@drift-labs/sdk 2.115.0-beta.5 → 2.115.0-beta.7

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 (17) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/driftClient.js +2 -2
  3. package/lib/browser/openbook/openbookV2Subscriber.d.ts +2 -0
  4. package/lib/browser/openbook/openbookV2Subscriber.js +16 -6
  5. package/lib/browser/phoenix/phoenixSubscriber.d.ts +2 -0
  6. package/lib/browser/phoenix/phoenixSubscriber.js +19 -10
  7. package/lib/node/driftClient.js +2 -2
  8. package/lib/node/openbook/openbookV2Subscriber.d.ts +2 -0
  9. package/lib/node/openbook/openbookV2Subscriber.d.ts.map +1 -1
  10. package/lib/node/openbook/openbookV2Subscriber.js +16 -6
  11. package/lib/node/phoenix/phoenixSubscriber.d.ts +2 -0
  12. package/lib/node/phoenix/phoenixSubscriber.d.ts.map +1 -1
  13. package/lib/node/phoenix/phoenixSubscriber.js +19 -10
  14. package/package.json +1 -1
  15. package/src/driftClient.ts +2 -2
  16. package/src/openbook/openbookV2Subscriber.ts +20 -10
  17. package/src/phoenix/phoenixSubscriber.ts +28 -16
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.115.0-beta.5
1
+ 2.115.0-beta.7
package/lib/browser/driftClient.js CHANGED
@@ -3418,7 +3418,7 @@ class DriftClient {
3418
3418
  async getPlaceSignedMsgTakerPerpOrderIxs(signedSignedMsgOrderParams, marketIndex, takerInfo, precedingIxs = [], overrideCustomIxIndex) {
3419
3419
  const remainingAccounts = this.getRemainingAccounts({
3420
3420
  userAccounts: [takerInfo.takerUserAccount],
3421
- useMarketLastSlotCache: true,
3421
+ useMarketLastSlotCache: false,
3422
3422
  readablePerpMarketIndex: marketIndex,
3423
3423
  });
3424
3424
  const messageLengthBuffer = Buffer.alloc(2);
@@ -3460,7 +3460,7 @@ class DriftClient {
3460
3460
  this.getUserAccount(subAccountId),
3461
3461
  takerInfo.takerUserAccount,
3462
3462
  ],
3463
- useMarketLastSlotCache: true,
3463
+ useMarketLastSlotCache: false,
3464
3464
  writablePerpMarketIndexes: [orderParams.marketIndex],
3465
3465
  });
3466
3466
  if (referrerInfo) {
package/lib/browser/openbook/openbookV2Subscriber.d.ts CHANGED
@@ -31,6 +31,8 @@ export declare class OpenbookV2Subscriber implements L2OrderBookGenerator {
31
31
  getBestAsk(): BN | undefined;
32
32
  getL2Bids(): Generator<L2Level>;
33
33
  getL2Asks(): Generator<L2Level>;
34
+ convertSizeInBaseLotsToMarketPrecision(sizeInLots: BN): BN;
35
+ convertPriceInLotsToPricePrecision(priceInLots: BN): BN;
34
36
  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
35
37
  unsubscribe(): Promise<void>;
36
38
  }
package/lib/browser/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/browser/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/browser/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/lib/node/driftClient.js CHANGED
@@ -3418,7 +3418,7 @@ class DriftClient {
3418
3418
  async getPlaceSignedMsgTakerPerpOrderIxs(signedSignedMsgOrderParams, marketIndex, takerInfo, precedingIxs = [], overrideCustomIxIndex) {
3419
3419
  const remainingAccounts = this.getRemainingAccounts({
3420
3420
  userAccounts: [takerInfo.takerUserAccount],
3421
- useMarketLastSlotCache: true,
3421
+ useMarketLastSlotCache: false,
3422
3422
  readablePerpMarketIndex: marketIndex,
3423
3423
  });
3424
3424
  const messageLengthBuffer = Buffer.alloc(2);
@@ -3460,7 +3460,7 @@ class DriftClient {
3460
3460
  this.getUserAccount(subAccountId),
3461
3461
  takerInfo.takerUserAccount,
3462
3462
  ],
3463
- useMarketLastSlotCache: true,
3463
+ useMarketLastSlotCache: false,
3464
3464
  writablePerpMarketIndexes: [orderParams.marketIndex],
3465
3465
  });
3466
3466
  if (referrerInfo) {
package/lib/node/openbook/openbookV2Subscriber.d.ts CHANGED
@@ -31,6 +31,8 @@ export declare class OpenbookV2Subscriber implements L2OrderBookGenerator {
31
31
  getBestAsk(): BN | undefined;
32
32
  getL2Bids(): Generator<L2Level>;
33
33
  getL2Asks(): Generator<L2Level>;
34
+ convertSizeInBaseLotsToMarketPrecision(sizeInLots: BN): BN;
35
+ convertPriceInLotsToPricePrecision(priceInLots: BN): BN;
34
36
  getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
35
37
  unsubscribe(): Promise<void>;
36
38
  }
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"}
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+ {"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.7",
4
4
  "main": "lib/node/index.js",
5
5
  "types": "lib/node/index.d.ts",
6
6
  "browser": "./lib/browser/index.js",
package/src/driftClient.ts CHANGED
@@ -6408,7 +6408,7 @@ export class DriftClient {
6408
6408
  ): Promise<TransactionInstruction[]> {
6409
6409
  const remainingAccounts = this.getRemainingAccounts({
6410
6410
  userAccounts: [takerInfo.takerUserAccount],
6411
- useMarketLastSlotCache: true,
6411
+ useMarketLastSlotCache: false,
6412
6412
  readablePerpMarketIndex: marketIndex,
6413
6413
  });
6414
6414
 
@@ -6526,7 +6526,7 @@ export class DriftClient {
6526
6526
  this.getUserAccount(subAccountId),
6527
6527
  takerInfo.takerUserAccount,
6528
6528
  ],
6529
- useMarketLastSlotCache: true,
6529
+ useMarketLastSlotCache: false,
6530
6530
  writablePerpMarketIndexes: [orderParams.marketIndex],
6531
6531
  });
6532
6532
 
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,