@drift-labs/sdk 2.13.0 → 2.14.0

package/lib/math/funding.js

@@ -12,7 +12,7 @@ const amm_1 = require("./amm");
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
+async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1), now) {
     // periodAdjustment
     // 	1: hourly
     //  24: daily
@@ -25,7 +25,7 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
     }
     const payFreq = new anchor_1.BN(market.amm.fundingPeriod);
     // todo: sufficiently differs from blockchain timestamp?
-    const now = new anchor_1.BN((Date.now() / 1000).toFixed(0));
+    now = now || new anchor_1.BN((Date.now() / 1000).toFixed(0));
     const timeSinceLastUpdate = now.sub(market.amm.lastFundingRateTs);
     // calculate real-time mark twap
     const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
@@ -55,8 +55,8 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
             .mul(numericConstants_1.PRICE_PRECISION)
             .mul(new anchor_1.BN(100))
             .div(lastOracleTwapWithMantissa);
-        // verify pyth live input is within 10% of last twap for live update
-        if (oracleLiveVsTwap.lte(numericConstants_1.PRICE_PRECISION.mul(new anchor_1.BN(10)))) {
+        // verify pyth live input is within 20% of last twap for live update
+        if (oracleLiveVsTwap.lte(numericConstants_1.PRICE_PRECISION.mul(new anchor_1.BN(20)))) {
             oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
                 .mul(lastOracleTwapWithMantissa)
                 .add(timeSinceLastMarkChange.mul(oraclePrice))
@@ -64,10 +64,10 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
         }
     }
     const shrunkLastOracleTwapwithMantissa = oracleTwapTimeSinceLastUpdate
-        .mul(lastOracleTwapWithMantissa)
+        .mul(oracleTwapWithMantissa)
         .add(oracleInvalidDuration.mul(lastMarkTwapWithMantissa))
         .div(oracleTwapTimeSinceLastUpdate.add(oracleInvalidDuration));
-    const twapSpread = lastMarkTwapWithMantissa.sub(shrunkLastOracleTwapwithMantissa);
+    const twapSpread = markTwapWithMantissa.sub(shrunkLastOracleTwapwithMantissa);
     const twapSpreadPct = twapSpread
         .mul(numericConstants_1.PRICE_PRECISION)
         .mul(new anchor_1.BN(100))

package/lib/math/spotBalance.js

@@ -75,7 +75,7 @@ function calculateAssetWeight(balanceAmount, spotMarket, marginCategory) {
             assetWeight = margin_1.calculateSizeDiscountAssetWeight(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.initialAssetWeight));
             break;
         case 'Maintenance':
-            assetWeight = new anchor_1.BN(spotMarket.maintenanceAssetWeight);
+            assetWeight = margin_1.calculateSizeDiscountAssetWeight(sizeInAmmReservePrecision, new anchor_1.BN(spotMarket.imfFactor), new anchor_1.BN(spotMarket.maintenanceAssetWeight));
             break;
         default:
             assetWeight = new anchor_1.BN(spotMarket.initialAssetWeight);
@@ -200,7 +200,7 @@ function calculateWithdrawLimit(spotMarket, now) {
         .mul(sinceStart)
         .add(marketDepositTokenAmount.mul(sinceLast))
         .div(sinceLast.add(sinceStart));
-    const maxBorrowTokens = anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(borrowTokenTwapLive.div(new anchor_1.BN(5)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(5)))); // between ~15-80% utilization with friction on twap
+    const maxBorrowTokens = anchor_1.BN.max(spotMarket.withdrawGuardThreshold, anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(borrowTokenTwapLive.div(new anchor_1.BN(5)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(5))))); // between ~15-80% utilization with friction on twap
     const minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.min(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(5)), spotMarket.withdrawGuardThreshold), depositTokenTwapLive));
     let withdrawLimit = anchor_1.BN.max(marketDepositTokenAmount.sub(minDepositTokens), numericConstants_1.ZERO);
     let borrowLimit = anchor_1.BN.max(maxBorrowTokens.sub(marketBorrowTokenAmount), numericConstants_1.ZERO);

package/lib/token/index.js

@@ -11,7 +11,7 @@ function parseTokenAccount(data) {
     if (accountInfo.delegateOption === 0) {
         accountInfo.delegate = null;
         // eslint-disable-next-line new-cap
-        accountInfo.delegatedAmount = new spl_token_1.u64(0);
+        accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(Buffer.from('0'));
     }
     else {
         accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);

