@drift-labs/sdk 2.135.0-beta.0 → 2.135.0-beta.2

package/VERSION

@@ -1 +1 @@
-2.135.0-beta.0
+2.135.0-beta.2

package/bun.lock

@@ -29,6 +29,7 @@
         "tweetnacl-util": "0.15.1",
         "uuid": "8.3.2",
         "yargs": "17.7.2",
+        "zod": "^4.0.17",
         "zstddec": "0.1.0",
       },
       "devDependencies": {
@@ -1138,6 +1139,8 @@
 
     "yocto-queue": ["yocto-queue@0.1.0", "", {}, "sha512-rVksvsnNCdJ/ohGc6xgPwyN8eheCxsiLM8mxuE/t/mOVqJewPuO1miLpTHQiRgTKCLexL4MeAFVagts7HmNZ2Q=="],
 
+    "zod": ["zod@4.0.17", "", {}, "sha512-1PHjlYRevNxxdy2JZ8JcNAw7rX8V9P1AKkP+x/xZfxB0K5FYfuV+Ug6P/6NVSR2jHQ+FzDDoDHS04nYUsOIyLQ=="],
+
     "zstddec": ["zstddec@0.1.0", "", {}, "sha512-w2NTI8+3l3eeltKAdK8QpiLo/flRAr2p8AGeakfMZOXBxOg9HIu4LVDxBi81sYgVhFhdJjv1OrB5ssI8uFPoLg=="],
 
     "@babel/types/@babel/helper-validator-identifier": ["@babel/helper-validator-identifier@7.27.1", "", {}, "sha512-D2hP9eA+Sqx1kBZgzxZh0y1trbuU+JoDkiEwqhQ36nodYqJwyEIhPSdMNd7lOm/4io72luTPWH20Yda0xOuUow=="],

