@drift-labs/sdk 2.14.0-beta.0 → 2.15.0-beta.0

package/lib/events/eventSubscriber.js

@@ -20,7 +20,7 @@ class EventSubscriber {
         this.txEventCache = new txEventCache_1.TxEventCache(this.options.maxTx);
         this.eventListMap = new Map();
         for (const eventType of this.options.eventTypes) {
-            this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, (0, sort_1.getSortFn)(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
+            this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, sort_1.getSortFn(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
         }
         this.eventEmitter = new events_1.EventEmitter();
         if (this.options.logProviderConfig.type === 'websocket') {
@@ -80,7 +80,7 @@ class EventSubscriber {
         let beforeTx = undefined;
         const untilTx = this.options.untilTx;
         while (txFetched < this.options.maxTx) {
-            const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
+            const response = await fetchLogs_1.fetchLogs(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
             if (response === undefined) {
                 break;
             }

package/lib/events/pollingLogProvider.js

@@ -20,7 +20,7 @@ class PollingLogProvider {
             }
             this.mutex = 1;
             try {
-                const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx, 
+                const response = await fetchLogs_1.fetchLogs(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx, 
                 // If skipping history, only fetch one log back, not the maximum amount available
                 skipHistory && this.firstFetch ? 1 : undefined);
                 if (response === undefined) {

package/lib/examples/loadDlob.js

@@ -7,7 +7,7 @@ const __2 = require("..");
 const env = 'mainnet-beta';
 const main = async () => {
     // Initialize Drift SDK
-    const sdkConfig = (0, __2.initialize)({ env });
+    const sdkConfig = __2.initialize({ env });
     // Set up the Wallet and Provider
     const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
     const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
@@ -24,7 +24,7 @@ const main = async () => {
         connection,
         wallet: provider.wallet,
         programID: driftPublicKey,
-        ...(0, __2.getMarketsAndOraclesForSubscription)(env),
+        ...__2.getMarketsAndOraclesForSubscription(env),
         accountSubscription: {
             type: 'polling',
             accountLoader: bulkAccountLoader,

package/lib/examples/makeTradeExample.js

@@ -14,7 +14,7 @@ exports.getTokenAddress = getTokenAddress;
 const env = 'devnet';
 const main = async () => {
     // Initialize Drift SDK
-    const sdkConfig = (0, __2.initialize)({ env });
+    const sdkConfig = __2.initialize({ env });
     // Set up the Wallet and Provider
     const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
     const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
@@ -28,7 +28,7 @@ const main = async () => {
     const lamportsBalance = await connection.getBalance(wallet.publicKey);
     console.log('SOL balance:', lamportsBalance / 10 ** 9);
     // Misc. other things to set up
-    const usdcTokenAddress = await (0, exports.getTokenAddress)(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
+    const usdcTokenAddress = await exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
     // Set up the Drift Clearing House
     const driftPublicKey = new web3_js_1.PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
     const bulkAccountLoader = new __2.BulkAccountLoader(connection, 'confirmed', 1000);
@@ -36,7 +36,7 @@ const main = async () => {
         connection,
         wallet: provider.wallet,
         programID: driftPublicKey,
-        ...(0, __2.getMarketsAndOraclesForSubscription)(env),
+        ...__2.getMarketsAndOraclesForSubscription(env),
         accountSubscription: {
             type: 'polling',
             accountLoader: bulkAccountLoader,
@@ -57,21 +57,21 @@ const main = async () => {
     if (!userAccountExists) {
         //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
         const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
-        await driftClient.initializeUserAccountAndDepositCollateral(depositAmount, await (0, exports.getTokenAddress)(usdcTokenAddress.toString(), wallet.publicKey.toString()), spotMarkets_1.SpotMarkets['devnet'][0].marketIndex);
+        await driftClient.initializeUserAccountAndDepositCollateral(depositAmount, await exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()), spotMarkets_1.SpotMarkets['devnet'][0].marketIndex);
     }
     await user.subscribe();
     // Get current price
     const solMarketInfo = sdkConfig.PERP_MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
     const marketIndex = solMarketInfo.marketIndex;
-    const [bid, ask] = (0, __1.calculateBidAskPrice)(driftClient.getPerpMarketAccount(marketIndex).amm, driftClient.getOracleDataForPerpMarket(marketIndex));
-    const formattedBidPrice = (0, __2.convertToNumber)(bid, __2.PRICE_PRECISION);
-    const formattedAskPrice = (0, __2.convertToNumber)(ask, __2.PRICE_PRECISION);
+    const [bid, ask] = __1.calculateBidAskPrice(driftClient.getPerpMarketAccount(marketIndex).amm, driftClient.getOracleDataForPerpMarket(marketIndex));
+    const formattedBidPrice = __2.convertToNumber(bid, __2.PRICE_PRECISION);
+    const formattedAskPrice = __2.convertToNumber(ask, __2.PRICE_PRECISION);
     console.log(`Current amm bid and ask price are $${formattedBidPrice} and $${formattedAskPrice}`);
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = driftClient.getPerpMarketAccount(solMarketInfo.marketIndex);
-    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, new anchor_1.BN(1).mul(__1.BASE_PRECISION), solMarketAccount, 'base', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
+    const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, new anchor_1.BN(1).mul(__1.BASE_PRECISION), solMarketAccount, 'base', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
     console.log(`Slippage for a 1 SOL-PERP would be $${slippage}`);
-    await driftClient.placePerpOrder((0, __1.getMarketOrderParams)({
+    await driftClient.placePerpOrder(__1.getMarketOrderParams({
         baseAssetAmount: new anchor_1.BN(1).mul(__1.BASE_PRECISION),
         direction: __2.PositionDirection.LONG,
         marketIndex: solMarketAccount.marketIndex,

