@drift-labs/sdk 2.130.0-beta.9 → 2.130.0

package/src/dlob/DLOB.ts

@@ -1,5 +1,4 @@
-import { NodeList } from './NodeList';
-import { getOrderSignature } from './utils';
+import { getOrderSignature, NodeList } from './NodeList';
 import { BN } from '@coral-xyz/anchor';
 import {
 	BASE_PRECISION,
@@ -12,6 +11,7 @@ import { decodeName } from '../userName';
 import { DLOBNode, DLOBNodeType, TriggerOrderNode } from './DLOBNode';
 import { DriftClient } from '../driftClient';
 import {
+	calculateOrderBaseAssetAmount,
 	getLimitPrice,
 	isOrderExpired,
 	isRestingLimitOrder,
@@ -181,7 +181,26 @@ export class DLOB {
 			const protectedMaker = isUserProtectedMaker(userAccount);
 
 			for (const order of userAccount.orders) {
-				this.insertOrder(order, userAccountPubkeyString, slot, protectedMaker);
+				let baseAssetAmount = order.baseAssetAmount;
+				if (order.reduceOnly) {
+					const existingBaseAmount =
+						userAccount.perpPositions.find(
+							(pos) =>
+								pos.marketIndex === order.marketIndex && pos.openOrders > 0
+						)?.baseAssetAmount || ZERO;
+					baseAssetAmount = calculateOrderBaseAssetAmount(
+						order,
+						existingBaseAmount
+					);
+				}
+
+				this.insertOrder(
+					order,
+					userAccountPubkeyString,
+					slot,
+					protectedMaker,
+					baseAssetAmount
+				);
 			}
 		}
 
@@ -194,6 +213,7 @@ export class DLOB {
 		userAccount: string,
 		slot: number,
 		isUserProtectedMaker: boolean,
+		baseAssetAmount: BN,
 		onInsert?: OrderBookCallback
 	): void {
 		if (!isVariant(order.status, 'open')) {
@@ -221,7 +241,8 @@ export class DLOB {
 			marketType,
 			userAccount,
 			isUserProtectedMaker,
-			this.protectedMakerParamsMap[marketType].get(order.marketIndex)
+			this.protectedMakerParamsMap[marketType].get(order.marketIndex),
+			baseAssetAmount
 		);
 
 		if (onInsert) {
@@ -233,6 +254,7 @@ export class DLOB {
 		order: Order,
 		userAccount: string,
 		isUserProtectedMaker: boolean,
+		baseAssetAmount?: BN,
 		onInsert?: OrderBookCallback
 	): void {
 		const marketType = getVariant(order.marketType) as MarketTypeStr;
@@ -252,7 +274,8 @@ export class DLOB {
 				marketType,
 				userAccount,
 				isUserProtectedMaker,
-				this.protectedMakerParamsMap[marketType].get(order.marketIndex)
+				this.protectedMakerParamsMap[marketType].get(order.marketIndex),
+				baseAssetAmount
 			);
 		if (onInsert) {
 			onInsert();
@@ -1559,7 +1582,7 @@ export class DLOB {
 	public findNodesToTrigger(
 		marketIndex: number,
 		slot: number,
-		oraclePrice: BN,
+		triggerPrice: BN,
 		marketType: MarketType,
 		stateAccount: StateAccount
 	): NodeToTrigger[] {
@@ -1576,7 +1599,7 @@ export class DLOB {
 			: undefined;
 		if (triggerAboveList) {
 			for (const node of triggerAboveList.getGenerator()) {
-				if (oraclePrice.gt(node.order.triggerPrice)) {
+				if (triggerPrice.gt(node.order.triggerPrice)) {
 					nodesToTrigger.push({
 						node: node,
 					});
@@ -1591,7 +1614,7 @@ export class DLOB {
 			: undefined;
 		if (triggerBelowList) {
 			for (const node of triggerBelowList.getGenerator()) {
-				if (oraclePrice.lt(node.order.triggerPrice)) {
+				if (triggerPrice.lt(node.order.triggerPrice)) {
 					nodesToTrigger.push({
 						node: node,
 					});

