@drift-labs/sdk 0.2.0-temp.2 → 2.0.1

package/lib/config.js

@@ -1,24 +1,28 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarketsBanksAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = void 0;
-const markets_1 = require("./constants/markets");
-const banks_1 = require("./constants/banks");
+exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = void 0;
+const perpMarkets_1 = require("./constants/perpMarkets");
+const spotMarkets_1 = require("./constants/spotMarkets");
 exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: '4oyTJnAQ9FqJj1y9mPytbWsLeeHmBzGYfuFqypwyQvuh',
+        DRIFT_PROGRAM_ID: 'dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
-        MARKETS: markets_1.DevnetMarkets,
-        BANKS: banks_1.DevnetBanks,
+        SERUM_V3: 'DESVgJVGajEgKGXhb6XmqDHGz3VjdgP7rEVESBgxmroY',
+        V2_ALPHA_TICKET_MINT_ADDRESS: 'DeEiGWfCMP9psnLGkxGrBBMEAW5Jv8bBGMN8DCtFRCyB',
+        PERP_MARKETS: perpMarkets_1.DevnetPerpMarkets,
+        SPOT_MARKETS: spotMarkets_1.DevnetSpotMarkets,
     },
     'mainnet-beta': {
         ENV: 'mainnet-beta',
         PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
-        CLEARING_HOUSE_PROGRAM_ID: 'dammHkt7jmytvbS3nHTxQNEcP59aE57nxwV21YdqEDN',
+        DRIFT_PROGRAM_ID: 'dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH',
         USDC_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
-        MARKETS: markets_1.MainnetMarkets,
-        BANKS: banks_1.MainnetBanks,
+        SERUM_V3: '9xQeWvG816bUx9EPjHmaT23yvVM2ZWbrrpZb9PusVFin',
+        V2_ALPHA_TICKET_MINT_ADDRESS: 'Cmvhycb6LQvvzaShGw4iDHRLzeSSryioAsU98DSSkMNa',
+        PERP_MARKETS: perpMarkets_1.MainnetPerpMarkets,
+        SPOT_MARKETS: spotMarkets_1.MainnetSpotMarkets,
     },
 };
 let currentConfig = exports.configs.devnet;
@@ -40,28 +44,28 @@ const initialize = (props) => {
     return currentConfig;
 };
 exports.initialize = initialize;
-function getMarketsBanksAndOraclesForSubscription(env) {
-    const marketIndexes = [];
-    const bankIndexes = [];
+function getMarketsAndOraclesForSubscription(env) {
+    const perpMarketIndexes = [];
+    const spotMarketIndexes = [];
     const oracleInfos = new Map();
-    for (const market of markets_1.Markets[env]) {
-        marketIndexes.push(market.marketIndex);
+    for (const market of perpMarkets_1.PerpMarkets[env]) {
+        perpMarketIndexes.push(market.marketIndex);
         oracleInfos.set(market.oracle.toString(), {
             publicKey: market.oracle,
             source: market.oracleSource,
         });
     }
-    for (const bank of banks_1.Banks[env]) {
-        bankIndexes.push(bank.bankIndex);
-        oracleInfos.set(bank.oracle.toString(), {
-            publicKey: bank.oracle,
-            source: bank.oracleSource,
+    for (const spotMarket of spotMarkets_1.SpotMarkets[env]) {
+        spotMarketIndexes.push(spotMarket.marketIndex);
+        oracleInfos.set(spotMarket.oracle.toString(), {
+            publicKey: spotMarket.oracle,
+            source: spotMarket.oracleSource,
         });
     }
     return {
-        marketIndexes,
-        bankIndexes,
+        perpMarketIndexes: perpMarketIndexes,
+        spotMarketIndexes: spotMarketIndexes,
         oracleInfos: Array.from(oracleInfos.values()),
     };
 }
-exports.getMarketsBanksAndOraclesForSubscription = getMarketsBanksAndOraclesForSubscription;
+exports.getMarketsAndOraclesForSubscription = getMarketsAndOraclesForSubscription;

