
  connection: Connection;
10
8
  wallet: IWallet;
11
9
  programID: PublicKey;
12
- accountSubscription?: ClearingHouseSubscriptionConfig;
10
+ accountSubscription?: DriftClientSubscriptionConfig;
13
11
  opts?: ConfirmOptions;
14
12
  txSenderConfig?: TxSenderConfig;
15
- userIds?: number[];
16
- activeUserId?: number;
17
- marketIndexes?: BN[];
18
- bankIndexes?: BN[];
13
+ subAccountIds?: number[];
14
+ activeSubAccountId?: number;
15
+ perpMarketIndexes?: number[];
16
+ spotMarketIndexes?: number[];
19
17
  oracleInfos?: OracleInfo[];
20
18
  env?: DriftEnv;
19
+ userStats?: boolean;
20
+ authority?: PublicKey;
21
21
  };
22
- declare type ClearingHouseSubscriptionConfig = {
22
+ declare type DriftClientSubscriptionConfig = {
23
23
  type: 'websocket';
24
24
  } | {
25
25
  type: 'polling';
@@ -40,6 +40,9 @@ class EventList {
40
40
  if (currentNode.next !== undefined) {
41
41
  newNode.next.prev = newNode;
42
42
  }
43
+ else {
44
+ this.tail = newNode;
45
+ }
43
46
  currentNode.next = newNode;
44
47
  newNode.prev = currentNode;
45
48
  }
@@ -15,10 +15,13 @@ export declare class EventSubscriber {
15
15
  private awaitTxResolver;
16
16
  private logProvider;
17
17
  eventEmitter: StrictEventEmitter<EventEmitter, EventSubscriberEvents>;
18
+ private lastSeenSlot;
19
+ private lastSeenBlockTime;
20
+ lastSeenTxSig: string;
18
21
  constructor(connection: Connection, program: Program, options?: EventSubscriptionOptions);
19
- subscribe(): boolean;
22
+ subscribe(): Promise<boolean>;
20
23
  private handleTxLogs;
21
- private fetchPreviousTx;
24
+ fetchPreviousTx(fetchMax?: boolean): Promise<void>;
22
25
  unsubscribe(): Promise<boolean>;
23
26
  private parseEventsFromLogs;
24
27
  awaitTx(txSig: TransactionSignature): Promise<void>;
@@ -30,25 +30,32 @@ class EventSubscriber {
30
30
  this.logProvider = new pollingLogProvider_1.PollingLogProvider(this.connection, this.program.programId, options.commitment, this.options.logProviderConfig.frequency);
31
31
  }
32
32
  }
33
- subscribe() {
34
- if (this.logProvider.isSubscribed()) {
33
+ async subscribe() {
34
+ try {
35
+ if (this.logProvider.isSubscribed()) {
36
+ return true;
37
+ }
38
+ this.logProvider.subscribe((txSig, slot, logs, mostRecentBlockTime) => {
39
+ this.handleTxLogs(txSig, slot, logs, mostRecentBlockTime);
40
+ }, true);
35
41
  return true;
36
42
  }
37
- this.fetchPreviousTx().catch((e) => {
43
+ catch (e) {
38
44
  console.error('Error fetching previous txs in event subscriber');
39
45
  console.error(e);
40
- });
41
- return this.logProvider.subscribe((txSig, slot, logs) => {
42
- this.handleTxLogs(txSig, slot, logs);
43
- });
46
+ return false;
47
+ }
44
48
  }
45
- handleTxLogs(txSig, slot, logs) {
49
+ handleTxLogs(txSig, slot, logs, mostRecentBlockTime) {
46
50
  if (this.txEventCache.has(txSig)) {
47
51
  return;
48
52
  }
49
53
  const wrappedEvents = this.parseEventsFromLogs(txSig, slot, logs);
50
54
  for (const wrappedEvent of wrappedEvents) {
51
55
  this.eventListMap.get(wrappedEvent.eventType).insert(wrappedEvent);
56
+ }
57
+ // dont emit event till we've added all the events to the eventListMap
58
+ for (const wrappedEvent of wrappedEvents) {
52
59
  this.eventEmitter.emit('newEvent', wrappedEvent);
53
60
  }
54
61
  if (this.awaitTxPromises.has(txSig)) {
@@ -56,10 +63,17 @@ class EventSubscriber {
56
63
  this.awaitTxResolver.get(txSig)();
57
64
  this.awaitTxResolver.delete(txSig);
58
65
  }
66
+ if (slot > this.lastSeenSlot) {
67
+ this.lastSeenTxSig = txSig;
68
+ }
69
+ if (this.lastSeenBlockTime === undefined ||
70
+ mostRecentBlockTime > this.lastSeenBlockTime) {