package/lib/user.d.ts

@@ -4,7 +4,7 @@ import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { DriftClient } from './driftClient';
-import { MarginCategory, Order, UserAccount, PerpPosition, SpotPosition } from './types';
+import { MarginCategory, Order, UserAccount, PerpPosition, SpotPosition, PerpMarketAccount } from './types';
 import { UserAccountSubscriber, UserAccountEvents, DataAndSlot } from './accounts/types';
 import { PositionDirection, BN, SpotMarketAccount } from '.';
 import { OraclePriceData } from './oracles/types';
@@ -168,21 +168,20 @@ export declare class User {
      */
     needsToSettleFundingPayment(): boolean;
     /**
-     * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
-     * @param PerpPosition
-     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
-     * @param partial
+     * Calculate the liquidation price of a spot position
+     * @param marketIndex
      * @returns Precision : PRICE_PRECISION
      */
-    spotLiquidationPrice(spotPosition: Pick<SpotPosition, 'marketIndex'>): BN;
+    spotLiquidationPrice(marketIndex: number): BN;
     /**
      * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
-     * @param PerpPosition
+     * @param marketIndex
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
-     * @param partial
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(perpPosition: Pick<PerpPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
+    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN): BN;
+    calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN): BN | undefined;
+    calculateFreeCollateralDeltaForSpot(market: SpotMarketAccount, signedTokenAmount: BN): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex

package/lib/user.js

@@ -724,139 +724,136 @@ class User {
         return false;
     }
     /**
-     * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
-     * @param PerpPosition
-     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
-     * @param partial
+     * Calculate the liquidation price of a spot position
+     * @param marketIndex
      * @returns Precision : PRICE_PRECISION
      */
-    spotLiquidationPrice(spotPosition) {
-        const currentSpotPosition = this.getSpotPosition(spotPosition.marketIndex);
+    spotLiquidationPrice(marketIndex) {
+        const currentSpotPosition = this.getSpotPosition(marketIndex);
         if (!currentSpotPosition) {
             return new _1.BN(-1);
         }
-        const mtc = this.getTotalCollateral('Maintenance');
-        const mmr = this.getMaintenanceMarginRequirement();
-        const deltaValueToLiq = mtc.sub(mmr); // QUOTE_PRECISION
-        const currentSpotMarket = this.driftClient.getSpotMarketAccount(spotPosition.marketIndex);
-        const tokenAmount = spotBalance_1.getTokenAmount(currentSpotPosition.scaledBalance, currentSpotMarket, currentSpotPosition.balanceType);
-        const tokenAmountQP = tokenAmount
-            .mul(numericConstants_1.QUOTE_PRECISION)
-            .div(new _1.BN(10 ** currentSpotMarket.decimals));
-        if (tokenAmountQP.abs().eq(numericConstants_1.ZERO)) {
+        const totalCollateral = this.getTotalCollateral('Maintenance');
+        const maintenanceMarginRequirement = this.getMaintenanceMarginRequirement();
+        const freeCollateral = _1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(maintenanceMarginRequirement));
+        const market = this.driftClient.getSpotMarketAccount(marketIndex);
+        const signedTokenAmount = _1.getSignedTokenAmount(spotBalance_1.getTokenAmount(currentSpotPosition.scaledBalance, market, currentSpotPosition.balanceType), currentSpotPosition.balanceType);
+        if (signedTokenAmount.eq(numericConstants_1.ZERO)) {
             return new _1.BN(-1);
         }
-        let liqPriceDelta;
-        if (types_1.isVariant(currentSpotPosition.balanceType, 'borrow')) {
-            liqPriceDelta = deltaValueToLiq
-                .mul(numericConstants_1.PRICE_PRECISION)
-                .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
-                .div(tokenAmountQP)
-                .div(new _1.BN(currentSpotMarket.maintenanceLiabilityWeight));
+        let freeCollateralDelta = this.calculateFreeCollateralDeltaForSpot(market, signedTokenAmount);
+        const oracle = market.oracle;
+        const perpMarketWithSameOracle = this.driftClient
+            .getPerpMarketAccounts()
+            .find((market) => market.amm.oracle.equals(oracle));
+        if (perpMarketWithSameOracle) {
+            const perpPosition = this.getPerpPosition(perpMarketWithSameOracle.marketIndex);
+            if (perpPosition) {
+                const freeCollateralDeltaForPerp = this.calculateFreeCollateralDeltaForPerp(perpMarketWithSameOracle, perpPosition, numericConstants_1.ZERO);
+                freeCollateralDelta = freeCollateralDelta.add(freeCollateralDeltaForPerp || numericConstants_1.ZERO);
+            }
         }
-        else {
-            liqPriceDelta = deltaValueToLiq
-                .mul(numericConstants_1.PRICE_PRECISION)
-                .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
-                .div(tokenAmountQP)
-                .div(new _1.BN(currentSpotMarket.maintenanceAssetWeight))
-                .mul(new _1.BN(-1));
+        if (freeCollateralDelta.eq(numericConstants_1.ZERO)) {
+            return new _1.BN(-1);
+        }
+        const oraclePrice = this.driftClient.getOracleDataForSpotMarket(marketIndex).price;
+        const liqPriceDelta = freeCollateral
+            .mul(numericConstants_1.QUOTE_PRECISION)
+            .div(freeCollateralDelta);
+        const liqPrice = oraclePrice.sub(liqPriceDelta);
+        if (liqPrice.lt(numericConstants_1.ZERO)) {
+            return new _1.BN(-1);
         }
-        const currentPrice = this.driftClient.getOracleDataForSpotMarket(spotPosition.marketIndex).price;
-        const liqPrice = currentPrice.add(liqPriceDelta);
         return liqPrice;
     }
     /**
      * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
-     * @param PerpPosition
+     * @param marketIndex
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
-     * @param partial
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(perpPosition, positionBaseSizeChange = numericConstants_1.ZERO) {
-        // solves formula for example canBeLiquidated below
-        /* example: assume BTC price is $40k (examine 10% up/down)
-
-        if 10k deposit and levered 10x short BTC => BTC up $400 means:
-        1. higher base_asset_value (+$4k)
-        2. lower collateral (-$4k)
-        3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
-
-        for 10x long, BTC down $400:
-        3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
+    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO) {
         const totalCollateral = this.getTotalCollateral('Maintenance');
-        // calculate the total position value ignoring any value from the target market of the trade
-        const totalPositionValueExcludingTargetMarket = this.getTotalPerpPositionValueExcludingMarket(perpPosition.marketIndex, undefined, undefined, true);
-        const currentPerpPosition = this.getPerpPosition(perpPosition.marketIndex) ||
-            this.getEmptyPosition(perpPosition.marketIndex);
-        const currentPerpPositionBaseSize = currentPerpPosition.baseAssetAmount;
-        const proposedBaseAssetAmount = currentPerpPositionBaseSize.add(positionBaseSizeChange);
-        // calculate position for current market after trade
-        const proposedPerpPosition = {
-            marketIndex: perpPosition.marketIndex,
-            baseAssetAmount: proposedBaseAssetAmount,
-            remainderBaseAssetAmount: 0,
-            quoteAssetAmount: currentPerpPosition.quoteAssetAmount,
-            lastCumulativeFundingRate: numericConstants_1.ZERO,
-            quoteBreakEvenAmount: new _1.BN(0),
-            quoteEntryAmount: new _1.BN(0),
-            openOrders: 0,
-            openBids: currentPerpPosition.openBids,
-            openAsks: currentPerpPosition.openAsks,
-            settledPnl: numericConstants_1.ZERO,
-            lpShares: numericConstants_1.ZERO,
-            lastBaseAssetAmountPerLp: numericConstants_1.ZERO,
-            lastQuoteAssetAmountPerLp: numericConstants_1.ZERO,
-        };
-        if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
+        const maintenanceMarginRequirement = this.getMaintenanceMarginRequirement();
+        const freeCollateral = _1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(maintenanceMarginRequirement));
+        const market = this.driftClient.getPerpMarketAccount(marketIndex);
+        const currentPerpPosition = this.getPerpPosition(marketIndex);
+        let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange);
+        if (!freeCollateralDelta) {
             return new _1.BN(-1);
-        const market = this.driftClient.getPerpMarketAccount(proposedPerpPosition.marketIndex);
-        const proposedPerpPositionValue = margin_1.calculateBaseAssetValueWithOracle(market, proposedPerpPosition, this.getOracleDataForPerpMarket(market.marketIndex), true);
-        // total position value after trade
-        const totalPositionValueAfterTrade = totalPositionValueExcludingTargetMarket.add(proposedPerpPositionValue);
-        const marginRequirementOfAll = this.getMaintenanceMarginRequirement();
