@drift-labs/sdk 2.131.0-beta.0 → 2.131.0-beta.1

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.
Files changed (22) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/events/types.d.ts +1 -1
  3. package/lib/browser/math/insurance.d.ts +2 -1
  4. package/lib/browser/math/insurance.js +7 -6
  5. package/lib/browser/math/oracles.d.ts +2 -2
  6. package/lib/browser/math/oracles.js +32 -32
  7. package/lib/browser/orderSubscriber/OrderSubscriber.js +4 -3
  8. package/lib/node/events/types.d.ts +1 -1
  9. package/lib/node/math/insurance.d.ts +2 -1
  10. package/lib/node/math/insurance.d.ts.map +1 -1
  11. package/lib/node/math/insurance.js +7 -6
  12. package/lib/node/math/oracles.d.ts +2 -2
  13. package/lib/node/math/oracles.d.ts.map +1 -1
  14. package/lib/node/math/oracles.js +32 -32
  15. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  16. package/lib/node/orderSubscriber/OrderSubscriber.js +4 -3
  17. package/package.json +1 -1
  18. package/src/events/types.ts +1 -1
  19. package/src/math/insurance.ts +2 -1
  20. package/src/math/oracles.ts +9 -7
  21. package/src/orderSubscriber/OrderSubscriber.ts +2 -1
  22. package/tests/bn/test.ts +2 -1
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.131.0-beta.0
1
+ 2.131.0-beta.1
package/lib/browser/events/types.d.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  /// <reference types="node" />
2
2
  import { Commitment, PublicKey, TransactionSignature } from '@solana/web3.js';
3
- import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, FuelSweepRecord, FuelSeasonRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord } from '../index';
3
+ import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, FuelSweepRecord, FuelSeasonRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord } from '../types';
4
4
  import { EventEmitter } from 'events';
5
5
  export type EventSubscriptionOptions = {
6
6
  address?: PublicKey;
package/lib/browser/math/insurance.d.ts CHANGED
@@ -1,5 +1,6 @@
1
1
  /// <reference types="bn.js" />
2
- import { BN, SpotMarketAccount } from '../index';
2
+ import { BN } from '@coral-xyz/anchor';
3
+ import { SpotMarketAccount } from '../types';
3
4
  export declare function nextRevenuePoolSettleApr(spotMarket: SpotMarketAccount, vaultBalance: BN, // vault token amount
4
5
  amount?: BN): number;
5
6
  export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
package/lib/browser/math/insurance.js CHANGED
@@ -2,14 +2,15 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.unstakeSharesToAmountWithOpenRequest = exports.unstakeSharesToAmount = exports.stakeAmountToShares = exports.nextRevenuePoolSettleApr = void 0;
4
4
  const numericConstants_1 = require("../constants/numericConstants");
5
- const index_1 = require("../index");
6
5
  const spotBalance_1 = require("../math/spotBalance");
6
+ const anchor_1 = require("@coral-xyz/anchor");
7
+ const types_1 = require("../types");
7
8
  function nextRevenuePoolSettleApr(spotMarket, vaultBalance, // vault token amount
8
9
  amount // delta token amount
9
10
  ) {
10
- const MAX_APR = new index_1.BN(10).mul(numericConstants_1.PERCENTAGE_PRECISION); // 1000% APR
11
+ const MAX_APR = new anchor_1.BN(10).mul(numericConstants_1.PERCENTAGE_PRECISION); // 1000% APR
11
12
  // Conmputing the APR:
12
- const revenuePoolBN = (0, spotBalance_1.getTokenAmount)(spotMarket.revenuePool.scaledBalance, spotMarket, index_1.SpotBalanceType.DEPOSIT);
13
+ const revenuePoolBN = (0, spotBalance_1.getTokenAmount)(spotMarket.revenuePool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
13
14
  const payoutRatio = 0.1;
14
15
  const ratioForStakers = spotMarket.insuranceFund.totalFactor > 0 &&
15
16
  spotMarket.insuranceFund.userFactor > 0 &&
@@ -47,7 +48,7 @@ exports.stakeAmountToShares = stakeAmountToShares;
47
48
  function unstakeSharesToAmount(nShares, totalIfShares, insuranceFundVaultBalance) {
48
49
  let amount;
49
50
  if (totalIfShares.gt(numericConstants_1.ZERO)) {
50
- amount = index_1.BN.max(numericConstants_1.ZERO, nShares.mul(insuranceFundVaultBalance).div(totalIfShares));
51
+ amount = anchor_1.BN.max(numericConstants_1.ZERO, nShares.mul(insuranceFundVaultBalance).div(totalIfShares));
51
52
  }
52
53
  else {
53
54
  amount = numericConstants_1.ZERO;
@@ -58,7 +59,7 @@ exports.unstakeSharesToAmount = unstakeSharesToAmount;
58
59
  function unstakeSharesToAmountWithOpenRequest(nShares, withdrawRequestShares, withdrawRequestAmount, totalIfShares, insuranceFundVaultBalance) {
59
60
  let stakedAmount;
60
61
  if (totalIfShares.gt(numericConstants_1.ZERO)) {
61
- stakedAmount = index_1.BN.max(numericConstants_1.ZERO, nShares
62
+ stakedAmount = anchor_1.BN.max(numericConstants_1.ZERO, nShares
62
63
  .sub(withdrawRequestShares)
63
64
  .mul(insuranceFundVaultBalance)
64
65
  .div(totalIfShares));
@@ -66,7 +67,7 @@ function unstakeSharesToAmountWithOpenRequest(nShares, withdrawRequestShares, wi
66
67
  else {
67
68
  stakedAmount = numericConstants_1.ZERO;
68
69
  }
69
- const withdrawAmount = index_1.BN.min(withdrawRequestAmount, withdrawRequestShares.mul(insuranceFundVaultBalance).div(totalIfShares));
70
+ const withdrawAmount = anchor_1.BN.min(withdrawRequestAmount, withdrawRequestShares.mul(insuranceFundVaultBalance).div(totalIfShares));
70
71
  const amount = withdrawAmount.add(stakedAmount);
71
72
  return amount;
72
73
  }
package/lib/browser/math/oracles.d.ts CHANGED
@@ -1,9 +1,9 @@
1
1
  /// <reference types="bn.js" />
2
2
  /// <reference types="node" />
3
3
  /// <reference types="node" />
4
- import { AMM, OracleGuardRails } from '../types';
4
+ import { AMM, HistoricalOracleData, OracleGuardRails, OracleSource, PerpMarketAccount } from '../types';
5
5
