@drift-labs/sdk 0.2.0-master.4 → 0.2.0-master.41

package/src/assert/assert.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.assert = void 0;
+function assert(condition, error) {
+    if (!condition) {
+        throw new Error(error || 'Unspecified AssertionError');
+    }
+}
+exports.assert = assert;

package/src/config.ts

@@ -1,16 +1,15 @@
 import {
-	DevnetMarkets,
+	DevnetPerpMarkets,
 	MainnetMarkets,
-	MarketConfig,
-	Markets,
-} from './constants/markets';
+	PerpMarketConfig,
+	PerpMarkets,
+} from './constants/perpMarkets';
 import {
-	BankConfig,
-	Banks,
-	DevnetBanks,
-	MainnetBanks,
-} from './constants/banks';
-import { BN } from '@project-serum/anchor';
+	SpotMarketConfig,
+	SpotMarkets,
+	DevnetSpotMarkets,
+	MainnetSpotMarkets,
+} from './constants/spotMarkets';
 import { OracleInfo } from './oracles/types';
 
 type DriftConfig = {
@@ -18,8 +17,10 @@ type DriftConfig = {
 	PYTH_ORACLE_MAPPING_ADDRESS: string;
 	CLEARING_HOUSE_PROGRAM_ID: string;
 	USDC_MINT_ADDRESS: string;
-	MARKETS: MarketConfig[];
-	BANKS: BankConfig[];
+	SERUM_V3: string;
+	V2_ALPHA_TICKET_MINT_ADDRESS: string;
+	PERP_MARKETS: PerpMarketConfig[];
+	SPOT_MARKETS: SpotMarketConfig[];
 };
 
 export type DriftEnv = 'devnet' | 'mainnet-beta';
@@ -28,18 +29,23 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: '9jwr5nC2f9yAraXrg4UzHXmCX3vi9FQkjD6p9e8bRqNa',
+		CLEARING_HOUSE_PROGRAM_ID: '4PzAUP84r19y2whicgTysCiqxw5aHabLHyDh3oJiAtqe',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
-		MARKETS: DevnetMarkets,
-		BANKS: DevnetBanks,
+		SERUM_V3: 'DESVgJVGajEgKGXhb6XmqDHGz3VjdgP7rEVESBgxmroY',
+		V2_ALPHA_TICKET_MINT_ADDRESS:
+			'DeEiGWfCMP9psnLGkxGrBBMEAW5Jv8bBGMN8DCtFRCyB',
+		PERP_MARKETS: DevnetPerpMarkets,
+		SPOT_MARKETS: DevnetSpotMarkets,
 	},
 	'mainnet-beta': {
 		ENV: 'mainnet-beta',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
 		CLEARING_HOUSE_PROGRAM_ID: 'dammHkt7jmytvbS3nHTxQNEcP59aE57nxwV21YdqEDN',
 		USDC_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
-		MARKETS: MainnetMarkets,
-		BANKS: MainnetBanks,
+		SERUM_V3: '9xQeWvG816bUx9EPjHmaT23yvVM2ZWbrrpZb9PusVFin',
+		V2_ALPHA_TICKET_MINT_ADDRESS: '',
+		PERP_MARKETS: MainnetMarkets,
+		SPOT_MARKETS: MainnetSpotMarkets,
 	},
 };
 
@@ -67,34 +73,34 @@ export const initialize = (props: {
 	return currentConfig;
 };
 
-export function getMarketsBanksAndOraclesForSubscription(env: DriftEnv): {
-	marketIndexes: BN[];
-	bankIndexes: BN[];
+export function getMarketsAndOraclesForSubscription(env: DriftEnv): {
+	perpMarketIndexes: number[];
+	spotMarketIndexes: number[];
 	oracleInfos: OracleInfo[];
 } {
-	const marketIndexes = [];
-	const bankIndexes = [];
+	const perpMarketIndexes = [];
+	const spotMarketIndexes = [];
 	const oracleInfos = new Map<string, OracleInfo>();
 
-	for (const market of Markets[env]) {
-		marketIndexes.push(market.marketIndex);
+	for (const market of PerpMarkets[env]) {
+		perpMarketIndexes.push(market.marketIndex);
 		oracleInfos.set(market.oracle.toString(), {
 			publicKey: market.oracle,
 			source: market.oracleSource,
 		});
 	}
 