-        const positionValue = margin_1.calculateBaseAssetValueWithOracle(market, currentPerpPosition, this.getOracleDataForPerpMarket(market.marketIndex), true);
-        const marginRequirementOfTargetMarket = positionValue
-            .mul(new _1.BN(_1.calculateMarketMarginRatio(market, margin_1.calculateWorstCaseBaseAssetAmount(currentPerpPosition).abs(), 'Maintenance')))
-            .div(numericConstants_1.MARGIN_PRECISION);
-        const marginRequirementExcludingTargetMarket = marginRequirementOfAll.sub(marginRequirementOfTargetMarket);
-        const freeCollateralExcludingTargetMarket = totalCollateral.sub(marginRequirementExcludingTargetMarket);
-        // if the position value after the trade is less than free collateral, there is no liq price
-        if (totalPositionValueAfterTrade.lte(freeCollateralExcludingTargetMarket) &&
-            proposedPerpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+        }
+        const oracle = this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
+        const spotMarketWithSameOracle = this.driftClient
+            .getSpotMarketAccounts()
+            .find((market) => market.oracle.equals(oracle));
+        if (spotMarketWithSameOracle) {
+            const spotPosition = this.getSpotPosition(spotMarketWithSameOracle.marketIndex);
+            if (spotPosition) {
+                const signedTokenAmount = _1.getSignedTokenAmount(spotBalance_1.getTokenAmount(spotPosition.scaledBalance, spotMarketWithSameOracle, spotPosition.balanceType), spotPosition.balanceType);
+                const spotFreeCollateralDelta = this.calculateFreeCollateralDeltaForSpot(spotMarketWithSameOracle, signedTokenAmount);
+                freeCollateralDelta = freeCollateralDelta.add(spotFreeCollateralDelta || numericConstants_1.ZERO);
+            }
+        }
+        if (freeCollateralDelta.eq(numericConstants_1.ZERO)) {
             return new _1.BN(-1);
         }
-        const proposedWorstCastBaseAssetAmount = margin_1.calculateWorstCaseBaseAssetAmount(proposedPerpPosition);
-        const marginRequirementTargetMarket = proposedPerpPositionValue
-            .mul(new _1.BN(_1.calculateMarketMarginRatio(market, proposedWorstCastBaseAssetAmount.abs(), 'Maintenance')))
+        const oraclePrice = this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
+        const liqPriceDelta = freeCollateral
+            .mul(numericConstants_1.QUOTE_PRECISION)
+            .div(freeCollateralDelta);
+        const liqPrice = oraclePrice.sub(liqPriceDelta);
+        if (liqPrice.lt(numericConstants_1.ZERO)) {
+            return new _1.BN(-1);
+        }
+        return liqPrice;
+    }
+    calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange) {
+        const currentBaseAssetAmount = perpPosition.baseAssetAmount;
+        const worstCaseBaseAssetAmount = margin_1.calculateWorstCaseBaseAssetAmount(perpPosition);
+        const orderBaseAssetAmount = worstCaseBaseAssetAmount.sub(currentBaseAssetAmount);
+        const proposedBaseAssetAmount = currentBaseAssetAmount.add(positionBaseSizeChange);
+        const proposedWorstCaseBaseAssetAmount = worstCaseBaseAssetAmount.add(positionBaseSizeChange);
+        const marginRatio = _1.calculateMarketMarginRatio(market, proposedWorstCaseBaseAssetAmount.abs(), 'Maintenance');
+        const marginRatioQuotePrecision = new _1.BN(marginRatio)
+            .mul(numericConstants_1.QUOTE_PRECISION)
             .div(numericConstants_1.MARGIN_PRECISION);
-        const marginRequirementAfterTrade = marginRequirementExcludingTargetMarket.add(marginRequirementTargetMarket);
-        const freeCollateralAfterTrade = totalCollateral.sub(marginRequirementAfterTrade);
-        const marketMaxMaintLeverage = new _1.BN(numericConstants_1.TEN_THOUSAND.mul(numericConstants_1.TEN_THOUSAND).toNumber() /
-            _1.calculateMarketMarginRatio(market, proposedWorstCastBaseAssetAmount.abs(), 'Maintenance'));
-        let priceDelta;
-        if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
-            priceDelta = freeCollateralAfterTrade
-                .mul(marketMaxMaintLeverage) // precision is TEN_THOUSAND
-                .div(marketMaxMaintLeverage.add(numericConstants_1.TEN_THOUSAND))
-                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-                .div(proposedBaseAssetAmount);
+        if (proposedWorstCaseBaseAssetAmount.eq(numericConstants_1.ZERO)) {
+            return undefined;
+        }
+        let freeCollateralDelta = numericConstants_1.ZERO;
+        if (proposedBaseAssetAmount.gt(numericConstants_1.ZERO)) {
+            freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.sub(marginRatioQuotePrecision)
+                .mul(proposedBaseAssetAmount)
+                .div(numericConstants_1.BASE_PRECISION);
         }
         else {
-            priceDelta = freeCollateralAfterTrade
-                .mul(marketMaxMaintLeverage) // precision is TEN_THOUSAND
-                .div(marketMaxMaintLeverage.sub(numericConstants_1.TEN_THOUSAND))
-                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-                .div(proposedBaseAssetAmount);
-        }
-        const currentPrice = this.getOracleDataForPerpMarket(perpPosition.marketIndex).price;
-        if (priceDelta.gt(currentPrice) &&
-            proposedPerpPosition.baseAssetAmount.gte(numericConstants_1.ZERO)) {
-            return new _1.BN(-1);
+            freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.neg()
+                .sub(marginRatioQuotePrecision)
+                .mul(proposedBaseAssetAmount.abs())
+                .div(numericConstants_1.BASE_PRECISION);
+        }
+        if (!orderBaseAssetAmount.eq(numericConstants_1.ZERO)) {
+            freeCollateralDelta = freeCollateralDelta.sub(marginRatioQuotePrecision);
+        }
+        return freeCollateralDelta;
+    }
+    calculateFreeCollateralDeltaForSpot(market, signedTokenAmount) {
+        const tokenPrecision = new _1.BN(Math.pow(10, market.decimals));
+        if (signedTokenAmount.gt(numericConstants_1.ZERO)) {
+            const assetWeight = spotBalance_1.calculateAssetWeight(signedTokenAmount, market, 'Maintenance');
+            return numericConstants_1.QUOTE_PRECISION.mul(assetWeight)
+                .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
+                .mul(signedTokenAmount)
+                .div(tokenPrecision);
+        }
+        else {
+            const liabilityWeight = spotBalance_1.calculateLiabilityWeight(signedTokenAmount.abs(), market, 'Maintenance');
+            return numericConstants_1.QUOTE_PRECISION.neg()
+                .mul(liabilityWeight)
+                .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
+                .mul(signedTokenAmount.abs())
+                .div(tokenPrecision);
         }
-        return currentPrice.sub(priceDelta);
     }
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
@@ -874,9 +871,7 @@ class User {
             .mul(closeQuoteAmount)
             .mod(currentPosition.quoteAssetAmount.abs()))
             .neg();
-        return this.liquidationPrice({
-            marketIndex: positionMarketIndex,
-        }, closeBaseAmount);
+        return this.liquidationPrice(positionMarketIndex, closeBaseAmount);
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
@@ -1073,7 +1068,7 @@ class User {
             return {
                 canBypass: false,
                 maxDepositAmount,
-                depositAmount: numericConstants_1.ZERO,
+                depositAmount,
                 netDeposits,
             };
         }

