@drift-labs/sdk 0.2.0-temp.0 → 0.2.0-temp.1

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Files changed (115) hide show
  1. package/lib/admin.d.ts +7 -5
  2. package/lib/admin.js +34 -11
  3. package/lib/clearingHouse.d.ts +23 -9
  4. package/lib/clearingHouse.js +335 -95
  5. package/lib/clearingHouseUser.d.ts +2 -2
  6. package/lib/clearingHouseUser.js +8 -17
  7. package/lib/config.js +1 -1
  8. package/lib/constants/banks.js +9 -2
  9. package/lib/constants/numericConstants.d.ts +1 -0
  10. package/lib/constants/numericConstants.js +2 -1
  11. package/lib/idl/clearing_house.json +689 -153
  12. package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  13. package/lib/index.d.ts +3 -2
  14. package/lib/index.js +7 -2
  15. package/lib/math/amm.js +7 -35
  16. package/lib/math/auction.js +4 -1
  17. package/lib/math/orders.d.ts +2 -2
  18. package/lib/math/orders.js +19 -2
  19. package/lib/math/position.js +3 -1
  20. package/lib/math/trade.d.ts +1 -1
  21. package/lib/math/trade.js +7 -10
  22. package/lib/orderParams.d.ts +14 -5
  23. package/lib/orderParams.js +8 -96
  24. package/lib/orders.js +1 -1
  25. package/lib/slot/SlotSubscriber.d.ts +7 -0
  26. package/lib/slot/SlotSubscriber.js +3 -0
  27. package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +7 -5
  28. package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +41 -40
  29. package/lib/tx/utils.js +1 -1
  30. package/lib/types.d.ts +132 -14
  31. package/lib/types.js +52 -1
  32. package/lib/util/computeUnits.js +1 -1
  33. package/package.json +3 -3
  34. package/src/accounts/bulkAccountLoader.js +197 -0
  35. package/src/accounts/bulkUserSubscription.js +33 -0
  36. package/src/accounts/pollingClearingHouseAccountSubscriber.js +311 -0
  37. package/src/accounts/pollingOracleSubscriber.js +93 -0
  38. package/src/accounts/pollingTokenAccountSubscriber.js +90 -0
  39. package/src/accounts/pollingUserAccountSubscriber.js +132 -0
  40. package/src/accounts/types.js +10 -0
  41. package/src/accounts/utils.js +7 -0
  42. package/src/accounts/webSocketAccountSubscriber.js +93 -0
  43. package/src/accounts/webSocketClearingHouseAccountSubscriber.js +233 -0
  44. package/src/accounts/webSocketUserAccountSubscriber.js +62 -0
  45. package/src/addresses/marketAddresses.js +26 -0
  46. package/src/admin.js +517 -0
  47. package/src/admin.ts +53 -14
  48. package/src/assert/assert.js +9 -0
  49. package/src/clearingHouse.ts +510 -131
  50. package/src/clearingHouseConfig.js +2 -0
  51. package/src/clearingHouseUser.ts +12 -23
  52. package/src/clearingHouseUserConfig.js +2 -0
  53. package/src/config.js +67 -0
  54. package/src/config.ts +1 -1
  55. package/src/constants/banks.js +42 -0
  56. package/src/constants/banks.ts +9 -2
  57. package/src/constants/markets.js +42 -0
  58. package/src/constants/numericConstants.js +41 -0
  59. package/src/constants/numericConstants.ts +1 -0
  60. package/src/events/eventList.js +77 -0
  61. package/src/events/eventSubscriber.js +139 -0
  62. package/src/events/fetchLogs.js +50 -0
  63. package/src/events/pollingLogProvider.js +64 -0
  64. package/src/events/sort.js +44 -0
  65. package/src/events/txEventCache.js +71 -0
  66. package/src/events/types.js +20 -0
  67. package/src/events/webSocketLogProvider.js +41 -0
  68. package/src/examples/makeTradeExample.js +80 -0
  69. package/src/factory/bigNum.js +390 -0
  70. package/src/factory/oracleClient.js +20 -0
  71. package/src/idl/clearing_house.json +689 -153
  72. package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  73. package/src/index.js +69 -0
  74. package/src/index.ts +3 -2
  75. package/src/math/amm.js +369 -0
  76. package/src/math/amm.ts +19 -49
  77. package/src/math/auction.js +42 -0
