@drift-labs/sdk 2.0.11 → 2.0.12

package/src/events/eventList.js

@@ -0,0 +1,77 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.EventList = void 0;
+class Node {
+    constructor(event, next, prev) {
+        this.event = event;
+        this.next = next;
+        this.prev = prev;
+    }
+}
+class EventList {
+    constructor(eventType, maxSize, sortFn, orderDirection) {
+        this.eventType = eventType;
+        this.maxSize = maxSize;
+        this.sortFn = sortFn;
+        this.orderDirection = orderDirection;
+        this.size = 0;
+    }
+    insert(event) {
+        this.size++;
+        const newNode = new Node(event);
+        if (this.head === undefined) {
+            this.head = this.tail = newNode;
+            return;
+        }
+        if (this.sortFn(this.head.event, newNode.event) ===
+            (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
+            this.head.prev = newNode;
+            newNode.next = this.head;
+            this.head = newNode;
+        }
+        else {
+            let currentNode = this.head;
+            while (currentNode.next !== undefined &&
+                this.sortFn(currentNode.next.event, newNode.event) !==
+                    (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
+                currentNode = currentNode.next;
+            }
+            newNode.next = currentNode.next;
+            if (currentNode.next !== undefined) {
+                newNode.next.prev = newNode;
+            }
+            currentNode.next = newNode;
+            newNode.prev = currentNode;
+        }
+        if (this.size > this.maxSize) {
+            this.detach();
+        }
+    }
+    detach() {
+        const node = this.tail;
+        if (node.prev !== undefined) {
+            node.prev.next = node.next;
+        }
+        else {
+            this.head = node.next;
+        }
+        if (node.next !== undefined) {
+            node.next.prev = node.prev;
+        }
+        else {
+            this.tail = node.prev;
+        }
+        this.size--;
+    }
+    toArray() {
+        return Array.from(this);
+    }
+    *[Symbol.iterator]() {
+        let node = this.head;
+        while (node) {
+            yield node.event;
+            node = node.next;
+        }
+    }
+}
+exports.EventList = EventList;

package/src/events/pollingLogProvider.ts

@@ -49,12 +49,12 @@ export class PollingLogProvider implements LogProvider {
 					skipHistory && this.firstFetch ? 1 : undefined
 				);
 
-				this.firstFetch = false;
-
 				if (response === undefined) {
 					return;
 				}
 
+				this.firstFetch = false;
+
 				const { mostRecentTx, transactionLogs } = response;
 