-	for (const bank of Banks[env]) {
-		bankIndexes.push(bank.bankIndex);
-		oracleInfos.set(bank.oracle.toString(), {
-			publicKey: bank.oracle,
-			source: bank.oracleSource,
+	for (const spotMarket of SpotMarkets[env]) {
+		spotMarketIndexes.push(spotMarket.marketIndex);
+		oracleInfos.set(spotMarket.oracle.toString(), {
+			publicKey: spotMarket.oracle,
+			source: spotMarket.oracleSource,
 		});
 	}
 
 	return {
-		marketIndexes,
-		bankIndexes,
+		perpMarketIndexes: perpMarketIndexes,
+		spotMarketIndexes: spotMarketIndexes,
 		oracleInfos: Array.from(oracleInfos.values()),
 	};
 }

package/src/constants/numericConstants.ts

@@ -1,8 +1,16 @@
+import { LAMPORTS_PER_SOL } from '@solana/web3.js';
 import { BN } from '../';
 
 export const ZERO = new BN(0);
 export const ONE = new BN(1);
 export const TWO = new BN(2);
+export const THREE = new BN(3);
+export const FOUR = new BN(4);
+export const FIVE = new BN(5);
+export const SIX = new BN(6);
+export const SEVEN = new BN(7);
+export const EIGHT = new BN(8);
+export const NINE = new BN(9);
 export const TEN = new BN(10);
 export const TEN_THOUSAND = new BN(10000);
 export const BN_MAX = new BN(Number.MAX_SAFE_INTEGER);
@@ -10,29 +18,53 @@ export const TEN_MILLION = TEN_THOUSAND.mul(TEN_THOUSAND);
 
 export const MAX_LEVERAGE = new BN(5);
 
+export const PERCENTAGE_PRECISION_EXP = new BN(6);
+export const PERCENTAGE_PRECISION = new BN(10).pow(PERCENTAGE_PRECISION_EXP);
+export const CONCENTRATION_PRECISION = PERCENTAGE_PRECISION;
+
 export const QUOTE_PRECISION_EXP = new BN(6);
-export const FUNDING_PAYMENT_PRECISION_EXP = new BN(4);
-export const MARK_PRICE_PRECISION_EXP = new BN(10);
-export const FUNDING_RATE_PRECISION_EXP = MARK_PRICE_PRECISION_EXP.mul(
-	FUNDING_PAYMENT_PRECISION_EXP
+export const FUNDING_RATE_BUFFER_PRECISION_EXP = new BN(3);
+export const PRICE_PRECISION_EXP = new BN(6);
+export const FUNDING_RATE_PRECISION_EXP = PRICE_PRECISION_EXP.add(
+	FUNDING_RATE_BUFFER_PRECISION_EXP
+);
+export const PEG_PRECISION_EXP = new BN(6);
+export const AMM_RESERVE_PRECISION_EXP = new BN(9);
+
+export const SPOT_MARKET_RATE_PRECISION_EXP = new BN(6);
+export const SPOT_MARKET_RATE_PRECISION = new BN(10).pow(
+	SPOT_MARKET_RATE_PRECISION_EXP
 );
-export const PEG_PRECISION_EXP = new BN(3);
-export const AMM_RESERVE_PRECISION_EXP = new BN(13);
 
-export const BANK_INTEREST_PRECISION = new BN(1000000);
-export const BANK_CUMULATIVE_INTEREST_PRECISION = new BN(10000000000);
-export const BANK_UTILIZATION_PRECISION = new BN(1000000);
-export const BANK_RATE_PRECISION = new BN(1000000);
-export const BANK_WEIGHT_PRECISION = new BN(100);
-export const BANK_BALANCE_PRECISION_EXP = new BN(6);
-export const BANK_BALANCE_PRECISION = new BN(10).pow(
-	BANK_BALANCE_PRECISION_EXP
+export const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = new BN(10);
+export const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = new BN(10).pow(
+	SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP
 );
 
