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

package/src/math/amm.ts

@@ -197,7 +197,6 @@ export function calculateUpdatedAMMSpreadReserves(
 	amm: AMM,
 	direction: PositionDirection,
 	mmOraclePriceData: MMOraclePriceData,
-	isPrediction = false,
 	latestSlot?: BN
 ): { baseAssetReserve: BN; quoteAssetReserve: BN; sqrtK: BN; newPeg: BN } {
 	const newAmm = calculateUpdatedAMM(amm, mmOraclePriceData);
@@ -205,7 +204,6 @@ export function calculateUpdatedAMMSpreadReserves(
 		newAmm,
 		mmOraclePriceData,
 		undefined,
-		isPrediction,
 		latestSlot
 	);
 
@@ -227,7 +225,6 @@ export function calculateBidAskPrice(
 	amm: AMM,
 	mmOraclePriceData: MMOraclePriceData,
 	withUpdate = true,
-	isPrediction = false,
 	latestSlot?: BN
 ): [BN, BN] {
 	let newAmm: AMM;
@@ -241,7 +238,6 @@ export function calculateBidAskPrice(
 		newAmm,
 		mmOraclePriceData,
 		undefined,
-		isPrediction,
 		latestSlot
 	);
 
@@ -927,42 +923,10 @@ export function calculateSpread(
 	return [longSpread, shortSpread];
 }
 
-export function getQuoteAssetReservePredictionMarketBounds(
-	amm: AMM,
-	direction: PositionDirection
-): [BN, BN] {
-	let quoteAssetReserveLowerBound = ZERO;
-
-	const pegSqrt = squareRootBN(
-		amm.pegMultiplier.mul(PEG_PRECISION).addn(1)
-	).addn(1);
-
-	let quoteAssetReserveUpperBound = amm.sqrtK
-		.mul(pegSqrt)
-		.div(amm.pegMultiplier);
-
-	if (direction === PositionDirection.LONG) {
-		quoteAssetReserveLowerBound = amm.sqrtK
-			.muln(22361)
-			.mul(pegSqrt)
-			.divn(100000)
-			.div(amm.pegMultiplier);
-	} else {
-		quoteAssetReserveUpperBound = amm.sqrtK
-			.muln(97467)
-			.mul(pegSqrt)
-			.divn(100000)
-			.div(amm.pegMultiplier);
-	}
-
-	return [quoteAssetReserveLowerBound, quoteAssetReserveUpperBound];
-}
-
 export function calculateSpreadReserves(
 	amm: AMM,
 	mmOraclePriceData: MMOraclePriceData,
 	now?: BN,
-	isPrediction = false,
 	latestSlot?: BN
 ) {
 	function calculateSpreadReserve(
@@ -1001,14 +965,6 @@ export function calculateSpreadReserves(
 			);
 		}
 
-		if (isPrediction) {
-			const [qarLower, qarUpper] = getQuoteAssetReservePredictionMarketBounds(
-				amm,
-				direction
-			);
-			quoteAssetReserve = clampBN(quoteAssetReserve, qarLower, qarUpper);
-		}
-
 		const baseAssetReserve = amm.sqrtK.mul(amm.sqrtK).div(quoteAssetReserve);
 		return {
 			baseAssetReserve,
@@ -1206,8 +1162,7 @@ export function calculateMaxBaseAssetAmountToTrade(
 	limit_price: BN,
 	direction: PositionDirection,
 	mmOraclePriceData?: MMOraclePriceData,
-	now?: BN,
-	isPrediction = false
+	now?: BN
 ): [BN, PositionDirection] {
 	const invariant = amm.sqrtK.mul(amm.sqrtK);
 
@@ -1221,8 +1176,7 @@ export function calculateMaxBaseAssetAmountToTrade(
 	const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(
 		amm,
 		mmOraclePriceData,
-		now,
-		isPrediction
+		now
 	);
 
 	const baseAssetReserveBefore: BN = isVariant(direction, 'long')

package/src/math/funding.ts

@@ -6,6 +6,7 @@ import {
 	ZERO,
 	ONE,
 	FUNDING_RATE_OFFSET_DENOMINATOR,
+	FUNDING_RATE_CLAMP_DENOMINATOR,
 } from '../constants/numericConstants';
 import { BigNum } from '../factory/bigNum';
 import { PerpMarketAccount, isVariant } from '../types';
@@ -164,9 +165,13 @@ export function calculateAllEstimatedFundingRate(
 	// }
 