package/lib/browser/dlob/DLOB.d.ts

@@ -4,7 +4,7 @@ import { BN } from '@coral-xyz/anchor';
 import { DLOBNode, DLOBNodeType, TriggerOrderNode } from './DLOBNode';
 import { DriftClient } from '../driftClient';
 import { MarketType, MarketTypeStr, Order, PerpMarketAccount, PositionDirection, SpotMarketAccount, StateAccount } from '../types';
-import { OraclePriceData } from '../oracles/types';
+import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 import { ProtectMakerParamsMap } from './types';
 import { SlotSubscriber } from '../slot/SlotSubscriber';
 import { UserMap } from '../userMap/userMap';
@@ -83,23 +83,45 @@ export declare class DLOB {
     updateRestingLimitOrders(slot: number): void;
     updateRestingLimitOrdersForMarketType(slot: number, marketTypeStr: MarketTypeStr): void;
     getOrder(orderId: number, userAccount: PublicKey): Order | undefined;
-    findNodesToFill(marketIndex: number, fallbackBid: BN | undefined, fallbackAsk: BN | undefined, slot: number, ts: number, marketType: MarketType, oraclePriceData: OraclePriceData, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): NodeToFill[];
+    findNodesToFill<T extends MarketType>(marketIndex: number, fallbackBid: BN | undefined, fallbackAsk: BN | undefined, slot: number, ts: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, stateAccount: StateAccount, marketAccount: T extends {
+        spot: unknown;
+    } ? SpotMarketAccount : PerpMarketAccount): NodeToFill[];
     getMakerRebate(marketType: MarketType, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): {
         makerRebateNumerator: number;
         makerRebateDenominator: number;
     };
     mergeNodesToFill(restingLimitOrderNodesToFill: NodeToFill[], takingOrderNodesToFill: NodeToFill[]): NodeToFill[];
-    findRestingLimitOrderNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, makerRebateNumerator: number, makerRebateDenominator: number, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
-    findTakingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: BN | undefined, fallbackBid?: BN | undefined): NodeToFill[];
-    findTakingNodesCrossingMakerNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean): NodeToFill[];
-    findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode>, doesCross: (nodePrice: BN | undefined) => boolean, minAuctionDuration: number): NodeToFill[];
+    findRestingLimitOrderNodesToFill<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, makerRebateNumerator: number, makerRebateDenominator: number, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
+    findTakingNodesToFill<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: BN | undefined, fallbackBid?: BN | undefined): NodeToFill[];
+    findTakingNodesCrossingMakerNodes<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean): NodeToFill[];
+    findNodesCrossingFallbackLiquidity<T extends MarketType>(marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, nodeGenerator: Generator<DLOBNode>, doesCross: (nodePrice: BN | undefined) => boolean, minAuctionDuration: number): NodeToFill[];
     findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType, slot?: BN): NodeToFill[];
-    getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
-    getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getTakingBids<T extends MarketType>(marketIndex: number, marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getTakingAsks<T extends MarketType>(marketIndex: number, marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     protected signedMsgGenerator(signedMsgOrderList: NodeList<'signedMsg'>, filter: (x: DLOBNode) => boolean): Generator<DLOBNode>;
     protected getBestNode(generatorList: Array<Generator<DLOBNode>>, oraclePriceData: OraclePriceData, slot: number, compareFcn: (bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData) => boolean, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
-    getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
-    getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getRestingLimitAsks<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getRestingLimitBids<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     /**
      * This will look at both the taking and resting limit asks
      * @param marketIndex
@@ -109,7 +131,9 @@ export declare class DLOB {
      * @param oraclePriceData
      * @param filterFcn
      */
-    getAsks(marketIndex: number, _fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getAsks<T extends MarketType>(marketIndex: number, _fallbackAsk: BN | undefined, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     /**
      * This will look at both the taking and resting limit bids
      * @param marketIndex
@@ -119,14 +143,22 @@ export declare class DLOB {
      * @param oraclePriceData
      * @param filterFcn
      */
-    getBids(marketIndex: number, _fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
-    findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
+    getBids<T extends MarketType>(marketIndex: number, _fallbackBid: BN | undefined, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    findCrossingRestingLimitOrders<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): NodeToFill[];
     determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
         takerNode: DLOBNode;
         makerNode: DLOBNode;
     } | undefined;
-    getBestAsk(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN | undefined;
-    getBestBid(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN | undefined;
+    getBestAsk<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): BN | undefined;
+    getBestBid<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): BN | undefined;
     getStopLosses(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
     getStopLossMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
     getStopLossLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
@@ -147,11 +179,13 @@ export declare class DLOB {
      * @param depth how many levels of the order book to return
      * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
      */
-    getL2({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackL2Generators, }: {
+    getL2<T extends MarketType>({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackL2Generators, }: {
         marketIndex: number;
-        marketType: MarketType;
+        marketType: T;
         slot: number;
-        oraclePriceData: OraclePriceData;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
         depth: number;
         fallbackL2Generators?: L2OrderBookGenerator[];
     }): L2OrderBook;
@@ -163,11 +197,13 @@ export declare class DLOB {
      * @param slot
      * @param oraclePriceData
      */
-    getL3({ marketIndex, marketType, slot, oraclePriceData, }: {
+    getL3<T extends MarketType>({ marketIndex, marketType, slot, oraclePriceData, }: {
         marketIndex: number;
-        marketType: MarketType;
+        marketType: T;
         slot: number;
-        oraclePriceData: OraclePriceData;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
     }): L3OrderBook;
     private estimateFillExactBaseAmountInForSide;
     /**
@@ -180,20 +216,24 @@ export declare class DLOB {
      * @param param.oraclePriceData the oracle price data
      * @returns the estimated quote amount filled: QUOTE_PRECISION
      */
-    estimateFillWithExactBaseAmount({ marketIndex, marketType, baseAmount, orderDirection, slot, oraclePriceData, }: {
+    estimateFillWithExactBaseAmount<T extends MarketType>({ marketIndex, marketType, baseAmount, orderDirection, slot, oraclePriceData, }: {
         marketIndex: number;
-        marketType: MarketType;
+        marketType: T;
         baseAmount: BN;
         orderDirection: PositionDirection;
         slot: number;
-        oraclePriceData: OraclePriceData;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
     }): BN;
-    getBestMakers({ marketIndex, marketType, direction, slot, oraclePriceData, numMakers, }: {
+    getBestMakers<T extends MarketType>({ marketIndex, marketType, direction, slot, oraclePriceData, numMakers, }: {
         marketIndex: number;
-        marketType: MarketType;
+        marketType: T;
         direction: PositionDirection;
         slot: number;
-        oraclePriceData: OraclePriceData;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
         numMakers: number;
     }): PublicKey[];
 }

