@drift-labs/sdk 2.12.0-beta.3 → 2.13.0-beta.0
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.
- package/lib/dlob/DLOB.d.ts +8 -8
- package/lib/dlob/DLOB.js +24 -17
- package/lib/examples/loadDlob.d.ts +1 -0
- package/lib/examples/loadDlob.js +54 -0
- package/lib/idl/drift.json +1 -1
- package/lib/math/trade.d.ts +35 -3
- package/lib/math/trade.js +192 -14
- package/package.json +1 -1
- package/src/dlob/DLOB.ts +34 -26
- package/src/examples/loadDlob.ts +82 -0
- package/src/idl/drift.json +1 -1
- package/src/math/trade.ts +322 -16
- package/tests/dlob/test.ts +307 -38
- package/src/examples/makeTradeExample.js +0 -157
|
@@ -1,157 +0,0 @@
|
|
|
1
|
-
'use strict';
|
|
2
|
-
var __awaiter =
|
|
3
|
-
(this && this.__awaiter) ||
|
|
4
|
-
function (thisArg, _arguments, P, generator) {
|
|
5
|
-
function adopt(value) {
|
|
6
|
-
return value instanceof P
|
|
7
|
-
? value
|
|
8
|
-
: new P(function (resolve) {
|
|
9
|
-
resolve(value);
|
|
10
|
-
});
|
|
11
|
-
}
|
|
12
|
-
return new (P || (P = Promise))(function (resolve, reject) {
|
|
13
|
-
function fulfilled(value) {
|
|
14
|
-
try {
|
|
15
|
-
step(generator.next(value));
|
|
16
|
-
} catch (e) {
|
|
17
|
-
reject(e);
|
|
18
|
-
}
|
|
19
|
-
}
|
|
20
|
-
function rejected(value) {
|
|
21
|
-
try {
|
|
22
|
-
step(generator['throw'](value));
|
|
23
|
-
} catch (e) {
|
|
24
|
-
reject(e);
|
|
25
|
-
}
|
|
26
|
-
}
|
|
27
|
-
function step(result) {
|
|
28
|
-
result.done
|
|
29
|
-
? resolve(result.value)
|
|
30
|
-
: adopt(result.value).then(fulfilled, rejected);
|
|
31
|
-
}
|
|
32
|
-
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
33
|
-
});
|
|
34
|
-
};
|
|
35
|
-
Object.defineProperty(exports, '__esModule', { value: true });
|
|
36
|
-
exports.getTokenAddress = void 0;
|
|
37
|
-
const anchor_1 = require('@project-serum/anchor');
|
|
38
|
-
const __1 = require('..');
|
|
39
|
-
const spl_token_1 = require('@solana/spl-token');
|
|
40
|
-
const web3_js_1 = require('@solana/web3.js');
|
|
41
|
-
const __2 = require('..');
|
|
42
|
-
const banks_1 = require('../constants/spotMarkets');
|
|
43
|
-
const getTokenAddress = (mintAddress, userPubKey) => {
|
|
44
|
-
return spl_token_1.Token.getAssociatedTokenAddress(
|
|
45
|
-
new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`),
|
|
46
|
-
spl_token_1.TOKEN_PROGRAM_ID,
|
|
47
|
-
new web3_js_1.PublicKey(mintAddress),
|
|
48
|
-
new web3_js_1.PublicKey(userPubKey)
|
|
49
|
-
);
|
|
50
|
-
};
|
|
51
|
-
exports.getTokenAddress = getTokenAddress;
|
|
52
|
-
const main = () =>
|
|
53
|
-
__awaiter(void 0, void 0, void 0, function* () {
|
|
54
|
-
// Initialize Drift SDK
|
|
55
|
-
const sdkConfig = __2.initialize({ env: 'devnet' });
|
|
56
|
-
// Set up the Wallet and Provider
|
|
57
|
-
const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
|
|
58
|
-
const keypair = web3_js_1.Keypair.fromSecretKey(
|
|
59
|
-
Uint8Array.from(JSON.parse(privateKey))
|
|
60
|
-
);
|
|
61
|
-
const wallet = new __1.Wallet(keypair);
|
|
62
|
-
// Set up the Connection
|
|
63
|
-
const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
|
|
64
|
-
const connection = new web3_js_1.Connection(rpcAddress);
|
|
65
|
-
// Set up the Provider
|
|
66
|
-
const provider = new anchor_1.AnchorProvider(
|
|
67
|
-
connection,
|
|
68
|
-
wallet,
|
|
69
|
-
anchor_1.AnchorProvider.defaultOptions()
|
|
70
|
-
);
|
|
71
|
-
// Check SOL Balance
|
|
72
|
-
const lamportsBalance = yield connection.getBalance(wallet.publicKey);