package/lib/constants/numericConstants.d.ts

@@ -3,28 +3,43 @@ import { BN } from '../';
 export declare const ZERO: BN;
 export declare const ONE: BN;
 export declare const TWO: BN;
+export declare const THREE: BN;
+export declare const FOUR: BN;
+export declare const FIVE: BN;
+export declare const SIX: BN;
+export declare const SEVEN: BN;
+export declare const EIGHT: BN;
+export declare const NINE: BN;
 export declare const TEN: BN;
 export declare const TEN_THOUSAND: BN;
 export declare const BN_MAX: BN;
 export declare const TEN_MILLION: BN;
 export declare const MAX_LEVERAGE: BN;
+export declare const PERCENTAGE_PRECISION_EXP: BN;
+export declare const PERCENTAGE_PRECISION: BN;
+export declare const CONCENTRATION_PRECISION: BN;
 export declare const QUOTE_PRECISION_EXP: BN;
-export declare const FUNDING_PAYMENT_PRECISION_EXP: BN;
-export declare const MARK_PRICE_PRECISION_EXP: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: BN;
+export declare const PRICE_PRECISION_EXP: BN;
 export declare const FUNDING_RATE_PRECISION_EXP: BN;
 export declare const PEG_PRECISION_EXP: BN;
 export declare const AMM_RESERVE_PRECISION_EXP: BN;
-export declare const BANK_INTEREST_PRECISION: BN;
-export declare const BANK_CUMULATIVE_INTEREST_PRECISION: BN;
-export declare const BANK_UTILIZATION_PRECISION: BN;
-export declare const BANK_RATE_PRECISION: BN;
-export declare const BANK_WEIGHT_PRECISION: BN;
-export declare const BANK_BALANCE_PRECISION_EXP: BN;
-export declare const BANK_BALANCE_PRECISION: BN;
+export declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_RATE_PRECISION: BN;
+export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: BN;
+export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
+export declare const SPOT_MARKET_WEIGHT_PRECISION: BN;
+export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_BALANCE_PRECISION: BN;
+export declare const SPOT_MARKET_IMF_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_IMF_PRECISION: BN;
 export declare const LIQUIDATION_FEE_PRECISION: BN;
 export declare const QUOTE_PRECISION: BN;
-export declare const MARK_PRICE_PRECISION: BN;
-export declare const FUNDING_PAYMENT_PRECISION: BN;
+export declare const PRICE_PRECISION: BN;
+export declare const FUNDING_RATE_PRECISION: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION: BN;
 export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
 export declare const BASE_PRECISION: BN;
@@ -36,4 +51,6 @@ export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const MARGIN_PRECISION: BN;
 export declare const BID_ASK_SPREAD_PRECISION: BN;
 export declare const ONE_YEAR: BN;
-export declare const QUOTE_ASSET_BANK_INDEX: BN;
+export declare const QUOTE_SPOT_MARKET_INDEX = 0;
+export declare const LAMPORTS_PRECISION: BN;
+export declare const LAMPORTS_EXP: BN;