  import { OraclePriceData } from '../oracles/types';
6
- import { BN, HistoricalOracleData, OracleSource, PerpMarketAccount } from '../index';
6
+ import { BN } from '@coral-xyz/anchor';
7
7
  export declare function oraclePriceBands(market: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): [BN, BN];
8
8
  export declare function getMaxConfidenceIntervalMultiplier(market: PerpMarketAccount): BN;
9
9
  export declare function isOracleValid(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: number): boolean;
package/lib/browser/math/oracles.js CHANGED
@@ -3,12 +3,12 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.getMultipleBetweenOracleSources = exports.trimVaaSignatures = exports.getNewOracleConfPct = exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.getMaxConfidenceIntervalMultiplier = exports.oraclePriceBands = void 0;
4
4
  const types_1 = require("../types");
5
5
  const numericConstants_1 = require("../constants/numericConstants");
6
- const index_1 = require("../index");
7
6
  const assert_1 = require("../assert/assert");
7
+ const anchor_1 = require("@coral-xyz/anchor");
8
8
  function oraclePriceBands(market, oraclePriceData) {
9
9
  const maxPercentDiff = market.marginRatioInitial - market.marginRatioMaintenance;
10
10
  const offset = oraclePriceData.price
11
- .mul(new index_1.BN(maxPercentDiff))
11
+ .mul(new anchor_1.BN(maxPercentDiff))
12
12
  .div(numericConstants_1.MARGIN_PRECISION);
13
13
  (0, assert_1.assert)(offset.gte(numericConstants_1.ZERO));
14
14
  return [oraclePriceData.price.sub(offset), oraclePriceData.price.add(offset)];
@@ -17,19 +17,19 @@ exports.oraclePriceBands = oraclePriceBands;
17
17
  function getMaxConfidenceIntervalMultiplier(market) {
18
18
  let maxConfidenceIntervalMultiplier;
19
19
  if ((0, types_1.isVariant)(market.contractTier, 'a')) {
20
- maxConfidenceIntervalMultiplier = new index_1.BN(1);
20
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(1);
21
21
  }
22
22
  else if ((0, types_1.isVariant)(market.contractTier, 'b')) {
23
- maxConfidenceIntervalMultiplier = new index_1.BN(1);
23
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(1);
24
24
  }
25
25
  else if ((0, types_1.isVariant)(market.contractTier, 'c')) {
26
- maxConfidenceIntervalMultiplier = new index_1.BN(2);
26
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(2);
27
27
  }
28
28
  else if ((0, types_1.isVariant)(market.contractTier, 'speculative')) {
29
- maxConfidenceIntervalMultiplier = new index_1.BN(10);
29
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(10);
30
30
  }
31
31
  else {
32
- maxConfidenceIntervalMultiplier = new index_1.BN(50);
32
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(50);
33
33
  }
34
34
  return maxConfidenceIntervalMultiplier;
35
35
  }
@@ -39,17 +39,17 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
39
39
  const amm = market.amm;
40
40
  const isOraclePriceNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
41
41
  const isOraclePriceTooVolatile = oraclePriceData.price
42
- .div(index_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
42
+ .div(anchor_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
43
43
  .gt(oracleGuardRails.validity.tooVolatileRatio) ||
44
44
  amm.historicalOracleData.lastOraclePriceTwap
45
- .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
45
+ .div(anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
46
46
  .gt(oracleGuardRails.validity.tooVolatileRatio);
47
47
  const maxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier(market);
48
- const isConfidenceTooLarge = index_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence)
48
+ const isConfidenceTooLarge = anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence)
49
49
  .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
50
50
  .div(oraclePriceData.price)
51
51
  .gt(oracleGuardRails.validity.confidenceIntervalMaxSize.mul(maxConfidenceIntervalMultiplier));
52
- const oracleIsStale = new index_1.BN(slot)
52
+ const oracleIsStale = new anchor_1.BN(slot)
53
53
  .sub(oraclePriceData.slot)
54
54
  .gt(oracleGuardRails.validity.slotsBeforeStaleForAmm);
55
55
  return !(!oraclePriceData.hasSufficientNumberOfDataPoints ||
@@ -61,7 +61,7 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
61
61
  exports.isOracleValid = isOracleValid;
62
62
  function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails, now) {
63
63
  const sinceLastUpdate = now.sub(amm.historicalOracleData.lastOraclePriceTwapTs);
64
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, numericConstants_1.FIVE_MINUTE.sub(sinceLastUpdate));
64
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.FIVE_MINUTE.sub(sinceLastUpdate));
65
65
  const oracleTwap5min = amm.historicalOracleData.lastOraclePriceTwap5Min
66
66
  .mul(sinceStart)
67
67
  .add(oraclePriceData.price)
@@ -69,7 +69,7 @@ function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails, now) {
69
69
  .div(sinceStart.add(sinceLastUpdate));
70
70
  const oracleSpread = oracleTwap5min.sub(oraclePriceData.price);
71
71
  const oracleSpreadPct = oracleSpread.mul(numericConstants_1.PRICE_PRECISION).div(oracleTwap5min);
72
- const maxDivergence = index_1.BN.max(oracleGuardRails.priceDivergence.markOraclePercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new index_1.BN(10)));
72
+ const maxDivergence = anchor_1.BN.max(oracleGuardRails.priceDivergence.markOraclePercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(10)));
73
73
  const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
74
74
  return tooDivergent;
75
75
  }
@@ -84,10 +84,10 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
84
84
  // period = amm.fundingPeriod;
85
85
  oracleTwap = histOracleData.lastOraclePriceTwap;
86
86