 				for (const { txSig, slot, logs } of transactionLogs) {

package/src/examples/makeTradeExample.js

@@ -0,0 +1,157 @@
+'use strict';
+var __awaiter =
+	(this && this.__awaiter) ||
+	function (thisArg, _arguments, P, generator) {
+		function adopt(value) {
+			return value instanceof P
+				? value
+				: new P(function (resolve) {
+						resolve(value);
+				  });
+		}
+		return new (P || (P = Promise))(function (resolve, reject) {
+			function fulfilled(value) {
+				try {
+					step(generator.next(value));
+				} catch (e) {
+					reject(e);
+				}
+			}
+			function rejected(value) {
+				try {
+					step(generator['throw'](value));
+				} catch (e) {
+					reject(e);
+				}
+			}
+			function step(result) {
+				result.done
+					? resolve(result.value)
+					: adopt(result.value).then(fulfilled, rejected);
+			}
+			step((generator = generator.apply(thisArg, _arguments || [])).next());
+		});
+	};
+Object.defineProperty(exports, '__esModule', { value: true });
+exports.getTokenAddress = void 0;
+const anchor_1 = require('@project-serum/anchor');
+const __1 = require('..');
+const spl_token_1 = require('@solana/spl-token');
+const web3_js_1 = require('@solana/web3.js');
+const __2 = require('..');
+const banks_1 = require('../constants/spotMarkets');
+const getTokenAddress = (mintAddress, userPubKey) => {
+	return spl_token_1.Token.getAssociatedTokenAddress(
+		new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`),
+		spl_token_1.TOKEN_PROGRAM_ID,
+		new web3_js_1.PublicKey(mintAddress),
+		new web3_js_1.PublicKey(userPubKey)
+	);
+};
+exports.getTokenAddress = getTokenAddress;
+const main = () =>
+	__awaiter(void 0, void 0, void 0, function* () {
+		// Initialize Drift SDK
+		const sdkConfig = __2.initialize({ env: 'devnet' });
+		// Set up the Wallet and Provider
+		const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
+		const keypair = web3_js_1.Keypair.fromSecretKey(
+			Uint8Array.from(JSON.parse(privateKey))
+		);
+		const wallet = new __1.Wallet(keypair);
+		// Set up the Connection
+		const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
+		const connection = new web3_js_1.Connection(rpcAddress);
+		// Set up the Provider
+		const provider = new anchor_1.AnchorProvider(
+			connection,
+			wallet,
+			anchor_1.AnchorProvider.defaultOptions()
+		);
+		// Check SOL Balance
+		const lamportsBalance = yield connection.getBalance(wallet.publicKey);
+		console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
+		// Misc. other things to set up
+		const usdcTokenAddress = yield exports.getTokenAddress(
+			sdkConfig.USDC_MINT_ADDRESS,
+			wallet.publicKey.toString()
+		);
+		// Set up the Drift Clearing House
+		const clearingHousePublicKey = new web3_js_1.PublicKey(
+			sdkConfig.DRIFT_PROGRAM_ID
+		);
+		const clearingHouse = new __2.ClearingHouse({
+			connection,
+			wallet: provider.wallet,
+			programID: clearingHousePublicKey,
+		});
+		yield clearingHouse.subscribe();
+		// Set up Clearing House user client
+		const user = new __2.ClearingHouseUser({
+			clearingHouse,
+			userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
+		});
+		//// Check if clearing house account exists for the current wallet
+		const userAccountExists = yield user.exists();
+		if (!userAccountExists) {
+			//// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
+			const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
+			yield clearingHouse.initializeUserAccountAndDepositCollateral(
+				depositAmount,
+				yield exports.getTokenAddress(
+					usdcTokenAddress.toString(),
+					wallet.publicKey.toString()
+				),
+				banks_1.SpotMarkets['devnet'][0].marketIndex
+			);
+		}
+		yield user.subscribe();
+		// Get current price
+		const solMarketInfo = sdkConfig.PERP_MARKETS.find(
+			(market) => market.baseAssetSymbol === 'SOL'
+		);
+		const currentMarketPrice = __2.calculateMarkPrice(
+			clearingHouse.getMarketAccount(solMarketInfo.marketIndex),
+			undefined
+		);
+		const formattedPrice = __2.convertToNumber(
+			currentMarketPrice,
+			__2.PRICE_PRECISION
+		);
+		console.log(`Current Market Price is $${formattedPrice}`);
+		// Estimate the slippage for a $5000 LONG trade
+		const solMarketAccount = clearingHouse.getMarketAccount(
+			solMarketInfo.marketIndex
+		);
+		const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
+		const slippage = __2.convertToNumber(
+			__2.calculateTradeSlippage(
+				__2.PositionDirection.LONG,
+				longAmount,
+				solMarketAccount,
+				'quote',
+				undefined
+			)[0],
+			__2.PRICE_PRECISION
+		);
+		console.log(
+			`Slippage for a $5000 LONG on the SOL market would be $${slippage}`
+		);
+		// Make a $5000 LONG trade
+		yield clearingHouse.openPosition(
+			__2.PositionDirection.LONG,
+			longAmount,
+			solMarketInfo.marketIndex
+		);
+		console.log(`LONGED $5000 SOL`);
+		// Reduce the position by $2000
+		const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
+		yield clearingHouse.openPosition(
+			__2.PositionDirection.SHORT,
+			reduceAmount,
+			solMarketInfo.marketIndex
+		);
+		// Close the rest of the position
+		yield clearingHouse.closePosition(solMarketInfo.marketIndex);
+	});
+main();

package/src/idl/drift.json

@@ -2070,6 +2070,34 @@
         }
       ]
     },
+    {
+      "name": "updateSerumFulfillmentConfigStatus",
+      "accounts": [
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "serumFulfillmentConfig",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "admin",
+          "isMut": true,
+          "isSigner": true
+        }
+      ],
+      "args": [
+        {
+          "name": "status",
+          "type": {
+            "defined": "SpotFulfillmentConfigStatus"
+          }
+        }
+      ]
+    },
     {
       "name": "updateSerumVault",
       "accounts": [
@@ -4184,7 +4212,7 @@
           {
             "name": "status",
             "type": {
-              "defined": "SpotFulfillmentStatus"
+              "defined": "SpotFulfillmentConfigStatus"
             }
           },
           {
@@ -6206,7 +6234,7 @@
       }
     },
     {
-      "name": "SpotFulfillmentStatus",
+      "name": "SpotFulfillmentConfigStatus",
       "type": {
         "kind": "enum",
         "variants": [
@@ -8423,6 +8451,16 @@
       "code": 6218,
       "name": "InvalidPerpPosition",
       "msg": "Invalid Perp Position"
+    },
+    {
+      "code": 6219,
+      "name": "InvalidLiquidation",
+      "msg": "Invalid Liquidation"
+    },
+    {
+      "code": 6220,
+      "name": "SpotFulfillmentConfigDisabled",
+      "msg": "Spot Fulfullment Config Disabled"
     }
   ]
 }