 	const twapSpread = markTwap.sub(oracleTwap);
-	const twapSpreadWithOffset = twapSpread.add(
-		oracleTwap.abs().div(FUNDING_RATE_OFFSET_DENOMINATOR)
-	);
+	const offset = oracleTwap.abs().div(FUNDING_RATE_OFFSET_DENOMINATOR);
+	const twapSpreadWithOffset = twapSpread
+		.abs()
+		.lte(oracleTwap.abs().div(FUNDING_RATE_CLAMP_DENOMINATOR))
+		? offset
+		: twapSpread.add(offset);
+
 	const maxSpread = getMaxPriceDivergenceForFundingRate(market, oracleTwap);
 
 	const clampedSpreadWithOffset = clampBN(

package/src/math/margin.ts

@@ -1,3 +1,8 @@
+/**
+ * Margin calculation helpers — TypeScript mirror of `programs/drift/src/math/margin.rs`.
+ * Computes initial/maintenance margin requirements, free collateral, and account health.
+ * Used by {@link User} for leverage queries and by keeper bots for liquidation eligibility checks.
+ */
 import { squareRootBN } from './utils';
 import {
 	SPOT_MARKET_WEIGHT_PRECISION,
@@ -5,12 +10,10 @@ import {
 	ZERO,
 	BID_ASK_SPREAD_PRECISION,
 	AMM_RESERVE_PRECISION,
-	MAX_PREDICTION_PRICE,
 	BASE_PRECISION,
 	MARGIN_PRECISION,
 	PRICE_PRECISION,
 	QUOTE_PRECISION,
-	PERCENTAGE_PRECISION,
 } from '../constants/numericConstants';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
@@ -168,15 +171,13 @@ export function calculateWorstCasePerpLiabilityValue(
 	oraclePrice: BN,
 	includeOpenOrders: boolean = true
 ): { worstCaseBaseAssetAmount: BN; worstCaseLiabilityValue: BN } {
-	const isPredictionMarket = isVariant(perpMarket.contractType, 'prediction');
 	// return early if no open orders required
 	if (!includeOpenOrders) {
 		return {
 			worstCaseBaseAssetAmount: perpPosition.baseAssetAmount,
 			worstCaseLiabilityValue: calculatePerpLiabilityValue(
 				perpPosition.baseAssetAmount,
-				oraclePrice,
-				isPredictionMarket
+				oraclePrice
 			),
 		};
 	}
@@ -185,13 +186,11 @@ export function calculateWorstCasePerpLiabilityValue(
 
 	const allBidsLiabilityValue = calculatePerpLiabilityValue(
 		allBids,
-		oraclePrice,
-		isPredictionMarket
+		oraclePrice
 	);
 	const allAsksLiabilityValue = calculatePerpLiabilityValue(
 		allAsks,
-		oraclePrice,
-		isPredictionMarket
+		oraclePrice
 	);
 
 	if (allAsksLiabilityValue.gte(allBidsLiabilityValue)) {
@@ -209,21 +208,9 @@ export function calculateWorstCasePerpLiabilityValue(
 
 export function calculatePerpLiabilityValue(
 	baseAssetAmount: BN,
-	price: BN,
-	isPredictionMarket: boolean
+	price: BN
 ): BN {
-	if (isPredictionMarket) {
-		if (baseAssetAmount.gt(ZERO)) {
-			return baseAssetAmount.mul(price).div(BASE_PRECISION);
-		} else {
-			return baseAssetAmount
-				.abs()
-				.mul(MAX_PREDICTION_PRICE.sub(price))
-				.div(BASE_PRECISION);
-		}
-	} else {
-		return baseAssetAmount.abs().mul(price).div(BASE_PRECISION);
-	}
+	return baseAssetAmount.abs().mul(price).div(BASE_PRECISION);
 }
 
 /**
@@ -237,7 +224,6 @@ export function calculateMarginUSDCRequiredForTrade(
 	targetMarketIndex: number,
 	baseSize: BN,
 	userMaxMarginRatio?: number,
-	userHighLeverageMode?: boolean,
 	entryPrice?: BN
 ): BN {
 	const targetMarket = driftClient.getPerpMarketAccount(targetMarketIndex);
@@ -246,19 +232,14 @@ export function calculateMarginUSDCRequiredForTrade(
 		entryPrice ??
 		driftClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
 
