@drift-labs/sdk 0.2.0-temp.0 → 0.2.0-temp.1
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.
- package/lib/admin.d.ts +7 -5
- package/lib/admin.js +34 -11
- package/lib/clearingHouse.d.ts +23 -9
- package/lib/clearingHouse.js +335 -95
- package/lib/clearingHouseUser.d.ts +2 -2
- package/lib/clearingHouseUser.js +8 -17
- package/lib/config.js +1 -1
- package/lib/constants/banks.js +9 -2
- package/lib/constants/numericConstants.d.ts +1 -0
- package/lib/constants/numericConstants.js +2 -1
- package/lib/idl/clearing_house.json +689 -153
- package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
- package/lib/index.d.ts +3 -2
- package/lib/index.js +7 -2
- package/lib/math/amm.js +7 -35
- package/lib/math/auction.js +4 -1
- package/lib/math/orders.d.ts +2 -2
- package/lib/math/orders.js +19 -2
- package/lib/math/position.js +3 -1
- package/lib/math/trade.d.ts +1 -1
- package/lib/math/trade.js +7 -10
- package/lib/orderParams.d.ts +14 -5
- package/lib/orderParams.js +8 -96
- package/lib/orders.js +1 -1
- package/lib/slot/SlotSubscriber.d.ts +7 -0
- package/lib/slot/SlotSubscriber.js +3 -0
- package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +7 -5
- package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +41 -40
- package/lib/tx/utils.js +1 -1
- package/lib/types.d.ts +132 -14
- package/lib/types.js +52 -1
- package/lib/util/computeUnits.js +1 -1
- package/package.json +3 -3
- package/src/accounts/bulkAccountLoader.js +197 -0
- package/src/accounts/bulkUserSubscription.js +33 -0
- package/src/accounts/pollingClearingHouseAccountSubscriber.js +311 -0
- package/src/accounts/pollingOracleSubscriber.js +93 -0
- package/src/accounts/pollingTokenAccountSubscriber.js +90 -0
- package/src/accounts/pollingUserAccountSubscriber.js +132 -0
- package/src/accounts/types.js +10 -0
- package/src/accounts/utils.js +7 -0
- package/src/accounts/webSocketAccountSubscriber.js +93 -0
- package/src/accounts/webSocketClearingHouseAccountSubscriber.js +233 -0
- package/src/accounts/webSocketUserAccountSubscriber.js +62 -0
- package/src/addresses/marketAddresses.js +26 -0
- package/src/admin.js +517 -0
- package/src/admin.ts +53 -14
- package/src/assert/assert.js +9 -0
- package/src/clearingHouse.ts +510 -131
- package/src/clearingHouseConfig.js +2 -0
- package/src/clearingHouseUser.ts +12 -23
- package/src/clearingHouseUserConfig.js +2 -0
- package/src/config.js +67 -0
- package/src/config.ts +1 -1
- package/src/constants/banks.js +42 -0
- package/src/constants/banks.ts +9 -2
- package/src/constants/markets.js +42 -0
- package/src/constants/numericConstants.js +41 -0
- package/src/constants/numericConstants.ts +1 -0
- package/src/events/eventList.js +77 -0
- package/src/events/eventSubscriber.js +139 -0
- package/src/events/fetchLogs.js +50 -0
- package/src/events/pollingLogProvider.js +64 -0
- package/src/events/sort.js +44 -0
- package/src/events/txEventCache.js +71 -0
- package/src/events/types.js +20 -0
- package/src/events/webSocketLogProvider.js +41 -0
- package/src/examples/makeTradeExample.js +80 -0
- package/src/factory/bigNum.js +390 -0
- package/src/factory/oracleClient.js +20 -0
- package/src/idl/clearing_house.json +689 -153
- package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
- package/src/index.js +69 -0
- package/src/index.ts +3 -2
- package/src/math/amm.js +369 -0
- package/src/math/amm.ts +19 -49
- package/src/math/auction.js +42 -0
- package/src/math/auction.ts +5 -1
- package/src/math/conversion.js +11 -0
- package/src/math/funding.js +248 -0
- package/src/math/oracles.js +26 -0
- package/src/math/orders.ts +17 -3
- package/src/math/position.ts +5 -1
- package/src/math/repeg.js +128 -0
- package/src/math/state.js +15 -0
- package/src/math/trade.js +253 -0
- package/src/math/trade.ts +23 -25
- package/src/math/utils.js +0 -1
- package/src/mockUSDCFaucet.js +280 -0
- package/src/oracles/oracleClientCache.js +19 -0
- package/src/oracles/pythClient.js +46 -0
- package/src/oracles/quoteAssetOracleClient.js +32 -0
- package/src/oracles/switchboardClient.js +69 -0
- package/src/oracles/types.js +2 -0
- package/src/orderParams.js +20 -0
- package/src/orderParams.ts +20 -141
- package/src/orders.ts +2 -1
- package/src/slot/SlotSubscriber.js +39 -0
- package/src/slot/SlotSubscriber.ts +11 -1
- package/src/token/index.js +38 -0
- package/src/tokenFaucet.js +189 -0
- package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +48 -59
- package/src/tx/types.js +2 -0
- package/src/tx/utils.js +17 -0
- package/src/tx/utils.ts +1 -1
- package/src/types.js +125 -0
- package/src/types.ts +128 -15
- package/src/userName.js +20 -0
- package/src/util/computeUnits.js +21 -11
- package/src/util/computeUnits.ts +1 -1
- package/src/util/getTokenAddress.js +9 -0
- package/src/util/promiseTimeout.js +14 -0
- package/src/util/tps.js +27 -0
- package/src/wallet.js +35 -0
- package/src/util/computeUnits.js.map +0 -1
package/src/clearingHouseUser.ts
CHANGED
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@@ -205,7 +205,7 @@ export class ClearingHouseUser {
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/**
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* @returns The partial margin requirement in USDC. : QUOTE_PRECISION