package/src/token/index.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.parseTokenAccount = void 0;
+const spl_token_1 = require("@solana/spl-token");
+const web3_js_1 = require("@solana/web3.js");
+function parseTokenAccount(data) {
+    const accountInfo = spl_token_1.AccountLayout.decode(data);
+    accountInfo.mint = new web3_js_1.PublicKey(accountInfo.mint);
+    accountInfo.owner = new web3_js_1.PublicKey(accountInfo.owner);
+    accountInfo.amount = spl_token_1.u64.fromBuffer(accountInfo.amount);
+    if (accountInfo.delegateOption === 0) {
+        accountInfo.delegate = null;
+        // eslint-disable-next-line new-cap
+        accountInfo.delegatedAmount = new spl_token_1.u64(0);
+    }
+    else {
+        accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);
+        accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(accountInfo.delegatedAmount);
+    }
+    accountInfo.isInitialized = accountInfo.state !== 0;
+    accountInfo.isFrozen = accountInfo.state === 2;
+    if (accountInfo.isNativeOption === 1) {
+        accountInfo.rentExemptReserve = spl_token_1.u64.fromBuffer(accountInfo.isNative);
+        accountInfo.isNative = true;
+    }
+    else {
+        accountInfo.rentExemptReserve = null;
+        accountInfo.isNative = false;
+    }
+    if (accountInfo.closeAuthorityOption === 0) {
+        accountInfo.closeAuthority = null;
+    }
+    else {
+        accountInfo.closeAuthority = new web3_js_1.PublicKey(accountInfo.closeAuthority);
+    }
+    return accountInfo;
+}
+exports.parseTokenAccount = parseTokenAccount;

package/src/tx/types.js

@@ -0,0 +1,2 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/src/tx/utils.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.wrapInTx = void 0;
+const web3_js_1 = require("@solana/web3.js");
+const COMPUTE_UNITS_DEFAULT = 200000;
+function wrapInTx(instruction, computeUnits = 600000 // TODO, requires less code change
+) {
+    const tx = new web3_js_1.Transaction();
+    if (computeUnits != COMPUTE_UNITS_DEFAULT) {
+        tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
+            units: computeUnits,
+            additionalFee: 0,
+        }));
+    }
+    return tx.add(instruction);
+}
+exports.wrapInTx = wrapInTx;

package/src/types.ts

@@ -173,6 +173,11 @@ export class SettlePnlExplanation {
 	static readonly EXPIRED_POSITION = { expiredPosition: {} };
 }
 
+export class SpotFulfillmentConfigStatus {
+	static readonly ENABLED = { enabled: {} };
+	static readonly DISABLED = { disabled: {} };
+}
+
 export class StakeAction {
 	static readonly STAKE = { stake: {} };
 	static readonly UNSTAKE_REQUEST = { unstakeRequest: {} };

package/src/user.ts

@@ -64,6 +64,7 @@ import {
 	getWorstCaseTokenAmounts,
 	isSpotPositionAvailable,
 } from './math/spotPosition';
+
 export class User {
 	driftClient: DriftClient;
 	userAccountPublicKey: PublicKey;
@@ -410,6 +411,16 @@ export class User {
 		return this.getMarginRequirement('Maintenance', liquidationBuffer);
 	}
 
+	public getActivePerpPositions(): PerpPosition[] {
+		return this.getUserAccount().perpPositions.filter(
+			(pos) =>
+				!pos.baseAssetAmount.eq(ZERO) ||
+				!pos.quoteAssetAmount.eq(ZERO) ||
+				!(pos.openOrders == 0) ||
+				!pos.lpShares.eq(ZERO)
+		);
+	}
+
 	/**
 	 * calculates unrealized position price pnl
 	 * @returns : Precision QUOTE_PRECISION
@@ -420,10 +431,8 @@ export class User {
 		withWeightMarginCategory?: MarginCategory
 	): BN {
 		const quoteSpotMarket = this.driftClient.getQuoteSpotMarketAccount();
-		return this.getUserAccount()
-			.perpPositions.filter((pos) =>
-				marketIndex ? pos.marketIndex === marketIndex : true
-			)
+		return this.getActivePerpPositions()
+			.filter((pos) => (marketIndex ? pos.marketIndex === marketIndex : true))
 			.reduce((unrealizedPnl, perpPosition) => {
 				const market = this.driftClient.getPerpMarketAccount(
 					perpPosition.marketIndex
@@ -757,6 +766,53 @@ export class User {
 		);
 	}
 