-	const perpLiabilityValue = calculatePerpLiabilityValue(
-		baseSize,
-		price,
-		isVariant(targetMarket.contractType, 'prediction')
-	);
+	const perpLiabilityValue = calculatePerpLiabilityValue(baseSize, price);
 
 	const marginRequired = new BN(
 		calculateMarketMarginRatio(
 			targetMarket,
 			baseSize.abs(),
 			'Initial',
-			userMaxMarginRatio,
-			userHighLeverageMode
+			userMaxMarginRatio
 		)
 	)
 		.mul(perpLiabilityValue)
@@ -278,7 +259,6 @@ export function calculateCollateralDepositRequiredForTrade(
 	baseSize: BN,
 	collateralIndex: number,
 	userMaxMarginRatio?: number,
-	userHighLeverageMode?: boolean,
 	estEntryPrice?: BN
 ): BN {
 	const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(
@@ -286,7 +266,6 @@ export function calculateCollateralDepositRequiredForTrade(
 		targetMarketIndex,
 		baseSize,
 		userMaxMarginRatio,
-		userHighLeverageMode,
 		estEntryPrice
 	);
 
@@ -387,37 +366,3 @@ export function calculateUserMaxPerpOrderSize(
 
 	return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
 }
-
-export function calcHighLeverageModeInitialMarginRatioFromSize(
-	preSizeAdjMarginRatio: BN,
-	sizeAdjMarginRatio: BN,
-	defaultMarginRatio: BN
-): BN {
-	let result: BN;
-
-	if (sizeAdjMarginRatio.lt(preSizeAdjMarginRatio)) {
-		const sizePctDiscountFactor = PERCENTAGE_PRECISION.sub(
-			preSizeAdjMarginRatio
-				.sub(sizeAdjMarginRatio)
-				.mul(PERCENTAGE_PRECISION)
-				.div(preSizeAdjMarginRatio.div(new BN(5)))
-		);
-
-		const hlmMarginDelta = BN.max(
-			preSizeAdjMarginRatio.sub(defaultMarginRatio),
-			new BN(1)
-		);
-
-		const hlmMarginDeltaProportion = hlmMarginDelta
-			.mul(sizePctDiscountFactor)
-			.div(PERCENTAGE_PRECISION);
-
-		result = hlmMarginDeltaProportion.add(defaultMarginRatio);
-	} else if (sizeAdjMarginRatio.eq(preSizeAdjMarginRatio)) {
-		result = defaultMarginRatio;
-	} else {
-		result = sizeAdjMarginRatio;
-	}
-
-	return result;
-}

package/src/math/market.ts

@@ -19,7 +19,6 @@ import {
 import {
 	calculateSizeDiscountAssetWeight,
 	calculateSizePremiumLiabilityWeight,
-	calcHighLeverageModeInitialMarginRatioFromSize,
 } from './margin';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 import {
@@ -70,7 +69,6 @@ export function calculateBidPrice(
 			market.amm,
 			PositionDirection.SHORT,
 			mmOraclePriceData,
-			undefined,
 			latestSlot
 		);
 
@@ -93,7 +91,6 @@ export function calculateAskPrice(
 			market.amm,
 			PositionDirection.LONG,
 			mmOraclePriceData,
-			undefined,
 			latestSlot
 		);
 
@@ -141,31 +138,17 @@ export function calculateMarketMarginRatio(
 	market: PerpMarketAccount,
 	size: BN,
 	marginCategory: MarginCategory,
-	customMarginRatio = 0,
-	userHighLeverageMode = false
+	customMarginRatio = 0
 ): number {
 	if (market.status === 'Settlement') return 0;
 
-	const isHighLeverageUser =
-		userHighLeverageMode &&
-		market.highLeverageMarginRatioInitial > 0 &&
-		market.highLeverageMarginRatioMaintenance > 0;
-
-	const marginRatioInitial = isHighLeverageUser
-		? market.highLeverageMarginRatioInitial
-		: market.marginRatioInitial;
-
-	const marginRatioMaintenance = isHighLeverageUser
-		? market.highLeverageMarginRatioMaintenance
-		: market.marginRatioMaintenance;
-
 	let defaultMarginRatio: number;
 	switch (marginCategory) {
 		case 'Initial':
-			defaultMarginRatio = marginRatioInitial;
+			defaultMarginRatio = market.marginRatioInitial;
 			break;
 		case 'Maintenance':
-			defaultMarginRatio = marginRatioMaintenance;
+			defaultMarginRatio = market.marginRatioMaintenance;
 			break;
 		default:
 			throw new Error('Invalid margin category');
@@ -173,42 +156,15 @@ export function calculateMarketMarginRatio(
 
 	let marginRatio: number;
 
-	if (isHighLeverageUser && marginCategory !== 'Maintenance') {
-		// Use ordinary-mode initial/fill ratios for size-adjusted calc
-		let preSizeAdjMarginRatio: number;
-		switch (marginCategory) {
-			case 'Initial':
-				preSizeAdjMarginRatio = market.marginRatioInitial;
-				break;
-			default:
-				preSizeAdjMarginRatio = marginRatioMaintenance;
-				break;
-		}
-
-		const sizeAdjMarginRatio = calculateSizePremiumLiabilityWeight(
-			size,
-			new BN(market.imfFactor),
-			new BN(preSizeAdjMarginRatio),
-			MARGIN_PRECISION,
-			false
-		).toNumber();
-
-		marginRatio = calcHighLeverageModeInitialMarginRatioFromSize(
-			new BN(preSizeAdjMarginRatio),
-			new BN(sizeAdjMarginRatio),
-			new BN(defaultMarginRatio)
-		).toNumber();
-	} else {
-		const sizeAdjMarginRatio = calculateSizePremiumLiabilityWeight(
-			size,
-			new BN(market.imfFactor),
-			new BN(defaultMarginRatio),
-			MARGIN_PRECISION,
-			true
-		).toNumber();
-
-		marginRatio = Math.max(defaultMarginRatio, sizeAdjMarginRatio);
-	}
+	const sizeAdjMarginRatio = calculateSizePremiumLiabilityWeight(
+		size,
+		new BN(market.imfFactor),
+		new BN(defaultMarginRatio),
+		MARGIN_PRECISION,
+		true
+	).toNumber();
+
+	marginRatio = Math.max(defaultMarginRatio, sizeAdjMarginRatio);
 
 	if (marginCategory === 'Initial') {
 		marginRatio = Math.max(marginRatio, customMarginRatio);
@@ -376,19 +332,9 @@ export function calculateAvailablePerpLiquidity(
 }
 
 export function calculatePerpMarketBaseLiquidatorFee(
-	market: PerpMarketAccount,
-	userHighLeverageMode: boolean
+	market: PerpMarketAccount
 ): number {
-	if (userHighLeverageMode && market.highLeverageMarginRatioMaintenance > 0) {
-		const marginRatio = market.highLeverageMarginRatioMaintenance * 100;
-		// min(liquidator_fee, .8 * high_leverage_margin_ratio_maintenance)
-		return Math.min(
-			market.liquidatorFee,
-			marginRatio - Math.floor(marginRatio / 5)
-		);
-	} else {
-		return market.liquidatorFee;
-	}
+	return market.liquidatorFee;
 }
 
 /**
@@ -449,7 +395,7 @@ function getLastFundingBasis(
 			.div(market.amm.lastFundingOracleTwap)
 			.muln(24);
 		const lastFundingRatePreAdj = lastFundingRate.sub(
-			FUNDING_RATE_PRECISION.div(new BN(5000)) // FUNDING_RATE_OFFSET_PERCENTAGE
+			FUNDING_RATE_PRECISION.div(new BN(3333)) // FUNDING_RATE_OFFSET_PERCENTAGE
 		);
 		const timeLeftUntilFundingUpdate = BN.min(
 			BN.max(now.sub(market.amm.lastFundingRateTs), ZERO),

package/src/math/oracles.ts

@@ -109,12 +109,7 @@ export function getOracleValidity(
 	let isStaleForMargin = oracleDelay.gt(
 		new BN(oracleGuardRails.validity.slotsBeforeStaleForMargin)
 	);
-	if (
-		isOneOfVariant(market.amm.oracleSource, [
-			'pythStableCoinPull',
-			'pythLazerStableCoin',
-		])
-	) {
+	if (isVariant(market.amm.oracleSource, 'pythLazerStableCoin')) {
 		isStaleForMargin = oracleDelay.gt(
 			new BN(oracleGuardRails.validity.slotsBeforeStaleForMargin).muln(3)
 		);
@@ -324,31 +319,20 @@ export function getMultipleBetweenOracleSources(
 	secondOracleSource: OracleSource
 ): { numerator: BN; denominator: BN } {
 	if (
-		isVariant(firstOracleSource, 'pythPull') &&
-		isVariant(secondOracleSource, 'pyth1MPull')
-	) {
-		return { numerator: new BN(1000000), denominator: new BN(1) };
-	}
-
-	if (
-		isVariant(firstOracleSource, 'pythPull') &&
-		isVariant(secondOracleSource, 'pyth1KPull')
-	) {
-		return { numerator: new BN(1000), denominator: new BN(1) };
-	}
-
-	if (
-		isVariant(firstOracleSource, 'pyth1MPull') &&
-		isVariant(secondOracleSource, 'pythPull')
-	) {
-		return { numerator: new BN(1), denominator: new BN(1000000) };
-	}
-
-	if (
-		isVariant(firstOracleSource, 'pyth1KPull') &&
-		isVariant(secondOracleSource, 'pythPull')
+		isOneOfVariant(firstOracleSource, [
+			'pythPull',
+			'pyth1KPull',
+			'pyth1MPull',
+			'pythStableCoinPull',
+		]) ||
+		isOneOfVariant(secondOracleSource, [
+			'pythPull',
+			'pyth1KPull',
+			'pyth1MPull',
+			'pythStableCoinPull',
+		])
 	) {
-		return { numerator: new BN(1), denominator: new BN(1000) };
+		throw new Error('Pyth pull oracle support has been removed from the SDK');
 	}
 
 	if (

package/src/math/position.ts

@@ -55,7 +55,6 @@ export function calculateBaseAssetValue(
 					market.amm,
 					directionToClose,
 					mmOraclePriceData,
-					undefined,
 					latestSlot
 				);
 			prepegAmm = {

package/src/math/trade.ts

@@ -117,7 +117,6 @@ export function calculateTradeSlippage(
 				market.amm,
 				direction,
 				mmOraclePriceData,
-				undefined,
 				latestSlot
 			);
 		amm = {
@@ -189,7 +188,6 @@ export function calculateTradeAcquiredAmounts(
 				market.amm,
 				direction,
 				mmOraclePriceData,
-				undefined,
 				latestSlot
 			);
 		amm = {
@@ -280,7 +278,6 @@ export function calculateTargetPriceTrade(
 				market.amm,
 				direction,
 				mmOraclePriceData,
-				undefined,
 				latestSlot
 			);
 		baseAssetReserveBefore = baseAssetReserve;
@@ -443,7 +440,6 @@ export function calculateEstimatedPerpEntryPrice(
 			market.amm,
 			direction,
 			mmOraclePriceData,
-			undefined,
 			new BN(slot)
 		);
 	const amm = {

package/src/memcmp.ts

@@ -1,6 +1,6 @@
 import { MemcmpFilter, PublicKey } from '@solana/web3.js';
 import bs58 from 'bs58';
-import { BorshAccountsCoder } from '@coral-xyz/anchor';
+import { BorshAccountsCoder } from '@coral-xyz/anchor-29';
 import { encodeName } from './userName';
 
 export function getUserFilter(): MemcmpFilter {

package/src/openbook/openbookV2Subscriber.ts

@@ -1,7 +1,7 @@
 import { Connection, Keypair, PublicKey } from '@solana/web3.js';
 import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
 import { PRICE_PRECISION } from '../constants/numericConstants';
-import { AnchorProvider, BN, Idl, Program, Wallet } from '@coral-xyz/anchor';
+import { AnchorProvider, BN, Idl, Program, Wallet } from '@coral-xyz/anchor-29';
 import { L2Level, L2OrderBookGenerator } from '../dlob/orderBookLevels';
 import { Market, OpenBookV2Client } from '@openbook-dex/openbook-v2';
 import openbookV2Idl from '../idl/openbook.json';

package/src/oracles/oracleClientCache.ts

@@ -2,7 +2,7 @@ import { OracleClient } from './types';
 import { OracleSource } from '../types';
 import { getOracleClient } from '../factory/oracleClient';
 import { Connection } from '@solana/web3.js';
-import { Program } from '@coral-xyz/anchor';
+import { DriftProgram } from '../config';
 
 export class OracleClientCache {
 	cache = new Map<string, OracleClient>();
@@ -11,7 +11,7 @@ export class OracleClientCache {
 	public get(
 		oracleSource: OracleSource,
 		connection: Connection,
-		program: Program
+		program: DriftProgram
 	) {
 		const key = Object.keys(oracleSource)[0];
 		if (this.cache.has(key)) {

package/src/oracles/prelaunchOracleClient.ts

@@ -1,13 +1,13 @@
 import { Connection, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
-import { Program } from '@coral-xyz/anchor';
+import { DriftProgram } from '../config';
 import { PrelaunchOracle } from '../types';
 
 export class PrelaunchOracleClient implements OracleClient {
 	private connection: Connection;
-	private program: Program;
+	private program: DriftProgram;
 