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*/
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-
public
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+
public getMaintenanceMarginRequirement(): BN {
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return this.getUserAccount()
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.positions.reduce((marginRequirement, marketPosition) => {
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const market = this.clearingHouse.getMarketAccount(
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@@ -217,7 +217,7 @@ export class ClearingHouseUser {
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marketPosition,
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this.getOracleDataForMarket(market.marketIndex)
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)
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-
.mul(new BN(market.
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+
.mul(new BN(market.marginRatioMaintenance))
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.div(MARGIN_PRECISION)
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);
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}, ZERO)
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@@ -514,9 +514,6 @@ export class ClearingHouseUser {
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case 'Maintenance':
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marginRatioCategory = market.marginRatioMaintenance;
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break;
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-
case 'Partial':
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-
marginRatioCategory = market.marginRatioPartial;
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-
break;
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default:
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marginRatioCategory = market.marginRatioInitial;
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break;
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@@ -543,7 +540,8 @@ export class ClearingHouseUser {
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public canBeLiquidated(): [boolean, BN] {
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const totalCollateral = this.getTotalCollateral();
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-
const partialMaintenanceRequirement =
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+
const partialMaintenanceRequirement =
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this.getMaintenanceMarginRequirement();
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const marginRatio = this.getMarginRatio();
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const canLiquidate = totalCollateral.lt(partialMaintenanceRequirement);
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return [canLiquidate, marginRatio];
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@@ -587,8 +585,7 @@ export class ClearingHouseUser {
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*/
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public liquidationPrice(
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marketPosition: Pick<UserPosition, 'marketIndex'>,
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-
positionBaseSizeChange: BN = ZERO
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-
partial = false
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positionBaseSizeChange: BN = ZERO
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): BN {
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// solves formula for example canBeLiquidated below
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@@ -661,11 +658,7 @@ export class ClearingHouseUser {
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this.getOracleDataForMarket(market.marketIndex)
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);
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const marketMarginRequirement = positionValue
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664
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-
.mul(
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665
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partial
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666
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? new BN(market.marginRatioPartial)
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667
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: new BN(market.marginRatioMaintenance)
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)
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+
.mul(new BN(market.marginRatioMaintenance))
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669
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.div(MARGIN_PRECISION);
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totalMarginRequirement = totalMarginRequirement.add(
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664
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marketMarginRequirement
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@@ -691,20 +684,17 @@ export class ClearingHouseUser {