+	/**
+	 * calculates User Health by comparing total collateral and maint. margin requirement
+	 * @returns : number (value from [0, 100])
+	 */
+	public getHealth(): number {
+		const userAccount = this.getUserAccount();
+
+		if (
+			isVariant(userAccount.status, 'beingLiquidated') ||
+			isVariant(userAccount.status, 'bankrupt')
+		) {
+			return 0;
+		}
+
+		const totalCollateral = this.getTotalCollateral('Maintenance');
+		const maintenanceMarginReq = this.getMaintenanceMarginRequirement();
+
+		let health: number;
+
+		if (maintenanceMarginReq.eq(ZERO) && totalCollateral.gte(ZERO)) {
+			health = 100;
+		} else if (totalCollateral.lte(ZERO)) {
+			health = 0;
+		} else {
+			// const totalCollateral = this.getTotalCollateral('Initial');
+			// const maintenanceMarginReq = this.getMaintenanceMarginRequirement();
+
+			const marginRatio =
+				this.getMarginRatio().toNumber() / MARGIN_PRECISION.toNumber();
+
+			const maintenanceRatio =
+				(maintenanceMarginReq.toNumber() / totalCollateral.toNumber()) *
+				marginRatio;
+
+			const healthP1 = Math.max(0, (marginRatio - maintenanceRatio) * 100) + 1;
+
+			health = Math.min(1, Math.log(healthP1) / Math.log(100)) * 100;
+			if (health > 1) {
+				health = Math.round(health);
+			} else {
+				health = Math.round(health * 100) / 100;
+			}
+		}
+
+		return health;
+	}
+
 	/**
 	 * calculates sum of position value across all positions in margin system
 	 * @returns : Precision QUOTE_PRECISION
@@ -766,7 +822,7 @@ export class User {
 		liquidationBuffer?: BN,
 		includeOpenOrders?: boolean
 	): BN {
-		return this.getUserAccount().perpPositions.reduce(
+		return this.getActivePerpPositions().reduce(
 			(totalPerpValue, perpPosition) => {
 				const market = this.driftClient.getPerpMarketAccount(
 					perpPosition.marketIndex
@@ -955,15 +1011,20 @@ export class User {
 		return totalLiabilityValue.mul(TEN_THOUSAND).div(totalAssetValue);
 	}
 
-	getTotalLiabilityValue(): BN {
-		return this.getTotalPerpPositionValue(undefined, undefined, true).add(
-			this.getSpotMarketLiabilityValue(undefined, undefined, undefined, true)
+	getTotalLiabilityValue(marginCategory?: MarginCategory): BN {
+		return this.getTotalPerpPositionValue(marginCategory, undefined, true).add(
+			this.getSpotMarketLiabilityValue(
+				undefined,
+				marginCategory,
+				undefined,
+				true
+			)
 		);
 	}
 
-	getTotalAssetValue(): BN {
-		return this.getSpotMarketAssetValue(undefined, undefined, true).add(
-			this.getUnrealizedPNL(true, undefined, undefined)
+	getTotalAssetValue(marginCategory?: MarginCategory): BN {
+		return this.getSpotMarketAssetValue(undefined, marginCategory, true).add(
+			this.getUnrealizedPNL(true, undefined, marginCategory)
 		);
 	}
 
@@ -1008,14 +1069,14 @@ export class User {
 	 * calculates margin ratio: total collateral / |total position value|
 	 * @returns : Precision TEN_THOUSAND
 	 */
-	public getMarginRatio(): BN {
-		const totalLiabilityValue = this.getTotalLiabilityValue();
+	public getMarginRatio(marginCategory?: MarginCategory): BN {
+		const totalLiabilityValue = this.getTotalLiabilityValue(marginCategory);
 
 		if (totalLiabilityValue.eq(ZERO)) {
 			return BN_MAX;
 		}
 
-		const totalAssetValue = this.getTotalAssetValue();
+		const totalAssetValue = this.getTotalAssetValue(marginCategory);
 
 		return totalAssetValue.mul(TEN_THOUSAND).div(totalLiabilityValue);
 	}
@@ -1081,7 +1142,64 @@ export class User {
 	}
 
