@drift-labs/sdk 2.114.0-beta.4 → 2.114.0-beta.5

package/VERSION

@@ -1 +1 @@
-2.114.0-beta.4
+2.114.0-beta.5

package/lib/browser/math/margin.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
-import { DriftClient, PerpMarketAccount, PerpPosition } from '..';
+import { DriftClient, PerpMarketAccount, PerpPosition, PositionDirection, PublicKey, UserAccount } from '..';
 export declare function calculateSizePremiumLiabilityWeight(size: BN, // AMM_RESERVE_PRECISION
 imfFactor: BN, liabilityWeight: BN, precision: BN): BN;
 export declare function calculateSizeDiscountAssetWeight(size: BN, // AMM_RESERVE_PRECISION
@@ -37,3 +37,7 @@ export declare function calculateMarginUSDCRequiredForTrade(driftClient: DriftCl
 export declare function calculateCollateralDepositRequiredForTrade(driftClient: DriftClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, userHighLeverageMode?: boolean, estEntryPrice?: BN): BN;
 export declare function calculateCollateralValueOfDeposit(driftClient: DriftClient, collateralIndex: number, baseSize: BN): BN;
 export declare function calculateLiquidationPrice(freeCollateral: BN, freeCollateralDelta: BN, oraclePrice: BN): BN;
+export declare function calculateUserMaxPerpOrderSize(driftClient: DriftClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
+    tradeSize: BN;
+    oppositeSideTradeSize: BN;
+};

package/lib/browser/math/margin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.calculateUserMaxPerpOrderSize = exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 const utils_1 = require("./utils");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
@@ -182,3 +182,17 @@ function calculateLiquidationPrice(freeCollateral, freeCollateralDelta, oraclePr
     return liqPrice;
 }
 exports.calculateLiquidationPrice = calculateLiquidationPrice;
+function calculateUserMaxPerpOrderSize(driftClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
+    const userAccountSubscriber = new __1.OneShotUserAccountSubscriber(driftClient.program, userAccountKey, userAccount);
+    const user = new __1.User({
+        driftClient,
+        userAccountPublicKey: userAccountKey,
+        accountSubscription: {
+            type: 'custom',
+            userAccountSubscriber: userAccountSubscriber,
+        },
+    });
+    user.isSubscribed = true;
+    return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
+}
+exports.calculateUserMaxPerpOrderSize = calculateUserMaxPerpOrderSize;

package/lib/browser/user.d.ts

@@ -284,22 +284,9 @@ export declare class User {
     getMarginUSDCRequiredForTrade(targetMarketIndex: number, baseSize: BN, estEntryPrice?: BN): BN;
     getCollateralDepositRequiredForTrade(targetMarketIndex: number, baseSize: BN, collateralIndex: number): BN;
     /**
-     * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
+     * Separates the max trade size into two parts:
+     * - tradeSize: The maximum trade size for target direction
+     * - oppositeSideTradeSize: the trade size for closing the opposite direction
      * @param targetMarketIndex
      * @param tradeSide
      * @param isLp

package/lib/browser/user.js

@@ -1390,22 +1390,9 @@ class User {
         );
     }
     /**
-     * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
+     * Separates the max trade size into two parts:
+     * - tradeSize: The maximum trade size for target direction
+     * - oppositeSideTradeSize: the trade size for closing the opposite direction
      * @param targetMarketIndex
      * @param tradeSide
      * @param isLp

package/lib/node/math/margin.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
-import { DriftClient, PerpMarketAccount, PerpPosition } from '..';
+import { DriftClient, PerpMarketAccount, PerpPosition, PositionDirection, PublicKey, UserAccount } from '..';
 export declare function calculateSizePremiumLiabilityWeight(size: BN, // AMM_RESERVE_PRECISION
 imfFactor: BN, liabilityWeight: BN, precision: BN): BN;
 export declare function calculateSizeDiscountAssetWeight(size: BN, // AMM_RESERVE_PRECISION
@@ -37,3 +37,7 @@ export declare function calculateMarginUSDCRequiredForTrade(driftClient: DriftCl
 export declare function calculateCollateralDepositRequiredForTrade(driftClient: DriftClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, userHighLeverageMode?: boolean, estEntryPrice?: BN): BN;
 export declare function calculateCollateralValueOfDeposit(driftClient: DriftClient, collateralIndex: number, baseSize: BN): BN;
 export declare function calculateLiquidationPrice(freeCollateral: BN, freeCollateralDelta: BN, oraclePrice: BN): BN;
+export declare function calculateUserMaxPerpOrderSize(driftClient: DriftClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
+    tradeSize: BN;
+    oppositeSideTradeSize: BN;
+};

