@drift-labs/sdk 2.143.0-beta.8 → 2.143.0

package/src/math/orders.ts

@@ -8,6 +8,8 @@ import {
 	PositionDirection,
 	ProtectedMakerParams,
 	MarketTypeStr,
+	OrderBitFlag,
+	StateAccount,
 } from '../types';
 import {
 	ZERO,
@@ -243,10 +245,16 @@ export function isFillableByVAMM(
 	mmOraclePriceData: MMOraclePriceData,
 	slot: number,
 	ts: number,
-	minAuctionDuration: number
+	state: StateAccount
 ): boolean {
 	return (
-		(isFallbackAvailableLiquiditySource(order, minAuctionDuration, slot) &&
+		(isFallbackAvailableLiquiditySource(
+			order,
+			mmOraclePriceData,
+			slot,
+			state,
+			market
+		) &&
 			calculateBaseAssetAmountForAmmToFulfill(
 				order,
 				market,
@@ -257,6 +265,26 @@ export function isFillableByVAMM(
 	);
 }
 
+export function isLowRiskForAmm(
+	order: Order,
+	mmOraclePriceData: MMOraclePriceData,
+	isLiquidation?: boolean
+): boolean {
+	if (isVariant(order.marketType, 'spot')) {
+		return false;
+	}
+
+	const orderOlderThanOracleDelay = new BN(order.slot).lte(
+		mmOraclePriceData.slot
+	);
+
+	return (
+		orderOlderThanOracleDelay ||
+		isLiquidation ||
+		(order.bitFlags & OrderBitFlag.SafeTriggerOrder) !== 0
+	);
+}
+
 export function calculateBaseAssetAmountForAmmToFulfill(
 	order: Order,
 	market: PerpMarketAccount,

package/src/types.ts

@@ -1107,7 +1107,8 @@ export type AMM = {
 	quoteAssetAmountWithUnsettledLp: BN;
 	referencePriceOffset: number;
 
-	takerSpeedBumpOverride: number;
+	oracleLowRiskSlotDelayOverride: number;
+	oracleSlotDelayOverride: number;
 	ammSpreadAdjustment: number;
 	ammInventorySpreadAdjustment: number;
 
@@ -1473,6 +1474,17 @@ export type OracleGuardRails = {
 	};
 };
 
+export enum OracleValidity {
+	NonPositive = 0,
+	TooVolatile = 1,
+	TooUncertain = 2,
+	StaleForMargin = 3,
+	InsufficientDataPoints = 4,
+	StaleForAMMLowRisk = 5,
+	isStaleForAmmImmediate = 6,
+	Valid = 7,
+}
+
 export type PrelaunchOracle = {
 	price: BN;
 	maxPrice: BN;

package/tests/dlob/helpers.ts

@@ -145,7 +145,7 @@ export const mockAMM: AMM = {
 	quoteAssetAmountWithUnsettledLp: new BN(0),
 	referencePriceOffset: 0,
 
-	takerSpeedBumpOverride: 0,
+	oracleLowRiskSlotDelayOverride: 0,
 	ammSpreadAdjustment: 0,
 	ammInventorySpreadAdjustment: 0,
 	mmOracleSequenceId: new BN(0),
@@ -672,9 +672,9 @@ export class MockUserMap implements UserMapInterface {
 		});
 	}
 
-	public async subscribe(): Promise<void> {}
+	public async subscribe(): Promise<void> { }
 
-	public async unsubscribe(): Promise<void> {}
+	public async unsubscribe(): Promise<void> { }
 
 	public async addPubkey(userAccountPublicKey: PublicKey): Promise<void> {
 		const user = new User({
@@ -733,7 +733,7 @@ export class MockUserMap implements UserMapInterface {
 		);
 	}
 
-	public async updateWithOrderRecord(_record: OrderRecord): Promise<void> {}
+	public async updateWithOrderRecord(_record: OrderRecord): Promise<void> { }
 
 	public values(): IterableIterator<User> {
 		return this.userMap.values();