 	/**
-	 * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
+	 * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
+	 * @param PerpPosition
+	 * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+	 * @param partial
+	 * @returns Precision : PRICE_PRECISION
+	 */
+	public spotLiquidationPrice(
+		spotPosition: Pick<SpotPosition, 'marketIndex'>
+	): BN {
+		const currentSpotPosition = this.getSpotPosition(spotPosition.marketIndex);
+
+		const mtc = this.getTotalCollateral('Maintenance');
+		const mmr = this.getMaintenanceMarginRequirement();
+
+		const deltaValueToLiq = mtc.sub(mmr); // QUOTE_PRECISION
+
+		const currentSpotMarket = this.driftClient.getSpotMarketAccount(
+			spotPosition.marketIndex
+		);
+		const tokenAmount = getTokenAmount(
+			currentSpotPosition.scaledBalance,
+			currentSpotMarket,
+			currentSpotPosition.balanceType
+		);
+		const tokenAmountQP = tokenAmount
+			.mul(QUOTE_PRECISION)
+			.div(new BN(10 ** currentSpotMarket.decimals));
+
+		if (tokenAmountQP.abs().eq(ZERO)) {
+			return new BN(-1);
+		}
+		let liqPriceDelta: BN;
+		if (isVariant(currentSpotPosition.balanceType, 'borrow')) {
+			liqPriceDelta = deltaValueToLiq
+				.mul(PRICE_PRECISION)
+				.mul(SPOT_MARKET_WEIGHT_PRECISION)
+				.div(tokenAmountQP)
+				.div(new BN(currentSpotMarket.maintenanceLiabilityWeight));
+		} else {
+			liqPriceDelta = deltaValueToLiq
+				.mul(PRICE_PRECISION)
+				.mul(SPOT_MARKET_WEIGHT_PRECISION)
+				.div(tokenAmountQP)
+				.div(new BN(currentSpotMarket.maintenanceAssetWeight))
+				.mul(new BN(-1));
+		}
+
+		const currentPrice = this.driftClient.getOracleDataForSpotMarket(
+			spotPosition.marketIndex
+		).price;
+
+		const liqPrice = currentPrice.add(liqPriceDelta);
+
+		return liqPrice;
+	}
+
+	/**
+	 * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
 	 * @param PerpPosition
 	 * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
 	 * @param partial

package/src/userMap/userMap.ts

@@ -5,14 +5,6 @@ import {
 	bulkPollingUserSubscribe,
 	OrderRecord,
 	UserSubscriptionConfig,
-	WrappedEvent,
-	DepositRecord,
-	FundingPaymentRecord,
-	LiquidationRecord,
-	OrderActionRecord,
-	SettlePnlRecord,
-	NewUserRecord,
-	LPRecord,
 } from '..';
 import { ProgramAccount } from '@project-serum/anchor';
 
@@ -128,42 +120,6 @@ export class UserMap implements UserMapInterface {
 		}
 	}
 
-	public async updateWithEventRecord(record: WrappedEvent<any>) {
-		if (record.eventType === 'DepositRecord') {
-			const depositRecord = record as DepositRecord;
-			await this.mustGet(depositRecord.user.toString());
-		} else if (record.eventType === 'FundingPaymentRecord') {
-			const fundingPaymentRecord = record as FundingPaymentRecord;
-			await this.mustGet(fundingPaymentRecord.user.toString());
-		} else if (record.eventType === 'LiquidationRecord') {
-			const liqRecord = record as LiquidationRecord;
-
-			await this.mustGet(liqRecord.user.toString());
-			await this.mustGet(liqRecord.liquidator.toString());
-		} else if (record.eventType === 'OrderRecord') {
-			const orderRecord = record as OrderRecord;
-			await this.updateWithOrderRecord(orderRecord);
-		} else if (record.eventType === 'OrderActionRecord') {
-			const actionRecord = record as OrderActionRecord;
-
-			if (actionRecord.taker) {
-				await this.mustGet(actionRecord.taker.toString());
-			}
-			if (actionRecord.maker) {
-				await this.mustGet(actionRecord.maker.toString());
-			}
-		} else if (record.eventType === 'SettlePnlRecord') {
-			const settlePnlRecord = record as SettlePnlRecord;
-			await this.mustGet(settlePnlRecord.user.toString());
-		} else if (record.eventType === 'NewUserRecord') {
-			const newUserRecord = record as NewUserRecord;
-			await this.mustGet(newUserRecord.user.toString());
-		} else if (record.eventType === 'LPRecord') {
-			const lpRecord = record as LPRecord;
-			await this.mustGet(lpRecord.user.toString());
-		}
-	}
-
 	public values(): IterableIterator<User> {
 		return this.userMap.values();
 	}