package/lib/browser/dlob/DLOB.js

@@ -895,7 +895,7 @@ class DLOB {
     printTop(driftClient, slotSubscriber, marketIndex, marketType) {
         if ((0, types_1.isVariant)(marketType, 'perp')) {
             const slot = slotSubscriber.getSlot();
-            const oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex);
+            const oraclePriceData = driftClient.getMMOracleDataForPerpMarket(marketIndex);
             const bestAsk = this.getBestAsk(marketIndex, slot, marketType, oraclePriceData);
             const bestBid = this.getBestBid(marketIndex, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new anchor_1.BN(2));
@@ -915,9 +915,9 @@ class DLOB {
         }
         else if ((0, types_1.isVariant)(marketType, 'spot')) {
             const slot = slotSubscriber.getSlot();
-            const oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex);
-            const bestAsk = this.getBestAsk(marketIndex, slot, marketType, oraclePriceData);
-            const bestBid = this.getBestBid(marketIndex, slot, marketType, oraclePriceData);
+            const oraclePriceData = driftClient.getOracleDataForSpotMarket(marketIndex);
+            const bestAsk = this.getBestAsk(marketIndex, slot, types_1.MarketType.SPOT, oraclePriceData);
+            const bestBid = this.getBestBid(marketIndex, slot, types_1.MarketType.SPOT, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new anchor_1.BN(2));
             const bidSpread = ((0, conversion_1.convertToNumber)(bestBid, numericConstants_1.PRICE_PRECISION) /
                 (0, conversion_1.convertToNumber)(oraclePriceData.price, numericConstants_1.PRICE_PRECISION) -

package/lib/browser/dlob/DLOBSubscriber.js

@@ -83,7 +83,7 @@ class DLOBSubscriber {
             fallbackL2Generators = [
                 (0, orderBookLevels_1.getVammL2Generator)({
                     marketAccount: this.driftClient.getPerpMarketAccount(marketIndex),
-                    oraclePriceData: this.driftClient.getMMOracleDataForPerpMarket(marketIndex),
+                    mmOraclePriceData: this.driftClient.getMMOracleDataForPerpMarket(marketIndex),
                     numOrders: numVammOrders !== null && numVammOrders !== void 0 ? numVammOrders : depth,
                     topOfBookQuoteAmounts: marketIndex < 3
                         ? orderBookLevels_1.MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS

package/lib/browser/dlob/orderBookLevels.d.ts

@@ -2,7 +2,7 @@
 import { BN } from '@coral-xyz/anchor';
 import { DLOBNode } from './DLOBNode';
 import { PerpMarketAccount } from '../types';
-import { OraclePriceData } from '../oracles/types';
+import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 import { PublicKey } from '@solana/web3.js';
 type liquiditySource = 'serum' | 'vamm' | 'dlob' | 'phoenix' | 'openbook' | 'indicative';
 export type L2Level = {
@@ -43,9 +43,9 @@ export declare const MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
 export declare function getL2GeneratorFromDLOBNodes(dlobNodes: Generator<DLOBNode>, oraclePriceData: OraclePriceData, slot: number): Generator<L2Level>;
 export declare function mergeL2LevelGenerators(l2LevelGenerators: Generator<L2Level>[], compare: (a: L2Level, b: L2Level) => boolean): Generator<L2Level>;
 export declare function createL2Levels(generator: Generator<L2Level>, depth: number): L2Level[];
-export declare function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, topOfBookQuoteAmounts, }: {
+export declare function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now, topOfBookQuoteAmounts, }: {
     marketAccount: PerpMarketAccount;
-    oraclePriceData: OraclePriceData;
+    mmOraclePriceData: MMOraclePriceData;
     numOrders: number;
     now?: BN;
     topOfBookQuoteAmounts?: BN[];