+export const SPOT_MARKET_UTILIZATION_PRECISION_EXP = new BN(6);
+export const SPOT_MARKET_UTILIZATION_PRECISION = new BN(10).pow(
+	SPOT_MARKET_UTILIZATION_PRECISION_EXP
+);
+
+export const SPOT_MARKET_WEIGHT_PRECISION = new BN(10000);
+export const SPOT_MARKET_BALANCE_PRECISION_EXP = new BN(9);
+export const SPOT_MARKET_BALANCE_PRECISION = new BN(10).pow(
+	SPOT_MARKET_BALANCE_PRECISION_EXP
+);
+export const SPOT_MARKET_IMF_PRECISION_EXP = new BN(6);
+
+export const SPOT_MARKET_IMF_PRECISION = new BN(10).pow(
+	SPOT_MARKET_IMF_PRECISION_EXP
+);
+export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
+
 export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
-export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);
-export const FUNDING_PAYMENT_PRECISION = new BN(10).pow(
-	FUNDING_PAYMENT_PRECISION_EXP
+export const PRICE_PRECISION = new BN(10).pow(PRICE_PRECISION_EXP);
+export const FUNDING_RATE_PRECISION = new BN(10).pow(
+	FUNDING_RATE_PRECISION_EXP
+);
+export const FUNDING_RATE_BUFFER_PRECISION = new BN(10).pow(
+	FUNDING_RATE_BUFFER_PRECISION_EXP
 );
 export const PEG_PRECISION = new BN(10).pow(PEG_PRECISION_EXP);
 
@@ -42,15 +74,17 @@ export const BASE_PRECISION = AMM_RESERVE_PRECISION;
 export const BASE_PRECISION_EXP = AMM_RESERVE_PRECISION_EXP;
 
 export const AMM_TO_QUOTE_PRECISION_RATIO =
-	AMM_RESERVE_PRECISION.div(QUOTE_PRECISION); // 10^7
-export const PRICE_DIV_PEG = MARK_PRICE_PRECISION.div(PEG_PRECISION); //10^7
-export const PRICE_TO_QUOTE_PRECISION =
-	MARK_PRICE_PRECISION.div(QUOTE_PRECISION);
+	AMM_RESERVE_PRECISION.div(QUOTE_PRECISION); // 10^3
+export const PRICE_DIV_PEG = PRICE_PRECISION.div(PEG_PRECISION); //10^1
+export const PRICE_TO_QUOTE_PRECISION = PRICE_PRECISION.div(QUOTE_PRECISION); // 10^1
 export const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO =
-	AMM_RESERVE_PRECISION.mul(PEG_PRECISION).div(QUOTE_PRECISION); // 10^10
+	AMM_RESERVE_PRECISION.mul(PEG_PRECISION).div(QUOTE_PRECISION); // 10^9
 export const MARGIN_PRECISION = TEN_THOUSAND;
-export const BID_ASK_SPREAD_PRECISION = new BN(1000000);
+export const BID_ASK_SPREAD_PRECISION = new BN(1000000); // 10^6
 
 export const ONE_YEAR = new BN(31536000);
 
-export const QUOTE_ASSET_BANK_INDEX = new BN(0);
+export const QUOTE_SPOT_MARKET_INDEX = 0;
+
+export const LAMPORTS_PRECISION = new BN(LAMPORTS_PER_SOL);
+export const LAMPORTS_EXP = new BN(Math.log10(LAMPORTS_PER_SOL));

package/src/constants/{markets.ts → perpMarkets.ts}

@@ -1,25 +1,25 @@
-import { BN, OracleSource } from '../';
+import { OracleSource } from '../';
 import { DriftEnv } from '../';
 import { PublicKey } from '@solana/web3.js';
 
-export type MarketConfig = {
+export type PerpMarketConfig = {
 	fullName?: string;
 	category?: string[];
 	symbol: string;
 	baseAssetSymbol: string;
-	marketIndex: BN;
+	marketIndex: number;
 	launchTs: number;
 	oracle: PublicKey;
 	oracleSource: OracleSource;
 };
 
