@drift-labs/sdk 2.131.0-beta.0 → 2.131.0-beta.2

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Files changed (34) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/accounts/grpcAccountSubscriber.d.ts +0 -1
  3. package/lib/browser/accounts/grpcAccountSubscriber.js +2 -18
  4. package/lib/browser/accounts/grpcProgramAccountSubscriber.d.ts +0 -1
  5. package/lib/browser/accounts/grpcProgramAccountSubscriber.js +2 -18
  6. package/lib/browser/events/types.d.ts +1 -1
  7. package/lib/browser/math/insurance.d.ts +2 -1
  8. package/lib/browser/math/insurance.js +7 -6
  9. package/lib/browser/math/oracles.d.ts +2 -2
  10. package/lib/browser/math/oracles.js +32 -32
  11. package/lib/browser/orderSubscriber/OrderSubscriber.js +4 -3
  12. package/lib/node/accounts/grpcAccountSubscriber.d.ts +0 -1
  13. package/lib/node/accounts/grpcAccountSubscriber.d.ts.map +1 -1
  14. package/lib/node/accounts/grpcAccountSubscriber.js +2 -18
  15. package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts +0 -1
  16. package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts.map +1 -1
  17. package/lib/node/accounts/grpcProgramAccountSubscriber.js +2 -18
  18. package/lib/node/events/types.d.ts +1 -1
  19. package/lib/node/math/insurance.d.ts +2 -1
  20. package/lib/node/math/insurance.d.ts.map +1 -1
  21. package/lib/node/math/insurance.js +7 -6
  22. package/lib/node/math/oracles.d.ts +2 -2
  23. package/lib/node/math/oracles.d.ts.map +1 -1
  24. package/lib/node/math/oracles.js +32 -32
  25. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  26. package/lib/node/orderSubscriber/OrderSubscriber.js +4 -3
  27. package/package.json +1 -1
  28. package/src/accounts/grpcAccountSubscriber.ts +2 -28
  29. package/src/accounts/grpcProgramAccountSubscriber.ts +2 -28
  30. package/src/events/types.ts +1 -1
  31. package/src/math/insurance.ts +2 -1
  32. package/src/math/oracles.ts +9 -7
  33. package/src/orderSubscriber/OrderSubscriber.ts +2 -1
  34. package/tests/bn/test.ts +2 -1
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.131.0-beta.0
1
+ 2.131.0-beta.2
package/lib/browser/accounts/grpcAccountSubscriber.d.ts CHANGED
@@ -9,7 +9,6 @@ export declare class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber
9
9
  private stream;
10
10
  private commitmentLevel;
11
11
  listenerId?: number;
12
- private enableReconnect;
13
12
  private constructor();
14
13
  static create<U>(grpcConfigs: GrpcConfigs, accountName: string, program: Program, accountPublicKey: PublicKey, decodeBuffer?: (buffer: Buffer) => U, resubOpts?: ResubOpts): Promise<grpcAccountSubscriber<U>>;
15
14
  subscribe(onChange: (data: T) => void): Promise<void>;
package/lib/browser/accounts/grpcAccountSubscriber.js CHANGED
@@ -29,11 +29,10 @@ const Buffer = __importStar(require("buffer"));
29
29
  const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
30
30
  const grpc_1 = require("../isomorphic/grpc");
31
31
  class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccountSubscriber {
32
- constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, enableReconnect = false) {
32
+ constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
33
33
  super(accountName, program, accountPublicKey, decodeBuffer, resubOpts);
34
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  this.client = client;
35
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  this.commitmentLevel = commitmentLevel;
36
- this.enableReconnect = enableReconnect;
37
36
  }
38
37
  static async create(grpcConfigs, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
39
38
  var _a, _b;
@@ -41,7 +40,7 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
41
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  const commitmentLevel =
42
41
  // @ts-ignore :: isomorphic exported enum fails typescript but will work at runtime
43
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  (_b = grpcConfigs.commitmentLevel) !== null && _b !== void 0 ? _b : CommitmentLevel.CONFIRMED;
44
- return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, grpcConfigs.enableReconnect);
43
+ return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts);
45
44
  }
46
45
  async subscribe(onChange) {
47
46
  if (this.listenerId != null || this.isUnsubscribing) {
@@ -71,19 +70,6 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