package/lib/browser/dlob/orderBookLevels.js

@@ -101,8 +101,8 @@ function createL2Levels(generator, depth) {
     return levels;
 }
 exports.createL2Levels = createL2Levels;
-function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now = new anchor_1.BN(Math.floor(Date.now() / 1000)), topOfBookQuoteAmounts = [], }) {
-    const updatedAmm = (0, amm_1.calculateUpdatedAMM)(marketAccount.amm, oraclePriceData);
+function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now = new anchor_1.BN(Math.floor(Date.now() / 1000)), topOfBookQuoteAmounts = [], }) {
+    const updatedAmm = (0, amm_1.calculateUpdatedAMM)(marketAccount.amm, mmOraclePriceData);
     const paused = (0, exchangeStatus_1.isOperationPaused)(marketAccount.pausedOperations, types_1.PerpOperation.AMM_FILL);
     let [openBids, openAsks] = paused
         ? [numericConstants_1.ZERO, numericConstants_1.ZERO]
@@ -111,12 +111,12 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now = n
         openBids = numericConstants_1.ZERO;
     if (openAsks.abs().lt(marketAccount.amm.minOrderSize.muln(2)))
         openAsks = numericConstants_1.ZERO;
-    const [bidReserves, askReserves] = (0, amm_1.calculateSpreadReserves)(updatedAmm, oraclePriceData, now, (0, types_1.isVariant)(marketAccount.contractType, 'prediction'));
+    const [bidReserves, askReserves] = (0, amm_1.calculateSpreadReserves)(updatedAmm, mmOraclePriceData, now, (0, types_1.isVariant)(marketAccount.contractType, 'prediction'));
     const numBaseOrders = Math.max(1, numOrders - topOfBookQuoteAmounts.length);
     const commonOpts = {
         numOrders,
         numBaseOrders,
-        oraclePriceData,
+        mmOraclePriceData,
         orderTickSize: marketAccount.amm.orderTickSize,
         orderStepSize: marketAccount.amm.orderStepSize,
         pegMultiplier: updatedAmm.pegMultiplier,
@@ -139,7 +139,7 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now = n
                     const raw = commonOpts.topOfBookQuoteAmounts[count]
                         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
                         .mul(numericConstants_1.PRICE_PRECISION)
-                        .div(commonOpts.oraclePriceData.price);
+                        .div(commonOpts.mmOraclePriceData.price);
                     baseSwap = (0, orders_1.standardizeBaseAssetAmount)(raw, commonOpts.orderStepSize);
                     const remaining = openLiquidity.abs().sub(topSize);
                     if (remaining.lt(baseSwap))

package/lib/browser/driftClient.d.ts

@@ -12,7 +12,7 @@ import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { DataAndSlot, DriftClientAccountEvents, DriftClientAccountSubscriber } from './accounts/types';
 import { TxSender, TxSigAndSlot } from './tx/types';
-import { OraclePriceData } from './oracles/types';
+import { MMOraclePriceData, OraclePriceData } from './oracles/types';
 import { DriftClientConfig } from './driftClientConfig';
 import { User } from './user';
 import { UserSubscriptionConfig } from './userConfig';
@@ -849,7 +849,7 @@ export declare class DriftClient {
     getSettleFundingPaymentIx(userAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
     triggerEvent(eventName: keyof DriftClientAccountEvents, data?: any): void;
     getOracleDataForPerpMarket(marketIndex: number): OraclePriceData;
-    getMMOracleDataForPerpMarket(marketIndex: number): OraclePriceData;
+    getMMOracleDataForPerpMarket(marketIndex: number): MMOraclePriceData;
     getOracleDataForSpotMarket(marketIndex: number): OraclePriceData;
     initializeInsuranceFundStake(marketIndex: number, txParams?: TxParams): Promise<TransactionSignature>;
     getInitializeInsuranceFundStakeIx(marketIndex: number): Promise<TransactionInstruction>;