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const marginRequirementAfterTrade =
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692
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marginRequirementExcludingTargetMarket.add(
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proposedMarketPositionValue
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694
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-
.mul(
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695
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-
partial
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696
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-
? new BN(market.marginRatioPartial)
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697
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-
: new BN(market.marginRatioMaintenance)
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698
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-
)
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687
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+
.mul(new BN(market.marginRatioMaintenance))
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699
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.div(MARGIN_PRECISION)
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700
689
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);
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const freeCollateralAfterTrade = totalCollateral.sub(
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marginRequirementAfterTrade
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703
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);
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693
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705
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-
const marketMaxLeverage =
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706
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-
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707
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-
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694
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+
const marketMaxLeverage = this.getMaxLeverage(
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695
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proposedMarketPosition.marketIndex,
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696
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'Maintenance'
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697
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+
);
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708
698
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709
699
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let priceDelta;
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if (proposedBaseAssetAmount.lt(ZERO)) {
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@@ -777,8 +767,7 @@ export class ClearingHouseUser {
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767
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{
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marketIndex: positionMarketIndex,
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779
769
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},
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780
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-
closeBaseAmount
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781
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-
true
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770
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+
closeBaseAmount
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782
771
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);
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783
772
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}
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784
773
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package/src/config.js
ADDED
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@@ -0,0 +1,67 @@
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1
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+
"use strict";
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2
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+
Object.defineProperty(exports, "__esModule", { value: true });
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3
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exports.getMarketsBanksAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = void 0;
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4
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+
const markets_1 = require("./constants/markets");
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5
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+
const banks_1 = require("./constants/banks");
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exports.configs = {
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7
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devnet: {
