@drift-labs/sdk 2.115.0-beta.5 → 2.115.0-beta.6

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Files changed (14) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/openbook/openbookV2Subscriber.d.ts +2 -0
  3. package/lib/browser/openbook/openbookV2Subscriber.js +16 -6
  4. package/lib/browser/phoenix/phoenixSubscriber.d.ts +2 -0
  5. package/lib/browser/phoenix/phoenixSubscriber.js +19 -10
  6. package/lib/node/openbook/openbookV2Subscriber.d.ts +2 -0
  7. package/lib/node/openbook/openbookV2Subscriber.d.ts.map +1 -1
  8. package/lib/node/openbook/openbookV2Subscriber.js +16 -6
  9. package/lib/node/phoenix/phoenixSubscriber.d.ts +2 -0
  10. package/lib/node/phoenix/phoenixSubscriber.d.ts.map +1 -1
  11. package/lib/node/phoenix/phoenixSubscriber.js +19 -10
  12. package/package.json +1 -1
  13. package/src/openbook/openbookV2Subscriber.ts +20 -10
  14. package/src/phoenix/phoenixSubscriber.ts +28 -16
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.115.0-beta.5
1
+ 2.115.0-beta.6
package/lib/browser/openbook/openbookV2Subscriber.d.ts CHANGED
@@ -31,6 +31,8 @@ export declare class OpenbookV2Subscriber implements L2OrderBookGenerator {
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  getBestAsk(): BN | undefined;
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  getL2Bids(): Generator<L2Level>;
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  getL2Asks(): Generator<L2Level>;
34
+ convertSizeInBaseLotsToMarketPrecision(sizeInLots: BN): BN;
35
+ convertPriceInLotsToPricePrecision(priceInLots: BN): BN;
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  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
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  unsubscribe(): Promise<void>;
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  }
package/lib/browser/openbook/openbookV2Subscriber.js CHANGED
@@ -56,7 +56,7 @@ class OpenbookV2Subscriber {
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  if (bestBid === undefined) {
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  return undefined;
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  }
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- return new anchor_1.BN(Math.floor(bestBid.price * numericConstants_1.PRICE_PRECISION.toNumber()));
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+ return this.convertPriceInLotsToPricePrecision(bestBid.priceLots);
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  }
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  getBestAsk() {
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  var _a;
@@ -64,7 +64,7 @@ class OpenbookV2Subscriber {
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  if (bestAsk === undefined) {
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  return undefined;
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  }
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- return new anchor_1.BN(Math.floor(bestAsk.price * numericConstants_1.PRICE_PRECISION.toNumber()));
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+ return this.convertPriceInLotsToPricePrecision(bestAsk.priceLots);
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  }
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  getL2Bids() {
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  return this.getL2Levels('bids');
@@ -72,13 +72,23 @@ class OpenbookV2Subscriber {
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  getL2Asks() {
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  return this.getL2Levels('asks');
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  }
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+ convertSizeInBaseLotsToMarketPrecision(sizeInLots) {
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+ return sizeInLots.mul(this.market.account.baseLotSize);
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+ }
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+ convertPriceInLotsToPricePrecision(priceInLots) {
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+ const adjPrice = priceInLots
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+ .mul(numericConstants_1.PRICE_PRECISION)
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+ .muln(10 **
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+ (this.market.account.baseDecimals - this.market.account.quoteDecimals))
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+ .mul(this.market.account.quoteLotSize)
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+ .div(this.market.account.baseLotSize);
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+ return adjPrice;
