@drift-labs/sdk 0.2.0-master.4 → 0.2.0-temp.0

package/lib/admin.d.ts

@@ -38,7 +38,5 @@ export declare class Admin extends ClearingHouse {
     updateFundingPaused(fundingPaused: boolean): Promise<TransactionSignature>;
     updateExchangePaused(exchangePaused: boolean): Promise<TransactionSignature>;
     disableAdminControlsPrices(): Promise<TransactionSignature>;
-    updateAuctionDuration(minDuration: BN | number, maxDuration: BN | number): Promise<TransactionSignature>;
-    updateMaxBaseAssetAmountRatio(marketIndex: BN, maxBaseAssetAmountRatio: number): Promise<TransactionSignature>;
-    updateMaxSlippageRatio(marketIndex: BN, maxSlippageRatio: number): Promise<TransactionSignature>;
+    updateOrderAuctionTime(time: BN | number): Promise<TransactionSignature>;
 }

package/lib/admin.js

@@ -403,31 +403,13 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
-    async updateAuctionDuration(minDuration, maxDuration) {
-        return await this.program.rpc.updateAuctionDuration(typeof minDuration === 'number' ? minDuration : minDuration.toNumber(), typeof maxDuration === 'number' ? maxDuration : maxDuration.toNumber(), {
+    async updateOrderAuctionTime(time) {
+        return await this.program.rpc.updateOrderAuctionTime(typeof time === 'number' ? time : time.toNumber, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
             },
         });
     }
-    async updateMaxBaseAssetAmountRatio(marketIndex, maxBaseAssetAmountRatio) {
-        return await this.program.rpc.updateMaxBaseAssetAmountRatio(maxBaseAssetAmountRatio, {
-            accounts: {
-                admin: this.wallet.publicKey,
-                state: await this.getStatePublicKey(),
-                market: this.getMarketAccount(marketIndex).pubkey,
-            },
-        });
-    }
-    async updateMaxSlippageRatio(marketIndex, maxSlippageRatio) {
-        return await this.program.rpc.updateMaxSlippageRatio(maxSlippageRatio, {
-            accounts: {
-                admin: this.wallet.publicKey,
-                state: await this.getStatePublicKey(),
-                market: this.getMarketAccount(marketIndex).pubkey,
-            },
-        });
-    }
 }
 exports.Admin = Admin;

package/lib/clearingHouse.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
 import { AnchorProvider, BN, Program } from '@project-serum/anchor';
-import { StateAccount, IWallet, PositionDirection, UserAccount, MarketAccount, OrderParams, Order, BankAccount, UserBankBalance, MakerInfo, OptionalOrderParams } from './types';
+import { StateAccount, IWallet, PositionDirection, UserAccount, MarketAccount, OrderParams, Order, BankAccount, UserBankBalance, MakerInfo } from './types';
 import { Connection, PublicKey, TransactionSignature, ConfirmOptions, TransactionInstruction, AccountMeta } from '@solana/web3.js';
 import { MockUSDCFaucet } from './mockUSDCFaucet';
 import { EventEmitter } from 'events';
@@ -95,9 +95,8 @@ export declare class ClearingHouse {
     updateBankCumulativeInterest(bankIndex: BN): Promise<TransactionSignature>;
     updateBankCumulativeInterestIx(bankIndex: BN): Promise<TransactionInstruction>;
     openPosition(direction: PositionDirection, amount: BN, marketIndex: BN, limitPrice?: BN): Promise<TransactionSignature>;
-    placeOrder(orderParams: OptionalOrderParams): Promise<TransactionSignature>;
-    getOrderParams(optionalOrderParams: OptionalOrderParams): OrderParams;
-    getPlaceOrderIx(orderParams: OptionalOrderParams): Promise<TransactionInstruction>;
+    placeOrder(orderParams: OrderParams): Promise<TransactionSignature>;
+    getPlaceOrderIx(orderParams: OrderParams): Promise<TransactionInstruction>;
     updateAMMs(marketIndexes: BN[]): Promise<TransactionSignature>;
     getUpdateAMMsIx(marketIndexes: BN[]): Promise<TransactionInstruction>;
     cancelOrder(orderId?: BN): Promise<TransactionSignature>;
@@ -108,8 +107,8 @@ export declare class ClearingHouse {
     getFillOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
     triggerOrder(userAccountPublicKey: PublicKey, user: UserAccount, order: Order): Promise<TransactionSignature>;
     getTriggerOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order): Promise<TransactionInstruction>;
-    placeAndTake(orderParams: OptionalOrderParams, makerInfo?: MakerInfo): Promise<TransactionSignature>;
-    getPlaceAndTakeIx(orderParams: OptionalOrderParams, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
+    placeAndTake(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionSignature>;
+    getPlaceAndTakeIx(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
     /**
      * Close an entire position. If you want to reduce a position, use the {@link openPosition} method in the opposite direction of the current position.
      * @param marketIndex

package/lib/clearingHouse.js

@@ -29,7 +29,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.ClearingHouse = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const spl_token_1 = require("@solana/spl-token");
-const types_1 = require("./types");
 const anchor = __importStar(require("@project-serum/anchor"));
 const clearing_house_json_1 = __importDefault(require("./idl/clearing_house.json"));
 const web3_js_1 = require("@solana/web3.js");
@@ -43,6 +42,7 @@ const pollingClearingHouseAccountSubscriber_1 = require("./accounts/pollingClear
 const webSocketClearingHouseAccountSubscriber_1 = require("./accounts/webSocketClearingHouseAccountSubscriber");
 const retryTxSender_1 = require("./tx/retryTxSender");
 const clearingHouseUser_1 = require("./clearingHouseUser");
+const orderParams_1 = require("./orderParams");
 const config_1 = require("./config");
 /**
  * # ClearingHouse
@@ -482,24 +482,14 @@ class ClearingHouse {
         });
     }
     async openPosition(direction, amount, marketIndex, limitPrice) {
-        return await this.placeAndTake({
-            orderType: types_1.OrderType.MARKET,
-            marketIndex,
-            direction,
-            baseAssetAmount: amount,
-            price: limitPrice,
-        });
+        return await this.placeAndTake((0, orderParams_1.getMarketOrderParams)(marketIndex, direction, numericConstants_1.ZERO, amount, false, limitPrice));
     }
     async placeOrder(orderParams) {
         const { txSig, slot } = await this.txSender.send((0, utils_1.wrapInTx)(await this.getPlaceOrderIx(orderParams)), [], this.opts);
         this.marketLastSlotCache.set(orderParams.marketIndex.toNumber(), slot);
         return txSig;
     }
-    getOrderParams(optionalOrderParams) {
-        return Object.assign({}, types_1.DefaultOrderParams, optionalOrderParams);
-    }
     async getPlaceOrderIx(orderParams) {
-        orderParams = this.getOrderParams(orderParams);
         const userAccountPublicKey = await this.getUserAccountPublicKey();
         const remainingAccounts = this.getRemainingAccounts({
             writableMarketIndex: orderParams.marketIndex,
@@ -710,7 +700,6 @@ class ClearingHouse {
         return txSig;
     }
     async getPlaceAndTakeIx(orderParams, makerInfo) {
-        orderParams = this.getOrderParams(orderParams);
         const userAccountPublicKey = await this.getUserAccountPublicKey();
         const remainingAccounts = this.getRemainingAccounts({
             writableMarketIndex: orderParams.marketIndex,
@@ -744,13 +733,7 @@ class ClearingHouse {
         if (!userPosition) {
             throw Error(`No position in market ${marketIndex.toString()}`);
         }
-        return await this.placeAndTake({
-            orderType: types_1.OrderType.MARKET,
-            marketIndex,
-            direction: (0, position_1.findDirectionToClose)(userPosition),
-            baseAssetAmount: userPosition.baseAssetAmount,
-            reduceOnly: true,
-        });
+        return await this.placeAndTake((0, orderParams_1.getMarketOrderParams)(marketIndex, (0, position_1.findDirectionToClose)(userPosition), numericConstants_1.ZERO, userPosition.baseAssetAmount, true, undefined));
     }
     async settlePNLs(users, marketIndex) {
         const ixs = [];