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8
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ENV: 'devnet',
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9
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PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
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10
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+
CLEARING_HOUSE_PROGRAM_ID: '4oyTJnAQ9FqJj1y9mPytbWsLeeHmBzGYfuFqypwyQvuh',
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11
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+
USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
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12
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+
MARKETS: markets_1.DevnetMarkets,
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+
BANKS: banks_1.DevnetBanks,
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14
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+
},
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+
'mainnet-beta': {
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+
ENV: 'mainnet-beta',
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+
PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
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+
CLEARING_HOUSE_PROGRAM_ID: 'dammHkt7jmytvbS3nHTxQNEcP59aE57nxwV21YdqEDN',
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19
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+
USDC_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
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20
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+
MARKETS: markets_1.MainnetMarkets,
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21
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+
BANKS: banks_1.MainnetBanks,
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+
},
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23
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+
};
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24
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+
let currentConfig = exports.configs.devnet;
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25
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+
const getConfig = () => currentConfig;
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+
exports.getConfig = getConfig;
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+
/**
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28
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+
* Allows customization of the SDK's environment and endpoints. You can pass individual settings to override the settings with your own presets.
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+
*
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30
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+
* Defaults to master environment if you don't use this function.
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+
* @param props
|
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32
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+
* @returns
|
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33
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+
*/
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34
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+
const initialize = (props) => {
|
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35
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+
var _a, _b;
|
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36
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+
//@ts-ignore
|
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37
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+
if (props.env === 'master')
|
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38
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+
return Object.assign(Object.assign({}, exports.configs['devnet']), ((_a = props.overrideEnv) !== null && _a !== void 0 ? _a : {}));
|
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+
currentConfig = Object.assign(Object.assign({}, exports.configs[props.env]), ((_b = props.overrideEnv) !== null && _b !== void 0 ? _b : {}));
|
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+
return currentConfig;
|
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41
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+
};
|
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42
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+
exports.initialize = initialize;
|
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43
|
+
function getMarketsBanksAndOraclesForSubscription(env) {
|
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44
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+
const marketIndexes = [];
|
|
45
|
+
const bankIndexes = [];
|
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46
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+
const oracleInfos = new Map();
|
|
47
|
+
for (const market of markets_1.Markets[env]) {
|
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48
|
+
marketIndexes.push(market.marketIndex);
|
|
49
|
+
oracleInfos.set(market.oracle.toString(), {