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.13.0",
+	"version": "2.14.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -37,7 +37,7 @@
 		"@project-serum/serum": "^0.13.38",
 		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",
-		"@solana/web3.js": "1.66.2",
+		"@solana/web3.js": "1.73.2",
 		"strict-event-emitter-types": "^2.0.0",
 		"uuid": "^8.3.2"
 	},
@@ -59,4 +59,4 @@
 	"engines": {
 		"node": ">=12"
 	}
-}
+}

package/src/constants/numericConstants.ts

@@ -17,6 +17,7 @@ export const BN_MAX = new BN(Number.MAX_SAFE_INTEGER);
 export const TEN_MILLION = TEN_THOUSAND.mul(TEN_THOUSAND);
 
 export const MAX_LEVERAGE = new BN(5);
+export const MAX_LEVERAGE_ORDER_SIZE = new BN('18446744073709551615');
 
 export const PERCENTAGE_PRECISION_EXP = new BN(6);
 export const PERCENTAGE_PRECISION = new BN(10).pow(PERCENTAGE_PRECISION_EXP);

package/src/constants/perpMarkets.ts

@@ -44,6 +44,16 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1637691133472,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Aptos',
+		category: ['L1', 'Infra'],
+		symbol: 'APT-PERP',
+		baseAssetSymbol: 'APT',
+		marketIndex: 3,
+		oracle: new PublicKey('5d2QJ6u2NveZufmJ4noHja5EHs3Bv1DUMPLG5xfasSVs'),
+		launchTs: 1675610186000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const MainnetPerpMarkets: PerpMarketConfig[] = [

package/src/dlob/DLOB.ts

@@ -951,7 +951,7 @@ export class DLOB {
 	}
 
 	isRestingLimitOrder(order: Order, slot: number): boolean {
-		return order.postOnly || new BN(slot).sub(order.slot).gte(new BN(15));
+		return order.postOnly || new BN(slot).sub(order.slot).gte(new BN(45));
 	}
 
 	*getLimitBids(