@drift-labs/sdk 2.10.0-beta.1 → 2.10.0-beta.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (63) hide show
  1. package/lib/accounts/bulkAccountLoader.d.ts +2 -1
  2. package/lib/accounts/pollingDriftClientAccountSubscriber.js +12 -3
  3. package/lib/accounts/types.d.ts +5 -4
  4. package/lib/adminClient.js +96 -34
  5. package/lib/config.d.ts +2 -2
  6. package/lib/constants/perpMarkets.d.ts +1 -1
  7. package/lib/constants/spotMarkets.d.ts +1 -1
  8. package/lib/dlob/DLOB.d.ts +4 -4
  9. package/lib/dlob/DLOBNode.d.ts +2 -2
  10. package/lib/dlob/DLOBOrders.d.ts +2 -2
  11. package/lib/dlob/NodeList.d.ts +1 -1
  12. package/lib/driftClient.d.ts +4 -3
  13. package/lib/driftClient.js +105 -64
  14. package/lib/driftClientConfig.d.ts +3 -3
  15. package/lib/events/fetchLogs.d.ts +2 -2
  16. package/lib/events/types.d.ts +13 -13
  17. package/lib/factory/bigNum.js +4 -4
  18. package/lib/idl/drift.json +1 -1
  19. package/lib/index.d.ts +1 -0
  20. package/lib/index.js +1 -0
  21. package/lib/math/amm.d.ts +1 -1
  22. package/lib/math/amm.js +15 -6
  23. package/lib/math/oracles.js +2 -2
  24. package/lib/math/repeg.d.ts +1 -1
  25. package/lib/math/repeg.js +46 -19
  26. package/lib/math/trade.d.ts +1 -1
  27. package/lib/oracles/types.d.ts +2 -2
  28. package/lib/serum/types.d.ts +1 -1
  29. package/lib/slot/SlotSubscriber.d.ts +1 -1
  30. package/lib/testClient.d.ts +8 -0
  31. package/lib/testClient.js +22 -0
  32. package/lib/tx/retryTxSender.d.ts +1 -1
  33. package/lib/tx/types.d.ts +1 -1
  34. package/lib/types.d.ts +43 -43
  35. package/lib/user.d.ts +1 -0
  36. package/lib/user.js +10 -6
  37. package/lib/userConfig.d.ts +2 -2
  38. package/lib/userMap/userMap.js +3 -0
  39. package/lib/userMap/userStatsMap.js +3 -0
  40. package/lib/userStatsConfig.d.ts +2 -2
  41. package/package.json +1 -1
  42. package/src/accounts/pollingDriftClientAccountSubscriber.ts +26 -3
  43. package/src/adminClient.ts +301 -169
  44. package/src/driftClient.ts +199 -118
  45. package/src/driftClientConfig.ts +1 -1
  46. package/src/idl/drift.json +1 -1
  47. package/src/index.ts +1 -0
  48. package/src/math/amm.ts +27 -12
  49. package/src/math/oracles.ts +6 -4
  50. package/src/math/repeg.ts +54 -26
  51. package/src/testClient.ts +40 -0
  52. package/src/user.ts +5 -0
  53. package/src/userMap/userMap.ts +2 -0
  54. package/src/userMap/userStatsMap.ts +2 -0
  55. package/src/assert/assert.js +0 -9
  56. package/src/examples/makeTradeExample.js +0 -157
  57. package/src/token/index.js +0 -38
  58. package/src/tx/types.js +0 -2
  59. package/src/tx/utils.js +0 -17
  60. package/src/util/computeUnits.js +0 -27
  61. package/src/util/getTokenAddress.js +0 -9
  62. package/src/util/promiseTimeout.js +0 -14
  63. package/src/util/tps.js +0 -27
@@ -21,7 +21,7 @@ export type DriftClientConfig = {
21
21
  authority?: PublicKey; // explicitly pass an authority if signer is delegate
22
22
  };
23
23
 