|
|
50
|
+
publicKey: market.oracle,
|
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51
|
+
source: market.oracleSource,
|
|
52
|
+
});
|
|
53
|
+
}
|
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54
|
+
for (const bank of banks_1.Banks[env]) {
|
|
55
|
+
bankIndexes.push(bank.bankIndex);
|
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56
|
+
oracleInfos.set(bank.oracle.toString(), {
|
|
57
|
+
publicKey: bank.oracle,
|
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58
|
+
source: bank.oracleSource,
|
|
59
|
+
});
|
|
60
|
+
}
|
|
61
|
+
return {
|
|
62
|
+
marketIndexes,
|
|
63
|
+
bankIndexes,
|
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64
|
+
oracleInfos: Array.from(oracleInfos.values()),
|
|
65
|
+
};
|
|
66
|
+
}
|
|
67
|
+
exports.getMarketsBanksAndOraclesForSubscription = getMarketsBanksAndOraclesForSubscription;
|
package/src/config.ts
CHANGED
|
@@ -28,7 +28,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
|
|
|
28
28
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devnet: {
|
|
29
29
|
ENV: 'devnet',
|
|
30
30
|
PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
|
|
31
|
-
CLEARING_HOUSE_PROGRAM_ID: '
|
|
31
|
+
CLEARING_HOUSE_PROGRAM_ID: '4oyTJnAQ9FqJj1y9mPytbWsLeeHmBzGYfuFqypwyQvuh',
|
|
32
32
|
USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
|
|
33
33
|
MARKETS: DevnetMarkets,
|
|
34
34
|
BANKS: DevnetBanks,
|
|
@@ -0,0 +1,42 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.Banks = exports.MainnetBanks = exports.DevnetBanks = exports.WRAPPED_SOL_MINT = void 0;
|
|
4
|
+
const web3_js_1 = require("@solana/web3.js");
|
|
5
|
+
const __1 = require("../");
|
|
6
|
+
exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
|
|
7
|
+
exports.DevnetBanks = [
|
|
8
|
+
{
|
|
9
|
+
symbol: 'USDC',
|
|
10
|
+
bankIndex: new __1.BN(0),
|
|
11
|
+
oracle: web3_js_1.PublicKey.default,
|
|
12
|
+
oracleSource: __1.OracleSource.QUOTE_ASSET,
|
|
13
|
+
mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
|
|
14
|
+
},
|
|
15
|
+
{
|
|
16
|
+
symbol: 'SOL',
|
|
17
|
+
bankIndex: new __1.BN(1),
|
|
18
|
+
oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
|
|
19
|
+
oracleSource: __1.OracleSource.PYTH,
|
|
20
|
+
mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
|
|
21
|
+
},
|
|
22
|
+
{
|
|
23
|
+
symbol: 'BTC',
|
|
24
|
+
bankIndex: new __1.BN(2),
|
|
25
|
+
oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
|
|
26
|
+
oracleSource: __1.OracleSource.PYTH,
|
|
27
|
+
mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
|
|
28
|
+
},
|
|
29
|
+
];
|
|
30
|
+
exports.MainnetBanks = [
|
|
31
|
+
{
|
|
32
|
+
symbol: 'USDC',
|
|
33
|
+
bankIndex: new __1.BN(0),
|
|
34
|
+
oracle: web3_js_1.PublicKey.default,
|
|
35
|
+
oracleSource: __1.OracleSource.QUOTE_ASSET,
|
|
36
|
+
mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
|
|
37
|
+
},
|
|
38
|
+
];
|
|
39
|
+
exports.Banks = {
|
|
40
|
+
devnet: exports.DevnetBanks,
|
|
41
|
+
'mainnet-beta': exports.MainnetBanks,
|
|
42
|
+
};
|
package/src/constants/banks.ts
CHANGED
|
@@ -19,11 +19,18 @@ export const DevnetBanks: BankConfig[] = [
|
|
|
19
19
|
mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
|
|
20
20
|
},
|
|
21
21
|
{
|
|
22
|
-
symbol: '
|
|
22
|
+
symbol: 'SOL',
|
|
23
23
|
bankIndex: new BN(1),
|
|
24
|
+
oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
|
|
25
|
+
oracleSource: OracleSource.PYTH,
|
|
26
|
+
mint: new PublicKey('So11111111111111111111111111111111111111112'),
|
|
27
|
+
},
|
|
28
|
+
{
|
|
29
|
+
symbol: 'BTC',
|
|
30
|
+
bankIndex: new BN(2),
|
|
24
31
|
oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
|
|
25
32
|
oracleSource: OracleSource.PYTH,
|
|
26
|
-
mint: new PublicKey('
|
|
33
|
+
mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
|
|
27
34
|
},
|
|
28
35
|
];
|
|
29
36
|
|
|
@@ -0,0 +1,42 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
|
|
4
|
+
const __1 = require("../");
|
|
5
|
+
const web3_js_1 = require("@solana/web3.js");
|
|
6
|
+
exports.DevnetMarkets = [
|
|
7
|
+
{
|
|
8
|
+
fullName: 'Solana',
|
|
9
|
+
category: ['L1', 'Infra'],
|
|
10
|
+
symbol: 'SOL-PERP',
|
|
11
|
+
baseAssetSymbol: 'SOL',
|
|
12
|
+
marketIndex: new __1.BN(0),
|
|
13
|
+
oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
|
|
14
|
+
launchTs: 1655751353000,
|
|
15
|
+
oracleSource: __1.OracleSource.PYTH,
|
|
16
|
+
},
|
|
17
|
+
{
|
|
18
|
+
fullName: 'Bitcoin',
|
|
19
|
+
category: ['L1', 'Payment'],
|
|
20
|
+
symbol: 'BTC-PERP',
|
|
21
|
+
baseAssetSymbol: 'BTC',
|
|
22
|
+
marketIndex: new __1.BN(1),
|
|
23
|
+
oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
|
|
24
|
+
launchTs: 1655751353000,
|
|
25
|
+
oracleSource: __1.OracleSource.PYTH,
|
|
26
|
+
},
|
|
27
|
+
{
|
|
28
|
+
fullName: 'Ethereum',
|
|
29
|
+
category: ['L1', 'Infra'],
|
|
30
|
+
symbol: 'ETH-PERP',
|
|
31
|
+
baseAssetSymbol: 'ETH',
|
|
32
|
+
marketIndex: new __1.BN(2),
|
|
33
|
+
oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
|
|
34
|
+
launchTs: 1637691133472,
|
|
35
|
+
oracleSource: __1.OracleSource.PYTH,
|
|
36
|
+
},
|
|
37
|
+
];
|
|
38
|
+
exports.MainnetMarkets = [];
|
|
39
|
+
exports.Markets = {
|
|
40
|
+