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+ }
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  *getL2Levels(side) {
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- const basePrecision = Math.ceil(1 / this.market.baseNativeFactor.toNumber());
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- const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
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  const levels = side === 'bids' ? this.market.bids : this.market.asks;
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  for (const order of levels === null || levels === void 0 ? void 0 : levels.items()) {
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- const size = new anchor_1.BN(order.size * basePrecision);
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- const price = new anchor_1.BN(order.price * pricePrecision);
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+ const size = this.convertSizeInBaseLotsToMarketPrecision(order.sizeLots);
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+ const price = this.convertPriceInLotsToPricePrecision(order.priceLots);
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  yield {
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  price,
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  size,
package/lib/browser/phoenix/phoenixSubscriber.d.ts CHANGED
@@ -34,6 +34,8 @@ export declare class PhoenixSubscriber implements L2OrderBookGenerator {
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  subscribe(): Promise<void>;
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  getBestBid(): BN | undefined;
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  getBestAsk(): BN | undefined;
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+ convertPriceInTicksToPricePrecision(priceInTicks: BN): BN;
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+ convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots: BN): BN;
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  getL2Bids(): Generator<L2Level>;
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  getL2Asks(): Generator<L2Level>;
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  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
package/lib/browser/phoenix/phoenixSubscriber.js CHANGED
@@ -90,20 +90,31 @@ class PhoenixSubscriber {
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  this.subscribed = true;
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  }
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  getBestBid() {
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- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
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+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
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  const bestBid = ladder.bids[0];
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  if (!bestBid) {
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  return undefined;
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  }
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- return new anchor_1.BN(Math.floor(bestBid.price * numericConstants_1.PRICE_PRECISION.toNumber()));
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+ return this.convertPriceInTicksToPricePrecision(bestBid.priceInTicks);
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  }
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  getBestAsk() {
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- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
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+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
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  const bestAsk = ladder.asks[0];
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  if (!bestAsk) {
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  return undefined;
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  }
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- return new anchor_1.BN(Math.floor(bestAsk.price * numericConstants_1.PRICE_PRECISION.toNumber()));
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+ return this.convertPriceInTicksToPricePrecision(bestAsk.priceInTicks);
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+ }
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+ convertPriceInTicksToPricePrecision(priceInTicks) {
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+ const quotePrecision = new anchor_1.BN(Math.pow(10, this.market.data.header.quoteParams.decimals));
