@drift-labs/sdk 2.124.0-beta.2 → 2.124.0-beta.3

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Files changed (5) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/math/amm.js +3 -3
  3. package/lib/node/math/amm.js +3 -3
  4. package/package.json +1 -1
  5. package/src/math/amm.ts +3 -3
package/VERSION CHANGED
@@ -1 +1 @@
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- 2.124.0-beta.2
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+ 2.124.0-beta.3
package/lib/browser/math/amm.js CHANGED
@@ -282,16 +282,16 @@ function calculateVolSpreadBN(lastOracleConfPct, reservePrice, markStd, oracleSt
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  .add(oracleStd)
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  .mul(numericConstants_1.PERCENTAGE_PRECISION)
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  .div(reservePrice)
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- .div(new anchor_1.BN(2));
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+ .div(new anchor_1.BN(4));
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  const volSpread = anchor_1.BN.max(lastOracleConfPct, marketAvgStdPct.div(new anchor_1.BN(2)));
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  const clampMin = numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(100));
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- const clampMax = numericConstants_1.PERCENTAGE_PRECISION.mul(new anchor_1.BN(16)).div(new anchor_1.BN(10));
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+ const clampMax = numericConstants_1.PERCENTAGE_PRECISION;
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  const longVolSpreadFactor = (0, __1.clampBN)(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
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  const shortVolSpreadFactor = (0, __1.clampBN)(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
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  // only consider confidence interval at full value when above 25 bps
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  let confComponent = lastOracleConfPct;
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  if (lastOracleConfPct.lte(numericConstants_1.PRICE_PRECISION.div(new anchor_1.BN(400)))) {
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- confComponent = lastOracleConfPct.div(new anchor_1.BN(10));
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+ confComponent = lastOracleConfPct.div(new anchor_1.BN(20));
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  }
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  const longVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
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  const shortVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
package/lib/node/math/amm.js CHANGED
@@ -282,16 +282,16 @@ function calculateVolSpreadBN(lastOracleConfPct, reservePrice, markStd, oracleSt
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  .add(oracleStd)
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  .mul(numericConstants_1.PERCENTAGE_PRECISION)
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  .div(reservePrice)
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- .div(new anchor_1.BN(2));
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+ .div(new anchor_1.BN(4));
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  const volSpread = anchor_1.BN.max(lastOracleConfPct, marketAvgStdPct.div(new anchor_1.BN(2)));
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  const clampMin = numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(100));
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- const clampMax = numericConstants_1.PERCENTAGE_PRECISION.mul(new anchor_1.BN(16)).div(new anchor_1.BN(10));
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+ const clampMax = numericConstants_1.PERCENTAGE_PRECISION;
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  const longVolSpreadFactor = (0, __1.clampBN)(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
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  const shortVolSpreadFactor = (0, __1.clampBN)(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
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  // only consider confidence interval at full value when above 25 bps
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  let confComponent = lastOracleConfPct;
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  if (lastOracleConfPct.lte(numericConstants_1.PRICE_PRECISION.div(new anchor_1.BN(400)))) {
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- confComponent = lastOracleConfPct.div(new anchor_1.BN(10));
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+ confComponent = lastOracleConfPct.div(new anchor_1.BN(20));
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  }
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  const longVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
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  const shortVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@drift-labs/sdk",
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- "version": "2.124.0-beta.2",
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+ "version": "2.124.0-beta.3",
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  "main": "lib/node/index.js",
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  "types": "lib/node/index.d.ts",
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  "browser": "./lib/browser/index.js",
package/src/math/amm.ts CHANGED
@@ -547,11 +547,11 @@ export function calculateVolSpreadBN(
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  .add(oracleStd)
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  .mul(PERCENTAGE_PRECISION)
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  .div(reservePrice)
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- .div(new BN(2));
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+ .div(new BN(4));
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  const volSpread = BN.max(lastOracleConfPct, marketAvgStdPct.div(new BN(2)));
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  const clampMin = PERCENTAGE_PRECISION.div(new BN(100));
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- const clampMax = PERCENTAGE_PRECISION.mul(new BN(16)).div(new BN(10));
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+ const clampMax = PERCENTAGE_PRECISION;
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  const longVolSpreadFactor = clampBN(
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  longIntensity.mul(PERCENTAGE_PRECISION).div(BN.max(ONE, volume24H)),
@@ -568,7 +568,7 @@ export function calculateVolSpreadBN(
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  let confComponent = lastOracleConfPct;
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  if (lastOracleConfPct.lte(PRICE_PRECISION.div(new BN(400)))) {
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- confComponent = lastOracleConfPct.div(new BN(10));
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+ confComponent = lastOracleConfPct.div(new BN(20));
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  }
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  const longVolSpread = BN.max(