devnet: exports.DevnetMarkets,
|
|
41
|
+
'mainnet-beta': [],
|
|
42
|
+
};
|
|
@@ -0,0 +1,41 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
|
|
4
|
+
const __1 = require("../");
|
|
5
|
+
exports.ZERO = new __1.BN(0);
|
|
6
|
+
exports.ONE = new __1.BN(1);
|
|
7
|
+
exports.TWO = new __1.BN(2);
|
|
8
|
+
exports.TEN = new __1.BN(10);
|
|
9
|
+
exports.TEN_THOUSAND = new __1.BN(10000);
|
|
10
|
+
exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
|
|
11
|
+
exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
|
|
12
|
+
exports.MAX_LEVERAGE = new __1.BN(5);
|
|
13
|
+
exports.QUOTE_PRECISION_EXP = new __1.BN(6);
|
|
14
|
+
exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
|
|
15
|
+
exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
|
|
16
|
+
exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
|
|
17
|
+
exports.PEG_PRECISION_EXP = new __1.BN(3);
|
|
18
|
+
exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
|
|
19
|
+
exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
|
|
20
|
+
exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
|
|
21
|
+
exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
|
|
22
|
+
exports.BANK_RATE_PRECISION = new __1.BN(1000000);
|
|
23
|
+
exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
|
|
24
|
+
exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
|
|
25
|
+
exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
|
|
26
|
+
exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
|
|
27
|
+
exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
|
|
28
|
+
exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
|
|
29
|
+
exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
|
|
30
|
+
exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
|
|
31
|
+
exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
|
|
32
|
+
exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
|
|
33
|
+
exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
|
|
34
|
+
exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
|
|
35
|
+
exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
|
|
36
|
+
exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
|
|
37
|
+
exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
|
|
38
|
+
exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
|
|
39
|
+
exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
|
|
40
|
+
exports.ONE_YEAR = new __1.BN(31536000);
|
|
41
|
+
exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);
|
|
@@ -28,6 +28,7 @@ export const BANK_BALANCE_PRECISION_EXP = new BN(6);
|
|
|
28
28
|
export const BANK_BALANCE_PRECISION = new BN(10).pow(
|
|
29
29
|
BANK_BALANCE_PRECISION_EXP
|
|
30
30
|
);
|
|
31
|
+
export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
|
|
31
32
|
|
|
32
33
|
export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
|
|
33
34
|
export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);
|
|
@@ -0,0 +1,77 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.EventList = void 0;
|
|
4
|
+
class Node {
|
|
5
|
+
constructor(event, next, prev) {
|
|
6
|
+
this.event = event;
|
|
7
|
+
this.next = next;
|
|
8
|
+
this.prev = prev;
|
|
9
|
+
}
|
|
10
|
+
}
|
|
11
|
+
class EventList {
|
|
12
|
+
constructor(eventType, maxSize, sortFn, orderDirection) {
|
|
13
|
+
this.eventType = eventType;
|
|
14
|
+
this.maxSize = maxSize;
|
|
15
|
+
this.sortFn = sortFn;
|
|
16
|
+
this.orderDirection = orderDirection;
|
|
17
|
+
this.size = 0;
|
|
18
|
+
}
|
|
19
|
+
insert(event) {
|
|
20
|
+
this.size++;
|
|
21
|
+
const newNode = new Node(event);
|
|
22
|
+
if (this.head === undefined) {
|
|
23
|
+
this.head = this.tail = newNode;
|
|
24
|
+
return;
|
|
25
|
+
}
|
|
26
|
+
if (this.sortFn(this.head.event, newNode.event) ===
|
|
27
|
+
(this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
|
|
28
|
+
this.head.prev = newNode;
|
|
29
|
+
newNode.next = this.head;
|
|
30
|
+
this.head = newNode;
|
|
31
|
+
}
|
|
32
|
+
else {
|
|
33
|
+
let currentNode = this.head;
|
|
34
|
+
while (currentNode.next !== undefined &&
|
|
35
|
+
this.sortFn(currentNode.next.event, newNode.event) !==
|
|
36
|
+
(this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
|
|
37
|
+
currentNode = currentNode.next;
|
|
38
|
+
}
|
|
39
|
+
newNode.next = currentNode.next;
|
|
40
|
+
if (currentNode.next !== undefined) {
|
|
41
|
+
newNode.next.prev = newNode;
|
|
42
|
+
}
|
|
43
|
+
currentNode.next = newNode;
|
|
44
|
+
newNode.prev = currentNode;
|
|
45
|
+
}
|
|
46
|
+
if (this.size > this.maxSize) {
|
|
47
|
+
this.detach();
|
|
48
|
+
}
|
|
49
|
+
}
|
|
50
|
+
detach() {
|
|
51
|
+
const node = this.tail;
|
|
52
|
+
if (node.prev !== undefined) {
|
|
53
|
+
node.prev.next = node.next;
|
|
54
|
+
}
|
|
55
|
+
else {
|
|
56
|
+
this.head = node.next;
|
|
57
|
+
}
|
|
58
|
+
if (node.next !== undefined) {
|
|
59
|
+
node.next.prev = node.prev;
|
|
60
|
+
}
|
|
61
|
+
else {
|
|
62
|
+
this.tail = node.prev;
|
|
63
|
+
}
|
|
64
|
+
this.size--;
|
|
65
|
+
}
|
|
66
|
+
toArray() {
|
|
67
|
+
return Array.from(this);
|
|
68
|
+
}
|
|
69
|
+
*[Symbol.iterator]() {
|
|
70
|
+
let node = this.head;
|
|
71
|
+
while (node) {
|
|
72
|
+
yield node.event;
|
|
73
|
+
node = node.next;
|
|
74