package/lib/browser/driftClient.js

@@ -4437,17 +4437,13 @@ class DriftClient {
         this.eventEmitter.emit(eventName, data);
     }
     getOracleDataForPerpMarket(marketIndex) {
-        const perpMarket = this.getPerpMarketAccount(marketIndex);
-        const isMMOracleActive = !perpMarket.amm.mmOracleSlot.eq(numericConstants_1.ZERO);
-        return {
-            ...this.accountSubscriber.getOraclePriceDataAndSlotForPerpMarket(marketIndex).data,
-            isMMOracleActive,
-        };
+        return this.accountSubscriber.getOraclePriceDataAndSlotForPerpMarket(marketIndex).data;
     }
     getMMOracleDataForPerpMarket(marketIndex) {
         const perpMarket = this.getPerpMarketAccount(marketIndex);
         const oracleData = this.getOracleDataForPerpMarket(marketIndex);
         const stateAccountAndSlot = this.accountSubscriber.getStateAccountAndSlot();
+        const isMMOracleActive = !perpMarket.amm.mmOracleSlot.eq(numericConstants_1.ZERO);
         const pctDiff = perpMarket.amm.mmOraclePrice
             .sub(oracleData.price)
             .abs()
@@ -4458,21 +4454,16 @@ class DriftClient {
             perpMarket.amm.mmOracleSlot < oracleData.slot ||
             pctDiff.gt(numericConstants_1.PERCENTAGE_PRECISION.divn(100)) // 1% threshold
         ) {
-            return { ...oracleData, fetchedWithMMOracle: true };
+            return { ...oracleData, isMMOracleActive };
         }
         else {
-            const conf = (0, utils_3.getOracleConfidenceFromMMOracleData)({
-                mmOraclePrice: perpMarket.amm.mmOraclePrice,
-                mmOracleSlot: perpMarket.amm.mmOracleSlot,
-                oraclePriceData: oracleData,
-            });
+            const conf = (0, utils_3.getOracleConfidenceFromMMOracleData)(perpMarket.amm.mmOraclePrice, oracleData);
             return {
                 price: perpMarket.amm.mmOraclePrice,
                 slot: perpMarket.amm.mmOracleSlot,
                 confidence: conf,
                 hasSufficientNumberOfDataPoints: true,
-                fetchedWithMMOracle: true,
-                isMMOracleActive: oracleData.isMMOracleActive,
+                isMMOracleActive,
             };
         }
     }

package/lib/browser/math/amm.d.ts

@@ -1,22 +1,18 @@
 /// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { AMM, PositionDirection, SwapDirection, PerpMarketAccount } from '../types';
-import { OraclePriceData } from '../oracles/types';
+import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 export declare function calculatePegFromTargetPrice(targetPrice: BN, baseAssetReserve: BN, quoteAssetReserve: BN): BN;
-export declare function calculateOptimalPegAndBudget(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, boolean];
-export declare function calculateNewAmm(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, BN];
-export declare function calculateUpdatedAMM(amm: AMM, oraclePriceData: OraclePriceData): AMM;
-export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData, isPrediction?: boolean): {
+export declare function calculateOptimalPegAndBudget(amm: AMM, mmOraclePriceData: MMOraclePriceData): [BN, BN, BN, boolean];
+export declare function calculateNewAmm(amm: AMM, mmOraclePriceData: MMOraclePriceData): [BN, BN, BN, BN];
+export declare function calculateUpdatedAMM(amm: AMM, mmOraclePriceData: MMOraclePriceData): AMM;
+export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: PositionDirection, mmOraclePriceData: MMOraclePriceData, isPrediction?: boolean): {
     baseAssetReserve: BN;
     quoteAssetReserve: BN;
     sqrtK: BN;
     newPeg: BN;
 };
-export declare function calculateAMMBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean, isPrediction?: boolean): [BN, BN];
-/**
- * @deprecated Use calculateAMMBidAskPrice instead
- */
-export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean, isPrediction?: boolean): [BN, BN];
+export declare function calculateBidAskPrice(amm: AMM, mmOraclePriceData: MMOraclePriceData, withUpdate?: boolean, isPrediction?: boolean): [BN, BN];
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
  *
@@ -69,7 +65,7 @@ export declare function calculateSpreadBN(baseSpread: number, lastOracleReserveP
 };
 export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData, now?: BN, reservePrice?: BN): [number, number];
 export declare function getQuoteAssetReservePredictionMarketBounds(amm: AMM, direction: PositionDirection): [BN, BN];
-export declare function calculateSpreadReserves(amm: AMM, oraclePriceData: OraclePriceData, now?: BN, isPrediction?: boolean): {
+export declare function calculateSpreadReserves(amm: AMM, mmOraclePriceData: MMOraclePriceData, now?: BN, isPrediction?: boolean): {
     baseAssetReserve: any;
     quoteAssetReserve: any;
 }[];
@@ -97,6 +93,6 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
  * @returns cost : Precision PRICE_PRECISION
  */
 export declare function calculateTerminalPrice(market: PerpMarketAccount): BN;
-export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData, now?: BN, isPrediction?: boolean): [BN, PositionDirection];
+export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, mmOraclePriceData?: MMOraclePriceData, now?: BN, isPrediction?: boolean): [BN, PositionDirection];
 export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
 export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;

