@drift-labs/sdk 2.125.0-beta.0 → 2.125.0-beta.1

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Files changed (7) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/math/oracles.js +2 -1
  3. package/lib/node/math/oracles.d.ts.map +1 -1
  4. package/lib/node/math/oracles.js +2 -1
  5. package/package.json +1 -1
  6. package/src/adminClient.ts +40 -0
  7. package/src/math/oracles.ts +11 -1
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.125.0-beta.0
1
+ 2.125.0-beta.1
package/lib/browser/math/oracles.js CHANGED
@@ -99,7 +99,8 @@ function calculateLiveOracleStd(amm, oraclePriceData, now) {
99
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  const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
100
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  const sinceStart = index_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
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  const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
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- const priceDeltaVsTwap = oraclePriceData.price.sub(liveOracleTwap).abs();
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+ const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
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+ const priceDeltaVsTwap = index_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
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  const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
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  return oracleStd;
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  }
package/lib/node/math/oracles.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"oracles.d.ts","sourceRoot":"","sources":["../../../src/math/oracles.ts"],"names":[],"mappings":";;;AAAA,OAAO,EAAE,GAAG,EAAE,gBAAgB,EAAa,MAAM,UAAU,CAAC;AAC5D,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAUnD,OAAO,EACN,EAAE,EACF,oBAAoB,EACpB,YAAY,EACZ,iBAAiB,EACjB,MAAM,UAAU,CAAC;AAGlB,wBAAgB,gBAAgB,CAC/B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,CAAC,EAAE,EAAE,EAAE,CAAC,CAUV;AAED,wBAAgB,kCAAkC,CACjD,MAAM,EAAE,iBAAiB,GACvB,EAAE,CAcJ;AAED,wBAAgB,aAAa,CAC5B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,MAAM,GACV,OAAO,CAmCT;AAED,wBAAgB,oBAAoB,CACnC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,GAAG,EAAE,EAAE,GACL,OAAO,CAsBT;AAED,wBAAgB,uBAAuB,CACtC,cAAc,EAAE,oBAAoB,EACpC,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,EACP,MAAM,EAAE,EAAE,GACR,EAAE,CA6BJ;AAED,wBAAgB,sBAAsB,CACrC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,GACL,EAAE,CAqBJ;AAED,wBAAgB,mBAAmB,CAClC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,YAAY,EAAE,EAAE,EAChB,GAAG,EAAE,EAAE,GACL,EAAE,CAwBJ;AAED,wBAAgB,iBAAiB,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,SAAI,GAAG,MAAM,CAe5D;AAED,wBAAgB,+BAA+B,CAC9C,iBAAiB,EAAE,YAAY,EAC/B,kBAAkB,EAAE,YAAY,GAC9B;IAAE,SAAS,EAAE,EAAE,CAAC;IAAC,WAAW,EAAE,EAAE,CAAA;CAAE,CA0DpC"}
1
+ {"version":3,"file":"oracles.d.ts","sourceRoot":"","sources":["../../../src/math/oracles.ts"],"names":[],"mappings":";;;AAAA,OAAO,EAAE,GAAG,EAAE,gBAAgB,EAAa,MAAM,UAAU,CAAC;AAC5D,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAUnD,OAAO,EACN,EAAE,EACF,oBAAoB,EACpB,YAAY,EACZ,iBAAiB,EACjB,MAAM,UAAU,CAAC;AAGlB,wBAAgB,gBAAgB,CAC/B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,CAAC,EAAE,EAAE,EAAE,CAAC,CAUV;AAED,wBAAgB,kCAAkC,CACjD,MAAM,EAAE,iBAAiB,GACvB,EAAE,CAcJ;AAED,wBAAgB,aAAa,CAC5B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,MAAM,GACV,OAAO,CAmCT;AAED,wBAAgB,oBAAoB,CACnC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,GAAG,EAAE,EAAE,GACL,OAAO,CAsBT;AAED,wBAAgB,uBAAuB,CACtC,cAAc,EAAE,oBAAoB,EACpC,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,EACP,MAAM,EAAE,EAAE,GACR,EAAE,CA6BJ;AAED,wBAAgB,sBAAsB,CACrC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,GACL,EAAE,CA+BJ;AAED,wBAAgB,mBAAmB,CAClC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,YAAY,EAAE,EAAE,EAChB,GAAG,EAAE,EAAE,GACL,EAAE,CAwBJ;AAED,wBAAgB,iBAAiB,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,SAAI,GAAG,MAAM,CAe5D;AAED,wBAAgB,+BAA+B,CAC9C,iBAAiB,EAAE,YAAY,EAC/B,kBAAkB,EAAE,YAAY,GAC9B;IAAE,SAAS,EAAE,EAAE,CAAC;IAAC,WAAW,EAAE,EAAE,CAAA;CAAE,CA0DpC"}
package/lib/node/math/oracles.js CHANGED
@@ -99,7 +99,8 @@ function calculateLiveOracleStd(amm, oraclePriceData, now) {
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  const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
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  const sinceStart = index_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
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  const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
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- const priceDeltaVsTwap = oraclePriceData.price.sub(liveOracleTwap).abs();
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+ const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
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+ const priceDeltaVsTwap = index_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
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  const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
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  return oracleStd;
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  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
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  "name": "@drift-labs/sdk",
3
- "version": "2.125.0-beta.0",
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+ "version": "2.125.0-beta.1",
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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/adminClient.ts CHANGED
@@ -3960,6 +3960,46 @@ export class AdminClient extends DriftClient {
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3960
  );
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  }
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3962
 
