@drift-labs/sdk 0.2.0-master.40 → 0.2.0-master.42

package/src/types.ts

@@ -5,26 +5,32 @@ import { BN, ZERO } from '.';
 
 export class ExchangeStatus {
 	static readonly ACTIVE = { active: {} };
-	static readonly FUNDINGPAUSED = { fundingPaused: {} };
-	static readonly AMMPAUSED = { ammPaused: {} };
-	static readonly FILLPAUSED = { fillPaused: {} };
-	static readonly LIQPAUSED = { liqPaused: {} };
-	static readonly WITHDRAWPAUSED = { withdrawPaused: {} };
+	static readonly FUNDING_PAUSED = { fundingPaused: {} };
+	static readonly AMM_PAUSED = { ammPaused: {} };
+	static readonly FILL_PAUSED = { fillPaused: {} };
+	static readonly LIQ_PAUSED = { liqPaused: {} };
+	static readonly WITHDRAW_PAUSED = { withdrawPaused: {} };
 	static readonly PAUSED = { paused: {} };
 }
 
 export class MarketStatus {
 	static readonly INITIALIZED = { initialized: {} };
 	static readonly ACTIVE = { active: {} };
-	static readonly FUNDINGPAUSED = { fundingPaused: {} };
-	static readonly AMMPAUSED = { ammPaused: {} };
-	static readonly FILLPAUSED = { fillPaused: {} };
-	static readonly WITHDRAWPAUSED = { withdrawPaused: {} };
-	static readonly REDUCEONLY = { reduceOnly: {} };
+	static readonly FUNDING_PAUSED = { fundingPaused: {} };
+	static readonly AMM_PAUSED = { ammPaused: {} };
+	static readonly FILL_PAUSED = { fillPaused: {} };
+	static readonly WITHDRAW_PAUSED = { withdrawPaused: {} };
+	static readonly REDUCE_ONLY = { reduceOnly: {} };
 	static readonly SETTLEMENT = { settlement: {} };
 	static readonly DELISTED = { delisted: {} };
 }
 
+export class UserStatus {
+	static readonly ACTIVE = { active: {} };
+	static readonly BEING_LIQUIDATED = { beingLiquidated: {} };
+	static readonly BANKRUPT = { bankrupt: {} };
+}
+
 export class ContractType {
 	static readonly PERPETUAL = { perpetual: {} };
 	static readonly FUTURE = { future: {} };
@@ -90,14 +96,6 @@ export class OrderStatus {
 	static readonly OPEN = { open: {} };
 }
 
-export class OrderDiscountTier {
-	static readonly NONE = { none: {} };
-	static readonly FIRST = { first: {} };
-	static readonly SECOND = { second: {} };
-	static readonly THIRD = { third: {} };
-	static readonly FOURTH = { fourth: {} };
-}
-
 export class OrderAction {
 	static readonly PLACE = { place: {} };
 	static readonly CANCEL = { cancel: {} };
@@ -108,23 +106,46 @@ export class OrderAction {
 
 export class OrderActionExplanation {
 	static readonly NONE = { none: {} };
+	static readonly INSUFFICIENT_FREE_COLLATERAL = {
+		insufficientFreeCollateral: {},
+	};
 	static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
 		oraclePriceBreachedLimitPrice: {},
 	};
 	static readonly MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
 		marketOrderFilledToLimitPrice: {},
 	};
-	static readonly CANCELED_FOR_LIQUIDATION = {
-		canceledForLiquidation: {},
+	static readonly ORDER_EXPIRED = {
+		orderExpired: {},
+	};
+	static readonly LIQUIDATION = {
+		liquidation: {},
+	};
+	static readonly ORDER_FILLED_WITH_AMM = {
+		orderFilledWithAMM: {},
 	};
-	static readonly MARKET_ORDER_AUCTION_EXPIRED = {
-		marketOrderAuctionExpired: {},
+	static readonly ORDER_FILLED_WITH_AMM_JIT = {
+		orderFilledWithAMMJit: {},
+	};
+	static readonly ORDER_FILLED_WITH_MATCH = {
+		orderFilledWithMatch: {},
+	};
+	static readonly MARKET_EXPIRED = {
+		marketExpired: {},
+	};
+	static readonly RISK_INCREASING_ORDER = {
+		riskingIncreasingOrder: {},
+	};
+	static readonly ORDER_FILLED_WITH_SERUM = {
+		orderFillWithSerum: {},
 	};
 }
 
 export class OrderTriggerCondition {
 	static readonly ABOVE = { above: {} };
 	static readonly BELOW = { below: {} };
+	static readonly TRIGGERED_ABOVE = { triggeredAbove: {} }; // above condition has been triggered
+	static readonly TRIGGERED_BELOW = { triggeredBelow: {} }; // below condition has been triggered
 }
 
 export class SpotFulfillmentType {
@@ -136,6 +157,23 @@ export class SpotFulfillmentStatus {
 	static readonly DISABLED = { disabled: {} };
 }
 
