@drift-labs/sdk 2.143.0-beta.1 → 2.143.0-beta.2

package/VERSION

@@ -1 +1 @@
-2.143.0-beta.1
+2.143.0-beta.2

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

@@ -25,3 +25,12 @@ export declare function isTakingOrder(order: Order, slot: number): boolean;
 export declare function isSignedMsgOrder(order: Order): boolean;
 export declare function hasBuilder(order: Order): boolean;
 export declare function calculateOrderBaseAssetAmount(order: Order, existingBaseAssetAmount: BN): BN;
+/**
+ * Invert the size-premium liability weight: given a target margin ratio (liability weight),
+ * return the max `size` (AMM_RESERVE_PRECISION units) that still yields <= target.
+ *
+ * Returns:
+ * - BN size (>=0) if bounded
+ * - null if impossible (target < liabilityWeight) OR imfFactor == 0 (unbounded)
+ */
+export declare function maxSizeForTargetLiabilityWeightBN(target: BN, imfFactor: BN, liabilityWeight: BN): BN | null;

package/lib/browser/math/orders.js

@@ -1,11 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+exports.maxSizeForTargetLiabilityWeightBN = exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
 const auction_1 = require("./auction");
 const amm_1 = require("./amm");
+const margin_1 = require("./margin");
 function isOrderRiskIncreasing(user, order) {
     if (!(0, types_1.isVariant)(order.status, 'open')) {
         return false;
@@ -257,3 +258,45 @@ function calculateOrderBaseAssetAmount(order, existingBaseAssetAmount) {
     }
 }
 exports.calculateOrderBaseAssetAmount = calculateOrderBaseAssetAmount;
+// ---------- inverse ----------
+/**
+ * Invert the size-premium liability weight: given a target margin ratio (liability weight),
+ * return the max `size` (AMM_RESERVE_PRECISION units) that still yields <= target.
+ *
+ * Returns:
+ * - BN size (>=0) if bounded
+ * - null if impossible (target < liabilityWeight) OR imfFactor == 0 (unbounded)
+ */
+function maxSizeForTargetLiabilityWeightBN(target, imfFactor, liabilityWeight) {
+    if (target.lt(liabilityWeight))
+        return null;
+    if (imfFactor.isZero())
+        return null;
+    const base = liabilityWeight.muln(4).divn(5);
+    const denom = new anchor_1.BN(100000)
+        .mul(numericConstants_1.SPOT_MARKET_IMF_PRECISION)
+        .div(numericConstants_1.MARGIN_PRECISION);
+    if (denom.isZero())
+        throw new Error('denom=0: bad precision/spotImfPrecision');
+    const allowedInc = target.gt(base) ? target.sub(base) : numericConstants_1.ZERO;
+    const maxSqrt = allowedInc.mul(denom).div(imfFactor);
+    if (maxSqrt.lte(numericConstants_1.ZERO)) {
+        const fitsZero = (0, margin_1.calculateSizePremiumLiabilityWeight)(numericConstants_1.ZERO, imfFactor, liabilityWeight, numericConstants_1.MARGIN_PRECISION).lte(target);
+        return fitsZero ? numericConstants_1.ZERO : null;
+    }
+    let hi = maxSqrt.mul(maxSqrt).sub(numericConstants_1.ONE).divn(10);
+    if (hi.isNeg())
+        hi = numericConstants_1.ZERO;
+    let lo = numericConstants_1.ZERO;
+    while (lo.lt(hi)) {
+        const mid = lo.add(hi).add(numericConstants_1.ONE).divn(2); // upper mid to prevent infinite loop
+        if ((0, margin_1.calculateSizePremiumLiabilityWeight)(mid, imfFactor, liabilityWeight, numericConstants_1.MARGIN_PRECISION).lte(target)) {
+            lo = mid;
+        }
+        else {
+            hi = mid.sub(numericConstants_1.ONE);
+        }
+    }
+    return lo;
+}
+exports.maxSizeForTargetLiabilityWeightBN = maxSizeForTargetLiabilityWeightBN;

package/lib/node/math/orders.d.ts

@@ -25,4 +25,13 @@ export declare function isTakingOrder(order: Order, slot: number): boolean;
 export declare function isSignedMsgOrder(order: Order): boolean;
 export declare function hasBuilder(order: Order): boolean;
 export declare function calculateOrderBaseAssetAmount(order: Order, existingBaseAssetAmount: BN): BN;
+/**
+ * Invert the size-premium liability weight: given a target margin ratio (liability weight),
+ * return the max `size` (AMM_RESERVE_PRECISION units) that still yields <= target.
+ *
+ * Returns:
+ * - BN size (>=0) if bounded
+ * - null if impossible (target < liabilityWeight) OR imfFactor == 0 (unbounded)
+ */
+export declare function maxSizeForTargetLiabilityWeightBN(target: BN, imfFactor: BN, liabilityWeight: BN): BN | null;
 //# sourceMappingURL=orders.d.ts.map