package/lib/factory/bigNum.js

@@ -18,11 +18,11 @@ class BigNum {
         return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
     }
     add(bn) {
-        (0, assert_1.assert)(bn.precision.eq(this.precision), 'Adding unequal precisions');
+        assert_1.assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
         return BigNum.from(this.val.add(bn.val), this.precision);
     }
     sub(bn) {
-        (0, assert_1.assert)(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
+        assert_1.assert(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
         return BigNum.from(this.val.sub(bn.val), this.precision);
     }
     mul(bn) {
@@ -82,35 +82,35 @@ class BigNum {
     gt(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
-            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.gt(comparisonVal.val);
     }
     lt(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.lt(comparisonVal.val);
     }
     gte(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.gte(comparisonVal.val);
     }
     lte(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.lte(comparisonVal.val);
     }
     eq(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.eq(comparisonVal.val);
     }
@@ -140,7 +140,7 @@ class BigNum {
      * @returns
      */
     print() {
-        (0, assert_1.assert)(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
+        assert_1.assert(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
         const isNeg = this.isNeg();
         const plainString = this.abs().toString();
         const precisionNum = this.precision.toNumber();
@@ -409,7 +409,7 @@ class BigNum {
      * @returns
      */
     static from(val = numericConstants_1.ZERO, precision) {
-        (0, assert_1.assert)(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
+        assert_1.assert(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
         return new BigNum(val, precision);
     }
     /**

package/lib/factory/oracleClient.js

@@ -6,13 +6,13 @@ const pythClient_1 = require("../oracles/pythClient");
 // import { SwitchboardClient } from '../oracles/switchboardClient';
 const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
 function getOracleClient(oracleSource, connection) {
-    if ((0, types_1.isVariant)(oracleSource, 'pyth')) {
+    if (types_1.isVariant(oracleSource, 'pyth')) {
         return new pythClient_1.PythClient(connection);
     }
     // if (isVariant(oracleSource, 'switchboard')) {
     // 	return new SwitchboardClient(connection);
     // }
-    if ((0, types_1.isVariant)(oracleSource, 'quoteAsset')) {
+    if (types_1.isVariant(oracleSource, 'quoteAsset')) {
         return new quoteAssetOracleClient_1.QuoteAssetOracleClient();
     }
     throw new Error(`Unknown oracle source ${oracleSource}`);

