@drift-labs/sdk 2.11.0-beta.1 → 2.11.0

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.11.0-beta.1",
+    "version": "2.11.0",
     "name": "drift",
     "instructions": [
         {

package/lib/math/amm.d.ts

@@ -33,7 +33,7 @@ export declare type AssetType = 'quote' | 'base';
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
-export declare function calculateMarketOpenBidAsk(baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): [BN, BN];
+export declare function calculateMarketOpenBidAsk(baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, stepSize?: BN): [BN, BN];
 export declare function calculateInventoryScale(baseAssetAmountWithAmm: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, directionalSpread: number, maxSpread: number): number;
 export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, reservePrice: BN, totalFeeMinusDistributions: BN): number;
 export declare function calculateMaxSpread(marginRatioInitial: number): number;

package/lib/math/amm.js

@@ -176,18 +176,24 @@ function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDire
     return [newQuoteAssetReserve, newBaseAssetReserve];
 }
 exports.calculateAmmReservesAfterSwap = calculateAmmReservesAfterSwap;
-function calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
+function calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve, stepSize) {
     // open orders
     let openAsks;
-    if (maxBaseAssetReserve.gt(baseAssetReserve)) {
-        openAsks = maxBaseAssetReserve.sub(baseAssetReserve).mul(new anchor_1.BN(-1));
+    if (minBaseAssetReserve.lt(baseAssetReserve)) {
+        openAsks = baseAssetReserve.sub(minBaseAssetReserve).mul(new anchor_1.BN(-1));
+        if (stepSize && openAsks.abs().div(numericConstants_1.TWO).lt(stepSize)) {
+            openAsks = numericConstants_1.ZERO;
+        }
     }
     else {
         openAsks = numericConstants_1.ZERO;
     }
     let openBids;
-    if (minBaseAssetReserve.lt(baseAssetReserve)) {
-        openBids = baseAssetReserve.sub(minBaseAssetReserve);
+    if (maxBaseAssetReserve.gt(baseAssetReserve)) {
+        openBids = maxBaseAssetReserve.sub(baseAssetReserve);
+        if (stepSize && openBids.div(numericConstants_1.TWO).lt(stepSize)) {
+            openBids = numericConstants_1.ZERO;
+        }
     }
     else {
         openBids = numericConstants_1.ZERO;

package/lib/user.js

@@ -141,7 +141,7 @@ class User {
             return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
         const market = this.driftClient.getPerpMarketAccount(marketIndex);
-        const [marketOpenBids, marketOpenAsks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve);
+        const [marketOpenBids, marketOpenAsks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
         const lpOpenBids = marketOpenBids
             .mul(position.lpShares)
             .div(market.amm.sqrtK);

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.11.0-beta.1",
+	"version": "2.11.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.11.0-beta.1",
+  "version": "2.11.0",
   "name": "drift",
   "instructions": [
     {

package/src/math/amm.ts

@@ -13,6 +13,7 @@ import {
 	PERCENTAGE_PRECISION,
 	BASE_PRECISION,
 	DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT,
+	TWO,
 } from '../constants/numericConstants';
 import {
 	AMM,
@@ -323,22 +324,32 @@ export function calculateAmmReservesAfterSwap(
 export function calculateMarketOpenBidAsk(
 	baseAssetReserve: BN,
 	minBaseAssetReserve: BN,
-	maxBaseAssetReserve: BN
+	maxBaseAssetReserve: BN,
+	stepSize?: BN
 ): [BN, BN] {
 	// open orders
 	let openAsks;
-	if (maxBaseAssetReserve.gt(baseAssetReserve)) {
-		openAsks = maxBaseAssetReserve.sub(baseAssetReserve).mul(new BN(-1));
+	if (minBaseAssetReserve.lt(baseAssetReserve)) {
+		openAsks = baseAssetReserve.sub(minBaseAssetReserve).mul(new BN(-1));
+
+		if (stepSize && openAsks.abs().div(TWO).lt(stepSize)) {
+			openAsks = ZERO;
+		}
 	} else {
 		openAsks = ZERO;
 	}
 
 	let openBids;
-	if (minBaseAssetReserve.lt(baseAssetReserve)) {
-		openBids = baseAssetReserve.sub(minBaseAssetReserve);
+	if (maxBaseAssetReserve.gt(baseAssetReserve)) {
+		openBids = maxBaseAssetReserve.sub(baseAssetReserve);
+
+		if (stepSize && openBids.div(TWO).lt(stepSize)) {
+			openBids = ZERO;
+		}
 	} else {
 		openBids = ZERO;
 	}
+
 	return [openBids, openAsks];
 }
 

package/src/user.ts

@@ -242,7 +242,8 @@ export class User {
 		const [marketOpenBids, marketOpenAsks] = calculateMarketOpenBidAsk(
 			market.amm.baseAssetReserve,
 			market.amm.minBaseAssetReserve,
-			market.amm.maxBaseAssetReserve
+			market.amm.maxBaseAssetReserve,
+			market.amm.orderStepSize
 		);
 
 		const lpOpenBids = marketOpenBids