package/lib/idl/clearing_house.json

@@ -1441,58 +1441,6 @@
                 }
             ]
         },
-        {
-            "name": "updateMarketMaxSlippageRatio",
-            "accounts": [
-                {
-                    "name": "admin",
-                    "isMut": false,
-                    "isSigner": true
-                },
-                {
-                    "name": "state",
-                    "isMut": false,
-                    "isSigner": false
-                },
-                {
-                    "name": "market",
-                    "isMut": true,
-                    "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "maxSlippageRatio",
-                    "type": "u16"
-                }
-            ]
-        },
-        {
-            "name": "updateMaxBaseAssetAmountRatio",
-            "accounts": [
-                {
-                    "name": "admin",
-                    "isMut": false,
-                    "isSigner": true
-                },
-                {
-                    "name": "state",
-                    "isMut": false,
-                    "isSigner": false
-                },
-                {
-                    "name": "market",
-                    "isMut": true,
-                    "isSigner": false
-                }
-            ],
-            "args": [
-                {
-                    "name": "maxBaseAssetAmountRatio",
-                    "type": "u16"
-                }
-            ]
-        },
         {
             "name": "updateAdmin",
             "accounts": [
@@ -1615,7 +1563,7 @@
             ]
         },
         {
-            "name": "updateAuctionDuration",
+            "name": "updateOrderAuctionTime",
             "accounts": [
                 {
                     "name": "admin",
@@ -1630,11 +1578,7 @@
             ],
             "args": [
                 {
-                    "name": "minAuctionDuration",
-                    "type": "u8"
-                },
-                {
-                    "name": "maxAuctionDuration",
+                    "name": "orderAuctionTime",
                     "type": "u8"
                 }
             ]
@@ -1941,11 +1885,7 @@
                         "type": "u128"
                     },
                     {
-                        "name": "minAuctionDuration",
-                        "type": "u8"
-                    },
-                    {
-                        "name": "maxAuctionDuration",
+                        "name": "orderAuctionDuration",
                         "type": "u8"
                     },
                     {
@@ -2050,6 +1990,10 @@
                         "name": "userOrderId",
                         "type": "u8"
                     },
+                    {
+                        "name": "quoteAssetAmount",
+                        "type": "u128"
+                    },
                     {
                         "name": "baseAssetAmount",
                         "type": "u128"
@@ -2098,10 +2042,6 @@
                         "name": "oraclePriceOffset",
                         "type": "i128"
                     },
-                    {
-                        "name": "auctionDuration",
-                        "type": "u8"
-                    },
                     {
                         "name": "padding0",
                         "type": "bool"
@@ -2264,14 +2204,6 @@
                         "name": "minimumQuoteAssetTradeSize",
                         "type": "u128"
                     },
-                    {
-                        "name": "maxBaseAssetAmountRatio",
-                        "type": "u16"
-                    },
-                    {
-                        "name": "maxSlippageRatio",
-                        "type": "u16"
-                    },
                     {
                         "name": "baseAssetAmountStepSize",
                         "type": "u128"
@@ -2756,6 +2688,10 @@
                             "defined": "PositionDirection"
                         }
                     },
+                    {
+                        "name": "quoteAssetAmount",
+                        "type": "u128"
+                    },
                     {
                         "name": "baseAssetAmount",
                         "type": "u128"
@@ -2968,12 +2904,6 @@
                     },
                     {
                         "name": "OraclePriceBreachedLimitPrice"
-                    },
-                    {
-                        "name": "MarketOrderFilledToLimitPrice"
-                    },
-                    {
-                        "name": "MarketOrderAuctionExpired"
                     }
                 ]
             }
@@ -3761,8 +3691,8 @@
         },
         {
             "code": 6044,
-            "name": "FillOrderDidNotUpdateState",
-            "msg": "FillOrderDidNotUpdateState"
+            "name": "CouldNotFillOrder",
+            "msg": "CouldNotFillOrder"
         },
         {
             "code": 6045,