package/src/dlob/DLOBNode.ts

@@ -8,7 +8,7 @@ import { getLimitPrice } from '../math/orders';
 import { isVariant, Order, ProtectedMakerParams } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { convertToNumber } from '../math/conversion';
-import { getOrderSignature } from './utils';
+import { getOrderSignature } from './NodeList';
 
 export interface DLOBNode {
 	getPrice(oraclePriceData: OraclePriceData, slot: number): BN;
@@ -20,6 +20,7 @@ export interface DLOBNode {
 	isProtectedMaker: boolean;
 	protectedMakerParams?: ProtectedMakerParams;
 	isSignedMsg: boolean | undefined;
+	baseAssetAmount: BN;
 }
 
 export abstract class OrderNode implements DLOBNode {
@@ -30,6 +31,7 @@ export abstract class OrderNode implements DLOBNode {
 	haveTrigger = false;
 	isProtectedMaker: boolean;
 	protectedMakerParams?: ProtectedMakerParams;
+	baseAssetAmount: BN;
 	isSignedMsg: boolean;
 
 	constructor(
@@ -37,6 +39,7 @@ export abstract class OrderNode implements DLOBNode {
 		userAccount: string,
 		isProtectedMaker: boolean,
 		protectedMakerParams?: ProtectedMakerParams,
+		baseAssetAmount?: BN,
 		isSignedMsg = false
 	) {
 		// Copy the order over to the node
@@ -45,6 +48,7 @@ export abstract class OrderNode implements DLOBNode {
 		this.sortValue = this.getSortValue(order);
 		this.isProtectedMaker = isProtectedMaker;
 		this.protectedMakerParams = protectedMakerParams;
+		this.baseAssetAmount = baseAssetAmount ?? order.baseAssetAmount;
 		this.isSignedMsg = isSignedMsg;
 	}
 
@@ -156,8 +160,8 @@ export class SignedMsgOrderNode extends OrderNode {
 	next?: SignedMsgOrderNode;
 	previous?: SignedMsgOrderNode;
 
-	constructor(order: Order, userAccount: string) {
-		super(order, userAccount, false, undefined, true);
+	constructor(order: Order, userAccount: string, baseAssetAmount?: BN) {
+		super(order, userAccount, false, undefined, baseAssetAmount, true);
 	}
 
 	getSortValue(order: Order): BN {
@@ -189,7 +193,8 @@ export function createNode<T extends DLOBNodeType>(
 	order: Order,
 	userAccount: string,
 	isProtectedMaker: boolean,
-	protectedMakerParams?: ProtectedMakerParams
+	protectedMakerParams?: ProtectedMakerParams,
+	baseAssetAmount?: BN
 ): DLOBNodeMap[T] {
 	switch (nodeType) {
 		case 'floatingLimit':
@@ -197,45 +202,51 @@ export function createNode<T extends DLOBNodeType>(
 				order,
 				userAccount,
 				isProtectedMaker,
-				protectedMakerParams
+				protectedMakerParams,
+				baseAssetAmount
 			);
 		case 'protectedFloatingLimit':
 			return new FloatingLimitOrderNode(
 				order,
 				userAccount,
 				isProtectedMaker,
-				protectedMakerParams
+				protectedMakerParams,
+				baseAssetAmount
 			);
 		case 'restingLimit':
 			return new RestingLimitOrderNode(
 				order,
 				userAccount,
 				isProtectedMaker,
-				protectedMakerParams
+				protectedMakerParams,
+				baseAssetAmount
 			);
 		case 'takingLimit':
 			return new TakingLimitOrderNode(
 				order,
 				userAccount,
 				isProtectedMaker,
-				protectedMakerParams
+				protectedMakerParams,
+				baseAssetAmount
 			);
 		case 'market':
 			return new MarketOrderNode(
 				order,
 				userAccount,
 				isProtectedMaker,
-				undefined
+				undefined,
+				baseAssetAmount
 			);
 		case 'trigger':
 			return new TriggerOrderNode(
 				order,
 				userAccount,
 				isProtectedMaker,
-				undefined
+				undefined,
+				baseAssetAmount
 			);
 		case 'signedMsg':
-			return new SignedMsgOrderNode(order, userAccount);
+			return new SignedMsgOrderNode(order, userAccount, baseAssetAmount);
 		default:
 			throw Error(`Unknown DLOBNode type ${nodeType}`);
 	}