71
70
  entry: {},
72
71
  transactionsStatus: {},
73
72
  };
74
- if (this.enableReconnect) {
75
- this.stream.on('error', (error) => {
76
- // @ts-ignore
77
- if (error.code === 1) {
78
- // expected: 1 CANCELLED: Cancelled on client
79
- console.error('GRPC (grpcAccountSubscriber) Cancelled on client caught:', error);
80
- return;
81
- }
82
- else {
83
- console.error('GRPC (grpcAccountSubscriber) unexpected error caught:', error);
84
- }
85
- });
86
- }
87
73
  this.stream.on('data', (chunk) => {
88
74
  var _a;
89
75
  if (!chunk.account) {
@@ -160,8 +146,6 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
160
146
  reject(err);
161
147
  }
162
148
  });
163
- this.stream.cancel();
164
- this.stream.destroy();
165
149
  }).catch((reason) => {
166
150
  console.error(reason);
167
151
  throw reason;
package/lib/browser/accounts/grpcProgramAccountSubscriber.d.ts CHANGED
@@ -9,7 +9,6 @@ export declare class grpcProgramAccountSubscriber<T> extends WebSocketProgramAcc
9
9
  private stream;
10
10
  private commitmentLevel;
11
11
  listenerId?: number;
12
- private enableReconnect;
13
12
  private constructor();
14
13
  static create<U>(grpcConfigs: GrpcConfigs, subscriptionName: string, accountDiscriminator: string, program: Program, decodeBufferFn: (accountName: string, ix: Buffer) => U, options?: {
15
14
  filters: MemcmpFilter[];
package/lib/browser/accounts/grpcProgramAccountSubscriber.js CHANGED
@@ -35,11 +35,10 @@ const grpc_1 = require("../isomorphic/grpc");
35
35
  class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.WebSocketProgramAccountSubscriber {
36
36
  constructor(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options = {
37
37
  filters: [],
38
- }, resubOpts, enableReconnect = false) {
38
+ }, resubOpts) {
39
39
  super(subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts);
40
40
  this.client = client;
41
41
  this.commitmentLevel = commitmentLevel;
42
- this.enableReconnect = enableReconnect;
43
42
  }
44
43
  static async create(grpcConfigs, subscriptionName, accountDiscriminator, program, decodeBufferFn, options = {
45
44
  filters: [],
@@ -49,7 +48,7 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
49
48
  const commitmentLevel =
50
49
  // @ts-ignore :: isomorphic exported enum fails typescript but will work at runtime
51
50
  (_b = grpcConfigs.commitmentLevel) !== null && _b !== void 0 ? _b : CommitmentLevel.CONFIRMED;
52
- return new grpcProgramAccountSubscriber(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts, grpcConfigs.enableReconnect);
51
+ return new grpcProgramAccountSubscriber(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts);
53
52
  }
54
53
  async subscribe(onChange) {
55
54
  if (this.listenerId != null || this.isUnsubscribing) {
@@ -84,19 +83,6 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
84
83
  entry: {},
85
84
  transactionsStatus: {},
86
85
  };
87
- if (this.enableReconnect) {
88
- this.stream.on('error', (error) => {
89
- // @ts-ignore
90
- if (error.code === 1) {
91
- // expected: 1 CANCELLED: Cancelled on client
92
- console.error('GRPC (grpcProgramAccountSubscriber) Cancelled on client caught:', error);
93
- return;
94
- }
95
- else {
96
- console.error('GRPC (grpcProgramAccountSubscriber) unexpected error caught:', error);
97
- }
98
- });
99
- }
100
86
  this.stream.on('data', (chunk) => {
101
87
  var _a;
102
88
  if (!chunk.account) {
@@ -179,8 +165,6 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
179
165
  reject(err);
180
166
  }
181
167
  });
182
- this.stream.cancel();
183
- this.stream.destroy();
184
168
  }).catch((reason) => {
185
169
  console.error(reason);
186
170
  throw reason;
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/accounts/grpcAccountSubscriber.d.ts CHANGED
@@ -9,7 +9,6 @@ export declare class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber
9
9
  private stream;
10
10
  private commitmentLevel;
11
11
  listenerId?: number;
12
- private enableReconnect;
13
12
  private constructor();
14
13
  static create<U>(grpcConfigs: GrpcConfigs, accountName: string, program: Program, accountPublicKey: PublicKey, decodeBuffer?: (buffer: Buffer) => U, resubOpts?: ResubOpts): Promise<grpcAccountSubscriber<U>>;
15
14
  subscribe(onChange: (data: T) => void): Promise<void>;