24
- type DriftClientSubscriptionConfig =
24
+ export type DriftClientSubscriptionConfig =
25
25
  | {
26
26
  type: 'websocket';
27
27
  }
@@ -1,5 +1,5 @@
1
1
  {
2
- "version": "2.10.0-beta.1",
2
+ "version": "2.10.0-beta.3",
3
3
  "name": "drift",
4
4
  "instructions": [
5
5
  {
package/src/index.ts CHANGED
@@ -21,6 +21,7 @@ export * from './accounts/pollingUserStatsAccountSubscriber';
21
21
  export * from './accounts/types';
22
22
  export * from './addresses/pda';
23
23
  export * from './adminClient';
24
+ export * from './testClient';
24
25
  export * from './user';
25
26
  export * from './userConfig';
26
27
  export * from './userStats';
package/src/math/amm.ts CHANGED
@@ -67,6 +67,8 @@ export function calculateOptimalPegAndBudget(
67
67
 
68
68
  const totalFeeLB = amm.totalExchangeFee.div(new BN(2));
69
69
  const budget = BN.max(ZERO, amm.totalFeeMinusDistributions.sub(totalFeeLB));
70
+
71
+ let checkLowerBound = true;
70
72
  if (budget.lt(prePegCost)) {
71
73
  const halfMaxPriceSpread = new BN(amm.maxSpread)
72
74
  .div(new BN(2))
@@ -94,11 +96,17 @@ export function calculateOptimalPegAndBudget(
94
96
  );
95
97
 
96
98
  newBudget = calculateRepegCost(amm, newOptimalPeg);
99
+ checkLowerBound = false;
100
+
97
101
  return [newTargetPrice, newOptimalPeg, newBudget, false];
102
+ } else if (
103
+ amm.totalFeeMinusDistributions.lt(amm.totalExchangeFee.div(new BN(2)))
104
+ ) {
105
+ checkLowerBound = false;
98
106
  }
99
107
  }
100
108
 
101
- return [targetPrice, newPeg, budget, true];
109
+ return [targetPrice, newPeg, budget, checkLowerBound];
102
110
  }
103
111
 
104
112
  export function calculateNewAmm(
@@ -108,12 +116,12 @@ export function calculateNewAmm(
108
116
  let pKNumer = new BN(1);
109
117
  let pKDenom = new BN(1);
110
118
 
111
- const [targetPrice, _newPeg, budget, checkLowerBound] =
119
+ const [targetPrice, _newPeg, budget, _checkLowerBound] =
112
120
  calculateOptimalPegAndBudget(amm, oraclePriceData);
113
121
  let prePegCost = calculateRepegCost(amm, _newPeg);
114
122
  let newPeg = _newPeg;
115
123
 
116
- if (prePegCost.gt(budget) && checkLowerBound) {
124
+ if (prePegCost.gte(budget) && prePegCost.gt(ZERO)) {
117
125
  [pKNumer, pKDenom] = [new BN(999), new BN(1000)];
118
126
  const deficitMadeup = calculateAdjustKCost(amm, pKNumer, pKDenom);
119
127
  assert(deficitMadeup.lte(new BN(0)));
@@ -136,7 +144,6 @@ export function calculateNewAmm(
136
144
  );
137
145
 
138
146
  newAmm.terminalQuoteAssetReserve = newQuoteAssetReserve;
139
-
140
147
  newPeg = calculateBudgetedPeg(newAmm, prePegCost, targetPrice);
141
148
  prePegCost = calculateRepegCost(newAmm, newPeg);
142
149
  }
@@ -148,7 +155,7 @@ export function calculateUpdatedAMM(
148
155
  amm: AMM,
149
156
  oraclePriceData: OraclePriceData
150
157
  ): AMM {
151
- if (amm.curveUpdateIntensity == 0) {
158
+ if (amm.curveUpdateIntensity == 0 || oraclePriceData === undefined) {
152
159
  return amm;
153
160
  }
154
161
  const newAmm = Object.assign({}, amm);
@@ -181,7 +188,6 @@ export function calculateUpdatedAMM(
181
188
  newAmm.totalFeeMinusDistributions.sub(prepegCost);
182
189
  newAmm.netRevenueSinceLastFunding =
183
190
  newAmm.netRevenueSinceLastFunding.sub(prepegCost);
184
-
185
191
  return newAmm;
186
192
  }
187
193
 