  }
87
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(histOracleData.lastOraclePriceTwapTs));
88
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, period.sub(sinceLastUpdate));
89
- const clampRange = oracleTwap.div(new index_1.BN(3));
90
- const clampedOraclePrice = index_1.BN.min(oracleTwap.add(clampRange), index_1.BN.max(oraclePriceData.price, oracleTwap.sub(clampRange)));
87
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(histOracleData.lastOraclePriceTwapTs));
88
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, period.sub(sinceLastUpdate));
89
+ const clampRange = oracleTwap.div(new anchor_1.BN(3));
90
+ const clampedOraclePrice = anchor_1.BN.min(oracleTwap.add(clampRange), anchor_1.BN.max(oraclePriceData.price, oracleTwap.sub(clampRange)));
91
91
  const newOracleTwap = oracleTwap
92
92
  .mul(sinceStart)
93
93
  .add(clampedOraclePrice.mul(sinceLastUpdate))
@@ -96,27 +96,27 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
96
96
  }
97
97
  exports.calculateLiveOracleTwap = calculateLiveOracleTwap;
98
98
  function calculateLiveOracleStd(amm, oraclePriceData, now) {
99
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
100
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
99
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
100
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
101
101
  const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
102
102
  const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
103
- const priceDeltaVsTwap = index_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
103
+ const priceDeltaVsTwap = anchor_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
104
104
  const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
105
105
  return oracleStd;
106
106
  }
107
107
  exports.calculateLiveOracleStd = calculateLiveOracleStd;
108
108
  function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
109
109
  const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
110
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
110
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
111
111
  let lowerBoundConfPct = amm.lastOracleConfPct;
112
112
  if (sinceLastUpdate.gt(numericConstants_1.ZERO)) {
113
- const lowerBoundConfDivisor = index_1.BN.max(new index_1.BN(21).sub(sinceLastUpdate), new index_1.BN(5));
113
+ const lowerBoundConfDivisor = anchor_1.BN.max(new anchor_1.BN(21).sub(sinceLastUpdate), new anchor_1.BN(5));
114
114
  lowerBoundConfPct = amm.lastOracleConfPct.sub(amm.lastOracleConfPct.div(lowerBoundConfDivisor));
115
115
  }
116
116
  const confIntervalPct = confInterval
117
117
  .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
118
118
  .div(reservePrice);
119
- const confIntervalPctResult = index_1.BN.max(confIntervalPct, lowerBoundConfPct);
119
+ const confIntervalPctResult = anchor_1.BN.max(confIntervalPct, lowerBoundConfPct);
120
120
  return confIntervalPctResult;
121
121
  }
122
122
  exports.getNewOracleConfPct = getNewOracleConfPct;
@@ -136,36 +136,36 @@ exports.trimVaaSignatures = trimVaaSignatures;
136
136
  function getMultipleBetweenOracleSources(firstOracleSource, secondOracleSource) {
137
137
  if ((0, types_1.isVariant)(firstOracleSource, 'pythPull') &&
138
138
  (0, types_1.isVariant)(secondOracleSource, 'pyth1MPull')) {
139
- return { numerator: new index_1.BN(1000000), denominator: new index_1.BN(1) };
139
+ return { numerator: new anchor_1.BN(1000000), denominator: new anchor_1.BN(1) };
140
140
  }
141
141
  if ((0, types_1.isVariant)(firstOracleSource, 'pythPull') &&
142
142
  (0, types_1.isVariant)(secondOracleSource, 'pyth1KPull')) {
143
- return { numerator: new index_1.BN(1000), denominator: new index_1.BN(1) };
143
+ return { numerator: new anchor_1.BN(1000), denominator: new anchor_1.BN(1) };
144
144
  }
145
145
  if ((0, types_1.isVariant)(firstOracleSource, 'pyth1MPull') &&
146
146
  (0, types_1.isVariant)(secondOracleSource, 'pythPull')) {
147
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000000) };
147
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000000) };
148
148
  }
149
149
  if ((0, types_1.isVariant)(firstOracleSource, 'pyth1KPull') &&
150
150
  (0, types_1.isVariant)(secondOracleSource, 'pythPull')) {
151
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000) };
151
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000) };
152
152
  }
153
153
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer') &&
154
154
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer1M')) {
155
- return { numerator: new index_1.BN(1000000), denominator: new index_1.BN(1) };
155
+ return { numerator: new anchor_1.BN(1000000), denominator: new anchor_1.BN(1) };
156
156
  }
157
157
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer') &&
158
158
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer1K')) {
159
- return { numerator: new index_1.BN(1000), denominator: new index_1.BN(1) };
159
+ return { numerator: new anchor_1.BN(1000), denominator: new anchor_1.BN(1) };
160
160
  }
161
161
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer1M') &&
162
162
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer')) {
163
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000000) };
163
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000000) };
164
164
  }
165
165
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer1K') &&
166
166
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer')) {
167
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000) };
167
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000) };
168
168
  }
169
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1) };
169
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1) };
170
170