package/lib/browser/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.getQuoteAssetReservePredictionMarketBounds = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateVolSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateReferencePriceOffset = exports.calculateInventoryScale = exports.calculateInventoryLiquidityRatio = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateAMMBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
+exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.getQuoteAssetReservePredictionMarketBounds = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateVolSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateReferencePriceOffset = exports.calculateInventoryScale = exports.calculateInventoryLiquidityRatio = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
 const anchor_1 = require("@coral-xyz/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -17,9 +17,9 @@ function calculatePegFromTargetPrice(targetPrice, baseAssetReserve, quoteAssetRe
         .div(numericConstants_1.PRICE_DIV_PEG), numericConstants_1.ONE);
 }
 exports.calculatePegFromTargetPrice = calculatePegFromTargetPrice;
-function calculateOptimalPegAndBudget(amm, oraclePriceData) {
+function calculateOptimalPegAndBudget(amm, mmOraclePriceData) {
     const reservePriceBefore = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
-    const targetPrice = oraclePriceData.price;
+    const targetPrice = mmOraclePriceData.price;
     const newPeg = calculatePegFromTargetPrice(targetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
     const prePegCost = (0, repeg_1.calculateRepegCost)(amm, newPeg);
     const totalFeeLB = amm.totalExchangeFee.div(new anchor_1.BN(2));
@@ -54,10 +54,10 @@ function calculateOptimalPegAndBudget(amm, oraclePriceData) {
     return [targetPrice, newPeg, budget, checkLowerBound];
 }
 exports.calculateOptimalPegAndBudget = calculateOptimalPegAndBudget;
-function calculateNewAmm(amm, oraclePriceData) {
+function calculateNewAmm(amm, mmOraclePriceData) {
     let pKNumer = new anchor_1.BN(1);
     let pKDenom = new anchor_1.BN(1);
-    const [targetPrice, _newPeg, budget, _checkLowerBound] = calculateOptimalPegAndBudget(amm, oraclePriceData);
+    const [targetPrice, _newPeg, budget, _checkLowerBound] = calculateOptimalPegAndBudget(amm, mmOraclePriceData);
     let prePegCost = (0, repeg_1.calculateRepegCost)(amm, _newPeg);
     let newPeg = _newPeg;
     if (prePegCost.gte(budget) && prePegCost.gt(numericConstants_1.ZERO)) {
@@ -81,12 +81,12 @@ function calculateNewAmm(amm, oraclePriceData) {
     return [prePegCost, pKNumer, pKDenom, newPeg];
 }
 exports.calculateNewAmm = calculateNewAmm;
-function calculateUpdatedAMM(amm, oraclePriceData) {
-    if (amm.curveUpdateIntensity == 0 || oraclePriceData === undefined) {
+function calculateUpdatedAMM(amm, mmOraclePriceData) {
+    if (amm.curveUpdateIntensity == 0 || mmOraclePriceData === undefined) {
         return amm;
     }
     const newAmm = Object.assign({}, amm);
-    const [prepegCost, pKNumer, pKDenom, newPeg] = calculateNewAmm(amm, oraclePriceData);
+    const [prepegCost, pKNumer, pKDenom, newPeg] = calculateNewAmm(amm, mmOraclePriceData);
     newAmm.baseAssetReserve = newAmm.baseAssetReserve.mul(pKNumer).div(pKDenom);
     newAmm.sqrtK = newAmm.sqrtK.mul(pKNumer).div(pKDenom);
     const invariant = newAmm.sqrtK.mul(newAmm.sqrtK);
@@ -104,13 +104,9 @@ function calculateUpdatedAMM(amm, oraclePriceData) {
     return newAmm;
 }
 exports.calculateUpdatedAMM = calculateUpdatedAMM;
-function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData, isPrediction = false) {
-    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle) &&
-        (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.isMMOracleActive)) {
-        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate updated AMM in calculateUpdatedAMMSpreadReserves');
-    }
-    const newAmm = calculateUpdatedAMM(amm, oraclePriceData);
-    const [shortReserves, longReserves] = calculateSpreadReserves(newAmm, oraclePriceData, undefined, isPrediction);
+function calculateUpdatedAMMSpreadReserves(amm, direction, mmOraclePriceData, isPrediction = false) {
+    const newAmm = calculateUpdatedAMM(amm, mmOraclePriceData);
+    const [shortReserves, longReserves] = calculateSpreadReserves(newAmm, mmOraclePriceData, undefined, isPrediction);
     const dirReserves = (0, types_1.isVariant)(direction, 'long')
         ? longReserves
         : shortReserves;
@@ -123,36 +119,15 @@ function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData, isPr
     return result;
 }
 exports.calculateUpdatedAMMSpreadReserves = calculateUpdatedAMMSpreadReserves;
-function calculateAMMBidAskPrice(amm, oraclePriceData, withUpdate = true, isPrediction = false) {
-    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle) &&
-        (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.isMMOracleActive)) {