package/lib/node/accounts/grpcAccountSubscriber.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"grpcAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAU1E,qBAAa,qBAAqB,CAAC,CAAC,CAAE,SAAQ,0BAA0B,CAAC,CAAC,CAAC;IAC1E,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAC3B,OAAO,CAAC,eAAe,CAAU;IAEjC,OAAO;WAgBa,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,WAAW,EAAE,MAAM,EACnB,OAAO,EAAE,OAAO,EAChB,gBAAgB,EAAE,SAAS,EAC3B,YAAY,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,CAAC,EACpC,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;IAsBrB,SAAS,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAsGrD,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwC1D"}
1
+ {"version":3,"file":"grpcAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAU1E,qBAAa,qBAAqB,CAAC,CAAC,CAAE,SAAQ,0BAA0B,CAAC,CAAC,CAAC;IAC1E,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAE3B,OAAO;WAca,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,WAAW,EAAE,MAAM,EACnB,OAAO,EAAE,OAAO,EAChB,gBAAgB,EAAE,SAAS,EAC3B,YAAY,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,CAAC,EACpC,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;IAqBrB,SAAS,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAkFrD,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAsC1D"}
package/lib/node/accounts/grpcAccountSubscriber.js CHANGED
@@ -29,11 +29,10 @@ const Buffer = __importStar(require("buffer"));
29
29
  const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
30
30
  const grpc_1 = require("../isomorphic/grpc");
31
31
  class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccountSubscriber {
32
- constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, enableReconnect = false) {
32
+ constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
33
33
  super(accountName, program, accountPublicKey, decodeBuffer, resubOpts);
34
34
  this.client = client;
35
35
  this.commitmentLevel = commitmentLevel;
36
- this.enableReconnect = enableReconnect;
37
36
  }
38
37
  static async create(grpcConfigs, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
39
38
  var _a, _b;
@@ -41,7 +40,7 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
41
40
  const commitmentLevel =
42
41
  // @ts-ignore :: isomorphic exported enum fails typescript but will work at runtime
43
42
  (_b = grpcConfigs.commitmentLevel) !== null && _b !== void 0 ? _b : CommitmentLevel.CONFIRMED;
44
- return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, grpcConfigs.enableReconnect);
43
+ return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts);
45
44
  }
46
45
  async subscribe(onChange) {
47
46
  if (this.listenerId != null || this.isUnsubscribing) {
@@ -71,19 +70,6 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
71
70
  entry: {},
72
71
  transactionsStatus: {},
73
72
  };
74
- if (this.enableReconnect) {
75
- this.stream.on('error', (error) => {
76
- // @ts-ignore
77
- if (error.code === 1) {
78
- // expected: 1 CANCELLED: Cancelled on client
79
- console.error('GRPC (grpcAccountSubscriber) Cancelled on client caught:', error);
80
- return;
81
- }
82
- else {
83
- console.error('GRPC (grpcAccountSubscriber) unexpected error caught:', error);
84
- }
85
- });
86
- }
87
73
  this.stream.on('data', (chunk) => {
88
74
  var _a;
89
75
  if (!chunk.account) {
@@ -160,8 +146,6 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
160
146
  reject(err);
161
147
  }
162
148
  });
163
- this.stream.cancel();
164
- this.stream.destroy();
165
149
  }).catch((reason) => {
166
150
  console.error(reason);
167
151
  throw reason;
package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts CHANGED
@@ -9,7 +9,6 @@ export declare class grpcProgramAccountSubscriber<T> extends WebSocketProgramAcc
9
9
  private stream;
10
10
  private commitmentLevel;
11
11
  listenerId?: number;
12
- private enableReconnect;
13
12
  private constructor();
14
13
  static create<U>(grpcConfigs: GrpcConfigs, subscriptionName: string, accountDiscriminator: string, program: Program, decodeBufferFn: (accountName: string, ix: Buffer) => U, options?: {
15
14
  filters: MemcmpFilter[];