  }
171
171
  exports.getMultipleBetweenOracleSources = getMultipleBetweenOracleSources;
package/lib/browser/orderSubscriber/OrderSubscriber.js CHANGED
@@ -8,11 +8,12 @@ const DLOB_1 = require("../dlob/DLOB");
8
8
  const PollingSubscription_1 = require("./PollingSubscription");
9
9
  const WebsocketSubscription_1 = require("./WebsocketSubscription");
10
10
  const events_1 = require("events");
11
- const index_1 = require("../index");
12
11
  const anchor_1 = require("@coral-xyz/anchor");
13
12
  const user_1 = require("../decode/user");
14
13
  const grpcSubscription_1 = require("./grpcSubscription");
15
14
  const userStatus_1 = require("../math/userStatus");
15
+ const orders_1 = require("../math/orders");
16
+ const numericConstants_1 = require("../constants/numericConstants");
16
17
  class OrderSubscriber {
17
18
  constructor(config) {
18
19
  var _a, _b, _c, _d, _e;
@@ -163,8 +164,8 @@ class OrderSubscriber {
163
164
  for (const order of userAccount.orders) {
164
165
  let baseAssetAmount = order.baseAssetAmount;
165
166
  if (order.reduceOnly) {
166
- const existingBaseAmount = ((_a = userAccount.perpPositions.find((pos) => pos.marketIndex === order.marketIndex && pos.openOrders > 0)) === null || _a === void 0 ? void 0 : _a.baseAssetAmount) || index_1.ZERO;
167
- baseAssetAmount = (0, index_1.calculateOrderBaseAssetAmount)(order, existingBaseAmount);
167
+ const existingBaseAmount = ((_a = userAccount.perpPositions.find((pos) => pos.marketIndex === order.marketIndex && pos.openOrders > 0)) === null || _a === void 0 ? void 0 : _a.baseAssetAmount) || numericConstants_1.ZERO;
168
+ baseAssetAmount = (0, orders_1.calculateOrderBaseAssetAmount)(order, existingBaseAmount);
168
169
  }
169
170
  dlob.insertOrder(order, key, slot, protectedMaker, baseAssetAmount);
170
171
  }
package/lib/node/events/types.d.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  /// <reference types="node" />
2
2
  import { Commitment, PublicKey, TransactionSignature } from '@solana/web3.js';
3
- import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, FuelSweepRecord, FuelSeasonRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord } from '../index';
3
+ import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, FuelSweepRecord, FuelSeasonRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord } from '../types';
4
4
  import { EventEmitter } from 'events';
5
5
  export type EventSubscriptionOptions = {
6
6
  address?: PublicKey;
package/lib/node/math/insurance.d.ts CHANGED
@@ -1,5 +1,6 @@
1
1
  /// <reference types="bn.js" />
2
- import { BN, SpotMarketAccount } from '../index';
2
+ import { BN } from '@coral-xyz/anchor';
3
+ import { SpotMarketAccount } from '../types';
3
4
  export declare function nextRevenuePoolSettleApr(spotMarket: SpotMarketAccount, vaultBalance: BN, // vault token amount
4
5
  amount?: BN): number;
5
6
  export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
package/lib/node/math/insurance.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"insurance.d.ts","sourceRoot":"","sources":["../../../src/math/insurance.ts"],"names":[],"mappings":";AACA,OAAO,EAAE,EAAE,EAAE,iBAAiB,EAAmB,MAAM,UAAU,CAAC;AAGlE,wBAAgB,wBAAwB,CACvC,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,EAAE,EAAE,qBAAqB;AACvC,MAAM,CAAC,EAAE,EAAE,GACT,MAAM,CAuCR;AAED,wBAAgB,mBAAmB,CAClC,MAAM,EAAE,EAAE,EACV,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CASJ;AAED,wBAAgB,qBAAqB,CACpC,OAAO,EAAE,EAAE,EACX,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAYJ;AAED,wBAAgB,oCAAoC,CACnD,OAAO,EAAE,EAAE,EACX,qBAAqB,EAAE,EAAE,EACzB,qBAAqB,EAAE,EAAE,EACzB,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAqBJ"}
1
+ {"version":3,"file":"insurance.d.ts","sourceRoot":"","sources":["../../../src/math/insurance.ts"],"names":[],"mappings":";AAEA,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AACvC,OAAO,EAAmB,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAE9D,wBAAgB,wBAAwB,CACvC,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,EAAE,EAAE,qBAAqB;AACvC,MAAM,CAAC,EAAE,EAAE,GACT,MAAM,CAuCR;AAED,wBAAgB,mBAAmB,CAClC,MAAM,EAAE,EAAE,EACV,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CASJ;AAED,wBAAgB,qBAAqB,CACpC,OAAO,EAAE,EAAE,EACX,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAYJ;AAED,wBAAgB,oCAAoC,CACnD,OAAO,EAAE,EAAE,EACX,qBAAqB,EAAE,EAAE,EACzB,qBAAqB,EAAE,EAAE,EACzB,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAqBJ"}
package/lib/node/math/insurance.js CHANGED
@@ -2,14 +2,15 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.unstakeSharesToAmountWithOpenRequest = exports.unstakeSharesToAmount = exports.stakeAmountToShares = exports.nextRevenuePoolSettleApr = void 0;
4
4
  const numericConstants_1 = require("../constants/numericConstants");
5
- const index_1 = require("../index");
6
5
  const spotBalance_1 = require("../math/spotBalance");
6
+ const anchor_1 = require("@coral-xyz/anchor");
7
+ const types_1 = require("../types");
7
8
  function nextRevenuePoolSettleApr(spotMarket, vaultBalance, // vault token amount
8
9
  amount // delta token amount
9
10
  ) {
10
- const MAX_APR = new index_1.BN(10).mul(numericConstants_1.PERCENTAGE_PRECISION); // 1000% APR
11
+ const MAX_APR = new anchor_1.BN(10).mul(numericConstants_1.PERCENTAGE_PRECISION); // 1000% APR
11
12
  // Conmputing the APR:
12
- const revenuePoolBN = (0, spotBalance_1.getTokenAmount)(spotMarket.revenuePool.scaledBalance, spotMarket, index_1.SpotBalanceType.DEPOSIT);
13
+ const revenuePoolBN = (0, spotBalance_1.getTokenAmount)(spotMarket.revenuePool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
13
14
  const payoutRatio = 0.1;
14
15
  const ratioForStakers = spotMarket.insuranceFund.totalFactor > 0 &&
15
16