71
+ this.lastSeenBlockTime = mostRecentBlockTime;
72
+ }
59
73
  this.txEventCache.add(txSig, wrappedEvents);
60
74
  }
61
- async fetchPreviousTx() {
62
- if (!this.options.untilTx) {
75
+ async fetchPreviousTx(fetchMax) {
76
+ if (!this.options.untilTx && !fetchMax) {
63
77
  return;
64
78
  }
65
79
  let txFetched = 0;
@@ -73,7 +87,7 @@ class EventSubscriber {
73
87
  txFetched += response.transactionLogs.length;
74
88
  beforeTx = response.earliestTx;
75
89
  for (const { txSig, slot, logs } of response.transactionLogs) {
76
- this.handleTxLogs(txSig, slot, logs);
90
+ this.handleTxLogs(txSig, slot, logs, response.mostRecentBlockTime);
77
91
  }
78
92
  }
79
93
  }
@@ -1,4 +1,6 @@
1
- import { Connection, Finality, PublicKey, TransactionSignature } from '@solana/web3.js';
1
+ import { Program } from '@project-serum/anchor';
2
+ import { Connection, Finality, PublicKey, TransactionResponse, TransactionSignature } from '@solana/web3.js';
3
+ import { WrappedEvents } from './types';
2
4
  declare type Log = {
3
5
  txSig: TransactionSignature;
4
6
  slot: number;
@@ -7,7 +9,16 @@ declare type Log = {
7
9
  declare type FetchLogsResponse = {
8
10
  earliestTx: string;
9
11
  mostRecentTx: string;
12
+ earliestSlot: number;
13
+ mostRecentSlot: number;
10
14
  transactionLogs: Log[];
15
+ mostRecentBlockTime: number | undefined;
11
16
  };
12
- export declare function fetchLogs(connection: Connection, programId: PublicKey, finality: Finality, beforeTx?: TransactionSignature, untilTx?: TransactionSignature): Promise<FetchLogsResponse | undefined>;
17
+ export declare function fetchLogs(connection: Connection, programId: PublicKey, finality: Finality, beforeTx?: TransactionSignature, untilTx?: TransactionSignature, limit?: number): Promise<FetchLogsResponse>;
18
+ export declare class LogParser {
19
+ private program;
20
+ constructor(program: Program);
21
+ parseEventsFromTransaction(transaction: TransactionResponse): WrappedEvents;
22
+ parseEventsFromLogs(event: Log): WrappedEvents;
23
+ }
13
24
  export {};
@@ -1,12 +1,20 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.fetchLogs = void 0;
4
- async function fetchLogs(connection, programId, finality, beforeTx, untilTx) {
3
+ exports.LogParser = exports.fetchLogs = void 0;
4
+ function mapTransactionResponseToLog(transaction) {
5
+ return {
6
+ txSig: transaction.transaction.signatures[0],
7
+ slot: transaction.slot,
8
+ logs: transaction.meta.logMessages,
9
+ };
10
+ }
11
+ async function fetchLogs(connection, programId, finality, beforeTx, untilTx, limit) {
5
12
  const signatures = await connection.getSignaturesForAddress(programId, {
6
13
  before: beforeTx,
7
14
  until: untilTx,
15
+ limit,
8
16
  }, finality);
9
- const sortedSignatures = signatures.sort((a, b) => a.slot < b.slot ? -1 : 1);
17
+ const sortedSignatures = signatures.sort((a, b) => a.slot === b.slot ? 0 : a.slot < b.slot ? -1 : 1);
10
18
  const filteredSignatures = sortedSignatures.filter((signature) => !signature.err);
11
19
  if (filteredSignatures.length === 0) {
12
20
  return undefined;
@@ -15,19 +23,18 @@ async function fetchLogs(connection, programId, finality, beforeTx, untilTx) {
15
23
  const transactionLogs = (await Promise.all(chunkedSignatures.map(async (chunk) => {
16
24
  const transactions = await connection.getTransactions(chunk.map((confirmedSignature) => confirmedSignature.signature), finality);
17
25
  return transactions.map((transaction) => {
18
- return {
19
- txSig: transaction.transaction.signatures[0],
20
- slot: transaction.slot,
21
- logs: transaction.meta.logMessages,