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.14.0-beta.0",
+    "version": "2.15.0-0",
     "name": "drift",
     "instructions": [
         {

package/lib/index.js

@@ -1,11 +1,7 @@
 "use strict";
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
+    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];

package/lib/math/amm.js

@@ -20,7 +20,7 @@ function calculateOptimalPegAndBudget(amm, oraclePriceData) {
     const reservePriceBefore = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
     const targetPrice = oraclePriceData.price;
     const newPeg = calculatePegFromTargetPrice(targetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-    const prePegCost = (0, repeg_1.calculateRepegCost)(amm, newPeg);
+    const prePegCost = repeg_1.calculateRepegCost(amm, newPeg);
     const totalFeeLB = amm.totalExchangeFee.div(new anchor_1.BN(2));
     const budget = anchor_1.BN.max(numericConstants_1.ZERO, amm.totalFeeMinusDistributions.sub(totalFeeLB));
     let checkLowerBound = true;
@@ -42,7 +42,7 @@ function calculateOptimalPegAndBudget(amm, oraclePriceData) {
                 newTargetPrice = reservePriceBefore.sub(markAdj);
             }
             newOptimalPeg = calculatePegFromTargetPrice(newTargetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-            newBudget = (0, repeg_1.calculateRepegCost)(amm, newOptimalPeg);
+            newBudget = repeg_1.calculateRepegCost(amm, newOptimalPeg);
             checkLowerBound = false;
             return [newTargetPrice, newOptimalPeg, newBudget, false];
         }
@@ -57,12 +57,12 @@ function calculateNewAmm(amm, oraclePriceData) {
     let pKNumer = new anchor_1.BN(1);
     let pKDenom = new anchor_1.BN(1);
     const [targetPrice, _newPeg, budget, _checkLowerBound] = calculateOptimalPegAndBudget(amm, oraclePriceData);
-    let prePegCost = (0, repeg_1.calculateRepegCost)(amm, _newPeg);
+    let prePegCost = repeg_1.calculateRepegCost(amm, _newPeg);
     let newPeg = _newPeg;
     if (prePegCost.gte(budget) && prePegCost.gt(numericConstants_1.ZERO)) {
         [pKNumer, pKDenom] = [new anchor_1.BN(999), new anchor_1.BN(1000)];
-        const deficitMadeup = (0, repeg_1.calculateAdjustKCost)(amm, pKNumer, pKDenom);
-        (0, assert_1.assert)(deficitMadeup.lte(new anchor_1.BN(0)));
+        const deficitMadeup = repeg_1.calculateAdjustKCost(amm, pKNumer, pKDenom);
+        assert_1.assert(deficitMadeup.lte(new anchor_1.BN(0)));
         prePegCost = budget.add(deficitMadeup.abs());
         const newAmm = Object.assign({}, amm);
         newAmm.baseAssetReserve = newAmm.baseAssetReserve.mul(pKNumer).div(pKDenom);
@@ -74,8 +74,8 @@ function calculateNewAmm(amm, oraclePriceData) {
             : types_1.PositionDirection.LONG;
         const [newQuoteAssetReserve, _newBaseAssetReserve] = calculateAmmReservesAfterSwap(newAmm, 'base', amm.baseAssetAmountWithAmm.abs(), getSwapDirection('base', directionToClose));
         newAmm.terminalQuoteAssetReserve = newQuoteAssetReserve;
-        newPeg = (0, repeg_1.calculateBudgetedPeg)(newAmm, prePegCost, targetPrice);
-        prePegCost = (0, repeg_1.calculateRepegCost)(newAmm, newPeg);
+        newPeg = repeg_1.calculateBudgetedPeg(newAmm, prePegCost, targetPrice);
+        prePegCost = repeg_1.calculateRepegCost(newAmm, newPeg);
     }
     return [prePegCost, pKNumer, pKDenom, newPeg];
 }
@@ -106,7 +106,7 @@ exports.calculateUpdatedAMM = calculateUpdatedAMM;
