@drift-labs/sdk 2.0.13 → 2.0.15

package/README.md

@@ -1,7 +1,7 @@
 <div align="center">
   <img height="120x" src="https://uploads-ssl.webflow.com/611580035ad59b20437eb024/616f97a42f5637c4517d0193_Logo%20(1)%20(1).png" />
 
-  <h1 style="margin-top:20px;">Drift Protocol v1</h1>
+  <h1 style="margin-top:20px;">Drift Protocol v2</h1>
 
   <p>
     <a href="https://www.npmjs.com/package/@drift-labs/sdk"><img alt="SDK npm package" src="https://img.shields.io/npm/v/@drift-labs/sdk" /></a>
@@ -11,13 +11,13 @@
   </p>
 </div>
 
-# Drift Protocol v1
+# Drift Protocol v2
 
 This repository provides open source access to Drift's Typescript SDK, Solana Programs, and more.
 
 # SDK Guide
 
-The technical documentation for the SDK can be found [here](https://drift-labs.github.io/protocol-v1/sdk/), and you can visit Drift's general purpose documentation [here](https://docs.drift.trade/drift-sdk-documentation).
+The technical documentation for the SDK can be found [here](https://drift-labs.github.io/protocol-v2/sdk/), and you can visit Drift's general purpose documentation [here](https://docs.drift.trade/sdk-documentation).
 
 ## Installation
 

package/lib/accounts/pollingDriftClientAccountSubscriber.js

@@ -201,9 +201,6 @@ class PollingDriftClientAccountSubscriber {
         return false;
     }
     async unsubscribe() {
-        if (!this.isSubscribed) {
-            return;
-        }
         for (const [_, accountToPoll] of this.accountsToPoll) {
             this.accountLoader.removeAccount(accountToPoll.publicKey, accountToPoll.callbackId);
         }

package/lib/accounts/pollingUserStatsAccountSubscriber.js

@@ -83,9 +83,6 @@ class PollingUserStatsAccountSubscriber {
         return success;
     }
     async unsubscribe() {
-        if (!this.isSubscribed) {
-            return;
-        }
         for (const [_, accountToPoll] of this.accountsToPoll) {
             this.accountLoader.removeAccount(accountToPoll.publicKey, accountToPoll.callbackId);
         }

package/lib/adminClient.d.ts

@@ -27,6 +27,8 @@ export declare class AdminClient extends DriftClient {
     updatePerpMarketMaxSpread(perpMarketIndex: number, maxSpread: number): Promise<TransactionSignature>;
     updatePerpFeeStructure(feeStructure: FeeStructure): Promise<TransactionSignature>;
     updateSpotFeeStructure(feeStructure: FeeStructure): Promise<TransactionSignature>;
+    updateInitialPctToLiquidate(initialPctToLiquidate: number): Promise<TransactionSignature>;
+    updateLiquidationDuration(liquidationDuration: number): Promise<TransactionSignature>;
     updateOracleGuardRails(oracleGuardRails: OracleGuardRails): Promise<TransactionSignature>;
     updateStateSettlementDuration(settlementDuration: number): Promise<TransactionSignature>;
     updateWithdrawGuardThreshold(spotMarketIndex: number, withdrawGuardThreshold: BN): Promise<TransactionSignature>;

package/lib/adminClient.js

@@ -324,6 +324,22 @@ class AdminClient extends driftClient_1.DriftClient {
             },
         });
     }
+    async updateInitialPctToLiquidate(initialPctToLiquidate) {
+        return await this.program.rpc.updateInitialPctToLiquidate(initialPctToLiquidate, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+            },
+        });
+    }
+    async updateLiquidationDuration(liquidationDuration) {
+        return await this.program.rpc.updateLiquidationDuration(liquidationDuration, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+            },
+        });
+    }
     async updateOracleGuardRails(oracleGuardRails) {
         return await this.program.rpc.updateOracleGuardRails(oracleGuardRails, {
             accounts: {

package/lib/constants/numericConstants.d.ts

@@ -50,7 +50,9 @@ export declare const PRICE_TO_QUOTE_PRECISION: BN;
 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 LIQUIDATION_PCT_PRECISION: BN;
 export declare const ONE_YEAR: BN;
 export declare const QUOTE_SPOT_MARKET_INDEX = 0;
 export declare const LAMPORTS_PRECISION: BN;
 export declare const LAMPORTS_EXP: BN;
+export declare const OPEN_ORDER_MARGIN_REQUIREMENT: BN;

package/lib/constants/numericConstants.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 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;
+exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.LIQUIDATION_PCT_PRECISION = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
@@ -54,7 +54,9 @@ exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_PRECISION.div(exports.QUOTE_PRE
 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); // 10^6
+exports.LIQUIDATION_PCT_PRECISION = exports.TEN_THOUSAND;
 exports.ONE_YEAR = new __1.BN(31536000);
 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));
+exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.QUOTE_PRECISION.div(new __1.BN(100));

package/lib/dlob/DLOB.d.ts

@@ -29,7 +29,6 @@ export declare type NodeToFill = {
 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>>;
@@ -57,22 +56,23 @@ export declare class DLOB {
     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[];
+    findLimitOrderNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
+    findMarketNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, fallbackAsk: BN | undefined, fallbackBid?: BN | undefined): NodeToFill[];
+    findMarketNodesCrossingLimitNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean): NodeToFill[];
+    findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode>, fallbackPrice: BN, doesCross: (nodePrice: BN | undefined, fallbackPrice: BN) => boolean): 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>;
+    private getBestNode;
+    getLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): 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;
-    };
+    findCrossingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
     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;