package/lib/index.d.ts

@@ -1,6 +1,5 @@
 import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
-import pyth from '@pythnetwork/client';
 export * from './mockUSDCFaucet';
 export * from './oracles/types';
 export * from './oracles/pythClient';
@@ -48,4 +47,4 @@ export * from './util/tps';
 export * from './math/bankBalance';
 export * from './constants/banks';
 export * from './clearingHouseConfig';
-export { BN, PublicKey, pyth };
+export { BN, PublicKey };

package/lib/index.js

@@ -13,17 +13,12 @@ var __createBinding = (this && this.__createBinding) || (Object.create ? (functi
 var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.pyth = exports.PublicKey = exports.BN = void 0;
+exports.PublicKey = exports.BN = void 0;
 const anchor_1 = require("@project-serum/anchor");
 Object.defineProperty(exports, "BN", { enumerable: true, get: function () { return anchor_1.BN; } });
 const web3_js_1 = require("@solana/web3.js");
 Object.defineProperty(exports, "PublicKey", { enumerable: true, get: function () { return web3_js_1.PublicKey; } });
-const client_1 = __importDefault(require("@pythnetwork/client"));
-exports.pyth = client_1.default;
 __exportStar(require("./mockUSDCFaucet"), exports);
 __exportStar(require("./oracles/types"), exports);
 __exportStar(require("./oracles/pythClient"), exports);

package/lib/math/amm.js

@@ -227,8 +227,9 @@ function calculateSpreadBN(baseSpread, lastOracleMarkSpreadPct, lastOracleConfPc
 }
 exports.calculateSpreadBN = calculateSpreadBN;
 function calculateSpread(amm, direction, oraclePriceData) {
+    let spread = amm.baseSpread / 2;
     if (amm.baseSpread == 0 || amm.curveUpdateIntensity == 0) {
-        return amm.baseSpread / 2;
+        return spread;
     }
     const markPrice = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
     const targetPrice = (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.price) || markPrice;
@@ -240,13 +241,40 @@ function calculateSpread(amm, direction, oraclePriceData) {
     const confIntervalPct = confInterval
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(markPrice);
-    const [longSpread, shortSpread] = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.netBaseAssetAmount, markPrice, amm.totalFeeMinusDistributions);
-    let spread;
-    if ((0, types_1.isVariant)(direction, 'long')) {
-        spread = longSpread;
+    // oracle retreat
+    if (((0, types_1.isVariant)(direction, 'long') && targetMarkSpreadPct.lt(numericConstants_1.ZERO)) ||
+        ((0, types_1.isVariant)(direction, 'short') && targetMarkSpreadPct.gt(numericConstants_1.ZERO))) {
+        spread = Math.max(spread, targetMarkSpreadPct.abs().toNumber() + confIntervalPct.abs().toNumber());
     }
-    else {
-        spread = shortSpread;
+    // inventory skew
+    const MAX_INVENTORY_SKEW = 5;
+    if ((amm.netBaseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(direction, 'long')) ||
+        (amm.netBaseAssetAmount.lt(numericConstants_1.ZERO) && (0, types_1.isVariant)(direction, 'short')) ||
+        amm.totalFeeMinusDistributions.eq(numericConstants_1.ZERO)) {
+        const netCostBasis = amm.quoteAssetAmountLong.sub(amm.quoteAssetAmountShort);
+        const netBaseAssetValue = amm.quoteAssetReserve
+            .sub(amm.terminalQuoteAssetReserve)
+            .mul(amm.pegMultiplier)
+            .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
+        const localBaseAssetValue = amm.netBaseAssetAmount
+            .mul(markPrice)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
+        const netPnl = netBaseAssetValue.sub(netCostBasis);
+        const localPnl = localBaseAssetValue.sub(netCostBasis);
+        let effectiveLeverage = MAX_INVENTORY_SKEW;
+        if (amm.totalFeeMinusDistributions.gt(numericConstants_1.ZERO)) {
+            effectiveLeverage =
+                localPnl.sub(netPnl).toNumber() /
+                    (amm.totalFeeMinusDistributions.toNumber() + 1);
+        }
+        let spreadScale = Math.min(MAX_INVENTORY_SKEW, 1 + effectiveLeverage);
+        const maxTargetSpread = numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber() / 50; // 2%
+        // cap the scale to attempt to only scale up to maxTargetSpread
+        // always let the oracle retreat methods go through 100%
+        if (spreadScale * spread > maxTargetSpread) {
+            spreadScale = Math.max(1.05, maxTargetSpread / spread);
+        }
+        spread *= spreadScale;
     }
     return spread;
 }