 function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData) {
     const newAmm = calculateUpdatedAMM(amm, oraclePriceData);
     const [shortReserves, longReserves] = calculateSpreadReserves(newAmm, oraclePriceData);
-    const dirReserves = (0, types_1.isVariant)(direction, 'long')
+    const dirReserves = types_1.isVariant(direction, 'long')
         ? longReserves
         : shortReserves;
     const result = {
@@ -161,7 +161,7 @@ exports.calculatePrice = calculatePrice;
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
+    assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
@@ -256,16 +256,16 @@ function calculateVolSpreadBN(lastOracleConfPct, reservePrice, markStd, oracleSt
     const volSpread = anchor_1.BN.max(lastOracleConfPct, marketAvgStdPct.div(new anchor_1.BN(2)));
     const clampMin = numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(100));
     const clampMax = numericConstants_1.PERCENTAGE_PRECISION.mul(new anchor_1.BN(16)).div(new anchor_1.BN(10));
-    const longVolSpreadFactor = (0, __1.clampBN)(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
-    const shortVolSpreadFactor = (0, __1.clampBN)(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
+    const longVolSpreadFactor = __1.clampBN(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
+    const shortVolSpreadFactor = __1.clampBN(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
     const longVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
     const shortVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
     return [longVolSpread, shortVolSpread];
 }
 exports.calculateVolSpreadBN = calculateVolSpreadBN;
 function calculateSpreadBN(baseSpread, lastOracleReservePriceSpreadPct, lastOracleConfPct, maxSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, baseAssetAmountWithAmm, reservePrice, totalFeeMinusDistributions, netRevenueSinceLastFunding, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve, markStd, oracleStd, longIntensity, shortIntensity, volume24H, returnTerms = false) {
-    (0, assert_1.assert)(Number.isInteger(baseSpread));
-    (0, assert_1.assert)(Number.isInteger(maxSpread));
+    assert_1.assert(Number.isInteger(baseSpread));
+    assert_1.assert(Number.isInteger(maxSpread));
     const spreadTerms = {
         longVolSpread: 0,
         shortVolSpread: 0,
@@ -395,7 +395,7 @@ function calculateSpread(amm, oraclePriceData, now) {
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(reservePrice);
     now = now || new anchor_1.BN(new Date().getTime() / 1000); //todo
-    const liveOracleStd = (0, oracles_1.calculateLiveOracleStd)(amm, oraclePriceData, now);
+    const liveOracleStd = oracles_1.calculateLiveOracleStd(amm, oraclePriceData, now);
     const spreads = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.baseAssetAmountWithAmm, reservePrice, amm.totalFeeMinusDistributions, amm.netRevenueSinceLastFunding, amm.baseAssetReserve, amm.minBaseAssetReserve, amm.maxBaseAssetReserve, amm.markStd, liveOracleStd, amm.longIntensityVolume, amm.shortIntensityVolume, amm.volume24H);
     const longSpread = spreads[0];
     const shortSpread = spreads[1];
@@ -412,7 +412,7 @@ function calculateSpreadReserves(amm, oraclePriceData, now) {
         }
         const quoteAssetReserveDelta = amm.quoteAssetReserve.div(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(new anchor_1.BN(spread / 2)));