  78. package/src/math/auction.ts +5 -1
  79. package/src/math/conversion.js +11 -0
  80. package/src/math/funding.js +248 -0
  81. package/src/math/oracles.js +26 -0
  82. package/src/math/orders.ts +17 -3
  83. package/src/math/position.ts +5 -1
  84. package/src/math/repeg.js +128 -0
  85. package/src/math/state.js +15 -0
  86. package/src/math/trade.js +253 -0
  87. package/src/math/trade.ts +23 -25
  88. package/src/math/utils.js +0 -1
  89. package/src/mockUSDCFaucet.js +280 -0
  90. package/src/oracles/oracleClientCache.js +19 -0
  91. package/src/oracles/pythClient.js +46 -0
  92. package/src/oracles/quoteAssetOracleClient.js +32 -0
  93. package/src/oracles/switchboardClient.js +69 -0
  94. package/src/oracles/types.js +2 -0
  95. package/src/orderParams.js +20 -0
  96. package/src/orderParams.ts +20 -141
  97. package/src/orders.ts +2 -1
  98. package/src/slot/SlotSubscriber.js +39 -0
  99. package/src/slot/SlotSubscriber.ts +11 -1
  100. package/src/token/index.js +38 -0
  101. package/src/tokenFaucet.js +189 -0
  102. package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +48 -59
  103. package/src/tx/types.js +2 -0
  104. package/src/tx/utils.js +17 -0
  105. package/src/tx/utils.ts +1 -1
  106. package/src/types.js +125 -0
  107. package/src/types.ts +128 -15
  108. package/src/userName.js +20 -0
  109. package/src/util/computeUnits.js +21 -11
  110. package/src/util/computeUnits.ts +1 -1
  111. package/src/util/getTokenAddress.js +9 -0
  112. package/src/util/promiseTimeout.js +14 -0
  113. package/src/util/tps.js +27 -0
  114. package/src/wallet.js +35 -0
  115. package/src/util/computeUnits.js.map +0 -1
@@ -0,0 +1,253 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
4
+ const types_1 = require("../types");
5
+ const anchor_1 = require("@project-serum/anchor");
6
+ const assert_1 = require("../assert/assert");
7
+ const numericConstants_1 = require("../constants/numericConstants");
8
+ const market_1 = require("./market");
9
+ const amm_1 = require("./amm");
10
+ const utils_1 = require("./utils");
11
+ const types_2 = require("../types");
12
+ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
13
+ /**
14
+ * Calculates avg/max slippage (price impact) for candidate trade
15
+ * @param direction
16
+ * @param amount
17
+ * @param market
18
+ * @param inputAssetType which asset is being traded
19
+ * @param useSpread whether to consider spread with calculating slippage
20
+ * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
21
+ *
22
+ * 'pctAvgSlippage' => the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
23
+ *
24
+ * 'pctMaxSlippage' => the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION
25
+ *
26
+ * 'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION
27
+ *
28
+ * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
29
+ */
30
+ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
31
+ let oldPrice;
32
+ if (useSpread && market.amm.baseSpread > 0) {
33
+ if (types_2.isVariant(direction, 'long')) {
34
+ oldPrice = market_1.calculateAskPrice(market, oraclePriceData);
35
+ }
36
+ else {
37
+ oldPrice = market_1.calculateBidPrice(market, oraclePriceData);
38
+ }
39
+ }
40
+ else {
41
+ oldPrice = market_1.calculateMarkPrice(market, oraclePriceData);
42
+ }
43
+ if (amount.eq(numericConstants_1.ZERO)) {
44
+ return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
45
+ }
46
+ const [acquiredBaseReserve, acquiredQuoteReserve, acquiredQuoteAssetAmount] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread);
47
+ const entryPrice = acquiredQuoteAssetAmount
48
+ .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
49
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
50
+ .div(acquiredBaseReserve.abs());
51
+ let amm;
52