package/src/dlob/DLOBSubscriber.ts

@@ -139,7 +139,8 @@ export class DLOBSubscriber {
 			fallbackL2Generators = [
 				getVammL2Generator({
 					marketAccount: this.driftClient.getPerpMarketAccount(marketIndex),
-					oraclePriceData,
+					oraclePriceData:
+						this.driftClient.getMMOracleDataForPerpMarket(marketIndex),
 					numOrders: numVammOrders ?? depth,
 					topOfBookQuoteAmounts:
 						marketIndex < 3

package/src/dlob/NodeList.ts

@@ -5,10 +5,17 @@ import {
 	ProtectedMakerParams,
 } from '../types';
 import { createNode, DLOBNode, DLOBNodeMap } from './DLOBNode';
-import { getOrderSignature } from './utils';
+import { BN } from '@coral-xyz/anchor';
 
 export type SortDirection = 'asc' | 'desc';
 
+export function getOrderSignature(
+	orderId: number,
+	userAccount: string
+): string {
+	return `${userAccount.toString()}-${orderId.toString()}`;
+}
+
 export interface DLOBNodeGenerator {
 	getGenerator(): Generator<DLOBNode>;
 }
@@ -36,7 +43,8 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
 		marketType: MarketTypeStr,
 		userAccount: string,
 		isProtectedMaker: boolean,
-		protectedMakerParamsMap?: ProtectedMakerParams
+		protectedMakerParamsMap?: ProtectedMakerParams,
+		baseAssetAmount?: BN
 	): void {
 		if (!isVariant(order.status, 'open')) {
 			return;
@@ -47,7 +55,8 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
 			order,
 			userAccount,
 			isProtectedMaker,
-			protectedMakerParamsMap
+			protectedMakerParamsMap,
+			baseAssetAmount
 		);
 
 		const orderSignature = getOrderSignature(order.orderId, userAccount);

package/src/dlob/orderBookLevels.ts

@@ -78,22 +78,28 @@ export const MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS = [
 	new BN(50000).mul(QUOTE_PRECISION),
 ];
 
+const INDICATIVE_QUOTES_PUBKEY = 'inDNdu3ML4vG5LNExqcwuCQtLcCU8KfK5YM2qYV3JJz';
+
 /**
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
  * @param dlobNodes e.g. {@link DLOB#getRestingLimitAsks} or {@link DLOB#getRestingLimitBids}
  * @param oraclePriceData
  * @param slot
  */
-const INDICATIVE_QUOTES_PUBKEY = 'inDNdu3ML4vG5LNExqcwuCQtLcCU8KfK5YM2qYV3JJz';
 export function* getL2GeneratorFromDLOBNodes(
 	dlobNodes: Generator<DLOBNode>,
 	oraclePriceData: OraclePriceData,
 	slot: number
 ): Generator<L2Level> {
 	for (const dlobNode of dlobNodes) {
-		const size = dlobNode.order.baseAssetAmount.sub(
+		const size = dlobNode.baseAssetAmount.sub(
 			dlobNode.order.baseAssetAmountFilled
 		) as BN;
+
+		if (size.lte(ZERO)) {
+			continue;
+		}
+
 		yield {
 			size,
 			price: dlobNode.getPrice(oraclePriceData, slot),