+export class DepositExplanation {
+	static readonly NONE = { none: {} };
+	static readonly TRANSFER = { transfer: {} };
+}
+
+export class SettlePnlExplanation {
+	static readonly NONE = { none: {} };
+	static readonly EXPIRED_POSITION = { expiredPosition: {} };
+}
+
+export class StakeAction {
+	static readonly STAKE = { stake: {} };
+	static readonly UNSTAKE_REQUEST = { unstakeRequest: {} };
+	static readonly UNSTAKE_CANCEL_REQUEST = { unstakeCancelRequest: {} };
+	static readonly UNSTAKE = { unstake: {} };
+}
+
 export function isVariant(object: unknown, type: string) {
 	return object.hasOwnProperty(type);
 }
@@ -190,7 +228,10 @@ export type DepositRecord = {
 	marketWithdrawBalance: BN;
 	marketCumulativeDepositInterest: BN;
 	marketCumulativeBorrowInterest: BN;
+	totalDepositsAfter: BN;
+	totalWithdrawsAfter: BN;
 	depositRecordId: BN;
+	explanation: DepositExplanation;
 	transferUser?: PublicKey;
 };
 
@@ -220,22 +261,40 @@ export type CurveRecord = {
 	sqrtKAfter: BN;
 	baseAssetAmountLong: BN;
 	baseAssetAmountShort: BN;
-	baseAssetAmount: BN;
-	openInterest: BN;
+	baseAssetAmountWithAmm: BN;
+	totalFee: BN;
+	totalFeeMinusDistributions: BN;
+	adjustmentCost: BN;
+	numberOfUsers: BN;
 	oraclePrice: BN;
-	tradeId: BN;
+	fillRecord: BN;
 };
 
 export declare type InsuranceFundRecord = {
 	ts: BN;
-	bankIndex: BN;
-	marketIndex: number;
+	spotMarketIndex: number;
+	perpMarketIndex: number;
 	userIfFactor: number;
 	totalIfFactor: number;
 	vaultAmountBefore: BN;
 	insuranceVaultAmountBefore: BN;
+	totalIfSharesBefore: BN;
+	totalIfSharesAfter: BN;
 	amount: BN;
+};
+
+export declare type InsuranceFundStakeRecord = {
+	ts: BN;
+	userAuthority: PublicKey;
+	action: StakeAction;
+	amount: BN;
+	marketIndex: number;
+	insuranceVaultAmountBefore: BN;
+	ifSharesBefore: BN;
+	userIfSharesBefore: BN;
 	totalIfSharesBefore: BN;
+	ifSharesAfter: BN;
+	userIfSharesAfter: BN;
 	totalIfSharesAfter: BN;
 };
 
@@ -291,7 +350,9 @@ export type LiquidationRecord = {
 	liquidationType: LiquidationType;
 	marginRequirement: BN;
 	totalCollateral: BN;
+	marginFreed: BN;
 	liquidationId: number;
+	bankrupt: boolean;
 	canceledOrderIds: BN[];
 	liquidatePerp: LiquidatePerpRecord;
 	liquidateSpot: LiquidateSpotRecord;
@@ -327,6 +388,7 @@ export type LiquidatePerpRecord = {
 	userOrderId: BN;
 	liquidatorOrderId: BN;
 	fillRecordId: BN;
+	liquidatorFee: BN;
 	ifFee: BN;
 };
 
@@ -383,6 +445,7 @@ export type SettlePnlRecord = {
 	quoteAssetAmountAfter: BN;
 	quoteEntryAmount: BN;
 	settlePrice: BN;
+	explanation: SettlePnlExplanation;
 };
 
 export type OrderRecord = {
@@ -406,13 +469,13 @@ export type OrderActionRecord = {
 	makerFee: BN | null;
 	referrerReward: number | null;
 	quoteAssetAmountSurplus: BN | null;
+	spotFulfillmentMethodFee: BN | null;
 	taker: PublicKey | null;
 	takerOrderId: number | null;
 	takerOrderDirection: PositionDirection | null;
 	takerOrderBaseAssetAmount: BN | null;
 	takerOrderCumulativeBaseAssetAmountFilled: BN | null;
 	takerOrderCumulativeQuoteAssetAmountFilled: BN | null;
-	takerOrderFee: BN | null;
 	maker: PublicKey | null;
 	makerOrderId: number | null;
 	makerOrderDirection: PositionDirection | null;
@@ -428,6 +491,8 @@ export type StateAccount = {
 	whitelistMint: PublicKey;
 	discountMint: PublicKey;
 	oracleGuardRails: OracleGuardRails;
+	numberOfAuthorities: BN;
+	numberOfSubAccounts: BN;
 	numberOfMarkets: number;
 	numberOfSpotMarkets: number;
 	minPerpAuctionDuration: number;
@@ -482,7 +547,7 @@ export type HistoricalOracleData = {
 	lastOracleDelay: BN;
 	lastOracleConf: BN;
 	lastOraclePriceTwap: BN;
-	lastOraclePriceTwap5min: BN;
+	lastOraclePriceTwap5Min: BN;
 	lastOraclePriceTwapTs: BN;
 };
 