package/lib/node/math/orders.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../src/math/orders.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,SAAS,CAAC;AAC/B,OAAO,EAGN,iBAAiB,EACjB,GAAG,EACH,KAAK,EACL,iBAAiB,EACjB,oBAAoB,EACpB,aAAa,EACb,MAAM,UAAU,CAAC;AAQlB,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AACvC,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAatE,wBAAgB,qBAAqB,CAAC,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,GAAG,OAAO,CAoCvE;AAED,wBAAgB,oCAAoC,CACnD,IAAI,EAAE,IAAI,EACV,KAAK,EAAE,KAAK,GACV,OAAO,CA4BT;AAED,wBAAgB,iBAAiB,CAAC,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,GAAG,OAAO,CA0BnE;AAED,wBAAgB,0BAA0B,CACzC,eAAe,EAAE,EAAE,EACnB,QAAQ,EAAE,EAAE,GACV,EAAE,CAGJ;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,EAAE,EACT,QAAQ,EAAE,EAAE,EACZ,SAAS,EAAE,iBAAiB,GAC1B,EAAE,CAgBJ;AAED,wBAAgB,aAAa,CAAC,CAAC,SAAS,aAAa,EACpD,KAAK,EAAE,KAAK,EACZ,eAAe,EAAE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,EACvE,IAAI,EAAE,MAAM,EACZ,aAAa,CAAC,EAAE,EAAE,EAClB,oBAAoB,CAAC,EAAE,oBAAoB,GACzC,EAAE,GAAG,SAAS,CAwBhB;AAED,wBAAgB,yBAAyB,CACxC,UAAU,EAAE,EAAE,EACd,SAAS,EAAE,iBAAiB,EAC5B,oBAAoB,EAAE,oBAAoB,GACxC,EAAE,CAyBJ;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMjE;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAKnE;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,kBAAkB,EAAE,MAAM,GACxB,OAAO,CAWT;AAED,wBAAgB,uCAAuC,CACtD,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,GACV,EAAE,CA0BJ;AAED,wBAAgB,4CAA4C,CAC3D,KAAK,EAAE,KAAK,EACZ,GAAG,EAAE,GAAG,EACR,UAAU,EAAE,EAAE,EACd,iBAAiB,EAAE,iBAAiB,GAClC,EAAE,CA6BJ;AAYD,wBAAgB,cAAc,CAC7B,KAAK,EAAE,KAAK,EACZ,EAAE,EAAE,MAAM,EACV,aAAa,UAAQ,EACrB,aAAa,SAAK,GAChB,OAAO,CAiBT;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEnD;AAED,wBAAgB,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAElD;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAErD;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAKjD;AAED,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMvE;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAEjE;AAGD,wBAAgB,gBAAgB,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEtD;AAGD,wBAAgB,UAAU,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEhD;AAED,wBAAgB,6BAA6B,CAC5C,KAAK,EAAE,KAAK,EACZ,uBAAuB,EAAE,EAAE,GACzB,EAAE,CAaJ;AAGD;;;;;;;GAOG;AACH,wBAAgB,iCAAiC,CAChD,MAAM,EAAE,EAAE,EACV,SAAS,EAAE,EAAE,EACb,eAAe,EAAE,EAAE,GACjB,EAAE,GAAG,IAAI,CA+CX"}