package/src/driftClient.ts

@@ -123,6 +123,8 @@ import { TxSender, TxSigAndSlot } from './tx/types';
 import {
 	BASE_PRECISION,
 	GOV_SPOT_MARKET_INDEX,
+	ONE,
+	PERCENTAGE_PRECISION,
 	PRICE_PRECISION,
 	QUOTE_PRECISION,
 	QUOTE_SPOT_MARKET_INDEX,
@@ -133,8 +135,8 @@ import { getSignedTokenAmount, getTokenAmount } from './math/spotBalance';
 import { decodeName, DEFAULT_USER_NAME, encodeName } from './userName';
 import { OraclePriceData } from './oracles/types';
 import { DriftClientConfig } from './driftClientConfig';
-import { PollingDriftClientAccountSubscriber } from './accounts/driftClientAccount/pollingDriftClientAccountSubscriber';
-import { WebSocketDriftClientAccountSubscriber } from './accounts/driftClientAccount/webSocketDriftClientAccountSubscriber';
+import { PollingDriftClientAccountSubscriber } from './accounts/pollingDriftClientAccountSubscriber';
+import { WebSocketDriftClientAccountSubscriber } from './accounts/webSocketDriftClientAccountSubscriber';
 import { RetryTxSender } from './tx/retryTxSender';
 import { User } from './user';
 import { UserSubscriptionConfig } from './userConfig';
@@ -143,9 +145,9 @@ import {
 	DRIFT_ORACLE_RECEIVER_ID,
 	DEFAULT_CONFIRMATION_OPTS,
 	DRIFT_PROGRAM_ID,
+	DriftEnv,
 	PYTH_LAZER_STORAGE_ACCOUNT_KEY,
 } from './config';
-import { DriftEnv } from './config/types';
 import { WRAPPED_SOL_MINT } from './constants/spotMarkets';
 import { UserStats } from './userStats';
 import { isSpotPositionAvailable } from './math/spotPosition';
@@ -184,7 +186,7 @@ import {
 } from './tx/utils';
 import pythSolanaReceiverIdl from './idl/pyth_solana_receiver.json';
 import { asV0Tx, PullFeed, AnchorUtils } from '@switchboard-xyz/on-demand';
-import { gprcDriftClientAccountSubscriber } from './accounts/driftClientAccount/grpcDriftClientAccountSubscriber';
+import { gprcDriftClientAccountSubscriber } from './accounts/grpcDriftClientAccountSubscriber';
 import nacl from 'tweetnacl';
 import { Slothash } from './slot/SlothashSubscriber';
 import { getOracleId } from './oracles/oracleId';
@@ -8485,15 +8487,25 @@ export class DriftClient {
 	}
 
 	public getOracleDataForPerpMarket(marketIndex: number): OraclePriceData {
-		return this.accountSubscriber.getOraclePriceDataAndSlotForPerpMarket(
-			marketIndex
-		).data;
+		const perpMarket = this.getPerpMarketAccount(marketIndex);
+		const isMMOracleActive = !perpMarket.amm.mmOracleSlot.eq(ZERO);
+		return {
+			...this.accountSubscriber.getOraclePriceDataAndSlotForPerpMarket(
+				marketIndex
+			).data,
+			isMMOracleActive,
+		};
 	}
 
 	public getMMOracleDataForPerpMarket(marketIndex: number): OraclePriceData {
 		const perpMarket = this.getPerpMarketAccount(marketIndex);
 		const oracleData = this.getOracleDataForPerpMarket(marketIndex);
 		const stateAccountAndSlot = this.accountSubscriber.getStateAccountAndSlot();
+		const pctDiff = perpMarket.amm.mmOraclePrice
+			.sub(oracleData.price)
+			.abs()
+			.mul(PERCENTAGE_PRECISION)
+			.div(BN.max(oracleData.price, ONE));
 		if (
 			!isOracleValid(
 				perpMarket,
@@ -8502,7 +8514,8 @@ export class DriftClient {
 				stateAccountAndSlot.slot
 			) ||
 			perpMarket.amm.mmOraclePrice.eq(ZERO) ||
-			perpMarket.amm.mmOracleSlot < oracleData.slot
+			perpMarket.amm.mmOracleSlot < oracleData.slot ||
+			pctDiff.gt(PERCENTAGE_PRECISION.divn(100)) // 1% threshold
 		) {
 			return { ...oracleData, fetchedWithMMOracle: true };
 		} else {
@@ -8517,6 +8530,7 @@ export class DriftClient {
 				confidence: conf,
 				hasSufficientNumberOfDataPoints: true,
 				fetchedWithMMOracle: true,
+				isMMOracleActive: oracleData.isMMOracleActive,
 			};
 		}
 	}