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+ const denom = quotePrecision.muln(this.market.data.header.rawBaseUnitsPerBaseUnit);
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+ const price = priceInTicks
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+ .muln(this.market.data.quoteLotsPerBaseUnitPerTick)
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+ .muln((0, phoenix_sdk_1.toNum)(this.market.data.header.quoteLotSize));
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+ return price.mul(numericConstants_1.PRICE_PRECISION).div(denom);
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+ }
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+ convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots) {
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+ return sizeInBaseLots.muln((0, phoenix_sdk_1.toNum)(this.market.data.header.baseLotSize));
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  }
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  getL2Bids() {
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  return this.getL2Levels('bids');
@@ -112,14 +123,12 @@ class PhoenixSubscriber {
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  return this.getL2Levels('asks');
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  }
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125
  *getL2Levels(side) {
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- const basePrecision = Math.pow(10, this.market.data.header.baseParams.decimals);
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- const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
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- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
126
+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
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127
  for (let i = 0; i < ladder[side].length; i++) {
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- const { price, quantity } = ladder[side][i];
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+ const { priceInTicks, sizeInBaseLots } = ladder[side][i];
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  try {
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- const size = new anchor_1.BN(quantity * basePrecision);
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- const updatedPrice = new anchor_1.BN(price * pricePrecision);
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+ const size = this.convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots);
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+ const updatedPrice = this.convertPriceInTicksToPricePrecision(priceInTicks);
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  yield {
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  price: updatedPrice,
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134
  size,
package/lib/node/openbook/openbookV2Subscriber.d.ts CHANGED
@@ -31,6 +31,8 @@ export declare class OpenbookV2Subscriber implements L2OrderBookGenerator {
31
31
  getBestAsk(): BN | undefined;
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  getL2Bids(): Generator<L2Level>;
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  getL2Asks(): Generator<L2Level>;
34
+ convertSizeInBaseLotsToMarketPrecision(sizeInLots: BN): BN;
35
+ convertPriceInLotsToPricePrecision(priceInLots: BN): BN;
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  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
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  unsubscribe(): Promise<void>;
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  }
package/lib/node/openbook/openbookV2Subscriber.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"openbookV2Subscriber.d.ts","sourceRoot":"","sources":["../../../src/openbook/openbookV2Subscriber.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,UAAU,EAAW,SAAS,EAAE,MAAM,iBAAiB,CAAC;AACjE,OAAO,EAAE,iBAAiB,EAAE,MAAM,+BAA+B,CAAC;AAElE,OAAO,EAAkB,EAAE,EAAwB,MAAM,mBAAmB,CAAC;AAC7E,OAAO,EAAE,OAAO,EAAE,oBAAoB,EAAE,MAAM,yBAAyB,CAAC;AACxE,OAAO,EAAE,MAAM,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAC;AAGrE,MAAM,MAAM,0BAA0B,GAAG;IACxC,UAAU,EAAE,UAAU,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,mBAAmB,EAChB;QAEA,IAAI,EAAE,SAAS,CAAC;QAChB,aAAa,EAAE,iBAAiB,CAAC;KAChC,GACD;QACA,IAAI,EAAE,WAAW,CAAC;KACjB,CAAC;CACL,CAAC;AAEF,qBAAa,oBAAqB,YAAW,oBAAoB;IAChE,UAAU,EAAE,UAAU,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,gBAAgB,EAAE,SAAS,GAAG,WAAW,CAAC;IAC1C,aAAa,EAAE,iBAAiB,GAAG,SAAS,CAAC;IAC7C,UAAU,EAAE,OAAO,CAAC;IACpB,MAAM,EAAE,MAAM,CAAC;IACf,gBAAgB,EAAE,MAAM,GAAG,MAAM,CAAC;IAClC,MAAM,EAAE,gBAAgB,CAAC;gBAEN,MAAM,EAAE,0BAA0B;IAaxC,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAkDhC,UAAU,IAAI,EAAE,GAAG,SAAS;IAU5B,UAAU,IAAI,EAAE,GAAG,SAAS;IAU5B,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAI/B,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAIrC,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IAqB1C,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAkBzC"}