@@ -605,13 +611,22 @@ export function calculateSpreadBN(
605
611
  DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT
606
612
  )
607
613
  ) {
608
- const revenueRetreatAmount = Math.min(
609
- maxTargetSpread / 10,
610
- Math.floor(
611
- (baseSpread * netRevenueSinceLastFunding.abs().toNumber()) /
612
- DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT.abs().toNumber()
614
+ const maxRetreat = maxTargetSpread / 10;
615
+ let revenueRetreatAmount = maxRetreat;
616
+ if (
617
+ netRevenueSinceLastFunding.gte(
618
+ DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT.mul(new BN(1000))
613
619
  )
614
- );
620
+ ) {
621
+ revenueRetreatAmount = Math.min(
622
+ maxRetreat,
623
+ Math.floor(
624
+ (baseSpread * netRevenueSinceLastFunding.abs().toNumber()) /
625
+ DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT.abs().toNumber()
626
+ )
627
+ );
628
+ }
629
+
615
630
  const halfRevenueRetreatAmount = Math.floor(revenueRetreatAmount / 2);
616
631
 
617
632
  spreadTerms.revenueRetreatAmount = revenueRetreatAmount;
@@ -94,8 +94,9 @@ export function calculateLiveOracleTwap(
94
94
  oraclePriceData: OraclePriceData,
95
95
  now: BN
96
96
  ): BN {
97
- const sinceLastUpdate = now.sub(
98
- amm.historicalOracleData.lastOraclePriceTwapTs
97
+ const sinceLastUpdate = BN.max(
98
+ ONE,
99
+ now.sub(amm.historicalOracleData.lastOraclePriceTwapTs)
99
100
  );
100
101
  const sinceStart = BN.max(ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
101
102
 
@@ -124,8 +125,9 @@ export function calculateLiveOracleStd(
124
125
  oraclePriceData: OraclePriceData,
125
126
  now: BN
126
127
  ): BN {
127
- const sinceLastUpdate = now.sub(
128
- amm.historicalOracleData.lastOraclePriceTwapTs
128
+ const sinceLastUpdate = BN.max(
129
+ ONE,
130
+ now.sub(amm.historicalOracleData.lastOraclePriceTwapTs)
129
131
  );
130
132
  const sinceStart = BN.max(ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
131
133
 
package/src/math/repeg.ts CHANGED
@@ -8,6 +8,8 @@ import {
8
8
  PRICE_DIV_PEG,
9
9
  QUOTE_PRECISION,
10
10
  ZERO,
11
+ ONE,
12
+ PERCENTAGE_PRECISION,
11
13
  } from '../constants/numericConstants';
12
14
  import { AMM } from '../types';
13
15
  /**
@@ -34,19 +36,51 @@ export function calculateAdjustKCost(
34
36
  const p = numerator.mul(PRICE_PRECISION).div(denomenator);
35
37
 
36
38
  const cost = quoteScale
39
+ .mul(PERCENTAGE_PRECISION)
40
+ .mul(PERCENTAGE_PRECISION)
37
41
  .div(x.add(d))
38
42
  .sub(
39
43
  quoteScale
40
44
  .mul(p)
45
+ .mul(PERCENTAGE_PRECISION)
46
+ .mul(PERCENTAGE_PRECISION)
41
47
  .div(PRICE_PRECISION)
42
48
  .div(x.mul(p).div(PRICE_PRECISION).add(d))
43
49
  )
50
+ .div(PERCENTAGE_PRECISION)
51
+ .div(PERCENTAGE_PRECISION)
44
52
  .div(AMM_TO_QUOTE_PRECISION_RATIO)
45
53
  .div(PEG_PRECISION);
46
54
 
47
55
  return cost.mul(new BN(-1));
48
56
  }
49
57
 
58
+ // /**
59
+ // * Helper function calculating adjust k cost
60
+ // * @param amm
61
+ // * @param numerator
62
+ // * @param denomenator
63
+ // * @returns cost : Precision QUOTE_ASSET_PRECISION
64
+ // */
65
+ // export function calculateAdjustKCost2(
66
+ // amm: AMM,
67
+ // numerator: BN,
68
+ // denomenator: BN
69
+ // ): BN {
70
+ // // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
71
+ // const directionToClose = amm.baseAssetAmountWithAmm.gt(ZERO)
72
+ // ? PositionDirection.SHORT
73
+ // : PositionDirection.LONG;
74
+
75
+ // const [newQuoteAssetReserve, _newBaseAssetReserve] =
76
+ // calculateAmmReservesAfterSwap(
77
+ // amm,
78
+ // 'base',
79
+ // amm.baseAssetAmountWithAmm.abs(),
80
+ // getSwapDirection('base', directionToClose)
81
+ // );
82
+ // }
83
+
50
84
  /**
51
85
  * Helper function calculating adjust pegMultiplier (repeg) cost
52
86
  *
@@ -143,44 +177,38 @@ export function calculateBudgetedK(amm: AMM, cost: BN): [BN, BN] {
143
177
  return [numerator, denominator];
144
178
  }
145
179
 