-	public constructor(connection: Connection, program: Program) {
+	public constructor(connection: Connection, program: DriftProgram) {
 		this.connection = connection;
 		this.program = program;
 	}
@@ -20,11 +20,12 @@ export class PrelaunchOracleClient implements OracleClient {
 	}
 
 	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
-		const prelaunchOracle =
-			this.program.account.prelaunchOracle.coder.accounts.decodeUnchecked(
-				'PrelaunchOracle',
-				buffer
-			) as PrelaunchOracle;
+		const prelaunchOracle = (
+			this.program.account as any
+		).prelaunchOracle.coder.accounts.decodeUnchecked(
+			'prelaunchOracle',
+			buffer
+		) as PrelaunchOracle;
 
 		return {
 			price: prelaunchOracle.price,

package/src/oracles/pythLazerClient.ts

@@ -1,13 +1,14 @@
 import { Connection, Keypair, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
-import { AnchorProvider, BN, Idl, Program } from '@coral-xyz/anchor';
+import { AnchorProvider, BN, Program } from '@coral-xyz/anchor';
+import { Drift } from '../idl/drift';
+import { DriftProgram } from '../config';
 import {
 	ONE,
 	PRICE_PRECISION,
 	QUOTE_PRECISION,
 	TEN,
 } from '../constants/numericConstants';
-import { DRIFT_PROGRAM_ID } from '../config';
 import { Wallet } from '../wallet';
 import driftIDL from '../idl/drift.json';
 
@@ -15,7 +16,7 @@ export class PythLazerClient implements OracleClient {
 	private connection: Connection;
 	private multiple: BN;
 	private stableCoin: boolean;
-	private program: Program;
+	private program: DriftProgram;
 	readonly decodeFunc: (name: string, data: Buffer) => any;
 
 	public constructor(
@@ -34,15 +35,12 @@ export class PythLazerClient implements OracleClient {
 				commitment: connection.commitment,
 			}
 		);
-		this.program = new Program(
-			driftIDL as Idl,
-			new PublicKey(DRIFT_PROGRAM_ID),
-			provider
+		this.program = new Program<Drift>(driftIDL as Drift, provider);
+		this.decodeFunc = (
+			this.program.account as any
+		).pythLazerOracle.coder.accounts.decodeUnchecked.bind(
+			(this.program.account as any).pythLazerOracle.coder.accounts
 		);
-		this.decodeFunc =
-			this.program.account.pythLazerOracle.coder.accounts.decodeUnchecked.bind(
-				this.program.account.pythLazerOracle.coder.accounts
-			);
 	}
 
 	public async getOraclePriceData(
@@ -53,7 +51,7 @@ export class PythLazerClient implements OracleClient {
 	}
 
 	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
-		const priceData = this.decodeFunc('PythLazerOracle', buffer);
+		const priceData = this.decodeFunc('pythLazerOracle', buffer);
 		const confidence = convertPythPrice(
 			priceData.conf,
 			priceData.exponent,

package/src/oracles/types.ts

@@ -1,3 +1,9 @@
+/**
+ * Oracle types and the OraclePriceData interface used throughout the SDK.
+ * Each oracle source (Pyth, Switchboard, Pyth Lazer, Prelaunch) has a client adapter
+ * in this directory that fetches and normalises prices into OraclePriceData.
+ * Oracle client selection is configured via DriftClientConfig and cached in OracleClientCache.
+ */
 import { BN } from '@coral-xyz/anchor';
 import { PublicKey } from '@solana/web3.js';
 import { OracleSource } from '../types';

package/src/orderParams.ts

@@ -2,7 +2,6 @@ import {
 	DefaultOrderParams,
 	OptionalOrderParams,
 	OrderParams,
-	OrderParamsBitFlag,
 	OrderTriggerCondition,
 	OrderType,
 } from './types';
@@ -78,7 +77,3 @@ export function getOrderParams(
 		overridingParams
 	);
 }
-
-export function isUpdateHighLeverageMode(bitFlags: number): boolean {
-	return (bitFlags & OrderParamsBitFlag.UpdateHighLeverageMode) !== 0;
-}