1
+ {"version":3,"file":"openbookV2Subscriber.d.ts","sourceRoot":"","sources":["../../../src/openbook/openbookV2Subscriber.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,UAAU,EAAW,SAAS,EAAE,MAAM,iBAAiB,CAAC;AACjE,OAAO,EAAE,iBAAiB,EAAE,MAAM,+BAA+B,CAAC;AAElE,OAAO,EAAkB,EAAE,EAAwB,MAAM,mBAAmB,CAAC;AAC7E,OAAO,EAAE,OAAO,EAAE,oBAAoB,EAAE,MAAM,yBAAyB,CAAC;AACxE,OAAO,EAAE,MAAM,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAC;AAGrE,MAAM,MAAM,0BAA0B,GAAG;IACxC,UAAU,EAAE,UAAU,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,mBAAmB,EAChB;QAEA,IAAI,EAAE,SAAS,CAAC;QAChB,aAAa,EAAE,iBAAiB,CAAC;KAChC,GACD;QACA,IAAI,EAAE,WAAW,CAAC;KACjB,CAAC;CACL,CAAC;AAEF,qBAAa,oBAAqB,YAAW,oBAAoB;IAChE,UAAU,EAAE,UAAU,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,gBAAgB,EAAE,SAAS,GAAG,WAAW,CAAC;IAC1C,aAAa,EAAE,iBAAiB,GAAG,SAAS,CAAC;IAC7C,UAAU,EAAE,OAAO,CAAC;IACpB,MAAM,EAAE,MAAM,CAAC;IACf,gBAAgB,EAAE,MAAM,GAAG,MAAM,CAAC;IAClC,MAAM,EAAE,gBAAgB,CAAC;gBAEN,MAAM,EAAE,0BAA0B;IAaxC,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAkDhC,UAAU,IAAI,EAAE,GAAG,SAAS;IAU5B,UAAU,IAAI,EAAE,GAAG,SAAS;IAU5B,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAI/B,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAI/B,sCAAsC,CAAC,UAAU,EAAE,EAAE,GAAG,EAAE;IAI1D,kCAAkC,CAAC,WAAW,EAAE,EAAE,GAAG,EAAE;IAY7D,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IAe1C,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAkBzC"}
package/lib/node/openbook/openbookV2Subscriber.js CHANGED
@@ -56,7 +56,7 @@ class OpenbookV2Subscriber {
56
56
  if (bestBid === undefined) {
57
57
  return undefined;
58
58
  }
59
- return new anchor_1.BN(Math.floor(bestBid.price * numericConstants_1.PRICE_PRECISION.toNumber()));
59
+ return this.convertPriceInLotsToPricePrecision(bestBid.priceLots);
60
60
  }
61
61
  getBestAsk() {
62
62
  var _a;
@@ -64,7 +64,7 @@ class OpenbookV2Subscriber {
64
64
  if (bestAsk === undefined) {
65
65
  return undefined;
66
66
  }
67
- return new anchor_1.BN(Math.floor(bestAsk.price * numericConstants_1.PRICE_PRECISION.toNumber()));
67
+ return this.convertPriceInLotsToPricePrecision(bestAsk.priceLots);
68
68
  }
69
69
  getL2Bids() {
70
70
  return this.getL2Levels('bids');
@@ -72,13 +72,23 @@ class OpenbookV2Subscriber {
72
72
  getL2Asks() {
73
73
  return this.getL2Levels('asks');
74
74
  }
75
+ convertSizeInBaseLotsToMarketPrecision(sizeInLots) {
76
+ return sizeInLots.mul(this.market.account.baseLotSize);
77
+ }
78
+ convertPriceInLotsToPricePrecision(priceInLots) {
79
+ const adjPrice = priceInLots
80
+ .mul(numericConstants_1.PRICE_PRECISION)
81
+ .muln(10 **
82
+ (this.market.account.baseDecimals - this.market.account.quoteDecimals))
83
+ .mul(this.market.account.quoteLotSize)
84
+ .div(this.market.account.baseLotSize);
85
+ return adjPrice;
86
+ }
75
87
  *getL2Levels(side) {
76
- const basePrecision = Math.ceil(1 / this.market.baseNativeFactor.toNumber());
77
- const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
78
88
  const levels = side === 'bids' ? this.market.bids : this.market.asks;
79
89
  for (const order of levels === null || levels === void 0 ? void 0 : levels.items()) {
80
- const size = new anchor_1.BN(order.size * basePrecision);
81
- const price = new anchor_1.BN(order.price * pricePrecision);
90
+ const size = this.convertSizeInBaseLotsToMarketPrecision(order.sizeLots);
91
+ const price = this.convertPriceInLotsToPricePrecision(order.priceLots);
82
92
  yield {
83
93
  price,
84
94
  size,
package/lib/node/phoenix/phoenixSubscriber.d.ts CHANGED
@@ -34,6 +34,8 @@ export declare class PhoenixSubscriber implements L2OrderBookGenerator {
34
34
  subscribe(): Promise<void>;
35
35
  getBestBid(): BN | undefined;
36
36
  getBestAsk(): BN | undefined;
37
+ convertPriceInTicksToPricePrecision(priceInTicks: BN): BN;
38
+ convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots: BN): BN;
37
39
  getL2Bids(): Generator<L2Level>;
38
40
  getL2Asks(): Generator<L2Level>;
39
41
  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
package/lib/node/phoenix/phoenixSubscriber.d.ts.map CHANGED
@@ -1 +1 @@
1