package/lib/math/auction.js

@@ -4,10 +4,7 @@ exports.getAuctionPrice = exports.isAuctionComplete = void 0;
 const types_1 = require("../types");
 const _1 = require("../.");
 function isAuctionComplete(order, slot) {
-    if (order.auctionDuration === 0) {
-        return true;
-    }
-    return new _1.BN(slot).sub(order.slot).gt(new _1.BN(order.auctionDuration));
+    return new _1.BN(slot).sub(order.slot).gte(new _1.BN(order.auctionDuration));
 }
 exports.isAuctionComplete = isAuctionComplete;
 function getAuctionPrice(order, slot) {

package/lib/math/orders.d.ts

@@ -1,10 +1,10 @@
 /// <reference types="bn.js" />
 import { ClearingHouseUser } from '../clearingHouseUser';
-import { MarketAccount, Order } from '../types';
+import { Order } from '../types';
 import { BN } from '@project-serum/anchor';
 import { OraclePriceData } from '../oracles/types';
 export declare function isOrderRiskIncreasing(user: ClearingHouseUser, order: Order): boolean;
 export declare function isOrderRiskIncreasingInSameDirection(user: ClearingHouseUser, order: Order): boolean;
 export declare function isOrderReduceOnly(user: ClearingHouseUser, order: Order): boolean;
 export declare function standardizeBaseAssetAmount(baseAssetAmount: BN, stepSize: BN): BN;
-export declare function getLimitPrice(order: Order, market: MarketAccount, oraclePriceData: OraclePriceData, slot: number): BN;
+export declare function getLimitPrice(order: Order, oraclePriceData: OraclePriceData, slot: number): BN;

package/lib/math/orders.js

@@ -3,9 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getLimitPrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
-const anchor_1 = require("@project-serum/anchor");
 const auction_1 = require("./auction");
-const market_1 = require("./market");
 function isOrderRiskIncreasing(user, order) {
     if ((0, types_1.isVariant)(order.status, 'init')) {
         return false;
@@ -79,28 +77,13 @@ function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
     return baseAssetAmount.sub(remainder);
 }
 exports.standardizeBaseAssetAmount = standardizeBaseAssetAmount;
-function getLimitPrice(order, market, oraclePriceData, slot) {
+function getLimitPrice(order, oraclePriceData, slot) {
     let limitPrice;
     if (!order.oraclePriceOffset.eq(numericConstants_1.ZERO)) {
         limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
     }
     else if ((0, types_1.isOneOfVariant)(order.orderType, ['market', 'triggerMarket'])) {
-        if ((0, auction_1.isAuctionComplete)(order, slot)) {
-            limitPrice = (0, auction_1.getAuctionPrice)(order, slot);
-        }
-        else if (!order.price.eq(numericConstants_1.ZERO)) {
-            limitPrice = order.price;
-        }
-        else if ((0, types_1.isVariant)(order.direction, 'long')) {
-            const askPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
-            const delta = askPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = askPrice.add(delta);
-        }
-        else {
-            const bidPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
-            const delta = bidPrice.div(new anchor_1.BN(market.amm.maxSlippageRatio));
-            limitPrice = bidPrice.sub(delta);
-        }
+        limitPrice = (0, auction_1.getAuctionPrice)(order, slot);
     }
     else {
         limitPrice = order.price;