-        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate MM pricing in calculateAMMBidAskPrice');
-    }
-    let newAmm;
-    if (withUpdate) {
-        newAmm = calculateUpdatedAMM(amm, oraclePriceData);
-    }
-    else {
-        newAmm = amm;
-    }
-    const [bidReserves, askReserves] = calculateSpreadReserves(newAmm, oraclePriceData, undefined, isPrediction);
-    const askPrice = calculatePrice(askReserves.baseAssetReserve, askReserves.quoteAssetReserve, newAmm.pegMultiplier);
-    const bidPrice = calculatePrice(bidReserves.baseAssetReserve, bidReserves.quoteAssetReserve, newAmm.pegMultiplier);
-    return [bidPrice, askPrice];
-}
-exports.calculateAMMBidAskPrice = calculateAMMBidAskPrice;
-/**
- * @deprecated Use calculateAMMBidAskPrice instead
- */
-function calculateBidAskPrice(amm, oraclePriceData, withUpdate = true, isPrediction = false) {
+function calculateBidAskPrice(amm, mmOraclePriceData, withUpdate = true, isPrediction = false) {
     let newAmm;
     if (withUpdate) {
-        newAmm = calculateUpdatedAMM(amm, oraclePriceData);
+        newAmm = calculateUpdatedAMM(amm, mmOraclePriceData);
     }
     else {
         newAmm = amm;
     }
-    const [bidReserves, askReserves] = calculateSpreadReserves(newAmm, oraclePriceData, undefined, isPrediction);
+    const [bidReserves, askReserves] = calculateSpreadReserves(newAmm, mmOraclePriceData, undefined, isPrediction);
     const askPrice = calculatePrice(askReserves.baseAssetReserve, askReserves.quoteAssetReserve, newAmm.pegMultiplier);
     const bidPrice = calculatePrice(bidReserves.baseAssetReserve, bidReserves.quoteAssetReserve, newAmm.pegMultiplier);
     return [bidPrice, askPrice];
@@ -513,7 +488,7 @@ function getQuoteAssetReservePredictionMarketBounds(amm, direction) {
     return [quoteAssetReserveLowerBound, quoteAssetReserveUpperBound];
 }
 exports.getQuoteAssetReservePredictionMarketBounds = getQuoteAssetReservePredictionMarketBounds;
-function calculateSpreadReserves(amm, oraclePriceData, now, isPrediction = false) {
+function calculateSpreadReserves(amm, mmOraclePriceData, now, isPrediction = false) {
     function calculateSpreadReserve(spread, direction, amm) {
         if (spread === 0) {
             return {
@@ -555,12 +530,12 @@ function calculateSpreadReserves(amm, oraclePriceData, now, isPrediction = false
         const liquidityFractionSigned = liquidityFraction.mul((0, utils_1.sigNum)(amm.baseAssetAmountWithAmm.add(amm.baseAssetAmountWithUnsettledLp)));
         referencePriceOffset = calculateReferencePriceOffset(reservePrice, amm.last24HAvgFundingRate, liquidityFractionSigned, amm.historicalOracleData.lastOraclePriceTwap5Min, amm.lastMarkPriceTwap5Min, amm.historicalOracleData.lastOraclePriceTwap, amm.lastMarkPriceTwap, maxOffset).toNumber();
     }
-    let [longSpread, shortSpread] = calculateSpread(amm, oraclePriceData, now, reservePrice);
+    let [longSpread, shortSpread] = calculateSpread(amm, mmOraclePriceData, now, reservePrice);
     const doReferencePricOffsetSmooth = Math.sign(referencePriceOffset) !== Math.sign(amm.referencePriceOffset) &&
         amm.curveUpdateIntensity > 100;
     if (doReferencePricOffsetSmooth) {
-        if (oraclePriceData.slot !== amm.lastUpdateSlot) {
-            const slotsPassed = oraclePriceData.slot.toNumber() - amm.lastUpdateSlot.toNumber();
+        if (mmOraclePriceData.slot !== amm.lastUpdateSlot) {
+            const slotsPassed = mmOraclePriceData.slot.toNumber() - amm.lastUpdateSlot.toNumber();
             const fullOffsetDelta = referencePriceOffset - amm.referencePriceOffset;
             const raw = Math.trunc(Math.min(Math.abs(fullOffsetDelta), slotsPassed * 1000) / 10);
             const maxAllowed = Math.abs(amm.referencePriceOffset) || Math.abs(referencePriceOffset);
@@ -638,7 +613,7 @@ function calculateTerminalPrice(market) {
     return terminalPrice;
 }
 exports.calculateTerminalPrice = calculateTerminalPrice;
-function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oraclePriceData, now, isPrediction = false) {
+function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, mmOraclePriceData, now, isPrediction = false) {
     const invariant = amm.sqrtK.mul(amm.sqrtK);
     const newBaseAssetReserveSquared = invariant
         .mul(numericConstants_1.PRICE_PRECISION)
@@ -646,7 +621,7 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
         .div(limit_price)
         .div(numericConstants_1.PEG_PRECISION);
     const newBaseAssetReserve = (0, utils_1.squareRootBN)(newBaseAssetReserveSquared);
-    const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, oraclePriceData, now, isPrediction);
+    const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, mmOraclePriceData, now, isPrediction);
     const baseAssetReserveBefore = (0, types_1.isVariant)(direction, 'long')
         ? longSpreadReserves.baseAssetReserve
         : shortSpreadReserves.baseAssetReserve;