+ if (useSpread && market.amm.baseSpread > 0) {
53
+ const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
54
+ amm = {
55
+ baseAssetReserve,
56
+ quoteAssetReserve,
57
+ sqrtK: sqrtK,
58
+ pegMultiplier: newPeg,
59
+ };
60
+ }
61
+ else {
62
+ amm = market.amm;
63
+ }
64
+ const newPrice = amm_1.calculatePrice(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
65
+ if (direction == types_1.PositionDirection.SHORT) {
66
+ assert_1.assert(newPrice.lte(oldPrice));
67
+ }
68
+ else {
69
+ assert_1.assert(oldPrice.lte(newPrice));
70
+ }
71
+ const pctMaxSlippage = newPrice
72
+ .sub(oldPrice)
73
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
74
+ .div(oldPrice)
75
+ .abs();
76
+ const pctAvgSlippage = entryPrice
77
+ .sub(oldPrice)
78
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
79
+ .div(oldPrice)
80
+ .abs();
81
+ return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice];
82
+ }
83
+ exports.calculateTradeSlippage = calculateTradeSlippage;
84
+ /**
85
+ * Calculates acquired amounts for trade executed
86
+ * @param direction
87
+ * @param amount
88
+ * @param market
89
+ * @param inputAssetType
90
+ * @param useSpread
91
+ * @return
92
+ * | 'acquiredBase' => positive/negative change in user's base : BN AMM_RESERVE_PRECISION
93
+ * | 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
94
+ */
95
+ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
96
+ if (amount.eq(numericConstants_1.ZERO)) {
97
+ return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
98
+ }
99
+ const swapDirection = amm_1.getSwapDirection(inputAssetType, direction);
100
+ let amm;
101
+ if (useSpread && market.amm.baseSpread > 0) {
102
+ const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
103
+ amm = {
104
+ baseAssetReserve,
105
+ quoteAssetReserve,
106
+ sqrtK: sqrtK,
107
+ pegMultiplier: newPeg,
108
+ };
109
+ }
110
+ else {
111
+ amm = market.amm;
112
+ }
113
+ const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(amm, inputAssetType, amount, swapDirection);
114
+ const acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
115
+ const acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
116
+ const acquiredQuoteAssetamount = amm_1.calculateQuoteAssetAmountSwapped(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
117
+ return [acquiredBase, acquiredQuote, acquiredQuoteAssetamount];
118
+ }
119
+ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
120
+ /**
121
+ * calculateTargetPriceTrade
122
+ * simple function for finding arbitraging trades
123
+ * @param market
124
+ * @param targetPrice
125
+ * @param pct optional default is 100% gap filling, can set smaller.
126
+ * @param outputAssetType which asset to trade.
127
+ * @param useSpread whether or not to consider the spread when calculating the trade size
128
+ * @returns trade direction/size in order to push price to a targetPrice,
129
+ *
130
+ * [
131
+ * direction => direction of trade required, PositionDirection
132
+ * tradeSize => size of trade required, TODO-PRECISION
133
+ * entryPrice => the entry price for the trade, MARK_PRICE_PRECISION
134
+ * targetPrice => the target price MARK_PRICE_PRECISION
135
+ * ]
136
+ */
137
+ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', oraclePriceData, useSpread = true) {
138
+ assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
139
+ assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
140
+ assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
141
+ const markPriceBefore = market_1.calculateMarkPrice(market, oraclePriceData);
142
+ const bidPriceBefore = market_1.calculateBidPrice(market, oraclePriceData);
143
+ const askPriceBefore = market_1.calculateAskPrice(market, oraclePriceData);
144
+ let direction;
145