|
|
73
|
-
console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
|
|
74
|
-
// Misc. other things to set up
|
|
75
|
-
const usdcTokenAddress = yield exports.getTokenAddress(
|
|
76
|
-
sdkConfig.USDC_MINT_ADDRESS,
|
|
77
|
-
wallet.publicKey.toString()
|
|
78
|
-
);
|
|
79
|
-
// Set up the Drift Clearing House
|
|
80
|
-
const clearingHousePublicKey = new web3_js_1.PublicKey(
|
|
81
|
-
sdkConfig.DRIFT_PROGRAM_ID
|
|
82
|
-
);
|
|
83
|
-
const clearingHouse = new __2.ClearingHouse({
|
|
84
|
-
connection,
|
|
85
|
-
wallet: provider.wallet,
|
|
86
|
-
programID: clearingHousePublicKey,
|
|
87
|
-
});
|
|
88
|
-
yield clearingHouse.subscribe();
|
|
89
|
-
// Set up Clearing House user client
|
|
90
|
-
const user = new __2.ClearingHouseUser({
|
|
91
|
-
clearingHouse,
|
|
92
|
-
userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
|
|
93
|
-
});
|
|
94
|
-
//// Check if clearing house account exists for the current wallet
|
|
95
|
-
const userAccountExists = yield user.exists();
|
|
96
|
-
if (!userAccountExists) {
|
|
97
|
-
//// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
|
|
98
|
-
const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
|
|
99
|
-
yield clearingHouse.initializeUserAccountAndDepositCollateral(
|
|
100
|
-
depositAmount,
|
|
101
|
-
yield exports.getTokenAddress(
|
|
102
|
-
usdcTokenAddress.toString(),
|
|
103
|
-
wallet.publicKey.toString()
|
|
104
|
-
),
|
|
105
|
-
banks_1.SpotMarkets['devnet'][0].marketIndex
|
|
106
|
-
);
|
|
107
|
-
}
|
|
108
|
-
yield user.subscribe();
|
|
109
|
-
// Get current price
|
|
110
|
-
const solMarketInfo = sdkConfig.PERP_MARKETS.find(
|
|
111
|
-
(market) => market.baseAssetSymbol === 'SOL'
|
|
112
|
-
);
|
|
113
|
-
const currentMarketPrice = __2.calculateMarkPrice(
|
|
114
|
-
clearingHouse.getMarketAccount(solMarketInfo.marketIndex),
|
|
115
|
-
undefined
|
|
116
|
-
);
|
|
117
|
-
const formattedPrice = __2.convertToNumber(
|
|
118
|
-
currentMarketPrice,
|
|
119
|
-
__2.PRICE_PRECISION
|
|
120
|
-
);
|
|
121
|
-
console.log(`Current Market Price is $${formattedPrice}`);
|
|
122
|
-
// Estimate the slippage for a $5000 LONG trade
|
|
123
|
-
const solMarketAccount = clearingHouse.getMarketAccount(
|
|
124
|
-
solMarketInfo.marketIndex
|
|
125
|
-
);
|
|
126
|
-
const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
|
|
127
|
-
const slippage = __2.convertToNumber(
|
|
128
|
-
__2.calculateTradeSlippage(
|
|
129
|
-
__2.PositionDirection.LONG,
|
|
130
|
-
longAmount,
|
|
131
|
-
solMarketAccount,
|
|
132
|
-
'quote',
|
|
133
|
-
undefined
|
|
134
|
-
)[0],
|
|
135
|
-
__2.PRICE_PRECISION
|
|
136
|
-
);
|
|
137
|
-
console.log(
|
|
138
|
-
`Slippage for a $5000 LONG on the SOL market would be $${slippage}`
|
|
139
|
-
);
|
|
140
|
-
// Make a $5000 LONG trade
|
|
141
|
-
yield clearingHouse.openPosition(
|
|
142
|
-
__2.PositionDirection.LONG,
|
|
143
|
-
longAmount,
|
|
144
|
-
solMarketInfo.marketIndex
|
|
145
|
-
);
|
|
146
|
-
console.log(`LONGED $5000 SOL`);
|
|
147
|
-
// Reduce the position by $2000
|
|
148
|
-
const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
|
|
149
|
-
yield clearingHouse.openPosition(
|
|
150
|
-
__2.PositionDirection.SHORT,
|
|
151
|
-
reduceAmount,
|
|
152
|
-
solMarketInfo.marketIndex
|
|
153
|
-
);
|
|
154
|
-
// Close the rest of the position
|
|
155
|
-
yield clearingHouse.closePosition(solMarketInfo.marketIndex);
|
|
156
|
-
});
|
|
157
|
-
main();
|