package/lib/constants/numericConstants.js

@@ -1,41 +1,60 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-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;
+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_RATE_BUFFER_PRECISION = exports.FUNDING_RATE_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.CONCENTRATION_PRECISION = exports.PERCENTAGE_PRECISION = exports.PERCENTAGE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.NINE = exports.EIGHT = exports.SEVEN = exports.SIX = exports.FIVE = exports.FOUR = exports.THREE = exports.TWO = exports.ONE = exports.ZERO = void 0;
+exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = void 0;
+const web3_js_1 = require("@solana/web3.js");
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
 exports.ONE = new __1.BN(1);
 exports.TWO = new __1.BN(2);
+exports.THREE = new __1.BN(3);
+exports.FOUR = new __1.BN(4);
+exports.FIVE = new __1.BN(5);
+exports.SIX = new __1.BN(6);
+exports.SEVEN = new __1.BN(7);
+exports.EIGHT = new __1.BN(8);
+exports.NINE = new __1.BN(9);
 exports.TEN = new __1.BN(10);
 exports.TEN_THOUSAND = new __1.BN(10000);
 exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
 exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
 exports.MAX_LEVERAGE = new __1.BN(5);
+exports.PERCENTAGE_PRECISION_EXP = new __1.BN(6);
+exports.PERCENTAGE_PRECISION = new __1.BN(10).pow(exports.PERCENTAGE_PRECISION_EXP);
+exports.CONCENTRATION_PRECISION = exports.PERCENTAGE_PRECISION;
 exports.QUOTE_PRECISION_EXP = new __1.BN(6);
-exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
-exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
-exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
-exports.PEG_PRECISION_EXP = new __1.BN(3);
-exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
-exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
-exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
-exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
-exports.BANK_RATE_PRECISION = new __1.BN(1000000);
-exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
-exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
-exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
+exports.FUNDING_RATE_BUFFER_PRECISION_EXP = new __1.BN(3);
+exports.PRICE_PRECISION_EXP = new __1.BN(6);
+exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP.add(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
+exports.PEG_PRECISION_EXP = new __1.BN(6);
+exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(9);
+exports.SPOT_MARKET_RATE_PRECISION_EXP = new __1.BN(6);
+exports.SPOT_MARKET_RATE_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_RATE_PRECISION_EXP);
+exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = new __1.BN(10);
+exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP);
+exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP = new __1.BN(6);
+exports.SPOT_MARKET_UTILIZATION_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP);
+exports.SPOT_MARKET_WEIGHT_PRECISION = new __1.BN(10000);
+exports.SPOT_MARKET_BALANCE_PRECISION_EXP = new __1.BN(9);
+exports.SPOT_MARKET_BALANCE_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_BALANCE_PRECISION_EXP);
+exports.SPOT_MARKET_IMF_PRECISION_EXP = new __1.BN(6);
+exports.SPOT_MARKET_IMF_PRECISION = new __1.BN(10).pow(exports.SPOT_MARKET_IMF_PRECISION_EXP);
 exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
 exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
-exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
+exports.PRICE_PRECISION = new __1.BN(10).pow(exports.PRICE_PRECISION_EXP);
+exports.FUNDING_RATE_PRECISION = new __1.BN(10).pow(exports.FUNDING_RATE_PRECISION_EXP);
+exports.FUNDING_RATE_BUFFER_PRECISION = new __1.BN(10).pow(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
 exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
 exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
 exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
+exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^3
+exports.PRICE_DIV_PEG = exports.PRICE_PRECISION.div(exports.PEG_PRECISION); //10^1
+exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_PRECISION.div(exports.QUOTE_PRECISION); // 10^1
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^9
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
+exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000); // 10^6
 exports.ONE_YEAR = new __1.BN(31536000);
-exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);
+exports.QUOTE_SPOT_MARKET_INDEX = 0;
+exports.LAMPORTS_PRECISION = new __1.BN(web3_js_1.LAMPORTS_PER_SOL);
+exports.LAMPORTS_EXP = new __1.BN(Math.log10(web3_js_1.LAMPORTS_PER_SOL));

package/lib/constants/perpMarkets.d.ts

@@ -0,0 +1,18 @@
+import { OracleSource } from '../';
+import { DriftEnv } from '../';
+import { PublicKey } from '@solana/web3.js';
+export declare type PerpMarketConfig = {
+    fullName?: string;
+    category?: string[];
+    symbol: string;
+    baseAssetSymbol: string;
+    marketIndex: number;
+    launchTs: number;
+    oracle: PublicKey;
+    oracleSource: OracleSource;
+};
+export declare const DevnetPerpMarkets: PerpMarketConfig[];
+export declare const MainnetPerpMarkets: PerpMarketConfig[];
+export declare const PerpMarkets: {
+    [key in DriftEnv]: PerpMarketConfig[];
+};