  spotMarket.insuranceFund.userFactor > 0 &&
@@ -47,7 +48,7 @@ exports.stakeAmountToShares = stakeAmountToShares;
47
48
  function unstakeSharesToAmount(nShares, totalIfShares, insuranceFundVaultBalance) {
48
49
  let amount;
49
50
  if (totalIfShares.gt(numericConstants_1.ZERO)) {
50
- amount = index_1.BN.max(numericConstants_1.ZERO, nShares.mul(insuranceFundVaultBalance).div(totalIfShares));
51
+ amount = anchor_1.BN.max(numericConstants_1.ZERO, nShares.mul(insuranceFundVaultBalance).div(totalIfShares));
51
52
  }
52
53
  else {
53
54
  amount = numericConstants_1.ZERO;
@@ -58,7 +59,7 @@ exports.unstakeSharesToAmount = unstakeSharesToAmount;
58
59
  function unstakeSharesToAmountWithOpenRequest(nShares, withdrawRequestShares, withdrawRequestAmount, totalIfShares, insuranceFundVaultBalance) {
59
60
  let stakedAmount;
60
61
  if (totalIfShares.gt(numericConstants_1.ZERO)) {
61
- stakedAmount = index_1.BN.max(numericConstants_1.ZERO, nShares
62
+ stakedAmount = anchor_1.BN.max(numericConstants_1.ZERO, nShares
62
63
  .sub(withdrawRequestShares)
63
64
  .mul(insuranceFundVaultBalance)
64
65
  .div(totalIfShares));
@@ -66,7 +67,7 @@ function unstakeSharesToAmountWithOpenRequest(nShares, withdrawRequestShares, wi
66
67
  else {
67
68
  stakedAmount = numericConstants_1.ZERO;
68
69
  }
69
- const withdrawAmount = index_1.BN.min(withdrawRequestAmount, withdrawRequestShares.mul(insuranceFundVaultBalance).div(totalIfShares));
70
+ const withdrawAmount = anchor_1.BN.min(withdrawRequestAmount, withdrawRequestShares.mul(insuranceFundVaultBalance).div(totalIfShares));
70
71
  const amount = withdrawAmount.add(stakedAmount);
71
72
  return amount;
72
73
  }
package/lib/node/math/oracles.d.ts CHANGED
@@ -1,9 +1,9 @@
1
1
  /// <reference types="bn.js" />
2
2
  /// <reference types="node" />
3
3
  /// <reference types="node" />
4
- import { AMM, OracleGuardRails } from '../types';
4
+ import { AMM, HistoricalOracleData, OracleGuardRails, OracleSource, PerpMarketAccount } from '../types';
5
5
  import { OraclePriceData } from '../oracles/types';
6
- import { BN, HistoricalOracleData, OracleSource, PerpMarketAccount } from '../index';
6
+ import { BN } from '@coral-xyz/anchor';
7
7
  export declare function oraclePriceBands(market: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): [BN, BN];
8
8
  export declare function getMaxConfidenceIntervalMultiplier(market: PerpMarketAccount): BN;
9
9
  export declare function isOracleValid(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: number): boolean;
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,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"}
1
+ {"version":3,"file":"oracles.d.ts","sourceRoot":"","sources":["../../../src/math/oracles.ts"],"names":[],"mappings":";;;AAAA,OAAO,EACN,GAAG,EACH,oBAAoB,EACpB,gBAAgB,EAChB,YAAY,EACZ,iBAAiB,EAEjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAWnD,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AAEvC,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
@@ -3,12 +3,12 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.getMultipleBetweenOracleSources = exports.trimVaaSignatures = exports.getNewOracleConfPct = exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.getMaxConfidenceIntervalMultiplier = exports.oraclePriceBands = void 0;
4
4
  const types_1 = require("../types");
5
5
  const numericConstants_1 = require("../constants/numericConstants");
6
- const index_1 = require("../index");
7
6
  const assert_1 = require("../assert/assert");
7
+ const anchor_1 = require("@coral-xyz/anchor");
8
8
  function oraclePriceBands(market, oraclePriceData) {
9
9
  const maxPercentDiff = market.marginRatioInitial - market.marginRatioMaintenance;
10
10
  const offset = oraclePriceData.price
11
- .mul(new index_1.BN(maxPercentDiff))
11
+ .mul(new anchor_1.BN(maxPercentDiff))
12
12
  .div(numericConstants_1.MARGIN_PRECISION);
13
13
  (0, assert_1.assert)(offset.gte(numericConstants_1.ZERO));
14
14
  return [oraclePriceData.price.sub(offset), oraclePriceData.price.add(offset)];
@@ -17,19 +17,19 @@ exports.oraclePriceBands = oraclePriceBands;
17
17
  function getMaxConfidenceIntervalMultiplier(market) {
18
18
  let maxConfidenceIntervalMultiplier;
19
19
  if ((0, types_1.isVariant)(market.contractTier, 'a')) {
20
- maxConfidenceIntervalMultiplier = new index_1.BN(1);
20
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(1);
21
21
  }
22
22
  else if ((0, types_1.isVariant)(market.contractTier, 'b')) {
23
- maxConfidenceIntervalMultiplier = new index_1.BN(1);
23
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(1);
24
24
  }
25
25
  else if ((0, types_1.isVariant)(market.contractTier, 'c')) {
26
- maxConfidenceIntervalMultiplier = new index_1.BN(2);
26
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(2);
27
27
  }
28
28
  else if ((0, types_1.isVariant)(market.contractTier, 'speculative')) {
29
- maxConfidenceIntervalMultiplier = new index_1.BN(10);
29
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(10);
30
30
  }
31
31
  else {
32
- maxConfidenceIntervalMultiplier = new index_1.BN(50);
32
+ maxConfidenceIntervalMultiplier = new anchor_1.BN(50);
33
33
  }
34
34
  return maxConfidenceIntervalMultiplier;
35
35
  }
@@ -39,17 +39,17 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
39
39
  const amm = market.amm;
40
40
  const isOraclePriceNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
41
41
  const isOraclePriceTooVolatile = oraclePriceData.price
42
- .div(index_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
42
+ .div(anchor_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
43
43
  .gt(oracleGuardRails.validity.tooVolatileRatio) ||
44
44
  amm.historicalOracleData.lastOraclePriceTwap
45