146
- export function calculateBudgetedPeg(amm: AMM, cost: BN, targetPrice: BN): BN {
147
- // wolframalpha.com
148
- // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
149
- // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
180
+ export function calculateBudgetedPeg(
181
+ amm: AMM,
182
+ budget: BN,
183
+ targetPrice: BN
184
+ ): BN {
185
+ let perPegCost = amm.quoteAssetReserve
186
+ .sub(amm.terminalQuoteAssetReserve)
187
+ .div(AMM_RESERVE_PRECISION.div(PRICE_PRECISION));
188
+
189
+ if (perPegCost.gt(ZERO)) {
190
+ perPegCost = perPegCost.add(ONE);
191
+ } else if (perPegCost.lt(ZERO)) {
192
+ perPegCost = perPegCost.sub(ONE);
193
+ }
150
194
 
151
- // todo: assumes k = x * y
152
- // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
153
195
  const targetPeg = targetPrice
154
196
  .mul(amm.baseAssetReserve)
155
197
  .div(amm.quoteAssetReserve)
156
198
  .div(PRICE_DIV_PEG);
157
199
 
158
- const k = amm.sqrtK.mul(amm.sqrtK);
159
- const x = amm.baseAssetReserve;
160
- const y = amm.quoteAssetReserve;
161
-
162
- const d = amm.baseAssetAmountWithAmm;
163
- const Q = amm.pegMultiplier;
164
-
165
- const C = cost.mul(new BN(-1));
166
-
167
- const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
168
- const pegChangeDirection = targetPeg.sub(Q);
200
+ const pegChangeDirection = targetPeg.sub(amm.pegMultiplier);
169
201
 
170
202
  const useTargetPeg =
171
- (deltaQuoteAssetReserves.lt(ZERO) && pegChangeDirection.gt(ZERO)) ||
172
- (deltaQuoteAssetReserves.gt(ZERO) && pegChangeDirection.lt(ZERO));
203
+ (perPegCost.lt(ZERO) && pegChangeDirection.gt(ZERO)) ||
204
+ (perPegCost.gt(ZERO) && pegChangeDirection.lt(ZERO));
173
205
 
174
- if (deltaQuoteAssetReserves.eq(ZERO) || useTargetPeg) {
206
+ if (perPegCost.eq(ZERO) || useTargetPeg) {
175
207
  return targetPeg;
176
208
  }
177
209
 
178
- const deltaPegMultiplier = C.mul(PRICE_PRECISION).div(
179
- deltaQuoteAssetReserves.div(AMM_TO_QUOTE_PRECISION_RATIO)
180
- );
181
- const newPeg = Q.sub(
182
- deltaPegMultiplier.mul(PEG_PRECISION).div(PRICE_PRECISION)
183
- );
210
+ const budgetDeltaPeg = budget.mul(PEG_PRECISION).div(perPegCost);
211
+ const newPeg = BN.max(ONE, amm.pegMultiplier.add(budgetDeltaPeg));
184
212
 
