@drift-labs/sdk 2.11.0-beta.2 → 2.12.0-beta.0

package/lib/dlob/DLOB.d.ts

@@ -64,7 +64,22 @@ export declare class DLOB {
     getMarketAsks(marketIndex: number, marketType: MarketType): Generator<DLOBNode>;
     private getBestNode;
     getLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    /**
+     * Filters the limit asks that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, minPerpAuctionDuration: number): Generator<DLOBNode>;
+    isRestingLimitOrder(order: Order, slot: number, minPerpAuctionDuration: number): boolean;
     getLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    /**
+     * Filters the limit bids that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, minPerpAuctionDuration: number): 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>;
     findCrossingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];

package/lib/dlob/DLOB.js

@@ -535,6 +535,23 @@ class DLOB {
             return bestPrice.lt(currentPrice);
         });
     }
+    /**
+     * Filters the limit asks that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData, minPerpAuctionDuration) {
+        for (const node of this.getLimitAsks(marketIndex, slot, marketType, oraclePriceData)) {
+            if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+                yield node;
+            }
+        }
+    }
+    isRestingLimitOrder(order, slot, minPerpAuctionDuration) {
+        return (order.postOnly ||
+            new __1.BN(slot).sub(order.slot).gte(new __1.BN(minPerpAuctionDuration * 1.5)));
+    }
     *getLimitBids(marketIndex, slot, marketType, oraclePriceData) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot bids');
@@ -552,6 +569,19 @@ class DLOB {
             return bestPrice.gt(currentPrice);
         });
     }
+    /**
+     * Filters the limit bids that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData, minPerpAuctionDuration) {
+        for (const node of this.getLimitBids(marketIndex, slot, marketType, oraclePriceData)) {
+            if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+                yield node;
+            }
+        }
+    }
     *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot asks');

package/lib/examples/makeTradeExample.js

@@ -36,8 +36,7 @@ const main = async () => {
         connection,
         wallet: provider.wallet,
         programID: driftPublicKey,
-        perpMarketIndexes: __2.PerpMarkets[cluster].map((market) => market.marketIndex),
-        spotMarketIndexes: spotMarkets_1.SpotMarkets[cluster].map((spotMarket) => spotMarket.marketIndex),
+        ...(0, __2.getMarketsAndOraclesForSubscription)(cluster),
         accountSubscription: {
             type: 'polling',
             accountLoader: bulkAccountLoader,
@@ -69,7 +68,7 @@ const main = async () => {
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = driftClient.getPerpMarketAccount(solMarketInfo.marketIndex);
     const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
-    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.PRICE_PRECISION);
+    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
     console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
     // Make a $5000 LONG trade
     await driftClient.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.11.0-beta.2",
+    "version": "2.12.0-beta.0",
     "name": "drift",
     "instructions": [
         {

package/lib/math/trade.d.ts

@@ -21,7 +21,7 @@ export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' |
  *
  * 'newPrice' => the price of the asset after the trade : Precision PRICE_PRECISION
  */
-export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: PerpMarketAccount, inputAssetType?: AssetType, oraclePriceData?: OraclePriceData, useSpread?: boolean): [BN, BN, BN, BN];
+export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: PerpMarketAccount, inputAssetType: AssetType, oraclePriceData: OraclePriceData, useSpread?: boolean): [BN, BN, BN, BN];
 /**
  * Calculates acquired amounts for trade executed
  * @param direction

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.11.0-beta.2",
+	"version": "2.12.0-beta.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/DLOB.ts

@@ -915,6 +915,42 @@ export class DLOB {
 		);
 	}
 
+	/**
+	 * Filters the limit asks that are post only or have been place for sufficiently long
+	 * Useful for displaying order book that doesn't have taker limit orders crossing spread
+	 *
+	 * @returns
+	 */
+	*getRestingLimitAsks(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		minPerpAuctionDuration: number
+	): Generator<DLOBNode> {
+		for (const node of this.getLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		)) {
+			if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+				yield node;
+			}
+		}
+	}
+
+	isRestingLimitOrder(
+		order: Order,
+		slot: number,
+		minPerpAuctionDuration: number
+	): boolean {
+		return (
+			order.postOnly ||
+			new BN(slot).sub(order.slot).gte(new BN(minPerpAuctionDuration * 1.5))
+		);
+	}
+
 	*getLimitBids(
 		marketIndex: number,
 		slot: number,
@@ -947,6 +983,31 @@ export class DLOB {
 		);
 	}
 
+	/**
+	 * Filters the limit bids that are post only or have been place for sufficiently long
+	 * Useful for displaying order book that doesn't have taker limit orders crossing spread
+	 *
+	 * @returns
+	 */
+	*getRestingLimitBids(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		minPerpAuctionDuration: number
+	): Generator<DLOBNode> {
+		for (const node of this.getLimitBids(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		)) {
+			if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+				yield node;
+			}
+		}
+	}
+
 	*getAsks(
 		marketIndex: number,
 		fallbackAsk: BN | undefined,

package/src/examples/makeTradeExample.ts

@@ -11,7 +11,7 @@ import {
 	convertToNumber,
 	calculateTradeSlippage,
 	BulkAccountLoader,
-	PerpMarkets,
+	getMarketsAndOraclesForSubscription,
 	PRICE_PRECISION,
 	QUOTE_PRECISION,
 } from '..';
@@ -74,10 +74,7 @@ const main = async () => {
 		connection,
 		wallet: provider.wallet,
 		programID: driftPublicKey,
-		perpMarketIndexes: PerpMarkets[cluster].map((market) => market.marketIndex),
-		spotMarketIndexes: SpotMarkets[cluster].map(
-			(spotMarket) => spotMarket.marketIndex
-		),
+		...getMarketsAndOraclesForSubscription(cluster),
 		accountSubscription: {
 			type: 'polling',
 			accountLoader: bulkAccountLoader,
@@ -139,7 +136,7 @@ const main = async () => {
 			longAmount,
 			solMarketAccount,
 			'quote',
-			undefined
+			driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex)
 		)[0],
 		PRICE_PRECISION
 	);

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.11.0-beta.2",
+  "version": "2.12.0-beta.0",
   "name": "drift",
   "instructions": [
     {

package/src/math/trade.ts

@@ -61,7 +61,7 @@ export function calculateTradeSlippage(
 	amount: BN,
 	market: PerpMarketAccount,
 	inputAssetType: AssetType = 'quote',
-	oraclePriceData?: OraclePriceData,
+	oraclePriceData: OraclePriceData,
 	useSpread = true
 ): [BN, BN, BN, BN] {
 	let oldPrice: BN;