package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"grpcProgramAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcProgramAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAE5C,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAEnE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AAUxF,qBAAa,4BAA4B,CACxC,CAAC,CACA,SAAQ,iCAAiC,CAAC,CAAC,CAAC;IAC7C,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAC3B,OAAO,CAAC,eAAe,CAAU;IAEjC,OAAO;WA0Ba,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,gBAAgB,EAAE,MAAM,EACxB,oBAAoB,EAAE,MAAM,EAC5B,OAAO,EAAE,OAAO,EAChB,cAAc,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,KAAK,CAAC,EACtD,OAAO,GAAE;QAAE,OAAO,EAAE,YAAY,EAAE,CAAA;KAEjC,EACD,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,4BAA4B,CAAC,CAAC,CAAC,CAAC;IAuBrC,SAAS,CACd,QAAQ,EAAE,CACT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,CAAC,EACP,OAAO,EAAE,OAAO,EAChB,MAAM,EAAE,MAAM,KACV,IAAI,GACP,OAAO,CAAC,IAAI,CAAC;IAiHH,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwCxD"}
1
+ {"version":3,"file":"grpcProgramAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcProgramAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAE5C,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAEnE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AAUxF,qBAAa,4BAA4B,CACxC,CAAC,CACA,SAAQ,iCAAiC,CAAC,CAAC,CAAC;IAC7C,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAE3B,OAAO;WAwBa,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,gBAAgB,EAAE,MAAM,EACxB,oBAAoB,EAAE,MAAM,EAC5B,OAAO,EAAE,OAAO,EAChB,cAAc,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,KAAK,CAAC,EACtD,OAAO,GAAE;QAAE,OAAO,EAAE,YAAY,EAAE,CAAA;KAEjC,EACD,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,4BAA4B,CAAC,CAAC,CAAC,CAAC;IAsBrC,SAAS,CACd,QAAQ,EAAE,CACT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,CAAC,EACP,OAAO,EAAE,OAAO,EAChB,MAAM,EAAE,MAAM,KACV,IAAI,GACP,OAAO,CAAC,IAAI,CAAC;IA6FH,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAsCxD"}
package/lib/node/accounts/grpcProgramAccountSubscriber.js CHANGED
@@ -35,11 +35,10 @@ const grpc_1 = require("../isomorphic/grpc");
35
35
  class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.WebSocketProgramAccountSubscriber {
36
36
  constructor(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options = {
37
37
  filters: [],
38
- }, resubOpts, enableReconnect = false) {
38
+ }, resubOpts) {
39
39
  super(subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts);
40
40
  this.client = client;
41
41
  this.commitmentLevel = commitmentLevel;
42
- this.enableReconnect = enableReconnect;
43
42
  }
44
43
  static async create(grpcConfigs, subscriptionName, accountDiscriminator, program, decodeBufferFn, options = {
45
44
  filters: [],
@@ -49,7 +48,7 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
49
48
  const commitmentLevel =
50
49
  // @ts-ignore :: isomorphic exported enum fails typescript but will work at runtime
51
50
  (_b = grpcConfigs.commitmentLevel) !== null && _b !== void 0 ? _b : CommitmentLevel.CONFIRMED;
52
- return new grpcProgramAccountSubscriber(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts, grpcConfigs.enableReconnect);
51
+ return new grpcProgramAccountSubscriber(client, commitmentLevel, subscriptionName, accountDiscriminator, program, decodeBufferFn, options, resubOpts);
53
52
  }
54
53
  async subscribe(onChange) {
55
54
  if (this.listenerId != null || this.isUnsubscribing) {
@@ -84,19 +83,6 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
84
83
  entry: {},
85
84
  transactionsStatus: {},
86
85
  };
87
- if (this.enableReconnect) {
88
- this.stream.on('error', (error) => {
89
- // @ts-ignore
90
- if (error.code === 1) {
91
- // expected: 1 CANCELLED: Cancelled on client
92
- console.error('GRPC (grpcProgramAccountSubscriber) Cancelled on client caught:', error);
93
- return;
94
- }
95
- else {
96
- console.error('GRPC (grpcProgramAccountSubscriber) unexpected error caught:', error);
97
- }
98
- });
99
- }
100
86
  this.stream.on('data', (chunk) => {
101
87
  var _a;
102
88
  if (!chunk.account) {
@@ -179,8 +165,6 @@ class grpcProgramAccountSubscriber extends webSocketProgramAccountSubscriber_1.W
179
165
  reject(err);
180
166
  }
181
167
  });
182
- this.stream.cancel();
183
- this.stream.destroy();
184
168
  }).catch((reason) => {
185
169
  console.error(reason);
186
170
  throw reason;
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.2",
4
4
  "main": "lib/node/index.js",
5
5
  "types": "lib/node/index.d.ts",
6
6
  "browser": "./lib/browser/index.js",
package/src/accounts/grpcAccountSubscriber.ts CHANGED