         let quoteAssetReserve;
-        if ((0, types_1.isVariant)(direction, 'long')) {
+        if (types_1.isVariant(direction, 'long')) {
             quoteAssetReserve = amm.quoteAssetReserve.add(quoteAssetReserveDelta);
         }
         else {
@@ -458,10 +458,10 @@ exports.calculateSwapOutput = calculateSwapOutput;
  * @param positionDirection
  */
 function getSwapDirection(inputAssetType, positionDirection) {
-    if ((0, types_1.isVariant)(positionDirection, 'long') && inputAssetType === 'base') {
+    if (types_1.isVariant(positionDirection, 'long') && inputAssetType === 'base') {
         return types_1.SwapDirection.REMOVE;
     }
-    if ((0, types_1.isVariant)(positionDirection, 'short') && inputAssetType === 'quote') {
+    if (types_1.isVariant(positionDirection, 'short') && inputAssetType === 'quote') {
         return types_1.SwapDirection.REMOVE;
     }
     return types_1.SwapDirection.ADD;
@@ -493,9 +493,9 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
         .mul(amm.pegMultiplier)
         .div(limit_price)
         .div(numericConstants_1.PEG_PRECISION);
-    const newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
+    const newBaseAssetReserve = __1.squareRootBN(newBaseAssetReserveSquared);
     const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, oraclePriceData, now);
-    const baseAssetReserveBefore = (0, types_1.isVariant)(direction, 'long')
+    const baseAssetReserveBefore = types_1.isVariant(direction, 'long')
         ? longSpreadReserves.baseAssetReserve
         : shortSpreadReserves.baseAssetReserve;
     if (newBaseAssetReserve.gt(baseAssetReserveBefore)) {
@@ -517,13 +517,13 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
 }
 exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;
 function calculateQuoteAssetAmountSwapped(quoteAssetReserves, pegMultiplier, swapDirection) {
-    if ((0, types_1.isVariant)(swapDirection, 'remove')) {
+    if (types_1.isVariant(swapDirection, 'remove')) {
         quoteAssetReserves = quoteAssetReserves.add(numericConstants_1.ONE);
     }
     let quoteAssetAmount = quoteAssetReserves
         .mul(pegMultiplier)
         .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    if ((0, types_1.isVariant)(swapDirection, 'remove')) {
+    if (types_1.isVariant(swapDirection, 'remove')) {
         quoteAssetAmount = quoteAssetAmount.add(numericConstants_1.ONE);
     }
     return quoteAssetAmount;
@@ -532,12 +532,12 @@ exports.calculateQuoteAssetAmountSwapped = calculateQuoteAssetAmountSwapped;
 function calculateMaxBaseAssetAmountFillable(amm, orderDirection) {
     const maxFillSize = amm.baseAssetReserve.div(new anchor_1.BN(amm.maxFillReserveFraction));
     let maxBaseAssetAmountOnSide;
-    if ((0, types_1.isVariant)(orderDirection, 'long')) {
+    if (types_1.isVariant(orderDirection, 'long')) {
         maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.baseAssetReserve.sub(amm.minBaseAssetReserve));
     }
     else {
         maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.maxBaseAssetReserve.sub(amm.baseAssetReserve));
     }
-    return (0, __1.standardizeBaseAssetAmount)(anchor_1.BN.min(maxFillSize, maxBaseAssetAmountOnSide), amm.orderStepSize);
+    return __1.standardizeBaseAssetAmount(anchor_1.BN.min(maxFillSize, maxBaseAssetAmountOnSide), amm.orderStepSize);
 }
 exports.calculateMaxBaseAssetAmountFillable = calculateMaxBaseAssetAmountFillable;