@@ -490,7 +555,7 @@ export type HistoricalIndexData = {
 	lastIndexBidPrice: BN;
 	lastIndexAskPrice: BN;
 	lastIndexPriceTwap: BN;
-	lastIndexPriceTwap5min: BN;
+	lastIndexPriceTwap5Min: BN;
 	lastIndexPriceTwapTs: BN;
 };
 
@@ -530,6 +595,8 @@ export type SpotMarketAccount = {
 	maxBorrowRate: number;
 	cumulativeDepositInterest: BN;
 	cumulativeBorrowInterest: BN;
+	totalSocialLoss: BN;
+	totalQuoteSocialLoss: BN;
 	depositBalance: BN;
 	borrowBalance: BN;
 	maxTokenDeposits: BN;
@@ -570,7 +637,7 @@ export type AMM = {
 	lastFundingRate: BN;
 	lastFundingRateTs: BN;
 	lastMarkPriceTwap: BN;
-	lastMarkPriceTwap5min: BN;
+	lastMarkPriceTwap5Min: BN;
 	lastMarkPriceTwapTs: BN;
 	lastTradeTs: BN;
 
@@ -628,7 +695,7 @@ export type AMM = {
 	maxOpenInterest: BN;
 	maxBaseAssetReserve: BN;
 	minBaseAssetReserve: BN;
-	cumulativeSocialLoss: BN;
+	totalSocialLoss: BN;
 
 	quoteBreakEvenAmountLong: BN;
 	quoteBreakEvenAmountShort: BN;
@@ -636,11 +703,12 @@ export type AMM = {
 	quoteEntryAmountShort: BN;
 
 	markStd: BN;
+	oracleStd: BN;
 	longIntensityCount: number;
 	longIntensityVolume: BN;
 	shortIntensityCount: number;
 	shortIntensityVolume: BN;
-	volume24h: BN;
+	volume24H: BN;
 	minOrderSize: BN;
 	maxPositionSize: BN;
 
@@ -670,7 +738,7 @@ export type PerpPosition = {
 
 export type UserStatsAccount = {
 	numberOfSubAccounts: number;
-	maxSubAccountId: number;
+	numberOfSubAccountsCreated: number;
 	makerVolume30D: BN;
 	takerVolume30D: BN;
 	fillerVolume30D: BN;
@@ -699,8 +767,7 @@ export type UserAccount = {
 	spotPositions: SpotPosition[];
 	perpPositions: PerpPosition[];
 	orders: Order[];
-	isBeingLiquidated: boolean;
-	isBankrupt: boolean;
+	status: UserStatus;
 	nextLiquidationId: number;
 	nextOrderId: number;
 	maxMarginRatio: number;
@@ -708,6 +775,7 @@ export type UserAccount = {
 	settledPerpPnl: BN;
 	totalDeposits: BN;
 	totalWithdraws: BN;
+	totalSocialLoss: BN;
 	cumulativePerpFunding: BN;
 };
 
@@ -738,7 +806,6 @@ export type Order = {
 	reduceOnly: boolean;
 	triggerPrice: BN;
 	triggerCondition: OrderTriggerCondition;
-	triggered: boolean;
 	existingPositionDirection: PositionDirection;
 	postOnly: boolean;
 	immediateOrCancel: boolean;

package/src/user.ts

@@ -9,6 +9,7 @@ import {
 	UserAccount,
 	PerpPosition,
 	SpotPosition,
+	isOneOfVariant,
 } from './types';
 import { calculateEntryPrice } from './math/position';
 import {
@@ -1024,7 +1025,12 @@ export class User {
 
 		// if user being liq'd, can continue to be liq'd until total collateral above the margin requirement plus buffer
 		let liquidationBuffer = undefined;
-		if (this.getUserAccount().isBeingLiquidated) {
+		const isBeingLiquidated = isVariant(
+			this.getUserAccount().status,
+			'beingLiquidated'
+		);
+
+		if (isBeingLiquidated) {
 			liquidationBuffer = new BN(
 				this.driftClient.getStateAccount().liquidationMarginBufferRatio
 			);
@@ -1034,6 +1040,17 @@ export class User {
 		return totalCollateral.lt(maintenanceRequirement);
 	}
 