package/lib/constants/{markets.js → perpMarkets.js}

@@ -1,15 +1,15 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
+exports.PerpMarkets = exports.MainnetPerpMarkets = exports.DevnetPerpMarkets = void 0;
 const __1 = require("../");
 const web3_js_1 = require("@solana/web3.js");
-exports.DevnetMarkets = [
+exports.DevnetPerpMarkets = [
     {
         fullName: 'Solana',
         category: ['L1', 'Infra'],
         symbol: 'SOL-PERP',
         baseAssetSymbol: 'SOL',
-        marketIndex: new __1.BN(0),
+        marketIndex: 0,
         oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
         launchTs: 1655751353000,
         oracleSource: __1.OracleSource.PYTH,
@@ -19,7 +19,7 @@ exports.DevnetMarkets = [
         category: ['L1', 'Payment'],
         symbol: 'BTC-PERP',
         baseAssetSymbol: 'BTC',
-        marketIndex: new __1.BN(1),
+        marketIndex: 1,
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         launchTs: 1655751353000,
         oracleSource: __1.OracleSource.PYTH,
@@ -29,14 +29,25 @@ exports.DevnetMarkets = [
         category: ['L1', 'Infra'],
         symbol: 'ETH-PERP',
         baseAssetSymbol: 'ETH',
-        marketIndex: new __1.BN(2),
+        marketIndex: 2,
         oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
         launchTs: 1637691133472,
         oracleSource: __1.OracleSource.PYTH,
     },
 ];
-exports.MainnetMarkets = [];
-exports.Markets = {
-    devnet: exports.DevnetMarkets,
-    'mainnet-beta': [],
+exports.MainnetPerpMarkets = [
+    {
+        fullName: 'Solana',
+        category: ['L1', 'Infra'],
+        symbol: 'SOL-PERP',
+        baseAssetSymbol: 'SOL',
+        marketIndex: 0,
+        oracle: new web3_js_1.PublicKey('H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG'),
+        launchTs: 1667560505000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
+];
+exports.PerpMarkets = {
+    devnet: exports.DevnetPerpMarkets,
+    'mainnet-beta': exports.MainnetPerpMarkets,
 };

package/lib/constants/spotMarkets.d.ts

@@ -0,0 +1,19 @@
+/// <reference types="bn.js" />
+import { PublicKey } from '@solana/web3.js';
+import { BN, DriftEnv, OracleSource } from '../';
+export declare type SpotMarketConfig = {
+    symbol: string;
+    marketIndex: number;
+    oracle: PublicKey;
+    mint: PublicKey;
+    oracleSource: OracleSource;
+    precision: BN;
+    precisionExp: BN;
+    serumMarket?: PublicKey;
+};
+export declare const WRAPPED_SOL_MINT: PublicKey;
+export declare const DevnetSpotMarkets: SpotMarketConfig[];
+export declare const MainnetSpotMarkets: SpotMarketConfig[];
+export declare const SpotMarkets: {
+    [key in DriftEnv]: SpotMarketConfig[];
+};

package/lib/constants/spotMarkets.js

@@ -0,0 +1,63 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SpotMarkets = exports.MainnetSpotMarkets = exports.DevnetSpotMarkets = exports.WRAPPED_SOL_MINT = void 0;
+const web3_js_1 = require("@solana/web3.js");
+const __1 = require("../");
+const numericConstants_1 = require("./numericConstants");
+exports.WRAPPED_SOL_MINT = new web3_js_1.PublicKey('So11111111111111111111111111111111111111112');
+exports.DevnetSpotMarkets = [
+    {
+        symbol: 'USDC',
+        marketIndex: 0,
+        oracle: web3_js_1.PublicKey.default,
+        oracleSource: __1.OracleSource.QUOTE_ASSET,
+        mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
+        precision: new __1.BN(10).pow(numericConstants_1.SIX),
+        precisionExp: numericConstants_1.SIX,
+    },
+    {
+        symbol: 'SOL',
+        marketIndex: 1,
+        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
+        precision: numericConstants_1.LAMPORTS_PRECISION,
+        precisionExp: numericConstants_1.LAMPORTS_EXP,
+        serumMarket: new web3_js_1.PublicKey('8N37SsnTu8RYxtjrV9SStjkkwVhmU8aCWhLvwduAPEKW'),
+    },
+    {
+        symbol: 'BTC',
+        marketIndex: 2,
+        oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
+        precision: new __1.BN(10).pow(numericConstants_1.SIX),
+        precisionExp: numericConstants_1.SIX,
+        serumMarket: new web3_js_1.PublicKey('AGsmbVu3MS9u68GEYABWosQQCZwmLcBHu4pWEuBYH7Za'),
+    },
+];
+exports.MainnetSpotMarkets = [
+    {
+        symbol: 'USDC',
+        marketIndex: 0,
+        oracle: web3_js_1.PublicKey.default,
+        oracleSource: __1.OracleSource.QUOTE_ASSET,
+        mint: new web3_js_1.PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
+        precision: numericConstants_1.QUOTE_PRECISION,
+        precisionExp: numericConstants_1.QUOTE_PRECISION_EXP,
+    },
+    {
+        symbol: 'SOL',
+        marketIndex: 1,
+        oracle: new web3_js_1.PublicKey('H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey(exports.WRAPPED_SOL_MINT),
+        precision: numericConstants_1.LAMPORTS_PRECISION,
+        precisionExp: numericConstants_1.LAMPORTS_EXP,
+        serumMarket: new web3_js_1.PublicKey('9wFFyRfZBsuAha4YcuxcXLKwMxJR43S7fPfQLusDBzvT'),
+    },
+];
+exports.SpotMarkets = {
+    devnet: exports.DevnetSpotMarkets,
+    'mainnet-beta': exports.MainnetSpotMarkets,
+};