22
- };
26
+ return mapTransactionResponseToLog(transaction);
23
27
  });
24
28
  }))).flat();
25
- const earliestTx = filteredSignatures[0].signature;
26
- const mostRecentTx = filteredSignatures[filteredSignatures.length - 1].signature;
29
+ const earliest = filteredSignatures[0];
30
+ const mostRecent = filteredSignatures[filteredSignatures.length - 1];
27
31
  return {
28
32
  transactionLogs: transactionLogs,
29
- earliestTx: earliestTx,
30
- mostRecentTx: mostRecentTx,
33
+ earliestTx: earliest.signature,
34
+ mostRecentTx: mostRecent.signature,
35
+ earliestSlot: earliest.slot,
36
+ mostRecentSlot: mostRecent.slot,
37
+ mostRecentBlockTime: mostRecent.blockTime,
31
38
  };
32
39
  }
33
40
  exports.fetchLogs = fetchLogs;
@@ -37,3 +44,24 @@ function chunk(array, size) {
37
44
  .map((_, index) => index * size)
38
45
  .map((begin) => array.slice(begin, begin + size));
39
46
  }
47
+ class LogParser {
48
+ constructor(program) {
49
+ this.program = program;
50
+ }
51
+ parseEventsFromTransaction(transaction) {
52
+ const transactionLogObject = mapTransactionResponseToLog(transaction);
53
+ return this.parseEventsFromLogs(transactionLogObject);
54
+ }
55
+ parseEventsFromLogs(event) {
56
+ const records = [];
57
+ // @ts-ignore
58
+ this.program._events._eventParser.parseLogs(event.logs, (eventLog) => {
59
+ eventLog.data.txSig = event.txSig;
60
+ eventLog.data.slot = event.slot;
61
+ eventLog.data.eventType = eventLog.name;
62
+ records.push(eventLog.data);
63
+ });
64
+ return records;
65
+ }
66
+ }
67
+ exports.LogParser = LogParser;
@@ -8,8 +8,9 @@ export declare class PollingLogProvider implements LogProvider {
8
8
  private intervalId;
9
9
  private mostRecentSeenTx?;
10
10
  private mutex;
11
+ private firstFetch;
11
12
  constructor(connection: Connection, programId: PublicKey, commitment: Commitment, frequency?: number);
12
- subscribe(callback: logProviderCallback): boolean;
13
+ subscribe(callback: logProviderCallback, skipHistory?: boolean): boolean;
13
14
  isSubscribed(): boolean;
14
15
  unsubscribe(): Promise<boolean>;
15
16
  }
@@ -7,9 +7,10 @@ class PollingLogProvider {
7
7
  this.connection = connection;
8
8
  this.programId = programId;
9
9
  this.frequency = frequency;
10
+ this.firstFetch = true;
10
11
  this.finality = commitment === 'finalized' ? 'finalized' : 'confirmed';
11
12
  }
12
- subscribe(callback) {
13
+ subscribe(callback, skipHistory) {
13
14
  if (this.intervalId) {
14
15
  return true;
15
16
  }
@@ -19,13 +20,16 @@ class PollingLogProvider {
19
20
  }
20
21
  this.mutex = 1;
21
22
  try {
22
- const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx);
23
+ const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx,
24
+ // If skipping history, only fetch one log back, not the maximum amount available
25
+ skipHistory && this.firstFetch ? 1 : undefined);
26
+ this.firstFetch = false;
23
27
  if (response === undefined) {
24
28
  return;
25
29
  }
26
30
  const { mostRecentTx, transactionLogs } = response;
27
31
  for (const { txSig, slot, logs } of transactionLogs) {
28
- callback(txSig, slot, logs);
32
+ callback(txSig, slot, logs, response.mostRecentBlockTime);
29
33
  }
30
34
  this.mostRecentSeenTx = mostRecentTx;
31
35
  }
@@ -11,17 +11,14 @@ function clientSortDescFn() {
11
11
  function defaultBlockchainSortFn(currentEvent, newEvent) {
12
12
  return currentEvent.slot <= newEvent.slot ? 'less than' : 'greater than';
13
13
  }
14
- function orderRecordSortFn(currentEvent, newEvent) {
15
- const currentEventMarketIndex = !currentEvent.maker.equals(index_1.PublicKey.default)
16