package/lib/math/auction.js

@@ -11,10 +11,10 @@ function isAuctionComplete(order, slot) {
 }
 exports.isAuctionComplete = isAuctionComplete;
 function getAuctionPrice(order, slot, oraclePrice) {
-    if ((0, types_1.isOneOfVariant)(order.orderType, ['market', 'triggerMarket'])) {
+    if (types_1.isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
         return getAuctionPriceForFixedAuction(order, slot);
     }
-    else if ((0, types_1.isVariant)(order.orderType, 'oracle')) {
+    else if (types_1.isVariant(order.orderType, 'oracle')) {
         return getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice);
     }
     else {
@@ -30,7 +30,7 @@ function getAuctionPriceForFixedAuction(order, slot) {
         return order.auctionEndPrice;
     }
     let priceDelta;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
+    if (types_1.isVariant(order.direction, 'long')) {
         priceDelta = order.auctionEndPrice
             .sub(order.auctionStartPrice)
             .mul(deltaNumerator)
@@ -43,7 +43,7 @@ function getAuctionPriceForFixedAuction(order, slot) {
             .div(deltaDenominator);
     }
     let price;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
+    if (types_1.isVariant(order.direction, 'long')) {
         price = order.auctionStartPrice.add(priceDelta);
     }
     else {
@@ -60,7 +60,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
         return order.auctionEndPrice.add(order.auctionEndPrice);
     }
     let priceOffsetDelta;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
+    if (types_1.isVariant(order.direction, 'long')) {
         priceOffsetDelta = order.auctionEndPrice
             .sub(order.auctionStartPrice)
             .mul(deltaNumerator)
@@ -73,7 +73,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
             .div(deltaDenominator);
     }
     let priceOffset;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
+    if (types_1.isVariant(order.direction, 'long')) {
         priceOffset = order.auctionStartPrice.add(priceOffsetDelta);
     }
     else {

package/lib/math/exchangeStatus.js

@@ -9,12 +9,12 @@ exports.exchangePaused = exchangePaused;
 function fillPaused(state, market) {
     return ((state.exchangeStatus & types_1.ExchangeStatus.FILL_PAUSED) ===
         types_1.ExchangeStatus.FILL_PAUSED ||
-        (0, types_1.isOneOfVariant)(market.status, ['paused', 'fillPaused']));
+        types_1.isOneOfVariant(market.status, ['paused', 'fillPaused']));
 }
 exports.fillPaused = fillPaused;
 function ammPaused(state, market) {
     return ((state.exchangeStatus & types_1.ExchangeStatus.AMM_PAUSED) ===
         types_1.ExchangeStatus.AMM_PAUSED ||
-        (0, types_1.isOneOfVariant)(market.status, ['paused', 'ammPaused']));
+        types_1.isOneOfVariant(market.status, ['paused', 'ammPaused']));
 }
 exports.ammPaused = ammPaused;

package/lib/math/funding.js

@@ -20,7 +20,7 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
     const secondsInHour = new anchor_1.BN(3600);
     const hoursInDay = new anchor_1.BN(24);
     const ONE = new anchor_1.BN(1);
-    if ((0, types_1.isVariant)(market.status, 'uninitialized')) {
+    if (types_1.isVariant(market.status, 'uninitialized')) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
     const payFreq = new anchor_1.BN(market.amm.fundingPeriod);
@@ -32,7 +32,7 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodA
     const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
     const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
     const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, anchor_1.BN.max(numericConstants_1.ZERO, secondsInHour.sub(timeSinceLastMarkChange)));
-    const [bid, ask] = (0, amm_1.calculateBidAskPrice)(market.amm, oraclePriceData);
+    const [bid, ask] = amm_1.calculateBidAskPrice(market.amm, oraclePriceData);
     const baseAssetPriceWithMantissa = bid.add(ask).div(new anchor_1.BN(2));
     const markTwapWithMantissa = markTwapTimeSinceLastUpdate
         .mul(lastMarkTwapWithMantissa)

package/lib/math/margin.js

@@ -11,12 +11,12 @@ imfFactor, liabilityWeight, precision) {
     if (imfFactor.eq(numericConstants_1.ZERO)) {
         return liabilityWeight;
     }
-    const sizeSqrt = (0, utils_1.squareRootBN)(size.abs().mul(new anchor_1.BN(10)).add(new anchor_1.BN(1))); //1e9 -> 1e10 -> 1e5
+    const sizeSqrt = utils_1.squareRootBN(size.abs().mul(new anchor_1.BN(10)).add(new anchor_1.BN(1))); //1e9 -> 1e10 -> 1e5
     const denom0 = anchor_1.BN.max(new anchor_1.BN(1), numericConstants_1.SPOT_MARKET_IMF_PRECISION.div(imfFactor));
-    (0, assert_1.assert)(denom0.gt(numericConstants_1.ZERO));
+    assert_1.assert(denom0.gt(numericConstants_1.ZERO));
     const liabilityWeightNumerator = liabilityWeight.sub(liabilityWeight.div(anchor_1.BN.max(new anchor_1.BN(1), numericConstants_1.SPOT_MARKET_IMF_PRECISION.div(imfFactor))));
     const denom = new anchor_1.BN(100000).mul(numericConstants_1.SPOT_MARKET_IMF_PRECISION).div(precision);
-    (0, assert_1.assert)(denom.gt(numericConstants_1.ZERO));
+    assert_1.assert(denom.gt(numericConstants_1.ZERO));
     const sizePremiumLiabilityWeight = liabilityWeightNumerator.add(sizeSqrt // 1e5
         .mul(imfFactor)
         .div(denom) // 1e5
@@ -30,7 +30,7 @@ imfFactor, assetWeight) {
     if (imfFactor.eq(numericConstants_1.ZERO)) {
         return assetWeight;
     }
-    const sizeSqrt = (0, utils_1.squareRootBN)(size.abs().mul(new anchor_1.BN(10)).add(new anchor_1.BN(1))); //1e9 -> 1e10 -> 1e5
+    const sizeSqrt = utils_1.squareRootBN(size.abs().mul(new anchor_1.BN(10)).add(new anchor_1.BN(1))); //1e9 -> 1e10 -> 1e5
     const imfNumerator = numericConstants_1.SPOT_MARKET_IMF_PRECISION.add(numericConstants_1.SPOT_MARKET_IMF_PRECISION.div(new anchor_1.BN(10)));
     const sizeDiscountAssetWeight = imfNumerator
         .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
@@ -60,7 +60,7 @@ function calculateOraclePriceForPerpMargin(perpPosition, market, oraclePriceData
 exports.calculateOraclePriceForPerpMargin = calculateOraclePriceForPerpMargin;
 function calculateBaseAssetValueWithOracle(market, perpPosition, oraclePriceData, includeOpenOrders = false) {
     let price = oraclePriceData.price;
-    if ((0, types_1.isVariant)(market.status, 'settlement')) {
+    if (types_1.isVariant(market.status, 'settlement')) {
         price = market.expiryPrice;
     }
     const baseAssetAmount = includeOpenOrders