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+ public async updatePerpMarketOracleSlotDelayOverride(
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+ perpMarketIndex: number,
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+ oracleSlotDelay: number
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+ ): Promise<TransactionSignature> {
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+ const updatePerpMarketOracleSlotDelayOverrideIx =
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+ await this.getUpdatePerpMarketOracleSlotDelayOverrideIx(
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+ perpMarketIndex,
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+ oracleSlotDelay
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+ );
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+ const tx = await this.buildTransaction(
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+ updatePerpMarketOracleSlotDelayOverrideIx
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+ );
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+ const { txSig } = await this.sendTransaction(tx, [], this.opts);
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+
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+ return txSig;
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+ }
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+
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+ public async getUpdatePerpMarketOracleSlotDelayOverrideIx(
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+ perpMarketIndex: number,
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+ oracleSlotDelay: number
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+ ): Promise<TransactionInstruction> {
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+ const perpMarketPublicKey = await getPerpMarketPublicKey(
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+ this.program.programId,
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+ perpMarketIndex
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+ );
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+
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+ return await this.program.instruction.updatePerpMarketOracleSlotDelayOverride(
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+ oracleSlotDelay,
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+ {
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+ accounts: {
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+ admin: this.useHotWalletAdmin
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+ ? this.wallet.publicKey
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+ : this.getStateAccount().admin,
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+ state: await this.getStatePublicKey(),
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+ perpMarket: perpMarketPublicKey,
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+ },
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+ }
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+ );
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+ }
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+
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4003
  public async updatePerpMarketAmmSpreadAdjustment(
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4004
  perpMarketIndex: number,
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4005
  ammSpreadAdjustment: number
package/src/math/oracles.ts CHANGED
@@ -175,7 +175,17 @@ export function calculateLiveOracleStd(
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175
  amm.fundingPeriod
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  );
177
177
 
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- const priceDeltaVsTwap = oraclePriceData.price.sub(liveOracleTwap).abs();
178
+ const liveOracleTwap5MIN = calculateLiveOracleTwap(
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+ amm.historicalOracleData,
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+ oraclePriceData,
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+ now,
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+ FIVE_MINUTE
183
+ );
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+
185
+ const priceDeltaVsTwap = BN.max(
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+ oraclePriceData.price.sub(liveOracleTwap).abs(),
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+ oraclePriceData.price.sub(liveOracleTwap5MIN).abs()
188
+ );
179
189
 
180
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  const oracleStd = priceDeltaVsTwap.add(
181
191
  amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate))