@drift-labs/sdk 2.162.0-beta.2 → 2.163.0-beta.10

package/lib/browser/user.d.ts

@@ -1,5 +1,18 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
+/**
+ * User — read-oriented abstraction over the on-chain `User` account.
+ *
+ * Responsibilities:
+ *   - Margin and free-collateral calculations (mirrors `programs/drift/src/math/margin.rs`).
+ *   - Position accessors: perp positions, spot positions, unrealized PnL, leverage.
+ *   - Open order queries and filtering.
+ *   - Health factor and liquidation threshold checks.
+ *   - Subscribes to and caches the latest `User` account state from chain.
+ *
+ * To send instructions (deposit, place order, etc.) use {@link DriftClient}.
+ * For referral/volume stats see {@link UserStats} (userStats.ts).
+ */
 import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
@@ -98,17 +111,17 @@ export declare class User {
      * calculates Buying Power = free collateral / initial margin ratio
      * @returns : Precision QUOTE_PRECISION
      */
-    getPerpBuyingPower(marketIndex: number, collateralBuffer?: BN, enterHighLeverageMode?: any, maxMarginRatio?: any, positionType?: 'isolated' | 'cross'): BN;
-    getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex: number, freeCollateral: BN, baseAssetAmount: BN, enterHighLeverageMode?: any, perpMarketMaxMarginRatio?: any): BN;
+    getPerpBuyingPower(marketIndex: number, collateralBuffer?: BN, maxMarginRatio?: any, positionType?: 'isolated' | 'cross'): BN;
+    getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex: number, freeCollateral: BN, baseAssetAmount: BN, perpMarketMaxMarginRatio?: any): BN;
     /**
      * calculates Free Collateral = Total collateral - margin requirement
      * @returns : Precision QUOTE_PRECISION
      */
-    getFreeCollateral(marginCategory?: MarginCategory, enterHighLeverageMode?: boolean, perpMarketIndex?: number): BN;
+    getFreeCollateral(marginCategory?: MarginCategory, perpMarketIndex?: number): BN;
     /**
      * @deprecated Use the overload that includes { marginType, perpMarketIndex }
      */
-    getMarginRequirement(marginCategory: MarginCategory, liquidationBuffer?: BN, strict?: boolean, includeOpenOrders?: boolean, enteringHighLeverage?: boolean): BN;
+    getMarginRequirement(marginCategory: MarginCategory, liquidationBuffer?: BN, strict?: boolean, includeOpenOrders?: boolean): BN;
     /**
      * Calculates the margin requirement based on the specified parameters.
      *
@@ -116,16 +129,15 @@ export declare class User {
      * @param liquidationBuffer - Optional buffer amount to consider during liquidation scenarios.
      * @param strict - Optional flag to enforce strict margin calculations.
      * @param includeOpenOrders - Optional flag to include open orders in the margin calculation.
-     * @param enteringHighLeverage - Optional flag indicating if the user is entering high leverage mode.
      * @param perpMarketIndex - Optional index of the perpetual market. Required if marginType is 'Isolated'.
      *
      * @returns The calculated margin requirement as a BN (BigNumber).
      */
-    getMarginRequirement(marginCategory: MarginCategory, liquidationBuffer?: BN, strict?: boolean, includeOpenOrders?: boolean, enteringHighLeverage?: boolean, perpMarketIndex?: number): BN;
+    getMarginRequirement(marginCategory: MarginCategory, liquidationBuffer?: BN, strict?: boolean, includeOpenOrders?: boolean, perpMarketIndex?: number): BN;
     /**
      * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
      */
-    getInitialMarginRequirement(enterHighLeverageMode?: boolean, perpMarketIndex?: number): BN;
+    getInitialMarginRequirement(perpMarketIndex?: number): BN;
     /**
      * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
      */
@@ -175,7 +187,7 @@ export declare class User {
      * @returns : number (value from [0, 100])
      */
     getHealth(perpMarketIndex?: number): number;
-    calculateWeightedPerpPositionLiability(perpPosition: PerpPosition, marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean, strict?: boolean, enteringHighLeverage?: any): BN;
+    calculateWeightedPerpPositionLiability(perpPosition: PerpPosition, marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean, strict?: boolean): BN;
     /**
      * calculates position value of a single perp market in margin system
      * @returns : Precision QUOTE_PRECISION
@@ -185,7 +197,7 @@ export declare class User {
      * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalPerpPositionLiability(marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean, strict?: boolean, enteringHighLeverage?: any): BN;
+    getTotalPerpPositionLiability(marginCategory?: MarginCategory, liquidationBuffer?: BN, includeOpenOrders?: boolean, strict?: boolean): BN;
     /**
      * calculates position value based on oracle
      * @returns : Precision QUOTE_PRECISION
@@ -235,10 +247,9 @@ export declare class User {
      * for large sizes where imf factor activates, result is a lower bound
      * @param marginCategory {Initial, Maintenance}
      * @param isLp if calculating max leveraging for adding lp, need to add buffer
-     * @param enterHighLeverageMode can pass this as true to calculate max leverage if the user was to enter high leverage mode
      * @returns : Precision TEN_THOUSAND
      */
-    getMaxLeverageForPerp(perpMarketIndex: number, _marginCategory?: MarginCategory, isLp?: boolean, enterHighLeverageMode?: any): BN;
+    getMaxLeverageForPerp(perpMarketIndex: number, _marginCategory?: MarginCategory, isLp?: boolean): BN;
     /**
      * calculates max allowable leverage exceeding hitting requirement category
      * @param spotMarketIndex
@@ -272,7 +283,6 @@ export declare class User {
     canIsolatedPositionMarginBeLiquidated(isolatedMarginCalculation: IsolatedMarginCalculation): boolean;
     hasStatus(status: UserStatus): boolean;
     isBankrupt(): boolean;
-    isHighLeverageMode(marginCategory: MarginCategory): boolean;
     /**
      * Checks if any user position cumulative funding differs from respective market cumulative funding
      * @returns
@@ -294,9 +304,9 @@ export declare class User {
      * @param offsetCollateral // allows calculating the liquidation price after this offset collateral is added to the user's account (e.g. : what will the liquidation price be for this position AFTER I deposit $x worth of collateral)
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN, estimatedEntryPrice?: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean, offsetCollateral?: BN, enteringHighLeverage?: boolean, marginType?: MarginType): BN;
-    calculateEntriesEffectOnFreeCollateral(market: PerpMarketAccount, oraclePrice: BN, perpPosition: PerpPosition, positionBaseSizeChange: BN, estimatedEntryPrice: BN, includeOpenOrders: boolean, enteringHighLeverage?: any, marginCategory?: MarginCategory): BN;
-    calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN, oraclePrice: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean, enteringHighLeverage?: any): BN | undefined;
+    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN, estimatedEntryPrice?: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean, offsetCollateral?: BN, marginType?: MarginType): BN;
+    calculateEntriesEffectOnFreeCollateral(market: PerpMarketAccount, oraclePrice: BN, perpPosition: PerpPosition, positionBaseSizeChange: BN, estimatedEntryPrice: BN, includeOpenOrders: boolean, marginCategory?: MarginCategory): BN;
+    calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN, oraclePrice: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN | undefined;
     calculateFreeCollateralDeltaForSpot(market: SpotMarketAccount, signedTokenAmount: BN, marginCategory?: MarginCategory): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
@@ -316,7 +326,7 @@ export declare class User {
      * @param isLp
      * @returns { tradeSize: BN, oppositeSideTradeSize: BN} : Precision QUOTE_PRECISION
      */
-    getMaxTradeSizeUSDCForPerp(targetMarketIndex: number, tradeSide: PositionDirection, isLp?: boolean, enterHighLeverageMode?: any, maxMarginRatio?: any, positionType?: 'isolated' | 'cross'): {
+    getMaxTradeSizeUSDCForPerp(targetMarketIndex: number, tradeSide: PositionDirection, isLp?: boolean, maxMarginRatio?: any, positionType?: 'isolated' | 'cross'): {
         tradeSize: BN;
         oppositeSideTradeSize: BN;
     };
@@ -384,7 +394,7 @@ export declare class User {
      * @param quoteAmount
      * @returns feeForQuote : Precision QUOTE_PRECISION
      */
-    calculateFeeForQuoteAmount(quoteAmount: BN, marketIndex?: number, enteringHighLeverageMode?: boolean): BN;
+    calculateFeeForQuoteAmount(quoteAmount: BN, marketIndex?: number): BN;
     /**
      * Calculates a user's max withdrawal amounts for a spot market. If reduceOnly is true,
      * it will return the max withdrawal amount without opening a liability for the user
@@ -441,7 +451,6 @@ export declare class User {
     getMarginCalculation(marginCategory?: MarginCategory, opts?: {
         strict?: boolean;
         includeOpenOrders?: boolean;
-        enteringHighLeverage?: boolean;
         liquidationBufferMap?: Map<number | 'cross', BN>;
     }): MarginCalculation;
     isPerpPositionIsolated(perpPosition: PerpPosition): boolean;

package/lib/browser/user.js

@@ -185,7 +185,6 @@ class User {
             settledPnl: numericConstants_1.ZERO,
             lpShares: numericConstants_1.ZERO,
             lastQuoteAssetAmountPerLp: numericConstants_1.ZERO,
-            perLpBase: 0,
             maxMarginRatio: 0,
             isolatedPositionScaledBalance: numericConstants_1.ZERO,
             positionFlag: 0,
@@ -303,7 +302,7 @@ class User {
      * calculates Buying Power = free collateral / initial margin ratio
      * @returns : Precision QUOTE_PRECISION
      */
-    getPerpBuyingPower(marketIndex, collateralBuffer = numericConstants_1.ZERO, enterHighLeverageMode = undefined, maxMarginRatio = undefined, positionType = 'cross') {
+    getPerpBuyingPower(marketIndex, collateralBuffer = numericConstants_1.ZERO, maxMarginRatio = undefined, positionType = 'cross') {
         const perpPosition = this.getPerpPositionOrEmpty(marketIndex);
         const perpMarket = this.driftClient.getPerpMarketAccount(marketIndex);
         const oraclePriceData = this.getOracleDataForPerpMarket(marketIndex);
@@ -315,27 +314,26 @@ class User {
         if (positionType === 'isolated') {
             const { totalAssetValue: quoteSpotMarketAssetValue, totalLiabilityValue: quoteSpotMarketLiabilityValue, } = this.getSpotMarketAssetAndLiabilityValue(perpMarket.quoteSpotMarketIndex, 'Initial', undefined, undefined, true);
             const usdcAvailableForIsolatedMargin = quoteSpotMarketAssetValue.sub(quoteSpotMarketLiabilityValue);
-            const generalFreeCollateral = this.getFreeCollateral('Initial', enterHighLeverageMode, undefined);
+            const generalFreeCollateral = this.getFreeCollateral('Initial', undefined);
             freeCollateral = anchor_1.BN.min(usdcAvailableForIsolatedMargin, generalFreeCollateral).sub(collateralBuffer);
         }
         else {
             // free collateral from the cross account only
-            freeCollateral = this.getFreeCollateral('Initial', enterHighLeverageMode, undefined).sub(collateralBuffer);
+            freeCollateral = this.getFreeCollateral('Initial', undefined).sub(collateralBuffer);
         }
-        return this.getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex, freeCollateral, worstCaseBaseAssetAmount, enterHighLeverageMode, maxMarginRatio || perpPosition.maxMarginRatio);
+        return this.getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex, freeCollateral, worstCaseBaseAssetAmount, maxMarginRatio || perpPosition.maxMarginRatio);
     }
-    getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex, freeCollateral, baseAssetAmount, enterHighLeverageMode = undefined, perpMarketMaxMarginRatio = undefined) {
+    getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex, freeCollateral, baseAssetAmount, perpMarketMaxMarginRatio = undefined) {
         const maxMarginRatio = Math.max(perpMarketMaxMarginRatio, this.getUserAccount().maxMarginRatio);
-        const marginRatio = (0, market_1.calculateMarketMarginRatio)(this.driftClient.getPerpMarketAccount(marketIndex), baseAssetAmount, 'Initial', maxMarginRatio, enterHighLeverageMode || this.isHighLeverageMode('Initial'));
+        const marginRatio = (0, market_1.calculateMarketMarginRatio)(this.driftClient.getPerpMarketAccount(marketIndex), baseAssetAmount, 'Initial', maxMarginRatio);
         return freeCollateral.mul(numericConstants_1.MARGIN_PRECISION).div(new anchor_1.BN(marginRatio));
     }
     /**
      * calculates Free Collateral = Total collateral - margin requirement
      * @returns : Precision QUOTE_PRECISION
      */
-    getFreeCollateral(marginCategory = 'Initial', enterHighLeverageMode = false, perpMarketIndex) {
+    getFreeCollateral(marginCategory = 'Initial', perpMarketIndex) {
         const calc = this.getMarginCalculation(marginCategory, {
-            enteringHighLeverage: enterHighLeverageMode,
             strict: marginCategory === 'Initial',
         });
         if (perpMarketIndex !== undefined) {
@@ -351,7 +349,7 @@ class User {
             return calc.getCrossFreeCollateral();
         }
     }
-    getMarginRequirement(marginCategory, liquidationBuffer, strict, includeOpenOrders, enteringHighLeverage, perpMarketIndex) {
+    getMarginRequirement(marginCategory, liquidationBuffer, strict, includeOpenOrders, perpMarketIndex) {
         const liquidationBufferMap = new Map();
         if (liquidationBuffer && perpMarketIndex !== undefined) {
             liquidationBufferMap.set(perpMarketIndex, liquidationBuffer);
@@ -362,7 +360,6 @@ class User {
         const marginCalc = this.getMarginCalculation(marginCategory, {
             strict,
             includeOpenOrders,
-            enteringHighLeverage,
             liquidationBufferMap,
         });
         // If perpMarketIndex is provided, compute only for that market index
@@ -385,8 +382,8 @@ class User {
     /**
      * @returns The initial margin requirement in USDC. : QUOTE_PRECISION
      */
-    getInitialMarginRequirement(enterHighLeverageMode = false, perpMarketIndex) {
-        return this.getMarginRequirement('Initial', undefined, true, undefined, enterHighLeverageMode, perpMarketIndex);
+    getInitialMarginRequirement(perpMarketIndex) {
+        return this.getMarginRequirement('Initial', undefined, true, undefined, perpMarketIndex);
     }
     /**
      * @returns The maintenance margin requirement in USDC. : QUOTE_PRECISION
@@ -394,7 +391,6 @@ class User {
     getMaintenanceMarginRequirement(liquidationBuffer, perpMarketIndex) {
         return this.getMarginRequirement('Maintenance', liquidationBuffer, false, // strict default
         true, // includeOpenOrders default
-        false, // enteringHighLeverage default
         perpMarketIndex);
     }
     getActivePerpPositionsForUserAccount(userAccount) {
@@ -721,7 +717,7 @@ class User {
         }
         return health;
     }
-    calculateWeightedPerpPositionLiability(perpPosition, marginCategory, liquidationBuffer, includeOpenOrders, strict = false, enteringHighLeverage = undefined) {
+    calculateWeightedPerpPositionLiability(perpPosition, marginCategory, liquidationBuffer, includeOpenOrders, strict = false) {
         const market = this.driftClient.getPerpMarketAccount(perpPosition.marketIndex);
         let valuationPrice = this.getOracleDataForPerpMarket(market.marketIndex).price;
         if ((0, types_1.isVariant)(market.status, 'settlement')) {
@@ -736,14 +732,11 @@ class User {
         }
         else {
             baseAssetAmount = perpPosition.baseAssetAmount;
-            liabilityValue = (0, margin_1.calculatePerpLiabilityValue)(baseAssetAmount, valuationPrice, (0, types_1.isVariant)(market.contractType, 'prediction'));
+            liabilityValue = (0, margin_1.calculatePerpLiabilityValue)(baseAssetAmount, valuationPrice);
         }
         if (marginCategory) {
             const userCustomMargin = Math.max(perpPosition.maxMarginRatio, this.getUserAccount().maxMarginRatio);
-            let marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(market, baseAssetAmount.abs(), marginCategory, enteringHighLeverage === false
-                ? Math.max(market.marginRatioInitial, userCustomMargin)
-                : userCustomMargin, this.isHighLeverageMode(marginCategory) ||
-                enteringHighLeverage === true));
+            let marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(market, baseAssetAmount.abs(), marginCategory, userCustomMargin));
             if (liquidationBuffer !== undefined) {
                 marginRatio = marginRatio.add(liquidationBuffer);
             }
@@ -782,9 +775,9 @@ class User {
      * calculates sum of position value across all positions in margin system
      * @returns : Precision QUOTE_PRECISION
      */
-    getTotalPerpPositionLiability(marginCategory, liquidationBuffer, includeOpenOrders, strict = false, enteringHighLeverage = undefined) {
+    getTotalPerpPositionLiability(marginCategory, liquidationBuffer, includeOpenOrders, strict = false) {
         return this.getActivePerpPositions().reduce((totalPerpValue, perpPosition) => {
-            const baseAssetValue = this.calculateWeightedPerpPositionLiability(perpPosition, marginCategory, liquidationBuffer, includeOpenOrders, strict, enteringHighLeverage);
+            const baseAssetValue = this.calculateWeightedPerpPositionLiability(perpPosition, marginCategory, liquidationBuffer, includeOpenOrders, strict);
             return totalPerpValue.add(baseAssetValue);
         }, numericConstants_1.ZERO);
     }
@@ -808,7 +801,7 @@ class User {
             return (0, margin_1.calculateWorstCasePerpLiabilityValue)(userPosition, market, oraclePriceData.price).worstCaseLiabilityValue;
         }
         else {
-            return (0, margin_1.calculatePerpLiabilityValue)(userPosition.baseAssetAmount, oraclePriceData.price, (0, types_1.isVariant)(market.contractType, 'prediction'));
+            return (0, margin_1.calculatePerpLiabilityValue)(userPosition.baseAssetAmount, oraclePriceData.price);
         }
     }
     getPositionSide(currentPosition) {
@@ -973,10 +966,9 @@ class User {
      * for large sizes where imf factor activates, result is a lower bound
      * @param marginCategory {Initial, Maintenance}
      * @param isLp if calculating max leveraging for adding lp, need to add buffer
-     * @param enterHighLeverageMode can pass this as true to calculate max leverage if the user was to enter high leverage mode
      * @returns : Precision TEN_THOUSAND
      */
-    getMaxLeverageForPerp(perpMarketIndex, _marginCategory = 'Initial', isLp = false, enterHighLeverageMode = undefined) {
+    getMaxLeverageForPerp(perpMarketIndex, _marginCategory = 'Initial', isLp = false) {
         const market = this.driftClient.getPerpMarketAccount(perpMarketIndex);
         const marketPrice = this.driftClient.getOracleDataForPerpMarket(perpMarketIndex).price;
         const { perpLiabilityValue, perpPnl, spotAssetValue, spotLiabilityValue } = this.getLeverageComponents();
@@ -990,7 +982,7 @@ class User {
             ? marketPrice.mul(market.amm.orderStepSize).div(numericConstants_1.AMM_RESERVE_PRECISION)
             : numericConstants_1.ZERO;
         // absolute max fesible size (upper bound)
-        const maxSizeQuote = anchor_1.BN.max(anchor_1.BN.min(this.getMaxTradeSizeUSDCForPerp(perpMarketIndex, types_2.PositionDirection.LONG, false, enterHighLeverageMode || this.isHighLeverageMode('Initial')).tradeSize, this.getMaxTradeSizeUSDCForPerp(perpMarketIndex, types_2.PositionDirection.SHORT, false, enterHighLeverageMode || this.isHighLeverageMode('Initial')).tradeSize).sub(lpBuffer), numericConstants_1.ZERO);
+        const maxSizeQuote = anchor_1.BN.max(anchor_1.BN.min(this.getMaxTradeSizeUSDCForPerp(perpMarketIndex, types_2.PositionDirection.LONG, false).tradeSize, this.getMaxTradeSizeUSDCForPerp(perpMarketIndex, types_2.PositionDirection.SHORT, false).tradeSize).sub(lpBuffer), numericConstants_1.ZERO);
         return totalLiabilityValue
             .add(maxSizeQuote)
             .mul(numericConstants_1.TEN_THOUSAND)
@@ -1150,11 +1142,6 @@ class User {
     isBankrupt() {
         return (this.getUserAccount().status & types_1.UserStatus.BANKRUPT) > 0;
     }
-    isHighLeverageMode(marginCategory) {
-        return ((0, types_1.isVariant)(this.getUserAccount().marginMode, 'highLeverage') ||
-            (marginCategory === 'Maintenance' &&
-                (0, types_1.isVariant)(this.getUserAccount().marginMode, 'highLeverageMaintenance')));
-    }
     /**
      * Checks if any user position cumulative funding differs from respective market cumulative funding
      * @returns
@@ -1233,7 +1220,7 @@ class User {
      * @param offsetCollateral // allows calculating the liquidation price after this offset collateral is added to the user's account (e.g. : what will the liquidation price be for this position AFTER I deposit $x worth of collateral)
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO, estimatedEntryPrice = numericConstants_1.ZERO, marginCategory = 'Maintenance', includeOpenOrders = false, offsetCollateral = numericConstants_1.ZERO, enteringHighLeverage = false, marginType) {
+    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO, estimatedEntryPrice = numericConstants_1.ZERO, marginCategory = 'Maintenance', includeOpenOrders = false, offsetCollateral = numericConstants_1.ZERO, marginType) {
         const market = this.driftClient.getPerpMarketAccount(marketIndex);
         const oracle = this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
         const oraclePrice = this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
@@ -1242,14 +1229,13 @@ class User {
             const marginCalculation = this.getMarginCalculation(marginCategory, {
                 strict: false,
                 includeOpenOrders,
-                enteringHighLeverage,
             });
             const isolatedMarginCalculation = marginCalculation.isolatedMarginCalculations.get(marketIndex);
             if (!isolatedMarginCalculation)
                 return new anchor_1.BN(-1);
             const { totalCollateral, marginRequirement } = isolatedMarginCalculation;
             const freeCollateral = anchor_1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(marginRequirement)).add(offsetCollateral);
-            const freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, oraclePrice, marginCategory, includeOpenOrders, enteringHighLeverage);
+            const freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, oraclePrice, marginCategory, includeOpenOrders);
             if (!freeCollateralDelta || freeCollateralDelta.eq(numericConstants_1.ZERO)) {
                 return new anchor_1.BN(-1);
             }
@@ -1263,12 +1249,12 @@ class User {
             return liqPrice;
         }
         const totalCollateral = this.getTotalCollateral(marginCategory, false, includeOpenOrders);
-        const marginRequirement = this.getMarginRequirement(marginCategory, undefined, false, includeOpenOrders, enteringHighLeverage);
+        const marginRequirement = this.getMarginRequirement(marginCategory, undefined, false, includeOpenOrders);
         let freeCollateral = anchor_1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(marginRequirement)).add(offsetCollateral);
         positionBaseSizeChange = (0, orders_1.standardizeBaseAssetAmount)(positionBaseSizeChange, market.amm.orderStepSize);
-        const freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(market, oraclePrice, currentPerpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders, enteringHighLeverage);
+        const freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(market, oraclePrice, currentPerpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders);
         freeCollateral = freeCollateral.add(freeCollateralChangeFromNewPosition);
-        let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, oraclePrice, marginCategory, includeOpenOrders, enteringHighLeverage);
+        let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, oraclePrice, marginCategory, includeOpenOrders);
         if (!freeCollateralDelta) {
             return new anchor_1.BN(-1);
         }
@@ -1301,7 +1287,7 @@ class User {
         }
         return liqPrice;
     }
-    calculateEntriesEffectOnFreeCollateral(market, oraclePrice, perpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders, enteringHighLeverage = undefined, marginCategory = 'Maintenance') {
+    calculateEntriesEffectOnFreeCollateral(market, oraclePrice, perpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders, marginCategory = 'Maintenance') {
         let freeCollateralChange = numericConstants_1.ZERO;
         // update free collateral to account for change in pnl from new position
         if (!estimatedEntryPrice.eq(numericConstants_1.ZERO) &&
@@ -1336,12 +1322,10 @@ class User {
             }
             else {
                 baseAssetAmount = perpPosition.baseAssetAmount;
-                liabilityValue = (0, margin_1.calculatePerpLiabilityValue)(baseAssetAmount, oraclePrice, (0, types_1.isVariant)(market.contractType, 'prediction'));
+                liabilityValue = (0, margin_1.calculatePerpLiabilityValue)(baseAssetAmount, oraclePrice);
             }
             const userCustomMargin = Math.max(perpPosition.maxMarginRatio, this.getUserAccount().maxMarginRatio);
-            const marginRatio = (0, market_1.calculateMarketMarginRatio)(market, baseAssetAmount.abs(), marginCategory, enteringHighLeverage === false
-                ? Math.max(market.marginRatioInitial, userCustomMargin)
-                : userCustomMargin, this.isHighLeverageMode(marginCategory) || enteringHighLeverage === true);
+            const marginRatio = (0, market_1.calculateMarketMarginRatio)(market, baseAssetAmount.abs(), marginCategory, userCustomMargin);
             return liabilityValue.mul(new anchor_1.BN(marginRatio)).div(numericConstants_1.MARGIN_PRECISION);
         };
         const freeCollateralConsumptionBefore = calculateMarginRequirement(perpPosition);
@@ -1350,7 +1334,7 @@ class User {
         const freeCollateralConsumptionAfter = calculateMarginRequirement(perpPositionAfter);
         return freeCollateralChange.sub(freeCollateralConsumptionAfter.sub(freeCollateralConsumptionBefore));
     }
-    calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange, oraclePrice, marginCategory = 'Maintenance', includeOpenOrders = false, enteringHighLeverage = undefined) {
+    calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange, oraclePrice, marginCategory = 'Maintenance', includeOpenOrders = false) {
         const baseAssetAmount = includeOpenOrders
             ? (0, margin_2.calculateWorstCaseBaseAssetAmount)(perpPosition, market, oraclePrice)
             : perpPosition.baseAssetAmount;
@@ -1358,9 +1342,7 @@ class User {
         const orderBaseAssetAmount = baseAssetAmount.sub(perpPosition.baseAssetAmount);
         const proposedBaseAssetAmount = baseAssetAmount.add(positionBaseSizeChange);
         const userCustomMargin = Math.max(perpPosition.maxMarginRatio, this.getUserAccount().maxMarginRatio);
-        const marginRatio = (0, market_1.calculateMarketMarginRatio)(market, proposedBaseAssetAmount.abs(), marginCategory, enteringHighLeverage === false
-            ? Math.max(market.marginRatioInitial, userCustomMargin)
-            : userCustomMargin, this.isHighLeverageMode(marginCategory) || enteringHighLeverage === true);
+        const marginRatio = (0, market_1.calculateMarketMarginRatio)(market, proposedBaseAssetAmount.abs(), marginCategory, userCustomMargin);
         const marginRatioQuotePrecision = new anchor_1.BN(marginRatio)
             .mul(numericConstants_1.QUOTE_PRECISION)
             .div(numericConstants_1.MARGIN_PRECISION);
@@ -1368,33 +1350,21 @@ class User {
             return undefined;
         }
         let freeCollateralDelta = numericConstants_1.ZERO;
-        if ((0, types_1.isVariant)(market.contractType, 'prediction')) {
-            // for prediction market, increase in pnl and margin requirement will net out for position
-            // open order margin requirement will change with price though
-            if (orderBaseAssetAmount.gt(numericConstants_1.ZERO)) {
-                freeCollateralDelta = marginRatioQuotePrecision.neg();
-            }
-            else if (orderBaseAssetAmount.lt(numericConstants_1.ZERO)) {
-                freeCollateralDelta = marginRatioQuotePrecision;
-            }
+        if (proposedBaseAssetAmount.gt(numericConstants_1.ZERO)) {
+            freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.sub(marginRatioQuotePrecision)
+                .mul(proposedBaseAssetAmount)
+                .div(numericConstants_1.BASE_PRECISION);
         }
         else {
-            if (proposedBaseAssetAmount.gt(numericConstants_1.ZERO)) {
-                freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.sub(marginRatioQuotePrecision)
-                    .mul(proposedBaseAssetAmount)
-                    .div(numericConstants_1.BASE_PRECISION);
-            }
-            else {
-                freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.neg()
-                    .sub(marginRatioQuotePrecision)
-                    .mul(proposedBaseAssetAmount.abs())
-                    .div(numericConstants_1.BASE_PRECISION);
-            }
-            if (!orderBaseAssetAmount.eq(numericConstants_1.ZERO)) {
-                freeCollateralDelta = freeCollateralDelta.sub(marginRatioQuotePrecision
-                    .mul(orderBaseAssetAmount.abs())
-                    .div(numericConstants_1.BASE_PRECISION));
-            }
+            freeCollateralDelta = numericConstants_1.QUOTE_PRECISION.neg()
+                .sub(marginRatioQuotePrecision)
+                .mul(proposedBaseAssetAmount.abs())
+                .div(numericConstants_1.BASE_PRECISION);
+        }
+        if (!orderBaseAssetAmount.eq(numericConstants_1.ZERO)) {
+            freeCollateralDelta = freeCollateralDelta.sub(marginRatioQuotePrecision
+                .mul(orderBaseAssetAmount.abs())
+                .div(numericConstants_1.BASE_PRECISION));
         }
         return freeCollateralDelta;
     }
@@ -1435,12 +1405,11 @@ class User {
     }
     getMarginUSDCRequiredForTrade(targetMarketIndex, baseSize, estEntryPrice, perpMarketMaxMarginRatio) {
         const maxMarginRatio = Math.max(perpMarketMaxMarginRatio, this.getUserAccount().maxMarginRatio);
-        return (0, margin_2.calculateMarginUSDCRequiredForTrade)(this.driftClient, targetMarketIndex, baseSize, maxMarginRatio, undefined, estEntryPrice);
+        return (0, margin_2.calculateMarginUSDCRequiredForTrade)(this.driftClient, targetMarketIndex, baseSize, maxMarginRatio, estEntryPrice);
     }
     getCollateralDepositRequiredForTrade(targetMarketIndex, baseSize, collateralIndex, perpMarketMaxMarginRatio) {
         const maxMarginRatio = Math.max(perpMarketMaxMarginRatio, this.getUserAccount().maxMarginRatio);
-        return (0, margin_2.calculateCollateralDepositRequiredForTrade)(this.driftClient, targetMarketIndex, baseSize, collateralIndex, maxMarginRatio, false // assume user cant be high leverage if they havent created user account ?
-        );
+        return (0, margin_2.calculateCollateralDepositRequiredForTrade)(this.driftClient, targetMarketIndex, baseSize, collateralIndex, maxMarginRatio);
     }
     /**
      * Separates the max trade size into two parts:
@@ -1451,7 +1420,7 @@ class User {
      * @param isLp
      * @returns { tradeSize: BN, oppositeSideTradeSize: BN} : Precision QUOTE_PRECISION
      */
-    getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide, isLp = false, enterHighLeverageMode = undefined, maxMarginRatio = undefined, positionType = 'cross') {
+    getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide, isLp = false, maxMarginRatio = undefined, positionType = 'cross') {
         let tradeSize = numericConstants_1.ZERO;
         let oppositeSideTradeSize = numericConstants_1.ZERO;
         const currentPosition = this.getPerpPositionOrEmpty(targetMarketIndex);
@@ -1472,8 +1441,8 @@ class User {
         // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
         const oppositeSizeLiabilityValue = targetingSameSide
             ? numericConstants_1.ZERO
-            : (0, margin_1.calculatePerpLiabilityValue)(currentPosition.baseAssetAmount, oracleData.price, (0, types_1.isVariant)(marketAccount.contractType, 'prediction'));
-        const maxPositionSize = this.getPerpBuyingPower(targetMarketIndex, lpBuffer, enterHighLeverageMode, maxMarginRatio, positionType);
+            : (0, margin_1.calculatePerpLiabilityValue)(currentPosition.baseAssetAmount, oracleData.price);
+        const maxPositionSize = this.getPerpBuyingPower(targetMarketIndex, lpBuffer, maxMarginRatio, positionType);
         if (maxPositionSize.gte(numericConstants_1.ZERO)) {
             if (oppositeSizeLiabilityValue.eq(numericConstants_1.ZERO)) {
                 // case 1 : Regular trade where current total position less than max, and no opposite position to account for
@@ -1489,10 +1458,9 @@ class User {
         else {
             // current leverage is greater than max leverage - can only reduce position size
             if (!targetingSameSide) {
-                const market = this.driftClient.getPerpMarketAccount(targetMarketIndex);
-                const perpLiabilityValue = (0, margin_1.calculatePerpLiabilityValue)(currentPosition.baseAssetAmount, oracleData.price, (0, types_1.isVariant)(market.contractType, 'prediction'));
+                const perpLiabilityValue = (0, margin_1.calculatePerpLiabilityValue)(currentPosition.baseAssetAmount, oracleData.price);
                 const totalCollateral = this.getTotalCollateral();
-                const marginRequirement = this.getInitialMarginRequirement(enterHighLeverageMode);
+                const marginRequirement = this.getInitialMarginRequirement();
                 const marginRatio = Math.max(currentPosition.maxMarginRatio, this.getUserAccount().maxMarginRatio);
                 const marginFreedByClosing = perpLiabilityValue
                     .mul(new anchor_1.BN(marginRatio))
@@ -1513,11 +1481,11 @@ class User {
                 tradeSize = maxPositionSize;
             }
         }
-        const freeCollateral = this.getFreeCollateral('Initial', enterHighLeverageMode);
+        const freeCollateral = this.getFreeCollateral('Initial');
         let baseTradeSize = targetSide === 'long'
             ? tradeSize.mul(numericConstants_1.BASE_PRECISION).div(oracleData.price)
             : tradeSize.mul(numericConstants_1.BASE_PRECISION).div(oracleData.price).neg();
-        let freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(marketAccount, oracleData.price, currentPosition, baseTradeSize, oracleData.price, false, enterHighLeverageMode, 'Initial');
+        let freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(marketAccount, oracleData.price, currentPosition, baseTradeSize, oracleData.price, false, 'Initial');
         while (freeCollateralChangeFromNewPosition.isNeg() &&
             freeCollateralChangeFromNewPosition.abs().gt(freeCollateral)) {
             tradeSize = tradeSize.mul(new anchor_1.BN(99)).div(new anchor_1.BN(100));
@@ -1526,7 +1494,7 @@ class User {
                     ? tradeSize.mul(numericConstants_1.BASE_PRECISION).div(oracleData.price)
                     : tradeSize.mul(numericConstants_1.BASE_PRECISION).div(oracleData.price).neg();
             freeCollateralChangeFromNewPosition =
-                this.calculateEntriesEffectOnFreeCollateral(marketAccount, oracleData.price, currentPosition, baseTradeSize, oracleData.price, false, enterHighLeverageMode, 'Initial');
+                this.calculateEntriesEffectOnFreeCollateral(marketAccount, oracleData.price, currentPosition, baseTradeSize, oracleData.price, false, 'Initial');
         }
         return { tradeSize, oppositeSideTradeSize };
     }
@@ -1871,9 +1839,6 @@ class User {
         const state = this.driftClient.getStateAccount();
         const feeTierIndex = 0;
         if ((0, types_1.isVariant)(marketType, 'perp')) {
-            if (this.isHighLeverageMode('Initial')) {
-                return state.perpFeeStructure.feeTiers[0];
-            }
             const userStatsAccount = this.driftClient
                 .getUserStats()
                 .getAccount();
@@ -1924,9 +1889,9 @@ class User {
      * @param quoteAmount
      * @returns feeForQuote : Precision QUOTE_PRECISION
      */
-    calculateFeeForQuoteAmount(quoteAmount, marketIndex, enteringHighLeverageMode) {
+    calculateFeeForQuoteAmount(quoteAmount, marketIndex) {
         if (marketIndex !== undefined) {
-            const takerFeeMultiplier = this.driftClient.getMarketFees(types_2.MarketType.PERP, marketIndex, this, enteringHighLeverageMode).takerFee;
+            const takerFeeMultiplier = this.driftClient.getMarketFees(types_2.MarketType.PERP, marketIndex, this).takerFee;
             const feeAmountNum = bigNum_1.BigNum.from(quoteAmount, numericConstants_1.QUOTE_PRECISION_EXP).toNum() *
                 takerFeeMultiplier;
             return bigNum_1.BigNum.fromPrint(feeAmountNum.toString(), numericConstants_1.QUOTE_PRECISION_EXP).val;
@@ -2158,10 +2123,10 @@ class User {
         }
         else {
             worstCaseBaseAmount = perpPosition.baseAssetAmount;
-            worstCaseLiabilityValue = (0, margin_1.calculatePerpLiabilityValue)(perpPosition.baseAssetAmount, oraclePrice, (0, types_1.isVariant)(perpMarket.contractType, 'prediction'));
+            worstCaseLiabilityValue = (0, margin_1.calculatePerpLiabilityValue)(perpPosition.baseAssetAmount, oraclePrice);
         }
         const userCustomMargin = Math.max(perpPosition.maxMarginRatio, this.getUserAccount().maxMarginRatio);
-        const marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(perpMarket, worstCaseBaseAmount.abs(), marginCategory, userCustomMargin, this.isHighLeverageMode(marginCategory)));
+        const marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(perpMarket, worstCaseBaseAmount.abs(), marginCategory, userCustomMargin));
         const _quoteOraclePriceData = quoteOraclePriceData ||
             this.driftClient.getOracleDataForSpotMarket(numericConstants_1.QUOTE_SPOT_MARKET_INDEX);
         let marginRequirement = worstCaseLiabilityValue
@@ -2317,23 +2282,22 @@ class User {
      * Consumers can use this to avoid duplicating work across separate calls.