185
213
  return newPeg;
186
214
  }
@@ -0,0 +1,40 @@
1
+ import { AdminClient } from './adminClient';
2
+ import { ConfirmOptions, Signer, Transaction } from '@solana/web3.js';
3
+ import { TxSigAndSlot } from './tx/types';
4
+ import { PollingDriftClientAccountSubscriber } from './accounts/pollingDriftClientAccountSubscriber';
5
+ import { DriftClientConfig } from './driftClientConfig';
6
+
7
+ export class TestClient extends AdminClient {
8
+ public constructor(config: DriftClientConfig) {
9
+ if (config.accountSubscription.type !== 'polling') {
10
+ throw new Error('Test client must be polling');
11
+ }
12
+ super(config);
13
+ }
14
+
15
+ async sendTransaction(
16
+ tx: Transaction,
17
+ additionalSigners?: Array<Signer>,
18
+ opts?: ConfirmOptions,
19
+ preSigned?: boolean
20
+ ): Promise<TxSigAndSlot> {
21
+ const { txSig, slot } = await super.sendTransaction(
22
+ tx,
23
+ additionalSigners,
24
+ opts,
25
+ preSigned
26
+ );
27
+
28
+ let lastFetchedSlot = (
29
+ this.accountSubscriber as PollingDriftClientAccountSubscriber
30
+ ).accountLoader.mostRecentSlot;
31
+ while (lastFetchedSlot < slot) {
32
+ await this.fetchAccounts();
33
+ lastFetchedSlot = (
34
+ this.accountSubscriber as PollingDriftClientAccountSubscriber
35
+ ).accountLoader.mostRecentSlot;
36
+ }
37
+
38
+ return { txSig, slot };
39
+ }
40
+ }
package/src/user.ts CHANGED
@@ -124,6 +124,11 @@ export class User {
124
124
  return this.accountSubscriber.getUserAccountAndSlot().data;
125
125
  }
126
126
 
127
+ public async forceGetUserAccount(): Promise<UserAccount> {
128
+ await this.fetchAccounts();
129
+ return this.accountSubscriber.getUserAccountAndSlot().data;
130
+ }
131
+
127
132
  public getUserAccountAndSlot(): DataAndSlot<UserAccount> | undefined {
128
133
  return this.accountSubscriber.getUserAccountAndSlot();
129
134
  }
@@ -65,6 +65,8 @@ export class UserMap implements UserMapInterface {
65
65
  userArray,
66
66
  this.accountSubscription.accountLoader
67
67
  );
68
+ } else {
69
+ await Promise.all(userArray.map((user) => user.subscribe()));
68
70
  }
69
71
 
70
72
  for (const user of userArray) {
@@ -65,6 +65,8 @@ export class UserStatsMap {
65
65
  userStatArray,
66
66
  this.accountSubscription.accountLoader
67
67
  );
68
+ } else {
69
+ await Promise.all(userStatArray.map((userStat) => userStat.subscribe()));
68
70
  }
69
71
 