|
+
}
|
|
75
|
+
}
|
|
76
|
+
}
|
|
77
|
+
exports.EventList = EventList;
|
|
@@ -0,0 +1,139 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
exports.EventSubscriber = void 0;
|
|
13
|
+
const types_1 = require("./types");
|
|
14
|
+
const txEventCache_1 = require("./txEventCache");
|
|
15
|
+
const eventList_1 = require("./eventList");
|
|
16
|
+
const pollingLogProvider_1 = require("./pollingLogProvider");
|
|
17
|
+
const fetchLogs_1 = require("./fetchLogs");
|
|
18
|
+
const webSocketLogProvider_1 = require("./webSocketLogProvider");
|
|
19
|
+
const events_1 = require("events");
|
|
20
|
+
const sort_1 = require("./sort");
|
|
21
|
+
class EventSubscriber {
|
|
22
|
+
constructor(connection, program, options = types_1.DefaultEventSubscriptionOptions) {
|
|
23
|
+
this.connection = connection;
|
|
24
|
+
this.program = program;
|
|
25
|
+
this.options = options;
|
|
26
|
+
this.awaitTxPromises = new Map();
|
|
27
|
+
this.awaitTxResolver = new Map();
|
|
28
|
+
this.options = Object.assign({}, types_1.DefaultEventSubscriptionOptions, options);
|
|
29
|
+
this.txEventCache = new txEventCache_1.TxEventCache(this.options.maxTx);
|
|
30
|
+
this.eventListMap = new Map();
|
|
31
|
+
for (const eventType of this.options.eventTypes) {
|
|
32
|
+
this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, sort_1.getSortFn(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
|
|
33
|
+
}
|
|
34
|
+
this.eventEmitter = new events_1.EventEmitter();
|
|
35
|
+
if (this.options.logProviderConfig.type === 'websocket') {
|
|
36
|
+
this.logProvider = new webSocketLogProvider_1.WebSocketLogProvider(this.connection, this.program.programId, this.options.commitment);
|
|
37
|
+
}
|
|
38
|
+
else {
|
|
39
|
+
this.logProvider = new pollingLogProvider_1.PollingLogProvider(this.connection, this.program.programId, options.commitment, this.options.logProviderConfig.frequency);
|
|
40
|
+
}
|
|
41
|
+
}
|
|
42
|
+
subscribe() {
|
|
43
|
+
if (this.logProvider.isSubscribed()) {
|
|
44
|
+
return true;
|
|
45
|
+
}
|
|
46
|
+
this.fetchPreviousTx().catch((e) => {
|
|
47
|
+
console.error('Error fetching previous txs in event subscriber');
|
|
48
|
+
console.error(e);
|
|
49
|
+
});
|
|
50
|
+
return this.logProvider.subscribe((txSig, slot, logs) => {
|
|
51
|
+
this.handleTxLogs(txSig, slot, logs);
|
|
52
|
+
});
|
|
53
|
+
}
|
|
54
|
+
handleTxLogs(txSig, slot, logs) {
|
|
55
|
+
if (this.txEventCache.has(txSig)) {
|
|
56
|
+
return;
|
|
57
|
+
}
|
|
58
|
+
const wrappedEvents = this.parseEventsFromLogs(txSig, slot, logs);
|
|
59
|
+
for (const wrappedEvent of wrappedEvents) {
|
|
60
|
+
this.eventListMap.get(wrappedEvent.eventType).insert(wrappedEvent);
|
|
61
|
+
this.eventEmitter.emit('newEvent', wrappedEvent);
|
|
62
|
+
}
|
|
63
|
+
if (this.awaitTxPromises.has(txSig)) {
|
|
64
|
+
this.awaitTxPromises.delete(txSig);
|
|
65
|
+
this.awaitTxResolver.get(txSig)();
|
|
66
|
+
this.awaitTxResolver.delete(txSig);
|
|
67
|
+
}
|
|
68
|
+
this.txEventCache.add(txSig, wrappedEvents);
|
|
69
|
+
}
|
|
70
|
+
fetchPreviousTx() {
|
|
71
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
72
|
+
if (!this.options.untilTx) {
|
|
73
|
+
return;
|
|
74
|
+
}
|
|
75
|
+
let txFetched = 0;
|
|
76
|
+
let beforeTx = undefined;
|
|
77
|
+
const untilTx = this.options.untilTx;
|
|
78
|
+
while (txFetched < this.options.maxTx) {
|
|
79
|
+
const response = yield fetchLogs_1.fetchLogs(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
|
|
80
|
+
if (response === undefined) {
|
|
81
|
+
break;
|
|
82
|
+
}
|
|
83
|
+
txFetched += response.transactionLogs.length;
|
|
84
|
+
beforeTx = response.earliestTx;
|
|
85
|
+
for (const { txSig, slot, logs } of response.transactionLogs) {
|
|
86
|
+
this.handleTxLogs(txSig, slot, logs);
|
|
87
|
+
}
|
|
88
|
+
}
|
|
89
|
+
});
|
|
90
|
+
}
|
|
91
|
+
unsubscribe() {
|
|
92
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
93
|
+
return yield this.logProvider.unsubscribe();
|
|
94
|
+
});
|
|
95
|
+
}
|
|
96
|
+
parseEventsFromLogs(txSig, slot, logs) {
|
|
97
|
+
const records = [];
|
|
98
|
+
// @ts-ignore
|
|
99
|
+
this.program._events._eventParser.parseLogs(logs, (event) => {
|
|
100
|
+
const expectRecordType = this.eventListMap.has(event.name);
|
|
101
|
+
if (expectRecordType) {
|
|
102
|
+
event.data.txSig = txSig;
|
|
103
|
+
event.data.slot = slot;
|
|
104
|
+
event.data.eventType = event.name;
|
|
105
|
+
records.push(event.data);
|
|
106
|
+
}
|
|
107
|
+
});
|
|
108
|
+
return records;
|
|
109
|
+
}
|
|
110
|
+
awaitTx(txSig) {
|
|
111
|
+
if (this.awaitTxPromises.has(txSig)) {
|
|
112
|
+
return this.awaitTxPromises.get(txSig);
|
|
113
|
+
}
|
|
114
|
+
if (this.txEventCache.has(txSig)) {
|
|
115
|
+
return Promise.resolve();
|
|
116
|
+
}
|
|
117
|
+
const promise = new Promise((resolve) => {
|
|
118
|
+
this.awaitTxResolver.set(txSig, resolve);
|
|
119
|
+
});
|
|
120
|
+
this.awaitTxPromises.set(txSig, promise);
|
|
121
|
+
return promise;
|
|
122
|
+
}
|
|
123
|
+
getEventList(eventType) {
|
|
124
|
+
return this.eventListMap.get(eventType);
|
|
125
|
+
}
|
|
126
|
+
/**
|
|
127
|
+
* This requires the EventList be cast to an array, which requires reallocation of memory.