+ if (targetPrice.gt(markPriceBefore)) {
146
+ const priceGap = targetPrice.sub(markPriceBefore);
147
+ const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
148
+ targetPrice = markPriceBefore.add(priceGapScaled);
149
+ direction = types_1.PositionDirection.LONG;
150
+ }
151
+ else {
152
+ const priceGap = markPriceBefore.sub(targetPrice);
153
+ const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
154
+ targetPrice = markPriceBefore.sub(priceGapScaled);
155
+ direction = types_1.PositionDirection.SHORT;
156
+ }
157
+ let tradeSize;
158
+ let baseSize;
159
+ let baseAssetReserveBefore;
160
+ let quoteAssetReserveBefore;
161
+ let peg = market.amm.pegMultiplier;
162
+ if (useSpread && market.amm.baseSpread > 0) {
163
+ const { baseAssetReserve, quoteAssetReserve, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
164
+ baseAssetReserveBefore = baseAssetReserve;
165
+ quoteAssetReserveBefore = quoteAssetReserve;
166
+ peg = newPeg;
167
+ }
168
+ else {
169
+ baseAssetReserveBefore = market.amm.baseAssetReserve;
170
+ quoteAssetReserveBefore = market.amm.quoteAssetReserve;
171
+ }
172
+ const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
173
+ const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
174
+ let baseAssetReserveAfter;
175
+ let quoteAssetReserveAfter;
176
+ const biasModifier = new anchor_1.BN(1);
177
+ let markPriceAfter;
178
+ if (useSpread &&
179
+ targetPrice.lt(askPriceBefore) &&
180
+ targetPrice.gt(bidPriceBefore)) {
181
+ // no trade, market is at target
182
+ if (markPriceBefore.gt(targetPrice)) {
183
+ direction = types_1.PositionDirection.SHORT;
184
+ }
185
+ else {
186
+ direction = types_1.PositionDirection.LONG;
187
+ }
188
+ tradeSize = numericConstants_1.ZERO;
189
+ return [direction, tradeSize, targetPrice, targetPrice];
190
+ }
191
+ else if (markPriceBefore.gt(targetPrice)) {
192
+ // overestimate y2
193
+ baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
194
+ quoteAssetReserveAfter = k
195
+ .div(numericConstants_1.MARK_PRICE_PRECISION)
196
+ .div(baseAssetReserveAfter);
197
+ markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
198
+ direction = types_1.PositionDirection.SHORT;
199
+ tradeSize = quoteAssetReserveBefore
200
+ .sub(quoteAssetReserveAfter)
201
+ .mul(peg)
202
+ .div(numericConstants_1.PEG_PRECISION)
203
+ .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
204
+ baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
205
+ }
206
+ else if (markPriceBefore.lt(targetPrice)) {
207
+ // underestimate y2
208
+ baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
209
+ quoteAssetReserveAfter = k
210
+ .div(numericConstants_1.MARK_PRICE_PRECISION)
211
+ .div(baseAssetReserveAfter);
212
+ markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
213
+ direction = types_1.PositionDirection.LONG;
214
+ tradeSize = quoteAssetReserveAfter
215
+ .sub(quoteAssetReserveBefore)
216
+ .mul(peg)
217
+ .div(numericConstants_1.PEG_PRECISION)
218
+ .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
219
+ baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
220
+ }
221
+ else {
222
+ // no trade, market is at target
223
+ direction = types_1.PositionDirection.LONG;
224
+ tradeSize = numericConstants_1.ZERO;
225
+ return [direction, tradeSize, targetPrice, targetPrice];
226
+ }
227
+ let tp1 = targetPrice;
228
+ let tp2 = markPriceAfter;
229
+ let originalDiff = targetPrice.sub(markPriceBefore);
230
+ if (direction == types_1.PositionDirection.SHORT) {
231
+ tp1 = markPriceAfter;
232
+ tp2 = targetPrice;
233
+ originalDiff = markPriceBefore.sub(targetPrice);
234
+ }
235
+ const entryPrice = tradeSize
236
+ .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
237
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
238