70
72
  for (const userStat of userStatArray) {
@@ -1,9 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.assert = void 0;
4
- function assert(condition, error) {
5
- if (!condition) {
6
- throw new Error(error || 'Unspecified AssertionError');
7
- }
8
- }
9
- exports.assert = assert;
@@ -1,157 +0,0 @@
1
- 'use strict';
2
- var __awaiter =
3
- (this && this.__awaiter) ||
4
- function (thisArg, _arguments, P, generator) {
5
- function adopt(value) {
6
- return value instanceof P
7
- ? value
8
- : new P(function (resolve) {
9
- resolve(value);
10
- });
11
- }
12
- return new (P || (P = Promise))(function (resolve, reject) {
13
- function fulfilled(value) {
14
- try {
15
- step(generator.next(value));
16
- } catch (e) {
17
- reject(e);
18
- }
19
- }
20
- function rejected(value) {
21
- try {
22
- step(generator['throw'](value));
23
- } catch (e) {
24
- reject(e);
25
- }
26
- }
27
- function step(result) {
28
- result.done
29
- ? resolve(result.value)
30
- : adopt(result.value).then(fulfilled, rejected);
31
- }
32
- step((generator = generator.apply(thisArg, _arguments || [])).next());
33
- });
34
- };
35
- Object.defineProperty(exports, '__esModule', { value: true });
36
- exports.getTokenAddress = void 0;
37
- const anchor_1 = require('@project-serum/anchor');
38
- const __1 = require('..');
39
- const spl_token_1 = require('@solana/spl-token');
40
- const web3_js_1 = require('@solana/web3.js');
41
- const __2 = require('..');
42
- const banks_1 = require('../constants/spotMarkets');
43
- const getTokenAddress = (mintAddress, userPubKey) => {
44
- return spl_token_1.Token.getAssociatedTokenAddress(
45
- new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`),
46
- spl_token_1.TOKEN_PROGRAM_ID,
47
- new web3_js_1.PublicKey(mintAddress),
48
- new web3_js_1.PublicKey(userPubKey)
49
- );
50
- };
51
- exports.getTokenAddress = getTokenAddress;
52
- const main = () =>
53
- __awaiter(void 0, void 0, void 0, function* () {
54
- // Initialize Drift SDK
55
- const sdkConfig = __2.initialize({ env: 'devnet' });
56
- // Set up the Wallet and Provider
57
- const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
58
- const keypair = web3_js_1.Keypair.fromSecretKey(
59
- Uint8Array.from(JSON.parse(privateKey))
60
- );
61
- const wallet = new __1.Wallet(keypair);
62
- // Set up the Connection
63
- const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
64
- const connection = new web3_js_1.Connection(rpcAddress);
65
- // Set up the Provider
66
- const provider = new anchor_1.AnchorProvider(
67
- connection,
68
- wallet,
69
- anchor_1.AnchorProvider.defaultOptions()
70
- );
71
- // Check SOL Balance
72
- const lamportsBalance = yield connection.getBalance(wallet.publicKey);
73
- console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
74
- // Misc. other things to set up
75
- const usdcTokenAddress = yield exports.getTokenAddress(
76
- sdkConfig.USDC_MINT_ADDRESS,
77
- wallet.publicKey.toString()
78
- );
79
- // Set up the Drift Clearing House
80
- const clearingHousePublicKey = new web3_js_1.PublicKey(
81
- sdkConfig.DRIFT_PROGRAM_ID
82
- );
83
- const clearingHouse = new __2.ClearingHouse({
84
- connection,
85
- wallet: provider.wallet,
86
- programID: clearingHousePublicKey,
87
- });
88
- yield clearingHouse.subscribe();
89
- // Set up Clearing House user client
90
- const user = new __2.ClearingHouseUser({
91
- clearingHouse,
92
- userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
93
- });
94
- //// Check if clearing house account exists for the current wallet
95
- const userAccountExists = yield user.exists();
96
- if (!userAccountExists) {
97
- //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
98
- const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
99
- yield clearingHouse.initializeUserAccountAndDepositCollateral(
100
- depositAmount,
101
- yield exports.getTokenAddress(
102
- usdcTokenAddress.toString(),
103
- wallet.publicKey.toString()
104
- ),
105
- banks_1.SpotMarkets['devnet'][0].marketIndex
106
- );
107
- }
108
- yield user.subscribe();
109
- // Get current price
110
- const solMarketInfo = sdkConfig.PERP_MARKETS.find(
111
- (market) => market.baseAssetSymbol === 'SOL'
112
- );
113
- const currentMarketPrice = __2.calculateMarkPrice(
114
- clearingHouse.getMarketAccount(solMarketInfo.marketIndex),
115
- undefined
116
- );
117
- const formattedPrice = __2.convertToNumber(
118
- currentMarketPrice,
119
- __2.PRICE_PRECISION
120
- );
121
- console.log(`Current Market Price is $${formattedPrice}`);
122
- // Estimate the slippage for a $5000 LONG trade
123
- const solMarketAccount = clearingHouse.getMarketAccount(
124
- solMarketInfo.marketIndex
125
- );
126
- const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
127
- const slippage = __2.convertToNumber(
128
- __2.calculateTradeSlippage(
129
- __2.PositionDirection.LONG,
130
- longAmount,
131
- solMarketAccount,
132
- 'quote',
133
- undefined
134
- )[0],
135
- __2.PRICE_PRECISION
136
- );
137
- console.log(
138
- `Slippage for a $5000 LONG on the SOL market would be $${slippage}`