|
|
128
|
+
* Would bias to using getEventList over getEvents
|
|
129
|
+
*
|
|
130
|
+
* @param eventType
|
|
131
|
+
*/
|
|
132
|
+
getEventsArray(eventType) {
|
|
133
|
+
return this.eventListMap.get(eventType).toArray();
|
|
134
|
+
}
|
|
135
|
+
getEventsByTx(txSig) {
|
|
136
|
+
return this.txEventCache.get(txSig);
|
|
137
|
+
}
|
|
138
|
+
}
|
|
139
|
+
exports.EventSubscriber = EventSubscriber;
|
|
@@ -0,0 +1,50 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
exports.fetchLogs = void 0;
|
|
13
|
+
function fetchLogs(connection, programId, finality, beforeTx, untilTx) {
|
|
14
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
15
|
+
const signatures = yield connection.getSignaturesForAddress(programId, {
|
|
16
|
+
before: beforeTx,
|
|
17
|
+
until: untilTx,
|
|
18
|
+
}, finality);
|
|
19
|
+
const sortedSignatures = signatures.sort((a, b) => a.slot < b.slot ? -1 : 1);
|
|
20
|
+
const filteredSignatures = sortedSignatures.filter((signature) => !signature.err);
|
|
21
|
+
if (filteredSignatures.length === 0) {
|
|
22
|
+
return undefined;
|
|
23
|
+
}
|
|
24
|
+
const chunkedSignatures = chunk(filteredSignatures, 100);
|
|
25
|
+
const transactionLogs = (yield Promise.all(chunkedSignatures.map((chunk) => __awaiter(this, void 0, void 0, function* () {
|
|
26
|
+
const transactions = yield connection.getTransactions(chunk.map((confirmedSignature) => confirmedSignature.signature), finality);
|
|
27
|
+
return transactions.map((transaction) => {
|
|
28
|
+
return {
|
|
29
|
+
txSig: transaction.transaction.signatures[0],
|
|
30
|
+
slot: transaction.slot,
|
|
31
|
+
logs: transaction.meta.logMessages,
|
|
32
|
+
};
|
|
33
|
+
});
|
|
34
|
+
})))).flat();
|
|
35
|
+
const earliestTx = filteredSignatures[0].signature;
|
|
36
|
+
const mostRecentTx = filteredSignatures[filteredSignatures.length - 1].signature;
|
|
37
|
+
return {
|
|
38
|
+
transactionLogs: transactionLogs,
|
|
39
|
+
earliestTx: earliestTx,
|
|
40
|
+
mostRecentTx: mostRecentTx,
|
|
41
|
+
};
|
|
42
|
+
});
|
|
43
|
+
}
|
|
44
|
+
exports.fetchLogs = fetchLogs;
|
|
45
|
+
function chunk(array, size) {
|
|
46
|
+
return new Array(Math.ceil(array.length / size))
|
|
47
|
+
.fill(null)
|
|
48
|
+
.map((_, index) => index * size)
|
|
49
|
+
.map((begin) => array.slice(begin, begin + size));
|
|
50
|
+
}
|
|
@@ -0,0 +1,64 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
+
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
+
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
+
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
+
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
+
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
+
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
+
});
|
|
10
|
+
};
|
|
11
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
+
exports.PollingLogProvider = void 0;
|
|
13
|
+
const fetchLogs_1 = require("./fetchLogs");
|
|
14
|
+
class PollingLogProvider {
|
|
15
|
+
constructor(connection, programId, commitment, frequency = 15 * 1000) {
|
|
16
|
+
this.connection = connection;
|
|
17
|
+
this.programId = programId;
|
|
18
|
+
this.frequency = frequency;
|
|
19
|
+
this.finality = commitment === 'finalized' ? 'finalized' : 'confirmed';
|
|
20
|
+
}
|
|
21
|
+
subscribe(callback) {
|
|
22
|
+
if (this.intervalId) {
|
|
23
|
+
return true;
|
|
24
|
+
}
|
|
25
|
+
this.intervalId = setInterval(() => __awaiter(this, void 0, void 0, function* () {
|
|
26
|
+
if (this.mutex === 1) {
|
|
27
|
+
return;
|
|
28
|
+
}
|
|
29
|
+
this.mutex = 1;
|
|
30
|
+
try {
|
|
31
|
+
const response = yield fetchLogs_1.fetchLogs(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx);
|
|
32
|
+
if (response === undefined) {
|
|
33
|
+
return;
|
|
34
|
+
}
|
|
35
|
+
const { mostRecentTx, transactionLogs } = response;
|
|
36
|
+
for (const { txSig, slot, logs } of transactionLogs) {
|
|
37
|
+
callback(txSig, slot, logs);
|
|
38
|
+
}
|
|
39
|
+
this.mostRecentSeenTx = mostRecentTx;
|
|
40
|
+
}
|
|
41
|
+
catch (e) {
|
|
42
|
+
console.error('PollingLogProvider threw an Error');
|
|
43
|
+
console.error(e);
|
|
44
|
+
}
|
|
45
|
+
finally {
|
|
46
|
+
this.mutex = 0;
|
|
47
|
+
}
|
|
48
|
+
}), this.frequency);
|
|
49
|
+
return true;
|
|
50
|
+
}
|
|
51
|
+
isSubscribed() {
|
|
52
|
+
return this.intervalId !== undefined;
|
|
53
|
+
}
|
|
54
|
+
unsubscribe() {
|
|
55
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
56
|
+
if (this.intervalId !== undefined) {
|
|
57
|
+
clearInterval(this.intervalId);
|
|
58
|
+
this.intervalId = undefined;
|
|
59
|
+
}
|
|
60
|
+
return true;
|
|
61
|
+
});
|
|
62
|
+
}
|
|
63
|
+
}
|
|
64
|
+
exports.PollingLogProvider = PollingLogProvider;
|