+	public isBeingLiquidated(): boolean {
+		return isOneOfVariant(this.getUserAccount().status, [
+			'beingLiquidated',
+			'bankrupt',
+		]);
+	}
+
+	public isBankrupt(): boolean {
+		return isVariant(this.getUserAccount().status, 'bankrupt');
+	}
+
 	/**
 	 * Checks if any user position cumulative funding differs from respective market cumulative funding
 	 * @returns

package/tests/dlob/helpers.ts

@@ -55,14 +55,14 @@ export const mockAMM: AMM = {
 	lastFundingRate: new BN(0),
 	lastFundingRateTs: new BN(0),
 	lastMarkPriceTwap: new BN(0),
-	lastMarkPriceTwap5min: 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),
+		lastOraclePriceTwap5Min: new BN(0),
 		lastOraclePriceTwapTs: new BN(0),
 	},
 	lastOracleReservePriceSpreadPct: new BN(0),
@@ -112,7 +112,7 @@ export const mockAMM: AMM = {
 	ammJitIntensity: 0,
 	maxBaseAssetReserve: new BN(0),
 	minBaseAssetReserve: new BN(0),
-	cumulativeSocialLoss: new BN(0),
+	totalSocialLoss: new BN(0),
 	baseAssetAmountPerLp: new BN(0),
 	quoteAssetAmountPerLp: new BN(0),
 
@@ -122,11 +122,12 @@ export const mockAMM: AMM = {
 	quoteEntryAmountShort: new BN(0),
 
 	markStd: new BN(0),
+	oracleStd: new BN(0),
 	longIntensityCount: 0,
 	longIntensityVolume: new BN(0),
 	shortIntensityCount: 0,
 	shortIntensityVolume: new BN(0),
-	volume24h: new BN(0),
+	volume24H: new BN(0),
 	minOrderSize: new BN(0),
 	maxPositionSize: new BN(0),
 
@@ -279,6 +280,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maxBorrowRate: 0,
 		cumulativeDepositInterest: new BN(0),
 		cumulativeBorrowInterest: new BN(0),
+		totalSocialLoss: new BN(0),
+		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
@@ -309,14 +312,14 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 			lastOracleConf: new BN(0),
 			lastOracleDelay: new BN(0),
 			lastOraclePriceTwap: new BN(0),
-			lastOraclePriceTwap5min: 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),
+			lastIndexPriceTwap5Min: new BN(0),
 			lastIndexPriceTwapTs: new BN(0),
 		},
 	},
@@ -351,6 +354,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maxBorrowRate: 0,
 		cumulativeDepositInterest: new BN(0),
 		cumulativeBorrowInterest: new BN(0),
+		totalSocialLoss: new BN(0),
+		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
@@ -381,14 +386,14 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 			lastOracleConf: new BN(0),
 			lastOracleDelay: new BN(0),
 			lastOraclePriceTwap: new BN(0),
-			lastOraclePriceTwap5min: 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),
+			lastIndexPriceTwap5Min: new BN(0),
 			lastIndexPriceTwapTs: new BN(0),
 		},
 	},
@@ -423,6 +428,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maxBorrowRate: 0,
 		cumulativeDepositInterest: new BN(0),
 		cumulativeBorrowInterest: new BN(0),
+		totalSocialLoss: new BN(0),
+		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
@@ -453,14 +460,14 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 			lastOracleConf: new BN(0),
 			lastOracleDelay: new BN(0),
 			lastOraclePriceTwap: new BN(0),
-			lastOraclePriceTwap5min: 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),
+			lastIndexPriceTwap5Min: new BN(0),
 			lastIndexPriceTwapTs: new BN(0),
 		},
 	},
@@ -477,6 +484,8 @@ export const mockStateAccount: StateAccount = {
 	minPerpAuctionDuration: 0,
 	numberOfMarkets: 0,
 	numberOfSpotMarkets: 0,
+	numberOfSubAccounts: new BN(0),
+	numberOfAuthorities: new BN(0),
 	oracleGuardRails: {
 		priceDivergence: {
 			markOracleDivergenceNumerator: new BN(0),

package/tests/dlob/test.ts

@@ -63,7 +63,6 @@ function insertOrderToDLOB(
 			reduceOnly: false,
 			triggerPrice: new BN(0),
 			triggerCondition: OrderTriggerCondition.ABOVE,
-			triggered: false,
 			existingPositionDirection: PositionDirection.LONG,
 			postOnly: false,
 			immediateOrCancel: false,
@@ -113,7 +112,6 @@ function insertTriggerOrderToDLOB(
 			reduceOnly: false,
 			triggerPrice,
 			triggerCondition,
-			triggered: false,
 			existingPositionDirection: PositionDirection.LONG,
 			postOnly: false,
 			immediateOrCancel: true,