- .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
45
+ .div(anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
46
46
  .gt(oracleGuardRails.validity.tooVolatileRatio);
47
47
  const maxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier(market);
48
- const isConfidenceTooLarge = index_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence)
48
+ const isConfidenceTooLarge = anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence)
49
49
  .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
50
50
  .div(oraclePriceData.price)
51
51
  .gt(oracleGuardRails.validity.confidenceIntervalMaxSize.mul(maxConfidenceIntervalMultiplier));
52
- const oracleIsStale = new index_1.BN(slot)
52
+ const oracleIsStale = new anchor_1.BN(slot)
53
53
  .sub(oraclePriceData.slot)
54
54
  .gt(oracleGuardRails.validity.slotsBeforeStaleForAmm);
55
55
  return !(!oraclePriceData.hasSufficientNumberOfDataPoints ||
@@ -61,7 +61,7 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
61
61
  exports.isOracleValid = isOracleValid;
62
62
  function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails, now) {
63
63
  const sinceLastUpdate = now.sub(amm.historicalOracleData.lastOraclePriceTwapTs);
64
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, numericConstants_1.FIVE_MINUTE.sub(sinceLastUpdate));
64
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.FIVE_MINUTE.sub(sinceLastUpdate));
65
65
  const oracleTwap5min = amm.historicalOracleData.lastOraclePriceTwap5Min
66
66
  .mul(sinceStart)
67
67
  .add(oraclePriceData.price)
@@ -69,7 +69,7 @@ function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails, now) {
69
69
  .div(sinceStart.add(sinceLastUpdate));
70
70
  const oracleSpread = oracleTwap5min.sub(oraclePriceData.price);
71
71
  const oracleSpreadPct = oracleSpread.mul(numericConstants_1.PRICE_PRECISION).div(oracleTwap5min);
72
- const maxDivergence = index_1.BN.max(oracleGuardRails.priceDivergence.markOraclePercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new index_1.BN(10)));
72
+ const maxDivergence = anchor_1.BN.max(oracleGuardRails.priceDivergence.markOraclePercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(10)));
73
73
  const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
74
74
  return tooDivergent;
75
75
  }
@@ -84,10 +84,10 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
84
84
  // period = amm.fundingPeriod;
85
85
  oracleTwap = histOracleData.lastOraclePriceTwap;
86
86
  }
87
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(histOracleData.lastOraclePriceTwapTs));
88
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, period.sub(sinceLastUpdate));
89
- const clampRange = oracleTwap.div(new index_1.BN(3));
90
- const clampedOraclePrice = index_1.BN.min(oracleTwap.add(clampRange), index_1.BN.max(oraclePriceData.price, oracleTwap.sub(clampRange)));
87
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(histOracleData.lastOraclePriceTwapTs));
88
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, period.sub(sinceLastUpdate));
89
+ const clampRange = oracleTwap.div(new anchor_1.BN(3));
90
+ const clampedOraclePrice = anchor_1.BN.min(oracleTwap.add(clampRange), anchor_1.BN.max(oraclePriceData.price, oracleTwap.sub(clampRange)));
91
91
  const newOracleTwap = oracleTwap
92
92
  .mul(sinceStart)
93
93
  .add(clampedOraclePrice.mul(sinceLastUpdate))
@@ -96,27 +96,27 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
96
96
  }
97
97
  exports.calculateLiveOracleTwap = calculateLiveOracleTwap;
98
98
  function calculateLiveOracleStd(amm, oraclePriceData, now) {
99
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
100
- const sinceStart = index_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
99
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
100
+ const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
101
101
  const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
102
102
  const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
103
- const priceDeltaVsTwap = index_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
103
+ const priceDeltaVsTwap = anchor_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
104
104
  const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
105
105
  return oracleStd;
106
106
  }
107
107
  exports.calculateLiveOracleStd = calculateLiveOracleStd;
108
108
  function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
109
109
  const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
110
- const sinceLastUpdate = index_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
110
+ const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
111
111
  let lowerBoundConfPct = amm.lastOracleConfPct;
112
112
  if (sinceLastUpdate.gt(numericConstants_1.ZERO)) {
113
- const lowerBoundConfDivisor = index_1.BN.max(new index_1.BN(21).sub(sinceLastUpdate), new index_1.BN(5));
113
+ const lowerBoundConfDivisor = anchor_1.BN.max(new anchor_1.BN(21).sub(sinceLastUpdate), new anchor_1.BN(5));
114
114
  lowerBoundConfPct = amm.lastOracleConfPct.sub(amm.lastOracleConfPct.div(lowerBoundConfDivisor));
115
115
  }
116
116
  const confIntervalPct = confInterval
117
117
  .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
118
118
  .div(reservePrice);
119
- const confIntervalPctResult = index_1.BN.max(confIntervalPct, lowerBoundConfPct);
119
+ const confIntervalPctResult = anchor_1.BN.max(confIntervalPct, lowerBoundConfPct);
120
120
  return confIntervalPctResult;
121
121
  }
122
122
  exports.getNewOracleConfPct = getNewOracleConfPct;
@@ -136,36 +136,36 @@ exports.trimVaaSignatures = trimVaaSignatures;
136
136
  function getMultipleBetweenOracleSources(firstOracleSource, secondOracleSource) {
137
137