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+ {"version":3,"file":"phoenixSubscriber.d.ts","sourceRoot":"","sources":["../../../src/phoenix/phoenixSubscriber.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,UAAU,EAAE,SAAS,EAAuB,MAAM,iBAAiB,CAAC;AAC7E,OAAO,EAAE,iBAAiB,EAAE,MAAM,+BAA+B,CAAC;AAClE,OAAO,EACN,MAAM,EAGN,MAAM,EAEN,MAAM,4BAA4B,CAAC;AAEpC,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AACvC,OAAO,EAAE,OAAO,EAAE,oBAAoB,EAAE,MAAM,yBAAyB,CAAC;AAGxE,MAAM,MAAM,6BAA6B,GAAG;IAC3C,UAAU,EAAE,UAAU,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,mBAAmB,EAChB;QAEA,IAAI,EAAE,SAAS,CAAC;QAChB,aAAa,EAAE,iBAAiB,CAAC;KAChC,GACD;QACA,IAAI,EAAE,WAAW,CAAC;KACjB,CAAC;IACL,UAAU,CAAC,EAAE,OAAO,CAAC;CACrB,CAAC;AAEF,qBAAa,iBAAkB,YAAW,oBAAoB;IAC7D,UAAU,EAAE,UAAU,CAAC;IACvB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,SAAS,CAAC;IACrB,aAAa,EAAE,SAAS,CAAC;IACzB,gBAAgB,EAAE,SAAS,GAAG,WAAW,CAAC;IAC1C,aAAa,EAAE,iBAAiB,GAAG,SAAS,CAAC;IAC7C,MAAM,EAAE,MAAM,CAAC;IACf,gBAAgB,EAAE,MAAM,GAAG,MAAM,CAAC;IAClC,eAAe,EAAE,MAAM,GAAG,MAAM,CAAC;IAEjC,UAAU,EAAE,OAAO,CAAC;IACpB,UAAU,EAAE,OAAO,CAAC;IACpB,QAAQ,EAAE,MAAM,CAAC;IACjB,iBAAiB,EAAE,MAAM,CAAC;gBAEP,MAAM,EAAE,6BAA6B;IAe3C,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IA8EhC,UAAU,IAAI,EAAE,GAAG,SAAS;IAc5B,UAAU,IAAI,EAAE,GAAG,SAAS;IAe5B,mCAAmC,CAAC,YAAY,EAAE,EAAE,GAAG,EAAE;IAazD,sCAAsC,CAAC,cAAc,EAAE,EAAE,GAAG,EAAE;IAI9D,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAI/B,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC;IAIrC,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IA2B1C,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CA0BzC"}
package/lib/node/phoenix/phoenixSubscriber.js CHANGED
@@ -90,20 +90,31 @@ class PhoenixSubscriber {
90
90
  this.subscribed = true;
91
91
  }
92
92
  getBestBid() {
93
- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
93
+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
94
94
  const bestBid = ladder.bids[0];
95
95
  if (!bestBid) {
96
96
  return undefined;
97
97
  }
98
- return new anchor_1.BN(Math.floor(bestBid.price * numericConstants_1.PRICE_PRECISION.toNumber()));
98
+ return this.convertPriceInTicksToPricePrecision(bestBid.priceInTicks);
99
99
  }
100
100
  getBestAsk() {
101
- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
101
+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
102
102
  const bestAsk = ladder.asks[0];
103
103
  if (!bestAsk) {
104
104
  return undefined;
105
105
  }
106
- return new anchor_1.BN(Math.floor(bestAsk.price * numericConstants_1.PRICE_PRECISION.toNumber()));
106
+ return this.convertPriceInTicksToPricePrecision(bestAsk.priceInTicks);
107
+ }
108
+ convertPriceInTicksToPricePrecision(priceInTicks) {
109
+ const quotePrecision = new anchor_1.BN(Math.pow(10, this.market.data.header.quoteParams.decimals));
110
+ const denom = quotePrecision.muln(this.market.data.header.rawBaseUnitsPerBaseUnit);
111
+ const price = priceInTicks
112
+ .muln(this.market.data.quoteLotsPerBaseUnitPerTick)
113
+ .muln((0, phoenix_sdk_1.toNum)(this.market.data.header.quoteLotSize));
114
+ return price.mul(numericConstants_1.PRICE_PRECISION).div(denom);
115
+ }
116
+ convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots) {
117
+ return sizeInBaseLots.muln((0, phoenix_sdk_1.toNum)(this.market.data.header.baseLotSize));
107
118
  }
108
119
  getL2Bids() {
109
120
  return this.getL2Levels('bids');
@@ -112,14 +123,12 @@ class PhoenixSubscriber {
112
123
  return this.getL2Levels('asks');
113
124
  }
114
125
  *getL2Levels(side) {
115
- const basePrecision = Math.pow(10, this.market.data.header.baseParams.decimals);
116
- const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
117
- const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
126
+ const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
118
127
  for (let i = 0; i < ladder[side].length; i++) {
119
- const { price, quantity } = ladder[side][i];
128
+ const { priceInTicks, sizeInBaseLots } = ladder[side][i];
120
129
  try {
121
- const size = new anchor_1.BN(quantity * basePrecision);
122
- const updatedPrice = new anchor_1.BN(price * pricePrecision);
130
+ const size = this.convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots);
131
+ const updatedPrice = this.convertPriceInTicksToPricePrecision(priceInTicks);
123
132
  yield {
124
133
  price: updatedPrice,
125
134
  size,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "2.115.0-beta.5",
3
+ "version": "2.115.0-beta.6",
4
4
  "main": "lib/node/index.js",
5
5
  "types": "lib/node/index.d.ts",
6
6
  "browser": "./lib/browser/index.js",
package/src/openbook/openbookV2Subscriber.ts CHANGED
@@ -102,7 +102,7 @@ export class OpenbookV2Subscriber implements L2OrderBookGenerator {
102
102
  return undefined;
103
103
  }
104
104
 