package/lib/browser/math/funding.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { PerpMarketAccount } from '../types';
-import { OraclePriceData } from '../oracles/types';
+import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 /**
  *
  * @param market
@@ -9,12 +9,12 @@ import { OraclePriceData } from '../oracles/types';
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateAllEstimatedFundingRate(market: PerpMarketAccount, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN, BN, BN, BN];
+export declare function calculateAllEstimatedFundingRate(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN, BN, BN, BN];
 /**
  * Calculate funding rates in human-readable form. Values will have some lost precision and shouldn't be used in strict accounting.
  * @param period : 'hour' | 'year' :: Use 'hour' for the hourly payment as a percentage, 'year' for the payment as an estimated APR.
  */
-export declare function calculateFormattedLiveFundingRate(market: PerpMarketAccount, oraclePriceData: OraclePriceData, period: 'hour' | 'year'): {
+export declare function calculateFormattedLiveFundingRate(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, oraclePriceData: OraclePriceData, period: 'hour' | 'year'): {
     longRate: number;
     shortRate: number;
     fundingRateUnit: string;
@@ -27,7 +27,7 @@ export declare function calculateFormattedLiveFundingRate(market: PerpMarketAcco
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRate(market: PerpMarketAccount, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN];
+export declare function calculateLongShortFundingRate(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN];
 /**
  *
  * @param market
@@ -35,7 +35,7 @@ export declare function calculateLongShortFundingRate(market: PerpMarketAccount,
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRateAndLiveTwaps(market: PerpMarketAccount, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN, BN, BN];
+export declare function calculateLongShortFundingRateAndLiveTwaps(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, oraclePriceData?: OraclePriceData, markPrice?: BN, now?: BN): [BN, BN, BN, BN];
 /**
  *
  * @param market