package/lib/node/math/orders.js

@@ -1,11 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+exports.maxSizeForTargetLiabilityWeightBN = exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
 const auction_1 = require("./auction");
 const amm_1 = require("./amm");
+const margin_1 = require("./margin");
 function isOrderRiskIncreasing(user, order) {
     if (!(0, types_1.isVariant)(order.status, 'open')) {
         return false;
@@ -257,3 +258,45 @@ function calculateOrderBaseAssetAmount(order, existingBaseAssetAmount) {
     }
 }
 exports.calculateOrderBaseAssetAmount = calculateOrderBaseAssetAmount;
+// ---------- inverse ----------
+/**
+ * Invert the size-premium liability weight: given a target margin ratio (liability weight),
+ * return the max `size` (AMM_RESERVE_PRECISION units) that still yields <= target.
+ *
+ * Returns:
+ * - BN size (>=0) if bounded
+ * - null if impossible (target < liabilityWeight) OR imfFactor == 0 (unbounded)
+ */
+function maxSizeForTargetLiabilityWeightBN(target, imfFactor, liabilityWeight) {
+    if (target.lt(liabilityWeight))
+        return null;
+    if (imfFactor.isZero())
+        return null;
+    const base = liabilityWeight.muln(4).divn(5);
+    const denom = new anchor_1.BN(100000)
+        .mul(numericConstants_1.SPOT_MARKET_IMF_PRECISION)
+        .div(numericConstants_1.MARGIN_PRECISION);
+    if (denom.isZero())
+        throw new Error('denom=0: bad precision/spotImfPrecision');
+    const allowedInc = target.gt(base) ? target.sub(base) : numericConstants_1.ZERO;
+    const maxSqrt = allowedInc.mul(denom).div(imfFactor);
+    if (maxSqrt.lte(numericConstants_1.ZERO)) {
+        const fitsZero = (0, margin_1.calculateSizePremiumLiabilityWeight)(numericConstants_1.ZERO, imfFactor, liabilityWeight, numericConstants_1.MARGIN_PRECISION).lte(target);
+        return fitsZero ? numericConstants_1.ZERO : null;
+    }
+    let hi = maxSqrt.mul(maxSqrt).sub(numericConstants_1.ONE).divn(10);
+    if (hi.isNeg())
+        hi = numericConstants_1.ZERO;
+    let lo = numericConstants_1.ZERO;
+    while (lo.lt(hi)) {
+        const mid = lo.add(hi).add(numericConstants_1.ONE).divn(2); // upper mid to prevent infinite loop
+        if ((0, margin_1.calculateSizePremiumLiabilityWeight)(mid, imfFactor, liabilityWeight, numericConstants_1.MARGIN_PRECISION).lte(target)) {
+            lo = mid;
+        }
+        else {
+            hi = mid.sub(numericConstants_1.ONE);
+        }
+    }
+    return lo;
+}
+exports.maxSizeForTargetLiabilityWeightBN = maxSizeForTargetLiabilityWeightBN;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.143.0-beta.1",
+	"version": "2.143.0-beta.2",
 	"main": "lib/node/index.js",
 	"types": "lib/node/index.d.ts",
 	"module": "./lib/browser/index.js",

package/src/math/orders.ts

@@ -9,7 +9,13 @@ import {
 	ProtectedMakerParams,
 	MarketTypeStr,
 } from '../types';
-import { ZERO, TWO, ONE } from '../constants/numericConstants';
+import {
+	ZERO,
+	TWO,
+	ONE,
+	SPOT_MARKET_IMF_PRECISION,
+	MARGIN_PRECISION,
+} from '../constants/numericConstants';
 import { BN } from '@coral-xyz/anchor';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 import {
@@ -22,6 +28,7 @@ import {
 	calculateMaxBaseAssetAmountToTrade,
 	calculateUpdatedAMM,
 } from './amm';
+import { calculateSizePremiumLiabilityWeight } from './margin';
 
 export function isOrderRiskIncreasing(user: User, order: Order): boolean {
 	if (!isVariant(order.status, 'open')) {
@@ -411,3 +418,65 @@ export function calculateOrderBaseAssetAmount(
 		return BN.min(BN.max(existingBaseAssetAmount, ZERO), order.baseAssetAmount);
 	}
 }
+
+// ---------- inverse ----------
+/**
+ * Invert the size-premium liability weight: given a target margin ratio (liability weight),
+ * return the max `size` (AMM_RESERVE_PRECISION units) that still yields <= target.
+ *
+ * Returns:
+ * - BN size (>=0) if bounded
+ * - null if impossible (target < liabilityWeight) OR imfFactor == 0 (unbounded)
+ */
+export function maxSizeForTargetLiabilityWeightBN(
+	target: BN,
+	imfFactor: BN,
+	liabilityWeight: BN
+): BN | null {
+	if (target.lt(liabilityWeight)) return null;
+	if (imfFactor.isZero()) return null;
+
+	const base = liabilityWeight.muln(4).divn(5);
+
+	const denom = new BN(100_000)
+		.mul(SPOT_MARKET_IMF_PRECISION)
+		.div(MARGIN_PRECISION);
+	if (denom.isZero())
+		throw new Error('denom=0: bad precision/spotImfPrecision');
+
+	const allowedInc = target.gt(base) ? target.sub(base) : ZERO;
+
+	const maxSqrt = allowedInc.mul(denom).div(imfFactor);
+
+	if (maxSqrt.lte(ZERO)) {
+		const fitsZero = calculateSizePremiumLiabilityWeight(
+			ZERO,
+			imfFactor,
+			liabilityWeight,
+			MARGIN_PRECISION
+		).lte(target);
+		return fitsZero ? ZERO : null;
+	}
+
+	let hi = maxSqrt.mul(maxSqrt).sub(ONE).divn(10);
+	if (hi.isNeg()) hi = ZERO;
+
+	let lo = ZERO;
+	while (lo.lt(hi)) {
+		const mid = lo.add(hi).add(ONE).divn(2); // upper mid to prevent infinite loop
+		if (
+			calculateSizePremiumLiabilityWeight(
+				mid,
+				imfFactor,
+				liabilityWeight,
+				MARGIN_PRECISION
+			).lte(target)
+		) {
+			lo = mid;
+		} else {
+			hi = mid.sub(ONE);
+		}
+	}
+
+	return lo;
+}