105
- return new BN(Math.floor(bestBid.price * PRICE_PRECISION.toNumber()));
105
+ return this.convertPriceInLotsToPricePrecision(bestBid.priceLots);
106
106
  }
107
107
 
108
108
  public getBestAsk(): BN | undefined {
@@ -112,7 +112,7 @@ export class OpenbookV2Subscriber implements L2OrderBookGenerator {
112
112
  return undefined;
113
113
  }
114
114
 
115
- return new BN(Math.floor(bestAsk.price * PRICE_PRECISION.toNumber()));
115
+ return this.convertPriceInLotsToPricePrecision(bestAsk.priceLots);
116
116
  }
117
117
 
118
118
  public getL2Bids(): Generator<L2Level> {
@@ -123,17 +123,27 @@ export class OpenbookV2Subscriber implements L2OrderBookGenerator {
123
123
  return this.getL2Levels('asks');
124
124
  }
125
125
 
126
- *getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
127
- const basePrecision = Math.ceil(
128
- 1 / this.market.baseNativeFactor.toNumber()
129
- );
130
- const pricePrecision = PRICE_PRECISION.toNumber();
126
+ public convertSizeInBaseLotsToMarketPrecision(sizeInLots: BN): BN {
127
+ return sizeInLots.mul(this.market.account.baseLotSize);
128
+ }
131
129
 
132
- const levels = side === 'bids' ? this.market.bids : this.market.asks;
130
+ public convertPriceInLotsToPricePrecision(priceInLots: BN): BN {
131
+ const adjPrice = priceInLots
132
+ .mul(PRICE_PRECISION)
133
+ .muln(
134
+ 10 **
135
+ (this.market.account.baseDecimals - this.market.account.quoteDecimals)
136
+ )
137
+ .mul(this.market.account.quoteLotSize)
138
+ .div(this.market.account.baseLotSize);
139
+ return adjPrice;
140
+ }
133
141
 