@@ -18,7 +18,6 @@ export class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber<T> {
18
18
  private stream: ClientDuplexStream<SubscribeRequest, SubscribeUpdate>;
19
19
  private commitmentLevel: CommitmentLevel;
20
20
  public listenerId?: number;
21
- private enableReconnect: boolean;
22
21
 
23
22
  private constructor(
24
23
  client: Client,
@@ -27,13 +26,11 @@ export class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber<T> {
27
26
  program: Program,
28
27
  accountPublicKey: PublicKey,
29
28
  decodeBuffer?: (buffer: Buffer) => T,
30
- resubOpts?: ResubOpts,
31
- enableReconnect = false
29
+ resubOpts?: ResubOpts
32
30
  ) {
33
31
  super(accountName, program, accountPublicKey, decodeBuffer, resubOpts);
34
32
  this.client = client;
35
33
  this.commitmentLevel = commitmentLevel;
36
- this.enableReconnect = enableReconnect;
37
34
  }
38
35
 
39
36
  public static async create<U>(
@@ -60,8 +57,7 @@ export class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber<T> {
60
57
  program,
61
58
  accountPublicKey,
62
59
  decodeBuffer,
63
- resubOpts,
64
- grpcConfigs.enableReconnect
60
+ resubOpts
65
61
  );
66
62
  }
67
63
 
@@ -95,26 +91,6 @@ export class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber<T> {
95
91
  entry: {},
96
92
  transactionsStatus: {},
97
93
  };
98
-
99
- if (this.enableReconnect) {
100
- this.stream.on('error', (error) => {
101
- // @ts-ignore
102
- if (error.code === 1) {
103
- // expected: 1 CANCELLED: Cancelled on client
104
- console.error(
105
- 'GRPC (grpcAccountSubscriber) Cancelled on client caught:',
106
- error
107
- );
108
- return;
109
- } else {
110
- console.error(
111
- 'GRPC (grpcAccountSubscriber) unexpected error caught:',
112
- error
113
- );
114
- }
115
- });
116
- }
117
-
118
94
  this.stream.on('data', (chunk: SubscribeUpdate) => {
119
95
  if (!chunk.account) {
120
96
  return;
@@ -196,8 +172,6 @@ export class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber<T> {
196
172
  reject(err);
197
173
  }
198
174
  });
199
- this.stream.cancel();
200
- this.stream.destroy();
201
175
  }).catch((reason) => {
202
176
  console.error(reason);
203
177
  throw reason;
package/src/accounts/grpcProgramAccountSubscriber.ts CHANGED
@@ -20,7 +20,6 @@ export class grpcProgramAccountSubscriber<
20
20
  private stream: ClientDuplexStream<SubscribeRequest, SubscribeUpdate>;
21
21
  private commitmentLevel: CommitmentLevel;
22
22
  public listenerId?: number;
23
- private enableReconnect: boolean;
24
23
 
25
24
  private constructor(
26
25
  client: Client,
@@ -32,8 +31,7 @@ export class grpcProgramAccountSubscriber<
32
31
  options: { filters: MemcmpFilter[] } = {
33
32
  filters: [],
34
33
  },
35
- resubOpts?: ResubOpts,
36
- enableReconnect = false
34
+ resubOpts?: ResubOpts
37
35
  ) {
38
36
  super(
39
37
  subscriptionName,
@@ -45,7 +43,6 @@ export class grpcProgramAccountSubscriber<
45
43
  );
46
44
  this.client = client;
47
45
  this.commitmentLevel = commitmentLevel;
48
- this.enableReconnect = enableReconnect;
49
46
  }
50
47
 
51
48
  public static async create<U>(
@@ -76,8 +73,7 @@ export class grpcProgramAccountSubscriber<
76
73
  program,
77
74
  decodeBufferFn,
78
75
  options,
79
- resubOpts,
80
- grpcConfigs.enableReconnect
76
+ resubOpts
81
77
  );
82
78
  }
83
79
 
@@ -123,26 +119,6 @@ export class grpcProgramAccountSubscriber<
123
119
  entry: {},
124
120
  transactionsStatus: {},
125
121
  };
126
-
127
- if (this.enableReconnect) {
128
- this.stream.on('error', (error) => {
129
- // @ts-ignore
130
- if (error.code === 1) {
131
- // expected: 1 CANCELLED: Cancelled on client
132
- console.error(
133
- 'GRPC (grpcProgramAccountSubscriber) Cancelled on client caught:',
134
- error
135
- );
136
- return;
137
- } else {
138
- console.error(
139
- 'GRPC (grpcProgramAccountSubscriber) unexpected error caught:',
140
- error
141
- );
142
- }
143
- });
144
- }
145
-
146
122
  this.stream.on('data', (chunk: SubscribeUpdate) => {
147
123
  if (!chunk.account) {
148
124
  return;
@@ -230,8 +206,6 @@ export class grpcProgramAccountSubscriber<
230
206
  reject(err);
231
207
  }
232
208
  });
233
- this.stream.cancel();
234
- this.stream.destroy();
235
209
  }).catch((reason) => {
236
210
  console.error(reason);
237
211
  throw reason;
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';