139
- );
140
- // Make a $5000 LONG trade
141
- yield clearingHouse.openPosition(
142
- __2.PositionDirection.LONG,
143
- longAmount,
144
- solMarketInfo.marketIndex
145
- );
146
- console.log(`LONGED $5000 SOL`);
147
- // Reduce the position by $2000
148
- const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
149
- yield clearingHouse.openPosition(
150
- __2.PositionDirection.SHORT,
151
- reduceAmount,
152
- solMarketInfo.marketIndex
153
- );
154
- // Close the rest of the position
155
- yield clearingHouse.closePosition(solMarketInfo.marketIndex);
156
- });
157
- main();
@@ -1,38 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.parseTokenAccount = void 0;
4
- const spl_token_1 = require("@solana/spl-token");
5
- const web3_js_1 = require("@solana/web3.js");
6
- function parseTokenAccount(data) {
7
- const accountInfo = spl_token_1.AccountLayout.decode(data);
8
- accountInfo.mint = new web3_js_1.PublicKey(accountInfo.mint);
9
- accountInfo.owner = new web3_js_1.PublicKey(accountInfo.owner);
10
- accountInfo.amount = spl_token_1.u64.fromBuffer(accountInfo.amount);
11
- if (accountInfo.delegateOption === 0) {
12
- accountInfo.delegate = null;
13
- // eslint-disable-next-line new-cap
14
- accountInfo.delegatedAmount = new spl_token_1.u64(0);
15
- }
16
- else {
17
- accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);
18
- accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(accountInfo.delegatedAmount);
19
- }
20
- accountInfo.isInitialized = accountInfo.state !== 0;
21
- accountInfo.isFrozen = accountInfo.state === 2;
22
- if (accountInfo.isNativeOption === 1) {
23
- accountInfo.rentExemptReserve = spl_token_1.u64.fromBuffer(accountInfo.isNative);
24
- accountInfo.isNative = true;
25
- }
26
- else {
27
- accountInfo.rentExemptReserve = null;
28
- accountInfo.isNative = false;
29
- }
30
- if (accountInfo.closeAuthorityOption === 0) {
31
- accountInfo.closeAuthority = null;
32
- }
33
- else {
34
- accountInfo.closeAuthority = new web3_js_1.PublicKey(accountInfo.closeAuthority);
35
- }
36
- return accountInfo;
37
- }
38
- exports.parseTokenAccount = parseTokenAccount;
package/src/tx/types.js DELETED
@@ -1,2 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
package/src/tx/utils.js DELETED
@@ -1,17 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.wrapInTx = void 0;
4
- const web3_js_1 = require("@solana/web3.js");
5
- const COMPUTE_UNITS_DEFAULT = 200000;
6
- function wrapInTx(instruction, computeUnits = 600000 // TODO, requires less code change
7
- ) {
8
- const tx = new web3_js_1.Transaction();
9
- if (computeUnits != COMPUTE_UNITS_DEFAULT) {
10
- tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
11
- units: computeUnits,
12
- additionalFee: 0,
13
- }));
14
- }
15
- return tx.add(instruction);
16
- }
17
- exports.wrapInTx = wrapInTx;
@@ -1,27 +0,0 @@
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.findComputeUnitConsumption = void 0;
13
- function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
14
- return __awaiter(this, void 0, void 0, function* () {
15
- const tx = yield connection.getTransaction(txSignature, { commitment });
16
- const computeUnits = [];
17
- const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of ([0-9]{0,7}) compute units`);
18
- tx.meta.logMessages.forEach((logMessage) => {
19
- const match = logMessage.match(regex);
20
- if (match && match[1]) {
21
- computeUnits.push(match[1]);
22
- }
23
- });
24
- return computeUnits;
25
- });
26
- }
27
- exports.findComputeUnitConsumption = findComputeUnitConsumption;
@@ -1,9 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getTokenAddress = void 0;
4
- const spl_token_1 = require("@solana/spl-token");
5
- const web3_js_1 = require("@solana/web3.js");
6
- const getTokenAddress = (mintAddress, userPubKey) => {
7
- 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));
8
- };
9
- exports.getTokenAddress = getTokenAddress;
@@ -1,14 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.promiseTimeout = void 0;
4
- function promiseTimeout(promise, timeoutMs) {
5
- let timeoutId;
6
- const timeoutPromise = new Promise((resolve) => {
7
- timeoutId = setTimeout(() => resolve(null), timeoutMs);
8
- });
9
- return Promise.race([promise, timeoutPromise]).then((result) => {
10
- clearTimeout(timeoutId);
11
- return result;
12
- });
13
- }
14
- exports.promiseTimeout = promiseTimeout;
package/src/util/tps.js DELETED
@@ -1,27 +0,0 @@
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.estimateTps = void 0;
13
- function estimateTps(programId, connection, failed) {
14
- return __awaiter(this, void 0, void 0, function* () {
15
- let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
16
- if (failed) {
17
- signatures = signatures.filter((signature) => signature.err);
18
- }
19
- const numberOfSignatures = signatures.length;
20
- if (numberOfSignatures === 0) {
21
- return 0;
22
- }
23
- return (numberOfSignatures /
24
- (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
25
- });
26
- }
27
- exports.estimateTps = estimateTps;