142
+ *getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
143
+ const levels = side === 'bids' ? this.market.bids : this.market.asks;
134
144
  for (const order of levels?.items()) {
135
- const size = new BN(order.size * basePrecision);
136
- const price = new BN(order.price * pricePrecision);
145
+ const size = this.convertSizeInBaseLotsToMarketPrecision(order.sizeLots);
146
+ const price = this.convertPriceInLotsToPricePrecision(order.priceLots);
137
147
  yield {
138
148
  price,
139
149
  size,
package/src/phoenix/phoenixSubscriber.ts CHANGED
@@ -4,8 +4,8 @@ import {
4
4
  Client,
5
5
  deserializeClockData,
6
6
  toNum,
7
- getMarketUiLadder,
8
7
  Market,
8
+ getMarketLadder,
9
9
  } from '@ellipsis-labs/phoenix-sdk';
10
10
  import { PRICE_PRECISION } from '../constants/numericConstants';
11
11
  import { BN } from '@coral-xyz/anchor';
@@ -138,7 +138,7 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
138
138
  }
139
139
 
140
140
  public getBestBid(): BN | undefined {
141
- const ladder = getMarketUiLadder(
141
+ const ladder = getMarketLadder(
142
142
  this.market,
143
143
  this.lastSlot,
144
144
  this.lastUnixTimestamp,
@@ -148,11 +148,11 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
148
148
  if (!bestBid) {
149
149
  return undefined;
150
150
  }
151
- return new BN(Math.floor(bestBid.price * PRICE_PRECISION.toNumber()));
151
+ return this.convertPriceInTicksToPricePrecision(bestBid.priceInTicks);
152
152
  }
153
153
 
154
154
  public getBestAsk(): BN | undefined {
155
- const ladder = getMarketUiLadder(
155
+ const ladder = getMarketLadder(
156
156
  this.market,
157
157
  this.lastSlot,
158
158
  this.lastUnixTimestamp,
@@ -163,7 +163,24 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
163
163
  if (!bestAsk) {
164
164
  return undefined;
165
165
  }
166
- return new BN(Math.floor(bestAsk.price * PRICE_PRECISION.toNumber()));
166
+ return this.convertPriceInTicksToPricePrecision(bestAsk.priceInTicks);
167
+ }
168
+
169
+ public convertPriceInTicksToPricePrecision(priceInTicks: BN): BN {
170
+ const quotePrecision = new BN(
171
+ Math.pow(10, this.market.data.header.quoteParams.decimals)
172
+ );
173
+ const denom = quotePrecision.muln(
174
+ this.market.data.header.rawBaseUnitsPerBaseUnit
175
+ );
176
+ const price = priceInTicks
177
+ .muln(this.market.data.quoteLotsPerBaseUnitPerTick)
178
+ .muln(toNum(this.market.data.header.quoteLotSize));
179
+ return price.mul(PRICE_PRECISION).div(denom);
180
+ }
181
+
182
+ public convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots: BN): BN {
183
+ return sizeInBaseLots.muln(toNum(this.market.data.header.baseLotSize));
167
184
  }
168
185
 
169
186
  public getL2Bids(): Generator<L2Level> {
@@ -175,14 +192,7 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
175
192
  }
176
193
 
177
194
  *getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
178
- const basePrecision = Math.pow(
179
- 10,
180
- this.market.data.header.baseParams.decimals
181
- );
182
-
183
- const pricePrecision = PRICE_PRECISION.toNumber();
184
-
185
- const ladder = getMarketUiLadder(
195
+ const ladder = getMarketLadder(
186
196
  this.market,
187
197
  this.lastSlot,
188
198
  this.lastUnixTimestamp,
@@ -190,10 +200,12 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
190
200
  );
191
201
 
192
202
  for (let i = 0; i < ladder[side].length; i++) {
193
- const { price, quantity } = ladder[side][i];
203
+ const { priceInTicks, sizeInBaseLots } = ladder[side][i];
194
204
  try {
195
- const size = new BN(quantity * basePrecision);
196
- const updatedPrice = new BN(price * pricePrecision);
205
+ const size =
206
+ this.convertSizeInBaseLotsToMarketPrecision(sizeInBaseLots);
207
+ const updatedPrice =
208
+ this.convertPriceInTicksToPricePrecision(priceInTicks);
197
209
  yield {
198
210
  price: updatedPrice,
199
211
  size,