package/lib/node/math/margin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.calculateUserMaxPerpOrderSize = exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 const utils_1 = require("./utils");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
@@ -182,3 +182,17 @@ function calculateLiquidationPrice(freeCollateral, freeCollateralDelta, oraclePr
     return liqPrice;
 }
 exports.calculateLiquidationPrice = calculateLiquidationPrice;
+function calculateUserMaxPerpOrderSize(driftClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
+    const userAccountSubscriber = new __1.OneShotUserAccountSubscriber(driftClient.program, userAccountKey, userAccount);
+    const user = new __1.User({
+        driftClient,
+        userAccountPublicKey: userAccountKey,
+        accountSubscription: {
+            type: 'custom',
+            userAccountSubscriber: userAccountSubscriber,
+        },
+    });
+    user.isSubscribed = true;
+    return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
+}
+exports.calculateUserMaxPerpOrderSize = calculateUserMaxPerpOrderSize;

package/lib/node/user.d.ts

@@ -284,22 +284,9 @@ export declare class User {
     getMarginUSDCRequiredForTrade(targetMarketIndex: number, baseSize: BN, estEntryPrice?: BN): BN;
     getCollateralDepositRequiredForTrade(targetMarketIndex: number, baseSize: BN, collateralIndex: number): BN;
     /**
-     * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
+     * Separates the max trade size into two parts:
+     * - tradeSize: The maximum trade size for target direction
+     * - oppositeSideTradeSize: the trade size for closing the opposite direction
      * @param targetMarketIndex
      * @param tradeSide
      * @param isLp

package/lib/node/user.js

@@ -1390,22 +1390,9 @@ class User {
         );
     }
     /**
-     * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
+     * Separates the max trade size into two parts:
+     * - tradeSize: The maximum trade size for target direction
+     * - oppositeSideTradeSize: the trade size for closing the opposite direction
      * @param targetMarketIndex
      * @param tradeSide
      * @param isLp

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.114.0-beta.4",
+	"version": "2.114.0-beta.5",
 	"main": "lib/node/index.js",
 	"types": "lib/node/index.d.ts",
 	"browser": "./lib/browser/index.js",

package/src/math/margin.ts

@@ -17,8 +17,13 @@ import {
 	calculateMarketMarginRatio,
 	calculateScaledInitialAssetWeight,
 	DriftClient,
+	OneShotUserAccountSubscriber,
 	PerpMarketAccount,
 	PerpPosition,
+	PositionDirection,
+	PublicKey,
+	User,
+	UserAccount,
 } from '..';
 import { isVariant } from '../types';
 import { assert } from '../assert/assert';
@@ -338,3 +343,30 @@ export function calculateLiquidationPrice(
 
 	return liqPrice;
 }
+
+export function calculateUserMaxPerpOrderSize(
+	driftClient: DriftClient,
+	userAccountKey: PublicKey,
+	userAccount: UserAccount,
+	targetMarketIndex: number,
+	tradeSide: PositionDirection
+): { tradeSize: BN; oppositeSideTradeSize: BN } {
+	const userAccountSubscriber = new OneShotUserAccountSubscriber(
+		driftClient.program,
+		userAccountKey,
+		userAccount
+	);
+
+	const user = new User({
+		driftClient,
+		userAccountPublicKey: userAccountKey,
+		accountSubscription: {
+			type: 'custom',
+			userAccountSubscriber: userAccountSubscriber,
+		},
+	});
+
+	user.isSubscribed = true;
+
+	return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
+}

package/src/user.ts

@@ -2671,22 +2671,9 @@ export class User {
 	}
 
 	/**
-	 * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-	 *
-	 * To Calculate Max Quote Available:
-	 *
-	 * Case 1: SameSide
-	 * 	=> Remaining quote to get to maxLeverage
-	 *
-	 * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-	 * 	=> Current opposite position x2 + remaining to get to maxLeverage
-	 *
-	 * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-	 * 	=> strictly reduce current position size
-	 *
-	 * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-	 * 	=> current position + remaining to get to maxLeverage
-	 *
+	 * Separates the max trade size into two parts:
+	 * - tradeSize: The maximum trade size for target direction
+	 * - oppositeSideTradeSize: the trade size for closing the opposite direction
 	 * @param targetMarketIndex
 	 * @param tradeSide
 	 * @param isLp