@drift-labs/sdk 2.0.2 → 2.0.3

package/README.md

@@ -228,3 +228,4 @@ Drift Protocol v1 is licensed under [Apache 2.0](./LICENSE).
 Unless you explicitly state otherwise, any contribution intentionally submitted
 for inclusion in Drift SDK by you, as defined in the Apache-2.0 license, shall be
 licensed as above, without any additional terms or conditions.
+

package/lib/math/orders.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import { User } from '../user';
-import { PerpMarketAccount, Order } from '../types';
+import { PerpMarketAccount, AMM, Order } from '../types';
 import { BN } from '@project-serum/anchor';
 import { OraclePriceData } from '../oracles/types';
 export declare function isOrderRiskIncreasing(user: User, order: Order): boolean;
@@ -12,7 +12,7 @@ export declare function getOptionalLimitPrice(order: Order, oraclePriceData: Ora
 export declare function hasLimitPrice(order: Order, slot: number): boolean;
 export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number, ts: number): boolean;
 export declare function calculateBaseAssetAmountForAmmToFulfill(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number): BN;
-export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, market: PerpMarketAccount, limitPrice: BN, oraclePriceData: OraclePriceData): BN;
+export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, limitPrice: BN, oraclePriceData: OraclePriceData): BN;
 export declare function isOrderExpired(order: Order, ts: number): boolean;
 export declare function isMarketOrder(order: Order): boolean;
 export declare function isLimitOrder(order: Order): boolean;

package/lib/math/orders.js

@@ -135,19 +135,20 @@ function calculateBaseAssetAmountForAmmToFulfill(order, market, oraclePriceData,
     }
     const limitPrice = getOptionalLimitPrice(order, oraclePriceData, slot);
     let baseAssetAmount;
+    const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
     if (limitPrice !== undefined) {
-        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, market, limitPrice, oraclePriceData);
+        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, limitPrice, oraclePriceData);
     }
     else {
         baseAssetAmount = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
     }
-    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(market.amm, order.direction);
+    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(updatedAMM, order.direction);
     return anchor_1.BN.min(maxBaseAssetAmount, baseAssetAmount);
 }
 exports.calculateBaseAssetAmountForAmmToFulfill = calculateBaseAssetAmountForAmmToFulfill;
-function calculateBaseAssetAmountToFillUpToLimitPrice(order, market, limitPrice, oraclePriceData) {
-    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction, oraclePriceData);
-    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, market.amm.orderStepSize);
+function calculateBaseAssetAmountToFillUpToLimitPrice(order, amm, limitPrice, oraclePriceData) {
+    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(amm, limitPrice, order.direction, oraclePriceData);
+    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, amm.orderStepSize);
     // Check that directions are the same
     const sameDirection = isSameDirection(direction, order.direction);
     if (!sameDirection) {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.0.2",
+	"version": "2.0.3",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/math/orders.ts

@@ -3,6 +3,7 @@ import {
 	isOneOfVariant,
 	isVariant,
 	PerpMarketAccount,
+	AMM,
 	Order,
 	PositionDirection,
 } from '../types';
@@ -13,6 +14,7 @@ import { getAuctionPrice, isAuctionComplete } from './auction';
 import {
 	calculateMaxBaseAssetAmountFillable,
 	calculateMaxBaseAssetAmountToTrade,
+	calculateUpdatedAMM,
 } from './amm';
 
 export function isOrderRiskIncreasing(user: User, order: Order): boolean {
@@ -202,10 +204,12 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 
 	const limitPrice = getOptionalLimitPrice(order, oraclePriceData, slot);
 	let baseAssetAmount;
+
+	const updatedAMM = calculateUpdatedAMM(market.amm, oraclePriceData);
 	if (limitPrice !== undefined) {
 		baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(
 			order,
-			market,
+			updatedAMM,
 			limitPrice,
 			oraclePriceData
 		);
@@ -214,7 +218,7 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 	}
 
 	const maxBaseAssetAmount = calculateMaxBaseAssetAmountFillable(
-		market.amm,
+		updatedAMM,
 		order.direction
 	);
 
@@ -223,12 +227,12 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 
 export function calculateBaseAssetAmountToFillUpToLimitPrice(
 	order: Order,
-	market: PerpMarketAccount,
+	amm: AMM,
 	limitPrice: BN,
 	oraclePriceData: OraclePriceData
 ): BN {
 	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
-		market.amm,
+		amm,
 		limitPrice,
 		order.direction,
 		oraclePriceData
@@ -236,7 +240,7 @@ export function calculateBaseAssetAmountToFillUpToLimitPrice(
 
 	const baseAssetAmount = standardizeBaseAssetAmount(
 		maxAmountToTrade,
-		market.amm.orderStepSize
+		amm.orderStepSize
 	);
 
 	// Check that directions are the same

package/src/assert/assert.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.assert = void 0;
-function assert(condition, error) {
-    if (!condition) {
-        throw new Error(error || 'Unspecified AssertionError');
-    }
-}
-exports.assert = assert;

package/src/events/eventList.js

@@ -1,77 +0,0 @@
-"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/examples/makeTradeExample.js

@@ -1,157 +0,0 @@
-'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/token/index.js

@@ -1,38 +0,0 @@
-"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

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

package/src/tx/utils.js

@@ -1,17 +0,0 @@
-"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/util/computeUnits.js

@@ -1,27 +0,0 @@
-"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.findComputeUnitConsumption = void 0;
-function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
-    return __awaiter(this, void 0, void 0, function* () {
-        const tx = yield connection.getTransaction(txSignature, { commitment });
-        const computeUnits = [];
-        const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of ([0-9]{0,7}) compute units`);
-        tx.meta.logMessages.forEach((logMessage) => {
-            const match = logMessage.match(regex);
-            if (match && match[1]) {
-                computeUnits.push(match[1]);
-            }
-        });
-        return computeUnits;
-    });
-}
-exports.findComputeUnitConsumption = findComputeUnitConsumption;

package/src/util/getTokenAddress.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTokenAddress = void 0;
-const spl_token_1 = require("@solana/spl-token");
-const web3_js_1 = require("@solana/web3.js");
-const getTokenAddress = (mintAddress, userPubKey) => {
-    return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
-};
-exports.getTokenAddress = getTokenAddress;

package/src/util/promiseTimeout.js

@@ -1,14 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.promiseTimeout = void 0;
-function promiseTimeout(promise, timeoutMs) {
-    let timeoutId;
-    const timeoutPromise = new Promise((resolve) => {
-        timeoutId = setTimeout(() => resolve(null), timeoutMs);
-    });
-    return Promise.race([promise, timeoutPromise]).then((result) => {
-        clearTimeout(timeoutId);
-        return result;
-    });
-}
-exports.promiseTimeout = promiseTimeout;

package/src/util/tps.js

@@ -1,27 +0,0 @@
-"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.estimateTps = void 0;
-function estimateTps(programId, connection, failed) {
-    return __awaiter(this, void 0, void 0, function* () {
-        let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
-        if (failed) {
-            signatures = signatures.filter((signature) => signature.err);
-        }
-        const numberOfSignatures = signatures.length;
-        if (numberOfSignatures === 0) {
-            return 0;
-        }
-        return (numberOfSignatures /
-            (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
-    });
-}
-exports.estimateTps = estimateTps;