- ? currentEvent.makerOrder.marketIndex
17
- : currentEvent.takerOrder.marketIndex;
18
- const newEventMarketIndex = !newEvent.maker.equals(index_1.PublicKey.default)
19
- ? newEvent.makerOrder.marketIndex
20
- : newEvent.takerOrder.marketIndex;
21
- if (!currentEventMarketIndex.eq(newEventMarketIndex)) {
14
+ function orderActionRecordSortFn(currentEvent, newEvent) {
15
+ var _a, _b;
16
+ const currentEventMarketIndex = currentEvent.marketIndex;
17
+ const newEventMarketIndex = newEvent.marketIndex;
18
+ if (currentEventMarketIndex !== newEventMarketIndex) {
22
19
  return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
23
20
  }
24
- if (currentEvent.fillRecordId.gt(index_1.ZERO) && newEvent.fillRecordId.gt(index_1.ZERO)) {
21
+ if (((_a = currentEvent.fillRecordId) === null || _a === void 0 ? void 0 : _a.gt(index_1.ZERO)) && ((_b = newEvent.fillRecordId) === null || _b === void 0 ? void 0 : _b.gt(index_1.ZERO))) {
25
22
  return currentEvent.fillRecordId.lte(newEvent.fillRecordId)
26
23
  ? 'less than'
27
24
  : 'greater than';
@@ -35,8 +32,8 @@ function getSortFn(orderBy, orderDir, eventType) {
35
32
  return orderDir === 'asc' ? clientSortAscFn : clientSortDescFn;
36
33
  }
37
34
  switch (eventType) {
38
- case 'OrderRecord':
39
- return orderRecordSortFn;
35
+ case 'OrderActionRecord':
36
+ return orderActionRecordSortFn;
40
37
  default:
41
38
  return defaultBlockchainSortFn;
42
39
  }
@@ -1,5 +1,5 @@
1
1
  import { Commitment, TransactionSignature } from '@solana/web3.js';
2
- import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, OrderRecord } from '../index';
2
+ import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord } from '../index';
3
3
  export declare type EventSubscriptionOptions = {
4
4
  eventTypes?: EventType[];
5
5
  maxEventsPerType?: number;
@@ -27,16 +27,22 @@ export declare type EventMap = {
27
27
  LiquidationRecord: Event<LiquidationRecord>;
28
28
  FundingRateRecord: Event<FundingRateRecord>;
29
29
  OrderRecord: Event<OrderRecord>;
30
+ OrderActionRecord: Event<OrderActionRecord>;
31
+ SettlePnlRecord: Event<SettlePnlRecord>;
32
+ NewUserRecord: Event<NewUserRecord>;
33
+ LPRecord: Event<LPRecord>;
34
+ InsuranceFundRecord: Event<InsuranceFundRecord>;
35
+ SpotInterestRecord: Event<SpotInterestRecord>;
30
36
  };
31
37
  export declare type EventType = keyof EventMap;
32
38
  export interface EventSubscriberEvents {
33
39
  newEvent: (event: WrappedEvent<EventType>) => void;
34
40
  }
35
41
  export declare type SortFn = (currentRecord: EventMap[EventType], newRecord: EventMap[EventType]) => 'less than' | 'greater than';
36
- export declare type logProviderCallback = (txSig: TransactionSignature, slot: number, logs: string[]) => void;
42
+ export declare type logProviderCallback = (txSig: TransactionSignature, slot: number, logs: string[], mostRecentBlockTime: number | undefined) => void;
37
43
  export interface LogProvider {
38
44
  isSubscribed(): boolean;
39
- subscribe(callback: logProviderCallback): boolean;
45
+ subscribe(callback: logProviderCallback, skipHistory?: boolean): boolean;
40
46
  unsubscribe(): Promise<boolean>;
41
47
  }
42
48
  export declare type WebSocketLogProviderConfig = {
@@ -7,7 +7,13 @@ exports.DefaultEventSubscriptionOptions = {
7
7
  'FundingPaymentRecord',
8
8
  'LiquidationRecord',
9
9
  'OrderRecord',
10
+ 'OrderActionRecord',
10
11
  'FundingRateRecord',
12
+ 'NewUserRecord',
13
+ 'SettlePnlRecord',
14
+ 'LPRecord',
15
+ 'InsuranceFundRecord',
16
+ 'SpotInterestRecord',
11
17
  ],
12
18
  maxEventsPerType: 4096,
13
19
  orderBy: 'blockchain',