+ .div(baseSize.abs());
239
+ assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
240
+ assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
241
+ tp2.toString() +
242
+ '>=' +
243
+ tp1.toString() +
244
+ 'err: ' +
245
+ tp2.sub(tp1).abs().toString());
246
+ if (outputAssetType == 'quote') {
247
+ return [direction, tradeSize, entryPrice, targetPrice];
248
+ }
249
+ else {
250
+ return [direction, baseSize, entryPrice, targetPrice];
251
+ }
252
+ }
253
+ exports.calculateTargetPriceTrade = calculateTargetPriceTrade;
package/src/math/trade.ts CHANGED
@@ -1,4 +1,4 @@
1
- import { MarketAccount, PositionDirection, SwapDirection } from '../types';
1
+ import { MarketAccount, PositionDirection } from '../types';
2
2
  import { BN } from '@project-serum/anchor';
3
3
  import { assert } from '../assert/assert';
4
4
  import {
@@ -78,28 +78,20 @@ export function calculateTradeSlippage(
78
78
  if (amount.eq(ZERO)) {
79
79
  return [ZERO, ZERO, oldPrice, oldPrice];
80
80
  }
81
- const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(
82
- direction,
83
- amount,
84
- market,
85
- inputAssetType,
86
- oraclePriceData,
87
- useSpread
88
- );
89
-
90
- const swapDirection = isVariant(direction, 'long')
91
- ? SwapDirection.REMOVE
92
- : SwapDirection.ADD;
93
- const quoteAssetAmountAcquired = calculateQuoteAssetAmountSwapped(
94
- acquiredQuote.abs(),
95
- market.amm.pegMultiplier,
96
- swapDirection
97
- );
81
+ const [acquiredBaseReserve, acquiredQuoteReserve, acquiredQuoteAssetAmount] =
82
+ calculateTradeAcquiredAmounts(
83
+ direction,
84
+ amount,
85
+ market,
86
+ inputAssetType,
87
+ oraclePriceData,
88
+ useSpread
89
+ );
98
90
 
99
- const entryPrice = quoteAssetAmountAcquired
91
+ const entryPrice = acquiredQuoteAssetAmount
100
92
  .mul(AMM_TO_QUOTE_PRECISION_RATIO)
101
93
  .mul(MARK_PRICE_PRECISION)
102
- .div(acquiredBase.abs());
94
+ .div(acquiredBaseReserve.abs());
103
95
 
104
96
  let amm: Parameters<typeof calculateAmmReservesAfterSwap>[0];
105
97
  if (useSpread && market.amm.baseSpread > 0) {
@@ -116,8 +108,8 @@ export function calculateTradeSlippage(
116
108
  }
117
109
 
118
110
  const newPrice = calculatePrice(
119
- amm.baseAssetReserve.sub(acquiredBase),
120
- amm.quoteAssetReserve.sub(acquiredQuote),
111
+ amm.baseAssetReserve.sub(acquiredBaseReserve),
112
+ amm.quoteAssetReserve.sub(acquiredQuoteReserve),
121
113
  amm.pegMultiplier
122
114
  );
123
115
 
@@ -159,9 +151,9 @@ export function calculateTradeAcquiredAmounts(
159
151
  inputAssetType: AssetType = 'quote',
160
152
  oraclePriceData: OraclePriceData,
161
153
  useSpread = true
162
- ): [BN, BN] {
154
+ ): [BN, BN, BN] {
163
155
  if (amount.eq(ZERO)) {
164
- return [ZERO, ZERO];
156
+ return [ZERO, ZERO, ZERO];
165
157
  }
166
158
 
167
159
  const swapDirection = getSwapDirection(inputAssetType, direction);
@@ -185,7 +177,13 @@ export function calculateTradeAcquiredAmounts(
185
177
 
186
178
  const acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
187
179
  const acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
188
- return [acquiredBase, acquiredQuote];
180
+ const acquiredQuoteAssetamount = calculateQuoteAssetAmountSwapped(
181
+ acquiredQuote.abs(),
182
+ amm.pegMultiplier,
183
+ swapDirection
184
+ );
185
+
186
+ return [acquiredBase, acquiredQuote, acquiredQuoteAssetamount];
189
187
  }
190
188
 
191
189
  /**
package/src/math/utils.js CHANGED
@@ -24,4 +24,3 @@ const squareRootBN = (n, closeness = new __1.BN(1)) => {
24
24
  return root;
25
25
  };
26
26
  exports.squareRootBN = squareRootBN;
27
- //# sourceMappingURL=utils.js.map
@@ -0,0 +1,280 @@
1
+ 'use strict';
2
+ var __createBinding =
3
+ (this && this.__createBinding) ||
4
+ (Object.create
5