package/lib/math/market.js

@@ -14,8 +14,8 @@ const spotBalance_1 = require("./spotBalance");
  * @return markPrice : Precision PRICE_PRECISION
  */
 function calculateReservePrice(market, oraclePriceData) {
-    const newAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
-    return (0, amm_1.calculatePrice)(newAmm.baseAssetReserve, newAmm.quoteAssetReserve, newAmm.pegMultiplier);
+    const newAmm = amm_1.calculateUpdatedAMM(market.amm, oraclePriceData);
+    return amm_1.calculatePrice(newAmm.baseAssetReserve, newAmm.quoteAssetReserve, newAmm.pegMultiplier);
 }
 exports.calculateReservePrice = calculateReservePrice;
 /**
@@ -25,8 +25,8 @@ exports.calculateReservePrice = calculateReservePrice;
  * @return bidPrice : Precision PRICE_PRECISION
  */
 function calculateBidPrice(market, oraclePriceData) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.SHORT, oraclePriceData);
-    return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, types_1.PositionDirection.SHORT, oraclePriceData);
+    return amm_1.calculatePrice(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateBidPrice = calculateBidPrice;
 /**
@@ -36,12 +36,12 @@ exports.calculateBidPrice = calculateBidPrice;
  * @return askPrice : Precision PRICE_PRECISION
  */
 function calculateAskPrice(market, oraclePriceData) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.LONG, oraclePriceData);
-    return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, types_1.PositionDirection.LONG, oraclePriceData);
+    return amm_1.calculatePrice(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateAskPrice = calculateAskPrice;
 function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
+    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', baseAssetAmount.abs(), amm_1.getSwapDirection('base', direction));
     const newAmm = Object.assign({}, market.amm);
     const newMarket = Object.assign({}, market);
     newMarket.amm = newAmm;
@@ -63,10 +63,10 @@ function calculateMarketMarginRatio(market, size, marginCategory) {
     let marginRatio;
     switch (marginCategory) {
         case 'Initial':
-            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioInitial), numericConstants_1.MARGIN_PRECISION).toNumber();
+            marginRatio = margin_1.calculateSizePremiumLiabilityWeight(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioInitial), numericConstants_1.MARGIN_PRECISION).toNumber();
             break;
         case 'Maintenance':
-            marginRatio = (0, margin_1.calculateSizePremiumLiabilityWeight)(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioMaintenance), numericConstants_1.MARGIN_PRECISION).toNumber();
+            marginRatio = margin_1.calculateSizePremiumLiabilityWeight(size, new anchor_1.BN(market.imfFactor), new anchor_1.BN(market.marginRatioMaintenance), numericConstants_1.MARGIN_PRECISION).toNumber();
             break;
     }
     return marginRatio;
@@ -85,7 +85,7 @@ function calculateUnrealizedAssetWeight(market, quoteSpotMarket, unrealizedPnl,
                         .div(netUnsettledPnl);
                 }
             }
-            assetWeight = (0, margin_1.calculateSizeDiscountAssetWeight)(unrealizedPnl, new anchor_1.BN(market.unrealizedPnlImfFactor), assetWeight);
+            assetWeight = margin_1.calculateSizeDiscountAssetWeight(unrealizedPnl, new anchor_1.BN(market.unrealizedPnlImfFactor), assetWeight);
             break;
         case 'Maintenance':
             assetWeight = new anchor_1.BN(market.unrealizedPnlMaintenanceAssetWeight);
@@ -95,7 +95,7 @@ function calculateUnrealizedAssetWeight(market, quoteSpotMarket, unrealizedPnl,
 }
 exports.calculateUnrealizedAssetWeight = calculateUnrealizedAssetWeight;
 function calculateMarketAvailablePNL(perpMarket, spotMarket) {
-    return (0, spotBalance_1.getTokenAmount)(perpMarket.pnlPool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
+    return spotBalance_1.getTokenAmount(perpMarket.pnlPool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
 }
 exports.calculateMarketAvailablePNL = calculateMarketAvailablePNL;
 function calculateNetUserPnl(perpMarket, oraclePriceData) {
@@ -110,13 +110,13 @@ function calculateNetUserPnl(perpMarket, oraclePriceData) {
 exports.calculateNetUserPnl = calculateNetUserPnl;
 function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData) {
     const netUserPnl = calculateNetUserPnl(perpMarket, oraclePriceData);
-    const pnlPool = (0, spotBalance_1.getTokenAmount)(perpMarket.pnlPool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
+    const pnlPool = spotBalance_1.getTokenAmount(perpMarket.pnlPool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
     const imbalance = netUserPnl.sub(pnlPool);
     return imbalance;
 }
 exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;
 function calculateAvailablePerpLiquidity(market, oraclePriceData, dlob, slot) {
-    let [bids, asks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
+    let [bids, asks] = amm_1.calculateMarketOpenBidAsk(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
     asks = asks.abs();
     const bidPrice = calculateBidPrice(market, oraclePriceData);
     const askPrice = calculateAskPrice(market, oraclePriceData);

package/lib/math/oracles.js

@@ -9,7 +9,7 @@ function oraclePriceBands(market, oraclePriceData) {
     const offset = oraclePriceData.price
         .mul(new index_1.BN(maxPercentDiff))
         .div(numericConstants_1.MARGIN_PRECISION);
-    (0, assert_1.assert)(offset.gt(numericConstants_1.ZERO));
+    assert_1.assert(offset.gt(numericConstants_1.ZERO));
     return [oraclePriceData.price.sub(offset), oraclePriceData.price.add(offset)];
 }
 exports.oraclePriceBands = oraclePriceBands;