      */
     getMarginCalculation(marginCategory = 'Initial', opts) {
-        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k;
+        var _a, _b, _c, _d, _e, _f, _g, _h, _j;
         const strict = (_a = opts === null || opts === void 0 ? void 0 : opts.strict) !== null && _a !== void 0 ? _a : false;
-        const enteringHighLeverage = (_b = opts === null || opts === void 0 ? void 0 : opts.enteringHighLeverage) !== null && _b !== void 0 ? _b : false;
-        const liquidationBufferMap = (_c = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) !== null && _c !== void 0 ? _c : new Map();
-        const includeOpenOrders = (_d = opts === null || opts === void 0 ? void 0 : opts.includeOpenOrders) !== null && _d !== void 0 ? _d : true;
+        const liquidationBufferMap = (_b = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) !== null && _b !== void 0 ? _b : new Map();
+        const includeOpenOrders = (_c = opts === null || opts === void 0 ? void 0 : opts.includeOpenOrders) !== null && _c !== void 0 ? _c : true;
         // Equivalent to on-chain user_custom_margin_ratio
         const userCustomMarginRatio = marginCategory === 'Initial' ? this.getUserAccount().maxMarginRatio : 0;
         // Initialize calc via JS mirror of Rust/on-chain MarginCalculation
         const isolatedMarginBuffers = new Map();
-        for (const [marketIndex, isolatedMarginBuffer,] of (_e = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) !== null && _e !== void 0 ? _e : new Map()) {
+        for (const [marketIndex, isolatedMarginBuffer,] of (_d = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) !== null && _d !== void 0 ? _d : new Map()) {
             if (marketIndex !== 'cross') {
                 isolatedMarginBuffers.set(marketIndex, isolatedMarginBuffer);
             }
         }
         const ctx = marginCalculation_1.MarginContext.standard(marginCategory)
             .strictMode(strict)
-            .setCrossMarginBuffer((_g = (_f = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) === null || _f === void 0 ? void 0 : _f.get('cross')) !== null && _g !== void 0 ? _g : numericConstants_1.ZERO)
+            .setCrossMarginBuffer((_f = (_e = opts === null || opts === void 0 ? void 0 : opts.liquidationBufferMap) === null || _e === void 0 ? void 0 : _e.get('cross')) !== null && _f !== void 0 ? _f : numericConstants_1.ZERO)
             .setIsolatedMarginBuffers(isolatedMarginBuffers);
         const calc = new marginCalculation_1.MarginCalculation(ctx);
         // SPOT POSITIONS
@@ -2356,7 +2320,7 @@ class User {
                 }
                 else {
                     // borrow on quote contributes to margin requirement
-                    const tokenValueAbs = this.getSpotLiabilityValue(tokenAmount, strictOracle, spotMarket, marginCategory, (_h = liquidationBufferMap.get('cross')) !== null && _h !== void 0 ? _h : new anchor_1.BN(0)).abs();
+                    const tokenValueAbs = this.getSpotLiabilityValue(tokenAmount, strictOracle, spotMarket, marginCategory, (_g = liquidationBufferMap.get('cross')) !== null && _g !== void 0 ? _g : new anchor_1.BN(0)).abs();
                     calc.addCrossMarginRequirement(tokenValueAbs, tokenValueAbs);
                 }
                 continue;
@@ -2399,7 +2363,7 @@ class User {
             const { worstCaseBaseAssetAmount, worstCaseLiabilityValue } = (0, margin_1.calculateWorstCasePerpLiabilityValue)(marketPosition, market, nonMmmOraclePriceData.price, includeOpenOrders);
             // margin ratio for this perp
             const customMarginRatio = Math.max(userCustomMarginRatio, marketPosition.maxMarginRatio);
-            let marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), marginCategory, customMarginRatio, this.isHighLeverageMode(marginCategory) || enteringHighLeverage));
+            let marginRatio = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), marginCategory, customMarginRatio));
             if ((0, types_1.isVariant)(market.status, 'settlement')) {
                 marginRatio = numericConstants_1.ZERO;
             }
@@ -2443,13 +2407,13 @@ class User {
             if (isIsolated) {
                 // derive isolated quote deposit value, mirroring on-chain logic
                 let depositValue = numericConstants_1.ZERO;
-                if ((_j = marketPosition.isolatedPositionScaledBalance) === null || _j === void 0 ? void 0 : _j.gt(numericConstants_1.ZERO)) {
+                if ((_h = marketPosition.isolatedPositionScaledBalance) === null || _h === void 0 ? void 0 : _h.gt(numericConstants_1.ZERO)) {
                     const quoteSpotMarket = this.driftClient.getSpotMarketAccount(market.quoteSpotMarketIndex);
                     const quoteOraclePriceData = this.getOracleDataForSpotMarket(market.quoteSpotMarketIndex);
                     const strictQuote = new strictOraclePrice_1.StrictOraclePrice(quoteOraclePriceData.price, strict
                         ? quoteSpotMarket.historicalOracleData.lastOraclePriceTwap5Min
                         : undefined);
-                    const quoteTokenAmount = (0, spotBalance_2.getTokenAmount)((_k = marketPosition.isolatedPositionScaledBalance) !== null && _k !== void 0 ? _k : numericConstants_1.ZERO, quoteSpotMarket, types_2.SpotBalanceType.DEPOSIT);
+                    const quoteTokenAmount = (0, spotBalance_2.getTokenAmount)((_j = marketPosition.isolatedPositionScaledBalance) !== null && _j !== void 0 ? _j : numericConstants_1.ZERO, quoteSpotMarket, types_2.SpotBalanceType.DEPOSIT);
                     depositValue = (0, spotBalance_1.getStrictTokenValue)(quoteTokenAmount, quoteSpotMarket.decimals, strictQuote);
                 }
                 calc.addIsolatedMarginCalculation(market.marketIndex, depositValue, positionUnrealizedPnl, worstCaseLiabilityValue, perpMarginRequirement);

package/lib/browser/userMap/WebsocketSubscription.js

@@ -22,7 +22,7 @@ class WebsocketSubscription {
             if (this.additionalFilters) {
                 filters.push(...this.additionalFilters);
             }
-            this.subscriber = new webSocketProgramAccountSubscriber_1.WebSocketProgramAccountSubscriber('UserMap', 'User', this.userMap.driftClient.program, this.decodeFn, {
+            this.subscriber = new webSocketProgramAccountSubscriber_1.WebSocketProgramAccountSubscriber('UserMap', 'user', this.userMap.driftClient.program, this.decodeFn, {
                 filters,
                 commitment: this.commitment,
             }, this.resubOpts);

package/lib/browser/userMap/grpcSubscription.js

@@ -22,7 +22,7 @@ class grpcSubscription {
             if (this.additionalFilters) {
                 filters.push(...this.additionalFilters);
             }
-            this.subscriber = await grpcProgramAccountSubscriber_1.grpcProgramAccountSubscriber.create(this.grpcConfigs, 'UserMap', 'User', this.userMap.driftClient.program, this.decodeFn, {
+            this.subscriber = await grpcProgramAccountSubscriber_1.grpcProgramAccountSubscriber.create(this.grpcConfigs, 'UserMap', 'user', this.userMap.driftClient.program, this.decodeFn, {
                 filters,
             }, this.resubOpts);
         }