+ ? function (o, m, k, k2) {
6
+ if (k2 === undefined) k2 = k;
7
+ Object.defineProperty(o, k2, {
8
+ enumerable: true,
9
+ get: function () {
10
+ return m[k];
11
+ },
12
+ });
13
+ }
14
+ : function (o, m, k, k2) {
15
+ if (k2 === undefined) k2 = k;
16
+ o[k2] = m[k];
17
+ });
18
+ var __setModuleDefault =
19
+ (this && this.__setModuleDefault) ||
20
+ (Object.create
21
+ ? function (o, v) {
22
+ Object.defineProperty(o, 'default', { enumerable: true, value: v });
23
+ }
24
+ : function (o, v) {
25
+ o['default'] = v;
26
+ });
27
+ var __importStar =
28
+ (this && this.__importStar) ||
29
+ function (mod) {
30
+ if (mod && mod.__esModule) return mod;
31
+ var result = {};
32
+ if (mod != null)
33
+ for (var k in mod)
34
+ if (k !== 'default' && Object.prototype.hasOwnProperty.call(mod, k))
35
+ __createBinding(result, mod, k);
36
+ __setModuleDefault(result, mod);
37
+ return result;
38
+ };
39
+ var __awaiter =
40
+ (this && this.__awaiter) ||
41
+ function (thisArg, _arguments, P, generator) {
42
+ function adopt(value) {
43
+ return value instanceof P
44
+ ? value
45
+ : new P(function (resolve) {
46
+ resolve(value);
47
+ });
48
+ }
49
+ return new (P || (P = Promise))(function (resolve, reject) {
50
+ function fulfilled(value) {
51
+ try {
52
+ step(generator.next(value));
53
+ } catch (e) {
54
+ reject(e);
55
+ }
56
+ }
57
+ function rejected(value) {
58
+ try {
59
+ step(generator['throw'](value));
60
+ } catch (e) {
61
+ reject(e);
62
+ }
63
+ }
64
+ function step(result) {
65
+ result.done
66
+ ? resolve(result.value)
67
+ : adopt(result.value).then(fulfilled, rejected);
68
+ }
69
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
70
+ });
71
+ };
72
+ var __importDefault =
73
+ (this && this.__importDefault) ||
74
+ function (mod) {
75
+ return mod && mod.__esModule ? mod : { default: mod };
76
+ };
77
+ Object.defineProperty(exports, '__esModule', { value: true });
78
+ exports.MockUSDCFaucet = void 0;
79
+ const anchor = __importStar(require('@project-serum/anchor'));
80
+ const anchor_1 = require('@project-serum/anchor');
81
+ const spl_token_1 = require('@solana/spl-token');
82
+ const web3_js_1 = require('@solana/web3.js');
83
+ const mock_usdc_faucet_json_1 = __importDefault(
84
+ require('./idl/token_faucet.json')
85
+ );
86
+ class MockUSDCFaucet {
87
+ constructor(connection, wallet, programId, opts) {
88
+ this.connection = connection;
89
+ this.wallet = wallet;
90
+ this.opts = opts || anchor_1.AnchorProvider.defaultOptions();
91
+ const provider = new anchor_1.AnchorProvider(connection, wallet, this.opts);
92
+ this.provider = provider;
93
+ this.program = new anchor_1.Program(
94
+ mock_usdc_faucet_json_1.default,
95
+ programId,
96
+ provider
97
+ );
98
+ }
99
+ getMockUSDCFaucetStatePublicKeyAndNonce() {
100
+ return __awaiter(this, void 0, void 0, function* () {
101
+ return anchor.web3.PublicKey.findProgramAddress(
102
+ [Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))],
103
+ this.program.programId
104
+ );
105
+ });
106
+ }
107
+ getMockUSDCFaucetStatePublicKey() {
108
+ return __awaiter(this, void 0, void 0, function* () {
109
+ if (this.mockUSDCFaucetStatePublicKey) {
110
+ return this.mockUSDCFaucetStatePublicKey;
111
+ }
112
+ this.mockUSDCFaucetStatePublicKey =
113
+ (yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
114
+ return this.mockUSDCFaucetStatePublicKey;
115
+ });
116
+ }
117
+ initialize() {
118
+ return __awaiter(this, void 0, void 0, function* () {
119
+ const stateAccountRPCResponse =
120
+ yield this.connection.getParsedAccountInfo(
121
+ yield this.getMockUSDCFaucetStatePublicKey()
122
+ );
123
+ if (stateAccountRPCResponse.value !== null) {
124
+ throw new Error('Faucet already initialized');
125
+ }
126