@@ -12,7 +12,7 @@ class WebSocketLogProvider {
12
12
  return true;
13
13
  }
14
14
  this.subscriptionId = this.connection.onLogs(this.programId, (logs, ctx) => {
15
- callback(logs.signature, ctx.slot, logs.logs);
15
+ callback(logs.signature, ctx.slot, logs.logs, undefined);
16
16
  }, this.commitment);
17
17
  return true;
18
18
  }
@@ -6,14 +6,15 @@ const __1 = require("..");
6
6
  const spl_token_1 = require("@solana/spl-token");
7
7
  const web3_js_1 = require("@solana/web3.js");
8
8
  const __2 = require("..");
9
- const banks_1 = require("../constants/banks");
9
+ const spotMarkets_1 = require("../constants/spotMarkets");
10
10
  const getTokenAddress = (mintAddress, userPubKey) => {
11
11
  return spl_token_1.Token.getAssociatedTokenAddress(new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`), spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
12
12
  };
13
13
  exports.getTokenAddress = getTokenAddress;
14
+ const cluster = 'devnet';
14
15
  const main = async () => {
15
16
  // Initialize Drift SDK
16
- const sdkConfig = (0, __2.initialize)({ env: 'devnet' });
17
+ const sdkConfig = (0, __2.initialize)({ env: cluster });
17
18
  // Set up the Wallet and Provider
18
19
  const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
19
20
  const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
@@ -29,43 +30,54 @@ const main = async () => {
29
30
  // Misc. other things to set up
30
31
  const usdcTokenAddress = await (0, exports.getTokenAddress)(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
31
32
  // Set up the Drift Clearing House
32
- const clearingHousePublicKey = new web3_js_1.PublicKey(sdkConfig.CLEARING_HOUSE_PROGRAM_ID);
33
- const clearingHouse = new __2.ClearingHouse({
33
+ const driftPublicKey = new web3_js_1.PublicKey(sdkConfig.CLEARING_HOUSE_PROGRAM_ID);
34
+ const bulkAccountLoader = new __2.BulkAccountLoader(connection, 'confirmed', 1000);
35
+ const driftClient = new __2.DriftClient({
34
36
  connection,
35
37
  wallet: provider.wallet,
36
- programID: clearingHousePublicKey,
38
+ programID: driftPublicKey,
39
+ perpMarketIndexes: __2.PerpMarkets[cluster].map((market) => market.marketIndex),
40
+ spotMarketIndexes: spotMarkets_1.SpotMarkets[cluster].map((spotMarket) => spotMarket.marketIndex),
41
+ accountSubscription: {
42
+ type: 'polling',
43
+ accountLoader: bulkAccountLoader,
44
+ },
37
45
  });
38
- await clearingHouse.subscribe();
46
+ await driftClient.subscribe();
39
47
  // Set up Clearing House user client
40
- const user = new __2.ClearingHouseUser({
41
- clearingHouse,
42
- userAccountPublicKey: await clearingHouse.getUserAccountPublicKey(),
48
+ const user = new __2.User({
49
+ driftClient: driftClient,
50
+ userAccountPublicKey: await driftClient.getUserAccountPublicKey(),
51
+ accountSubscription: {
52
+ type: 'polling',
53
+ accountLoader: bulkAccountLoader,
54
+ },
43
55
  });
44
56
  //// Check if clearing house account exists for the current wallet
45
57
  const userAccountExists = await user.exists();
46
58
  if (!userAccountExists) {
47
59
  //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
48
60
  const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
49
- await clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, await (0, exports.getTokenAddress)(usdcTokenAddress.toString(), wallet.publicKey.toString()), banks_1.Banks['devnet'][0].bankIndex);
61
+ await driftClient.initializeUserAccountAndDepositCollateral(depositAmount, await (0, exports.getTokenAddress)(usdcTokenAddress.toString(), wallet.publicKey.toString()), spotMarkets_1.SpotMarkets['devnet'][0].marketIndex);