package/src/driftClientConfig.ts

@@ -7,8 +7,8 @@ import {
 } from '@solana/web3.js';
 import { IWallet, TxParams } from './types';
 import { OracleInfo } from './oracles/types';
-import { BulkAccountLoader } from './accounts/bulkAccountLoader/bulkAccountLoader';
-import { DriftEnv } from './config/types';
+import { BulkAccountLoader } from './accounts/bulkAccountLoader';
+import { DriftEnv } from './config';
 import { TxSender } from './tx/types';
 import { TxHandler, TxHandlerConfig } from './tx/txHandler';
 import { DelistedMarketSetting, GrpcConfigs } from './accounts/types';

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.129.0",
+  "version": "2.130.0",
   "name": "drift",
   "instructions": [
     {
@@ -2099,7 +2099,12 @@
           "isSigner": false
         }
       ],
-      "args": []
+      "args": [
+        {
+          "name": "disableMaintenance",
+          "type": "bool"
+        }
+      ]
     },
     {
       "name": "updateUserFuelBonus",
@@ -7531,7 +7536,7 @@
       ]
     },
     {
-      "name": "updateDisableBitflagsMmOracle",
+      "name": "updateFeatureBitFlagsMmOracle",
       "accounts": [
         {
           "name": "admin",
@@ -7546,7 +7551,7 @@
       ],
       "args": [
         {
-          "name": "disable",
+          "name": "enable",
           "type": "bool"
         }
       ]
@@ -7795,11 +7800,24 @@
             "type": "u8"
           },
           {
-            "name": "padding",
+            "name": "padding1",
             "type": {
               "array": [
                 "u8",
-                31
+                3
+              ]
+            }
+          },
+          {
+            "name": "currentMaintenanceUsers",
+            "type": "u32"
+          },
+          {
+            "name": "padding2",
+            "type": {
+              "array": [
+                "u8",
+                24
               ]
             }
           }
@@ -8324,12 +8342,20 @@
             "name": "protectedMakerDynamicDivisor",
             "type": "u8"
           },
+          {
+            "name": "padding1",
+            "type": "u32"
+          },
+          {
+            "name": "lastFillPrice",
+            "type": "u64"
+          },
           {
             "name": "padding",
             "type": {
               "array": [
                 "u8",
-                36
+                24
               ]
             }
           }
@@ -9060,7 +9086,7 @@
             "type": "u16"
           },
           {
-            "name": "disableBitFlags",
+            "name": "featureBitFlags",
             "type": "u8"
           },
           {
@@ -10640,7 +10666,7 @@
             "name": "lastFundingRate",
             "docs": [
               "last funding rate in this perp market (unit is quote per base)",
-              "precision: QUOTE_PRECISION"
+              "precision: FUNDING_RATE_PRECISION"
             ],
             "type": "i64"
           },
@@ -10648,7 +10674,7 @@
             "name": "lastFundingRateLong",
             "docs": [
               "last funding rate for longs in this perp market (unit is quote per base)",
-              "precision: QUOTE_PRECISION"
+              "precision: FUNDING_RATE_PRECISION"
             ],
             "type": "i64"
           },
@@ -11078,9 +11104,13 @@
             "type": {
               "array": [
                 "u8",
-                11
+                3
               ]
             }
+          },
+          {
+            "name": "lastFundingOracleTwap",
+            "type": "i64"
           }
         ]
       }
@@ -12002,6 +12032,26 @@
         ]
       }
     },
+    {
+      "name": "LogMode",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "None"
+          },
+          {
+            "name": "ExchangeOracle"
+          },
+          {
+            "name": "MMOracle"
+          },
+          {
+            "name": "SafeMMOracle"
+          }
+        ]
+      }
+    },
     {
       "name": "PositionUpdateType",
       "type": {
@@ -12751,6 +12801,20 @@
         ]
       }
     },
+    {
+      "name": "FeatureBitFlags",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "MmOracleUpdate"
+          },
+          {
+            "name": "EnableMedianTriggerPrice"
+          }
+        ]
+      }
+    },
     {
       "name": "UserStatus",
       "type": {
@@ -13674,6 +13738,13 @@
             "option": "u64"
           },
           "index": false
+        },
+        {
+          "name": "triggerPrice",
+          "type": {
+            "option": "u64"
+          },
+          "index": false
         }
       ]
     },
@@ -15982,4 +16053,4 @@
   "metadata": {
     "address": "dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH"
   }
-}
+}