+ const fakeUSDCMint = anchor.web3.Keypair.generate();
127
+ const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
128
+ fromPubkey: this.wallet.publicKey,
129
+ newAccountPubkey: fakeUSDCMint.publicKey,
130
+ lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(
131
+ this.connection
132
+ ),
133
+ space: spl_token_1.MintLayout.span,
134
+ programId: spl_token_1.TOKEN_PROGRAM_ID,
135
+ });
136
+ const [mintAuthority, _mintAuthorityNonce] =
137
+ yield web3_js_1.PublicKey.findProgramAddress(
138
+ [fakeUSDCMint.publicKey.toBuffer()],
139
+ this.program.programId
140
+ );
141
+ const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(
142
+ spl_token_1.TOKEN_PROGRAM_ID,
143
+ fakeUSDCMint.publicKey,
144
+ 6,
145
+ mintAuthority,
146
+ null
147
+ );
148
+ const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] =
149
+ yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
150
+ return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
151
+ accounts: {
152
+ mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
153
+ admin: this.wallet.publicKey,
154
+ mintAccount: fakeUSDCMint.publicKey,
155
+ rent: web3_js_1.SYSVAR_RENT_PUBKEY,
156
+ systemProgram: anchor.web3.SystemProgram.programId,
157
+ },
158
+ instructions: [createUSDCMintAccountIx, initUSDCMintIx],
159
+ signers: [fakeUSDCMint],
160
+ });
161
+ });
162
+ }
163
+ fetchState() {
164
+ return __awaiter(this, void 0, void 0, function* () {
165
+ return yield this.program.account.mockUsdcFaucetState.fetch(
166
+ yield this.getMockUSDCFaucetStatePublicKey()
167
+ );
168
+ });
169
+ }
170
+ mintToUser(userTokenAccount, amount) {
171
+ return __awaiter(this, void 0, void 0, function* () {
172
+ const state = yield this.fetchState();
173
+ return yield this.program.rpc.mintToUser(amount, {
174
+ accounts: {
175
+ mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
176
+ mintAccount: state.mint,
177
+ userTokenAccount,
178
+ mintAuthority: state.mintAuthority,
179
+ tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
180
+ },
181
+ });
182
+ });
183
+ }
184
+ createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
185
+ return __awaiter(this, void 0, void 0, function* () {
186
+ const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] =
187
+ yield this.createAssociatedTokenAccountAndMintToInstructions(
188
+ userPublicKey,
189
+ amount
190
+ );
191
+ const tx = new web3_js_1.Transaction()
192
+ .add(createAssociatedAccountIx)
193
+ .add(mintToTx);
194
+ const txSig = yield this.program.provider.sendAndConfirm(
195
+ tx,
196
+ [],
197
+ this.opts
198
+ );
199
+ return [associatedTokenPublicKey, txSig];
200
+ });
201
+ }
202
+ createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
203
+ return __awaiter(this, void 0, void 0, function* () {
204
+ const state = yield this.fetchState();
205
+ const associateTokenPublicKey =
206
+ yield this.getAssosciatedMockUSDMintAddress({
207
+ userPubKey: userPublicKey,
208
+ });
209
+ const createAssociatedAccountIx =
210
+ spl_token_1.Token.createAssociatedTokenAccountInstruction(
211
+ spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID,
212
+ spl_token_1.TOKEN_PROGRAM_ID,
213
+ state.mint,
214
+ associateTokenPublicKey,
215
+ userPublicKey,
216
+ this.wallet.publicKey
217
+ );
218
+ const mintToIx = yield this.program.instruction.mintToUser(amount, {
219
+ accounts: {
220
+ mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
221
+ mintAccount: state.mint,
222
+ userTokenAccount: associateTokenPublicKey,
223
+ mintAuthority: state.mintAuthority,
224
+ tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
225
+ },
226
+ });
227
+ return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
228
+ });
229
+ }
230
+ getAssosciatedMockUSDMintAddress(props) {
231