50
62
  }
51
63
  await user.subscribe();
52
64
  // Get current price
53
- const solMarketInfo = sdkConfig.MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
54
- const currentMarketPrice = (0, __2.calculateMarkPrice)(clearingHouse.getMarketAccount(solMarketInfo.marketIndex), undefined);
55
- const formattedPrice = (0, __2.convertToNumber)(currentMarketPrice, __2.MARK_PRICE_PRECISION);
65
+ const solMarketInfo = sdkConfig.PERP_MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
66
+ const currentMarketPrice = (0, __2.calculateReservePrice)(driftClient.getPerpMarketAccount(solMarketInfo.marketIndex), undefined);
67
+ const formattedPrice = (0, __2.convertToNumber)(currentMarketPrice, __2.PRICE_PRECISION);
56
68
  console.log(`Current Market Price is $${formattedPrice}`);
57
69
  // Estimate the slippage for a $5000 LONG trade
58
- const solMarketAccount = clearingHouse.getMarketAccount(solMarketInfo.marketIndex);
70
+ const solMarketAccount = driftClient.getPerpMarketAccount(solMarketInfo.marketIndex);
59
71
  const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
60
- const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.MARK_PRICE_PRECISION);
72
+ const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.PRICE_PRECISION);
61
73
  console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
62
74
  // Make a $5000 LONG trade
63
- await clearingHouse.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);
75
+ await driftClient.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);
64
76
  console.log(`LONGED $5000 SOL`);
65
77
  // Reduce the position by $2000
66
78
  const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
67
- await clearingHouse.openPosition(__2.PositionDirection.SHORT, reduceAmount, solMarketInfo.marketIndex);
79
+ await driftClient.openPosition(__2.PositionDirection.SHORT, reduceAmount, solMarketInfo.marketIndex);
68
80
  // Close the rest of the position
69
- await clearingHouse.closePosition(solMarketInfo.marketIndex);
81
+ await driftClient.closePosition(solMarketInfo.marketIndex);
70
82
  };
71
83
  main();
@@ -5,7 +5,9 @@ export declare class BigNum {
5
5
  precision: BN;
6
6
  static delim: string;
7
7
  static spacer: string;
8
+ static setLocale(locale: string): void;
8
9
  constructor(val: BN | number | string, precisionVal?: BN | number | string);
10
+ private bigNumFromParam;
9
11
  add(bn: BigNum): BigNum;
10
12
  sub(bn: BigNum): BigNum;
11
13
  mul(bn: BigNum | BN): BigNum;
@@ -67,14 +69,16 @@ export declare class BigNum {
67
69
  * @param fixedPrecision
68
70
  * @returns
69
71
  */
70
- toFixed(fixedPrecision: number): string;
72
+ toFixed(fixedPrecision: number, rounded?: boolean): string;
73
+ private getZeroes;
74
+ toRounded(roundingPrecision: number): BigNum;
71
75
  /**
72
76
  * Pretty print to the specified number of significant figures
73
77
  * @param fixedPrecision
74
78
  * @returns
75
79
  */
76
- toPrecision(fixedPrecision: number, trailingZeroes?: boolean): string;
77
- toTradePrecision(): string;
80
+ toPrecision(fixedPrecision: number, trailingZeroes?: boolean, rounded?: boolean): string;
81
+ toTradePrecision(rounded?: boolean): string;
78
82
  /**
79
83
  * Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
80
84
  * @param useTradePrecision
@@ -82,7 +86,7 @@ export declare class BigNum {
82
86
  * @returns
83
87
  */
84
88
  toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
85
- toMillified(precision?: number): string;
89
+ toMillified(precision?: number, rounded?: boolean): string;
86
90
  toJSON(): {
87
91
  val: string;
88
92
  precision: string;