package/lib/math/trade.d.ts

@@ -33,7 +33,7 @@ export declare function calculateTradeSlippage(direction: PositionDirection, amo
  * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
-export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: MarketAccount, inputAssetType: AssetType, oraclePriceData: OraclePriceData, useSpread?: boolean): [BN, BN, BN];
+export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: MarketAccount, inputAssetType: AssetType, oraclePriceData: OraclePriceData, useSpread?: boolean): [BN, BN];
 /**
  * calculateTargetPriceTrade
  * simple function for finding arbitraging trades

package/lib/math/trade.js

@@ -43,11 +43,15 @@ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quo
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
-    const [acquiredBaseReserve, acquiredQuoteReserve, acquiredQuoteAssetAmount] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread);
-    const entryPrice = acquiredQuoteAssetAmount
+    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread);
+    const swapDirection = (0, types_2.isVariant)(direction, 'long')
+        ? types_1.SwapDirection.REMOVE
+        : types_1.SwapDirection.ADD;
+    const quoteAssetAmountAcquired = (0, amm_1.calculateQuoteAssetAmountSwapped)(acquiredQuote.abs(), market.amm.pegMultiplier, swapDirection);
+    const entryPrice = quoteAssetAmountAcquired
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
         .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(acquiredBaseReserve.abs());
+        .div(acquiredBase.abs());
     let amm;
     if (useSpread && market.amm.baseSpread > 0) {
         const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
@@ -61,7 +65,7 @@ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quo
     else {
         amm = market.amm;
     }
-    const newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
+    const newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBase), amm.quoteAssetReserve.sub(acquiredQuote), amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
         (0, assert_1.assert)(newPrice.lte(oldPrice));
     }
@@ -94,7 +98,7 @@ exports.calculateTradeSlippage = calculateTradeSlippage;
  */
 function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
     if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
+        return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
     const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
     let amm;
@@ -113,8 +117,7 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(amm, inputAssetType, amount, swapDirection);
     const acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
     const acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    const acquiredQuoteAssetamount = (0, amm_1.calculateQuoteAssetAmountSwapped)(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
-    return [acquiredBase, acquiredQuote, acquiredQuoteAssetamount];
+    return [acquiredBase, acquiredQuote];
 }
 exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
 /**

package/lib/orderParams.d.ts

@@ -1,16 +1,7 @@
 /// <reference types="bn.js" />
-import { OptionalOrderParams, OrderTriggerCondition } from './types';
+import { OrderParams, OrderTriggerCondition, PositionDirection } from './types';
 import { BN } from '@project-serum/anchor';
-export declare function getLimitOrderParams(params: Omit<OptionalOrderParams, 'orderType'> & {
-    price: BN;
-}): OptionalOrderParams;
-export declare function getTriggerMarketOrderParams(params: Omit<OptionalOrderParams, 'orderType'> & {
-    triggerCondition: OrderTriggerCondition;
-    triggerPrice: BN;
-}): OptionalOrderParams;
-export declare function getTriggerLimitOrderParams(params: Omit<OptionalOrderParams, 'orderType'> & {
-    triggerCondition: OrderTriggerCondition;
-    triggerPrice: BN;
-    price: BN;
-}): OptionalOrderParams;
-export declare function getMarketOrderParams(params: Omit<OptionalOrderParams, 'orderType'>): OptionalOrderParams;
+export declare function getLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number, postOnly?: boolean, oraclePriceOffset?: BN, immediateOrCancel?: boolean): OrderParams;
+export declare function getTriggerMarketOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number): OrderParams;
+export declare function getTriggerLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number): OrderParams;
+export declare function getMarketOrderParams(marketIndex: BN, direction: PositionDirection, quoteAssetAmount: BN, baseAssetAmount: BN, reduceOnly: boolean, price?: BN, discountToken?: boolean, referrer?: boolean): OrderParams;