+ return __awaiter(this, void 0, void 0, function* () {
232
+ const state = yield this.fetchState();
233
+ return spl_token_1.Token.getAssociatedTokenAddress(
234
+ spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID,
235
+ spl_token_1.TOKEN_PROGRAM_ID,
236
+ state.mint,
237
+ props.userPubKey
238
+ );
239
+ });
240
+ }
241
+ getTokenAccountInfo(props) {
242
+ return __awaiter(this, void 0, void 0, function* () {
243
+ const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
244
+ const state = yield this.fetchState();
245
+ const token = new spl_token_1.Token(
246
+ this.connection,
247
+ state.mint,
248
+ spl_token_1.TOKEN_PROGRAM_ID,
249
+ // eslint-disable-next-line @typescript-eslint/ban-ts-comment
250
+ // @ts-ignore
251
+ this.provider.payer
252
+ );
253
+ return yield token.getAccountInfo(assosciatedKey);
254
+ });
255
+ }
256
+ subscribeToTokenAccount(props) {
257
+ return __awaiter(this, void 0, void 0, function* () {
258
+ try {
259
+ const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(
260
+ props
261
+ );
262
+ props.callback(yield this.getTokenAccountInfo(props));
263
+ // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
264
+ this.connection.onAccountChange(
265
+ tokenAccountKey,
266
+ (
267
+ _accountInfo /* accountInfo is a buffer which we don't know how to deserialize */
268
+ ) =>
269
+ __awaiter(this, void 0, void 0, function* () {
270
+ props.callback(yield this.getTokenAccountInfo(props));
271
+ })
272
+ );
273
+ return true;
274
+ } catch (e) {
275
+ return false;
276
+ }
277
+ });
278
+ }
279
+ }
280
+ exports.MockUSDCFaucet = MockUSDCFaucet;
@@ -0,0 +1,19 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.OracleClientCache = void 0;
4
+ const oracleClient_1 = require("../factory/oracleClient");
5
+ class OracleClientCache {
6
+ constructor() {
7
+ this.cache = new Map();
8
+ }
9
+ get(oracleSource, connection) {
10
+ const key = Object.keys(oracleSource)[0];
11
+ if (this.cache.has(key)) {
12
+ return this.cache.get(key);
13
+ }
14
+ const client = oracleClient_1.getOracleClient(oracleSource, connection);
15
+ this.cache.set(key, client);
16
+ return client;
17
+ }
18
+ }
19
+ exports.OracleClientCache = OracleClientCache;
@@ -0,0 +1,46 @@
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.convertPythPrice = exports.PythClient = void 0;
13
+ const client_1 = require("@pythnetwork/client");
14
+ const anchor_1 = require("@project-serum/anchor");
15
+ const numericConstants_1 = require("../constants/numericConstants");
16
+ class PythClient {
17
+ constructor(connection) {
18
+ this.connection = connection;
19
+ }
20
+ getOraclePriceData(pricePublicKey) {
21
+ return __awaiter(this, void 0, void 0, function* () {
22
+ const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
23
+ return this.getOraclePriceDataFromBuffer(accountInfo.data);
24
+ });
25
+ }
26
+ getOraclePriceDataFromBuffer(buffer) {
27
+ const priceData = client_1.parsePriceData(buffer);
28
+ return {
29
+ price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
30
+ slot: new anchor_1.BN(priceData.lastSlot.toString()),
31
+ confidence: convertPythPrice(priceData.confidence, priceData.exponent),
32
+ twap: convertPythPrice(priceData.twap.value, priceData.exponent),
33
+ twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
34
+ hasSufficientNumberOfDataPoints: true,
35
+ };
36
+ }
37
+ }
38
+ exports.PythClient = PythClient;
39
+ function convertPythPrice(price, exponent) {
40
+ exponent = Math.abs(exponent);
41
+ const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
42
+ return new anchor_1.BN(price * Math.pow(10, exponent))
43
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
44
+ .div(pythPrecision);
45
+ }
46
+ exports.convertPythPrice = convertPythPrice;