package/lib/dlob/DLOB.d.ts

@@ -0,0 +1,82 @@
+/// <reference types="bn.js" />
+import { NodeList } from './NodeList';
+import { MarketType, BN, DriftClient, Order, SpotMarketAccount, PerpMarketAccount, OraclePriceData, SlotSubscriber, UserMapInterface, MarketTypeStr, StateAccount } from '..';
+import { PublicKey } from '@solana/web3.js';
+import { DLOBNode, TriggerOrderNode } from '..';
+export declare type MarketNodeLists = {
+    limit: {
+        ask: NodeList<'limit'>;
+        bid: NodeList<'limit'>;
+    };
+    floatingLimit: {
+        ask: NodeList<'floatingLimit'>;
+        bid: NodeList<'floatingLimit'>;
+    };
+    market: {
+        ask: NodeList<'market'>;
+        bid: NodeList<'market'>;
+    };
+    trigger: {
+        above: NodeList<'trigger'>;
+        below: NodeList<'trigger'>;
+    };
+};
+declare type OrderBookCallback = () => void;
+export declare type NodeToFill = {
+    node: DLOBNode;
+    makerNode?: DLOBNode;
+};
+export declare type NodeToTrigger = {
+    node: TriggerOrderNode;
+};
+declare type Side = 'ask' | 'bid' | 'both' | 'nocross';
+export declare class DLOB {
+    openOrders: Map<MarketTypeStr, Set<string>>;
+    orderLists: Map<MarketTypeStr, Map<number, MarketNodeLists>>;
+    stateAccount: StateAccount;
+    marketIndexToAccount: Map<MarketTypeStr, Map<number, PerpMarketAccount | SpotMarketAccount>>;
+    userMap: UserMapInterface;
+    silent: boolean;
+    initialized: boolean;
+    /**
+     *
+     * @param perpMarkets The perp markets to maintain a DLOB for
+     * @param spotMarkets The spot markets to maintain a DLOB for
+     * @param userMap map of all users
+     * @param silent set to true to prevent logging on inserts and removals
+     */
+    constructor(perpMarkets: PerpMarketAccount[], spotMarkets: SpotMarketAccount[], stateAccount: StateAccount, userMap: UserMapInterface, silent?: boolean);
+    clear(): void;
+    /**
+     * initializes a new DLOB instance
+     *
+     * @returns a promise that resolves when the DLOB is initialized
+     */
+    init(): Promise<boolean>;
+    insertOrder(order: Order, userAccount: PublicKey, onInsert?: OrderBookCallback): void;
+    trigger(order: Order, userAccount: PublicKey, onTrigger?: OrderBookCallback): void;
+    getListForOrder(order: Order): NodeList<any> | undefined;
+    findNodesToFill(marketIndex: number, fallbackBid: BN | undefined, fallbackAsk: BN | undefined, slot: number, ts: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findCrossingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findFallbackCrossingNodesToFill(marketIndex: number, fallbackBid: BN, fallbackAsk: BN, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType): NodeToFill[];
+    findJitAuctionNodesToFill(marketIndex: number, slot: number, marketType: MarketType): NodeToFill[];
+    getMarketBids(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
+    getMarketAsks(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
+    getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    findCrossingOrders(askNode: DLOBNode, bidNode: DLOBNode, oraclePriceData: OraclePriceData, slot: number): {
+        crossingNodes: NodeToFill[];
+        exhaustedSide: Side;
+    };
+    determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
+        takerNode: DLOBNode;
+        makerNode: DLOBNode;
+        makerSide: Side;
+    };
+    getBestAsk(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    getBestBid(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    findNodesToTrigger(marketIndex: number, slot: number, oraclePrice: BN, marketType: MarketType): NodeToTrigger[];
+    printTopOfOrderLists(sdkConfig: any, driftClient: DriftClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void;
+}
+export {};