package/src/index.ts

@@ -9,22 +9,22 @@ export * from './oracles/strictOraclePrice';
 export * from './types';
 export * from './constants/perpMarkets';
 export * from './accounts/fetch';
-export * from './accounts/driftClientAccount/webSocketDriftClientAccountSubscriber';
-export * from './accounts/insuranceFundStakeAccount/webSocketInsuranceFundStakeAccountSubscriber';
-export * from './accounts/highLeverageModeConfigAccount/webSocketHighLeverageModeConfigAccountSubscriber';
-export * from './accounts/bulkAccountLoader/bulkAccountLoader';
+export * from './accounts/webSocketDriftClientAccountSubscriber';
+export * from './accounts/webSocketInsuranceFundStakeAccountSubscriber';
+export * from './accounts/webSocketHighLeverageModeConfigAccountSubscriber';
+export * from './accounts/bulkAccountLoader';
 export * from './accounts/bulkUserSubscription';
 export * from './accounts/bulkUserStatsSubscription';
-export { CustomizedCadenceBulkAccountLoader } from './accounts/bulkAccountLoader/customizedCadenceBulkAccountLoader';
-export * from './accounts/driftClientAccount/pollingDriftClientAccountSubscriber';
-export * from './accounts/oracleAccount/pollingOracleAccountSubscriber';
-export * from './accounts/tokenAccount/pollingTokenAccountSubscriber';
-export * from './accounts/userAccount/pollingUserAccountSubscriber';
-export * from './accounts/userStatsAccount/pollingUserStatsAccountSubscriber';
-export * from './accounts/insuranceFundStakeAccount/pollingInsuranceFundStakeAccountSubscriber';
-export * from './accounts/highLeverageModeConfigAccount/pollingHighLeverageModeConfigAccountSubscriber';
-export * from './accounts/userAccount/basicUserAccountSubscriber';
-export * from './accounts/userAccount/oneShotUserAccountSubscriber';
+export { CustomizedCadenceBulkAccountLoader } from './accounts/customizedCadenceBulkAccountLoader';
+export * from './accounts/pollingDriftClientAccountSubscriber';
+export * from './accounts/pollingOracleAccountSubscriber';
+export * from './accounts/pollingTokenAccountSubscriber';
+export * from './accounts/pollingUserAccountSubscriber';
+export * from './accounts/pollingUserStatsAccountSubscriber';
+export * from './accounts/pollingInsuranceFundStakeAccountSubscriber';
+export * from './accounts/pollingHighLeverageModeConfigAccountSubscriber';
+export * from './accounts/basicUserAccountSubscriber';
+export * from './accounts/oneShotUserAccountSubscriber';
 export * from './accounts/types';
 export * from './addresses/pda';
 export * from './adminClient';
@@ -76,11 +76,7 @@ export * from './keypair';
 export * from './types';
 export * from './math/utils';
 export * from './math/fuel';
-
-/** Config */
 export * from './config';
-export * from './config/types';
-
 export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
@@ -113,24 +109,16 @@ export * from './util/pythOracleUtils';
 export * from './math/spotBalance';
 export * from './constants/spotMarkets';
 export * from './driftClientConfig';
-
-/** DLOB */
 export * from './dlob/DLOB';
 export * from './dlob/DLOBNode';
 export * from './dlob/NodeList';
 export * from './dlob/DLOBSubscriber';
 export * from './dlob/types';
 export * from './dlob/orderBookLevels';
-export * from './dlob/utils';
-
-/** UserMap */
 export * from './userMap/userMap';
 export * from './userMap/referrerMap';
 export * from './userMap/userStatsMap';
 export * from './userMap/userMapConfig';
-export * from './userMap/events';
-export * from './userMap/types';
-
 export * from './math/bankruptcy';
 export * from './orderSubscriber';
 export * from './orderSubscriber/types';