-export const DevnetMarkets: MarketConfig[] = [
+export const DevnetPerpMarkets: PerpMarketConfig[] = [
 	{
 		fullName: 'Solana',
 		category: ['L1', 'Infra'],
 		symbol: 'SOL-PERP',
 		baseAssetSymbol: 'SOL',
-		marketIndex: new BN(0),
+		marketIndex: 0,
 		oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
 		launchTs: 1655751353000,
 		oracleSource: OracleSource.PYTH,
@@ -29,7 +29,7 @@ export const DevnetMarkets: MarketConfig[] = [
 		category: ['L1', 'Payment'],
 		symbol: 'BTC-PERP',
 		baseAssetSymbol: 'BTC',
-		marketIndex: new BN(1),
+		marketIndex: 1,
 		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
 		launchTs: 1655751353000,
 		oracleSource: OracleSource.PYTH,
@@ -39,16 +39,16 @@ export const DevnetMarkets: MarketConfig[] = [
 		category: ['L1', 'Infra'],
 		symbol: 'ETH-PERP',
 		baseAssetSymbol: 'ETH',
-		marketIndex: new BN(2),
+		marketIndex: 2,
 		oracle: new PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
 		launchTs: 1637691133472,
 		oracleSource: OracleSource.PYTH,
 	},
 ];
 
-export const MainnetMarkets: MarketConfig[] = [];
+export const MainnetMarkets: PerpMarketConfig[] = [];
 
-export const Markets: { [key in DriftEnv]: MarketConfig[] } = {
-	devnet: DevnetMarkets,
+export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {
+	devnet: DevnetPerpMarkets,
 	'mainnet-beta': [],
 };

package/src/constants/spotMarkets.ts

@@ -0,0 +1,73 @@
+import { PublicKey } from '@solana/web3.js';
+import { BN, DriftEnv, OracleSource } from '../';
+import {
+	SPOT_MARKET_BALANCE_PRECISION,
+	SPOT_MARKET_BALANCE_PRECISION_EXP,
+	LAMPORTS_EXP,
+	LAMPORTS_PRECISION,
+	SIX,
+} from './numericConstants';
+
+export type SpotMarketConfig = {
+	symbol: string;
+	marketIndex: number;
+	oracle: PublicKey;
+	mint: PublicKey;
+	oracleSource: OracleSource;
+	precision: BN;
+	precisionExp: BN;
+	serumMarket?: PublicKey;
+};
+
+export const WRAPPED_SOL_MINT = new PublicKey(
+	'So11111111111111111111111111111111111111112'
+);
+
+export const DevnetSpotMarkets: SpotMarketConfig[] = [
+	{
+		symbol: 'USDC',
+		marketIndex: 0,
+		oracle: PublicKey.default,
+		oracleSource: OracleSource.QUOTE_ASSET,
+		mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
+		precision: new BN(10).pow(SIX),
+		precisionExp: SIX,
+	},
+	{
+		symbol: 'SOL',
+		marketIndex: 1,
+		oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+		oracleSource: OracleSource.PYTH,
+		mint: new PublicKey(WRAPPED_SOL_MINT),
+		precision: LAMPORTS_PRECISION,
+		precisionExp: LAMPORTS_EXP,
+		serumMarket: new PublicKey('8N37SsnTu8RYxtjrV9SStjkkwVhmU8aCWhLvwduAPEKW'),
+	},
+	{
+		symbol: 'BTC',
+		marketIndex: 2,
+		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
+		oracleSource: OracleSource.PYTH,
+		mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
+		precision: new BN(10).pow(SIX),
+		precisionExp: SIX,
+		serumMarket: new PublicKey('AGsmbVu3MS9u68GEYABWosQQCZwmLcBHu4pWEuBYH7Za'),
+	},
+];
+
+export const MainnetSpotMarkets: SpotMarketConfig[] = [
+	{
+		symbol: 'USDC',
+		marketIndex: 0,
+		oracle: PublicKey.default,
+		oracleSource: OracleSource.QUOTE_ASSET,
+		mint: new PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
+		precision: SPOT_MARKET_BALANCE_PRECISION,
+		precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
+	},
+];
+
+export const SpotMarkets: { [key in DriftEnv]: SpotMarketConfig[] } = {
+	devnet: DevnetSpotMarkets,
+	'mainnet-beta': MainnetSpotMarkets,
+};