  if ((0, types_1.isVariant)(firstOracleSource, 'pythPull') &&
138
138
  (0, types_1.isVariant)(secondOracleSource, 'pyth1MPull')) {
139
- return { numerator: new index_1.BN(1000000), denominator: new index_1.BN(1) };
139
+ return { numerator: new anchor_1.BN(1000000), denominator: new anchor_1.BN(1) };
140
140
  }
141
141
  if ((0, types_1.isVariant)(firstOracleSource, 'pythPull') &&
142
142
  (0, types_1.isVariant)(secondOracleSource, 'pyth1KPull')) {
143
- return { numerator: new index_1.BN(1000), denominator: new index_1.BN(1) };
143
+ return { numerator: new anchor_1.BN(1000), denominator: new anchor_1.BN(1) };
144
144
  }
145
145
  if ((0, types_1.isVariant)(firstOracleSource, 'pyth1MPull') &&
146
146
  (0, types_1.isVariant)(secondOracleSource, 'pythPull')) {
147
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000000) };
147
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000000) };
148
148
  }
149
149
  if ((0, types_1.isVariant)(firstOracleSource, 'pyth1KPull') &&
150
150
  (0, types_1.isVariant)(secondOracleSource, 'pythPull')) {
151
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000) };
151
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000) };
152
152
  }
153
153
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer') &&
154
154
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer1M')) {
155
- return { numerator: new index_1.BN(1000000), denominator: new index_1.BN(1) };
155
+ return { numerator: new anchor_1.BN(1000000), denominator: new anchor_1.BN(1) };
156
156
  }
157
157
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer') &&
158
158
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer1K')) {
159
- return { numerator: new index_1.BN(1000), denominator: new index_1.BN(1) };
159
+ return { numerator: new anchor_1.BN(1000), denominator: new anchor_1.BN(1) };
160
160
  }
161
161
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer1M') &&
162
162
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer')) {
163
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000000) };
163
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000000) };
164
164
  }
165
165
  if ((0, types_1.isVariant)(firstOracleSource, 'pythLazer1K') &&
166
166
  (0, types_1.isVariant)(secondOracleSource, 'pythLazer')) {
167
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1000) };
167
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1000) };
168
168
  }
169
- return { numerator: new index_1.BN(1), denominator: new index_1.BN(1) };
169
+ return { numerator: new anchor_1.BN(1), denominator: new anchor_1.BN(1) };
170
170
  }
171
171
  exports.getMultipleBetweenOracleSources = getMultipleBetweenOracleSources;
package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"OrderSubscriber.d.ts","sourceRoot":"","sources":["../../../src/orderSubscriber/OrderSubscriber.ts"],"names":[],"mappings":";;;AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAC7C,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAMvC,OAAO,EAAE,UAAU,EAAE,SAAS,EAAyB,MAAM,iBAAiB,CAAC;AAC/E,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAChC,OAAO,EAAE,IAAI,EAAE,MAAM,cAAc,CAAC;AACpC,OAAO,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,SAAS,CAAC;AACvE,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AAGtC,OAAO,EAAE,qBAAqB,EAAE,MAAM,eAAe,CAAC;AAEtD,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AAGtD,qBAAa,eAAe;IAC3B,WAAW,EAAE,WAAW,CAAC;IACzB,aAAa;cAA2B,MAAM;qBAAe,WAAW;OAAM;IAC9E,YAAY,EAAE,mBAAmB,GAAG,qBAAqB,GAAG,gBAAgB,CAAC;IAC7E,UAAU,EAAE,UAAU,CAAC;IACvB,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,qBAAqB,CAAC,CAAC;IAEtE,YAAY,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;IAC7B,oBAAoB,EAAE,MAAM,IAAI,CAAC;IAEjC,cAAc,EAAE,MAAM,CAAC;IACvB,QAAQ,EAAE,CAAC,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,KAAK,WAAW,CAAC;IACtD,UAAU,CAAC,EAAE,OAAO,CAAC;IAErB,oBAAoB,CAAC,EAAE,OAAO,CAAC;gBAEnB,MAAM,EAAE,qBAAqB;IA6C5B,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAIjC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IA6D5B,oBAAoB,CACnB,GAAG,EAAE,MAAM,EACX,QAAQ,EAAE,KAAK,GAAG,SAAS,GAAG,QAAQ,EACtC,IAAI,EAAE,MAAM,EAAE,GAAG,WAAW,GAAG,MAAM,EACrC,IAAI,EAAE,MAAM,GACV,IAAI;IAgFP;;;;OAIG;IACH,SAAS,CAAC,UAAU,CAAC,uBAAuB,CAAC,EAAE,qBAAqB,GAAG,IAAI;IAI9D,OAAO,CACnB,IAAI,EAAE,MAAM,EACZ,uBAAuB,CAAC,EAAE,qBAAqB,GAC7C,OAAO,CAAC,IAAI,CAAC;IAuBT,OAAO,IAAI,MAAM;IAIX,SAAS,CAAC,oBAAoB,EAAE,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC;IAgBzD,kBAAkB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC;IAOrD,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAIzC"}
1
+ {"version":3,"file":"OrderSubscriber.d.ts","sourceRoot":"","sources":["../../../src/orderSubscriber/OrderSubscriber.ts"],"names":[],"mappings":";;;AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAC7C,OAAO,EAAE,WAAW,EAAE,MAAM,UAAU,CAAC;AAMvC,OAAO,EAAE,UAAU,EAAE,SAAS,EAAyB,MAAM,iBAAiB,CAAC;AAC/E,OAAO,EAAE,MAAM,EAAE,MAAM,QAAQ,CAAC;AAChC,OAAO,EAAE,IAAI,EAAE,MAAM,cAAc,CAAC;AACpC,OAAO,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,SAAS,CAAC;AACvE,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,qBAAqB,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AAEtC,OAAO,EAAE,qBAAqB,EAAE,MAAM,eAAe,CAAC;AAEtD,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AAKtD,qBAAa,eAAe;IAC3B,WAAW,EAAE,WAAW,CAAC;IACzB,aAAa;cAA2B,MAAM;qBAAe,WAAW;OAAM;IAC9E,YAAY,EAAE,mBAAmB,GAAG,qBAAqB,GAAG,gBAAgB,CAAC;IAC7E,UAAU,EAAE,UAAU,CAAC;IACvB,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,qBAAqB,CAAC,CAAC;IAEtE,YAAY,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;IAC7B,oBAAoB,EAAE,MAAM,IAAI,CAAC;IAEjC,cAAc,EAAE,MAAM,CAAC;IACvB,QAAQ,EAAE,CAAC,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,KAAK,WAAW,CAAC;IACtD,UAAU,CAAC,EAAE,OAAO,CAAC;IAErB,oBAAoB,CAAC,EAAE,OAAO,CAAC;gBAEnB,MAAM,EAAE,qBAAqB;IA6C5B,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAIjC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IA6D5B,oBAAoB,CACnB,GAAG,EAAE,MAAM,EACX,QAAQ,EAAE,KAAK,GAAG,SAAS,GAAG,QAAQ,EACtC,IAAI,EAAE,MAAM,EAAE,GAAG,WAAW,GAAG,MAAM,EACrC,IAAI,EAAE,MAAM,GACV,IAAI;IAgFP;;;;OAIG;IACH,SAAS,CAAC,UAAU,CAAC,uBAAuB,CAAC,EAAE,qBAAqB,GAAG,IAAI;IAI9D,OAAO,CACnB,IAAI,EAAE,MAAM,EACZ,uBAAuB,CAAC,EAAE,qBAAqB,GAC7C,OAAO,CAAC,IAAI,CAAC;IAuBT,OAAO,IAAI,MAAM;IAIX,SAAS,CAAC,oBAAoB,EAAE,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC;IAgBzD,kBAAkB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC;IAOrD,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAIzC"}
package/lib/node/orderSubscriber/OrderSubscriber.js CHANGED
@@ -8,11 +8,12 @@ const DLOB_1 = require("../dlob/DLOB");
8
8
  const PollingSubscription_1 = require("./PollingSubscription");
9
9
  const WebsocketSubscription_1 = require("./WebsocketSubscription");
10
10
  const events_1 = require("events");
11
- const index_1 = require("../index");
12
11
  const anchor_1 = require("@coral-xyz/anchor");
13
12
  const user_1 = require("../decode/user");
14
13
  const grpcSubscription_1 = require("./grpcSubscription");
15
14
  const userStatus_1 = require("../math/userStatus");
15
+ const orders_1 = require("../math/orders");
16
+ const numericConstants_1 = require("../constants/numericConstants");
16
17
  class OrderSubscriber {
17
18
  constructor(config) {
18
19
  var _a, _b, _c, _d, _e;
@@ -163,8 +164,8 @@ class OrderSubscriber {
163
164
  for (const order of userAccount.orders) {
164
165
  let baseAssetAmount = order.baseAssetAmount;
165
166
  if (order.reduceOnly) {
166
- const existingBaseAmount = ((_a = userAccount.perpPositions.find((pos) => pos.marketIndex === order.marketIndex && pos.openOrders > 0)) === null || _a === void 0 ? void 0 : _a.baseAssetAmount) || index_1.ZERO;
167
- baseAssetAmount = (0, index_1.calculateOrderBaseAssetAmount)(order, existingBaseAmount);
167
+ const existingBaseAmount = ((_a = userAccount.perpPositions.find((pos) => pos.marketIndex === order.marketIndex && pos.openOrders > 0)) === null || _a === void 0 ? void 0 : _a.baseAssetAmount) || numericConstants_1.ZERO;
168
+ baseAssetAmount = (0, orders_1.calculateOrderBaseAssetAmount)(order, existingBaseAmount);
168
169
  }
169
170
  dlob.insertOrder(order, key, slot, protectedMaker, baseAssetAmount);
170
171
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "2.131.0-beta.0",
3
+ "version": "2.131.0-beta.1",
4
4
  "main": "lib/node/index.js",
5
5
  "types": "lib/node/index.d.ts",
6
6
  "browser": "./lib/browser/index.js",
package/src/events/types.ts CHANGED
@@ -21,7 +21,7 @@ import {
21
21
  FuelSeasonRecord,
22
22
  InsuranceFundSwapRecord,
23
23
  TransferProtocolIfSharesToRevenuePoolRecord,
24
- } from '../index';
24
+ } from '../types';
25
25
  import { EventEmitter } from 'events';
26
26
 
27
27
  export type EventSubscriptionOptions = {
package/src/math/insurance.ts CHANGED
@@ -1,6 +1,7 @@
1
1
  import { PERCENTAGE_PRECISION, ZERO } from '../constants/numericConstants';
2
- import { BN, SpotMarketAccount, SpotBalanceType } from '../index';
3
2
  import { getTokenAmount } from '../math/spotBalance';
3
+ import { BN } from '@coral-xyz/anchor';
4
+ import { SpotBalanceType, SpotMarketAccount } from '../types';
4
5
 
5
6
  export function nextRevenuePoolSettleApr(
6
7
  spotMarket: SpotMarketAccount,
package/src/math/oracles.ts CHANGED
@@ -1,4 +1,11 @@
1
- import { AMM, OracleGuardRails, isVariant } from '../types';
1
+ import {
2
+ AMM,
3
+ HistoricalOracleData,
4
+ OracleGuardRails,
5
+ OracleSource,
6
+ PerpMarketAccount,
7
+ isVariant,
8
+ } from '../types';
2
9
  import { OraclePriceData } from '../oracles/types';
3
10
  import {
4
11
  BID_ASK_SPREAD_PRECISION,
@@ -9,13 +16,8 @@ import {
9
16
  FIVE_MINUTE,
10
17
  PERCENTAGE_PRECISION,
11
18
  } from '../constants/numericConstants';
12
- import {
13
- BN,
14
- HistoricalOracleData,
15
- OracleSource,
16
- PerpMarketAccount,
17
- } from '../index';
18
19
  import { assert } from '../assert/assert';
20
+ import { BN } from '@coral-xyz/anchor';
19
21
 
20
22
  export function oraclePriceBands(
21
23
  market: PerpMarketAccount,
package/src/orderSubscriber/OrderSubscriber.ts CHANGED
@@ -13,12 +13,13 @@ import { PollingSubscription } from './PollingSubscription';
13
13
  import { WebsocketSubscription } from './WebsocketSubscription';
14
14
  import StrictEventEmitter from 'strict-event-emitter-types';
15
15
  import { EventEmitter } from 'events';
16
- import { calculateOrderBaseAssetAmount, ZERO } from '../index';
17
16
  import { BN } from '@coral-xyz/anchor';
18
17
  import { ProtectMakerParamsMap } from '../dlob/types';
19
18
  import { decodeUser } from '../decode/user';
20
19
  import { grpcSubscription } from './grpcSubscription';
21
20
  import { isUserProtectedMaker } from '../math/userStatus';
21
+ import { calculateOrderBaseAssetAmount } from '../math/orders';
22
+ import { ZERO } from '../constants/numericConstants';
22
23
 
23
24
  export class OrderSubscriber {
24
25
  driftClient: DriftClient;
package/tests/bn/test.ts CHANGED
@@ -1,4 +1,3 @@
1
- import { BN, numberToSafeBN } from '../../src/index';
2
1
  import { expect } from 'chai';
3
2
  import { BigNum } from '../../src/factory/bigNum';
4
3
  import {
@@ -7,6 +6,8 @@ import {
7
6
  BASE_PRECISION_EXP,
8
7
  TEN_THOUSAND,
9
8
  } from '../../src/constants/numericConstants';
9
+ import { BN } from '@coral-xyz/anchor';
10
+ import { numberToSafeBN } from '../../src/math/utils';
10
11
 
11
12
  // if you used the '@types/mocha' method to install mocha type definitions, uncomment the following line
12
13
  // import 'mocha';