@drift-labs/sdk 2.17.0 → 2.18.0-beta.0

package/lib/dlob/DLOBNode.d.ts

@@ -22,9 +22,14 @@ export declare abstract class OrderNode implements DLOBNode {
     isBaseFilled(): boolean;
     isVammNode(): boolean;
 }
-export declare class LimitOrderNode extends OrderNode {
-    next?: LimitOrderNode;
-    previous?: LimitOrderNode;
+export declare class TakingLimitOrderNode extends OrderNode {
+    next?: TakingLimitOrderNode;
+    previous?: TakingLimitOrderNode;
+    getSortValue(order: Order): BN;
+}
+export declare class RestingLimitOrderNode extends OrderNode {
+    next?: RestingLimitOrderNode;
+    previous?: RestingLimitOrderNode;
     getSortValue(order: Order): BN;
 }
 export declare class FloatingLimitOrderNode extends OrderNode {
@@ -43,10 +48,11 @@ export declare class TriggerOrderNode extends OrderNode {
     getSortValue(order: Order): BN;
 }
 export declare type DLOBNodeMap = {
-    limit: LimitOrderNode;
+    restingLimit: RestingLimitOrderNode;
+    takingLimit: TakingLimitOrderNode;
     floatingLimit: FloatingLimitOrderNode;
     market: MarketOrderNode;
     trigger: TriggerOrderNode;
 };
-export declare type DLOBNodeType = 'limit' | 'floatingLimit' | 'market' | ('trigger' & keyof DLOBNodeMap);
+export declare type DLOBNodeType = 'restingLimit' | 'takingLimit' | 'floatingLimit' | 'market' | ('trigger' & keyof DLOBNodeMap);
 export declare function createNode<T extends DLOBNodeType>(nodeType: T, order: Order, userAccount: PublicKey): DLOBNodeMap[T];

package/lib/dlob/DLOBNode.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.createNode = exports.TriggerOrderNode = exports.MarketOrderNode = exports.FloatingLimitOrderNode = exports.LimitOrderNode = exports.OrderNode = void 0;
+exports.createNode = exports.TriggerOrderNode = exports.MarketOrderNode = exports.FloatingLimitOrderNode = exports.RestingLimitOrderNode = exports.TakingLimitOrderNode = exports.OrderNode = void 0;
 const __1 = require("..");
 const NodeList_1 = require("./NodeList");
 class OrderNode {
@@ -36,12 +36,18 @@ class OrderNode {
     }
 }
 exports.OrderNode = OrderNode;
-class LimitOrderNode extends OrderNode {
+class TakingLimitOrderNode extends OrderNode {
+    getSortValue(order) {
+        return order.slot;
+    }
+}
+exports.TakingLimitOrderNode = TakingLimitOrderNode;
+class RestingLimitOrderNode extends OrderNode {
     getSortValue(order) {
         return order.price;
     }
 }
-exports.LimitOrderNode = LimitOrderNode;
+exports.RestingLimitOrderNode = RestingLimitOrderNode;
 class FloatingLimitOrderNode extends OrderNode {
     getSortValue(order) {
         return new __1.BN(order.oraclePriceOffset);
@@ -64,8 +70,10 @@ function createNode(nodeType, order, userAccount) {
     switch (nodeType) {
         case 'floatingLimit':
             return new FloatingLimitOrderNode(order, userAccount);
-        case 'limit':
-            return new LimitOrderNode(order, userAccount);
+        case 'restingLimit':
+            return new RestingLimitOrderNode(order, userAccount);
+        case 'takingLimit':
+            return new TakingLimitOrderNode(order, userAccount);
         case 'market':
             return new MarketOrderNode(order, userAccount);
         case 'trigger':

package/lib/driftClient.js

@@ -672,9 +672,8 @@ class DriftClient {
     }
     async deposit(amount, marketIndex, collateralAccountPublicKey, subAccountId, reduceOnly = false) {
         const tx = new web3_js_1.Transaction();
-        tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
+        tx.add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
             units: 600000,
-            additionalFee: 0,
         }));
         const additionalSigners = [];
         const spotMarketAccount = this.getSpotMarketAccount(marketIndex);
@@ -828,9 +827,8 @@ class DriftClient {
     }
     async withdraw(amount, marketIndex, userTokenAccount, reduceOnly = false) {
         const tx = new web3_js_1.Transaction();
-        tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
+        tx.add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
             units: 600000,
-            additionalFee: 0,
         }));
         const additionalSigners = [];
         const spotMarketAccount = this.getSpotMarketAccount(marketIndex);
@@ -1853,9 +1851,8 @@ class DriftClient {
             ? await this.getPlaceSpotOrderIx(newOrderParams)
             : await this.getPlacePerpOrderIx(newOrderParams);
         const tx = new web3_js_1.Transaction();
-        tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
+        tx.add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
             units: 1000000,
-            additionalFee: 0,
         }));
         tx.add(cancelOrderIx);
         tx.add(placeOrderIx);
@@ -1929,9 +1926,8 @@ class DriftClient {
             ? await this.getPlaceSpotOrderIx(newOrderParams)
             : await this.getPlacePerpOrderIx(newOrderParams);
         const tx = new web3_js_1.Transaction();
-        tx.add(web3_js_1.ComputeBudgetProgram.requestUnits({
+        tx.add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
             units: 1000000,
-            additionalFee: 0,
         }));
         tx.add(cancelOrderIx);
         tx.add(placeOrderIx);
@@ -1951,9 +1947,8 @@ class DriftClient {
             ixs.push(await this.settlePNLIx(settleeUserAccountPublicKey, settleeUserAccount, marketIndex));
         }
         const tx = new web3_js_1.Transaction()
-            .add(web3_js_1.ComputeBudgetProgram.requestUnits({
+            .add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
             units: 1000000,
-            additionalFee: 0,
         }))
             .add(...ixs);
         const { txSig } = await this.sendTransaction(tx, [], this.opts);

package/lib/examples/loadDlob.js

@@ -41,7 +41,7 @@ const main = async () => {
     await userMap.fetchAllUsers();
     console.log('Loading dlob from user map...');
     const dlob = new __1.DLOB();
-    await dlob.initFromUserMap(userMap);
+    await dlob.initFromUserMap(userMap, bulkAccountLoader.mostRecentSlot);
     console.log('number of orders', dlob.getDLOBOrders().length);
     dlob.clear();
     console.log('Unsubscribing users...');

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.17.0",
+    "version": "2.18.0-beta.0",
     "name": "drift",
     "instructions": [
         {

package/lib/math/auction.d.ts

@@ -2,6 +2,7 @@
 import { Order } from '../types';
 import { BN } from '../.';
 export declare function isAuctionComplete(order: Order, slot: number): boolean;
+export declare function isFallbackAvailableLiquiditySource(order: Order, minAuctionDuration: number, slot: number): boolean;
 export declare function getAuctionPrice(order: Order, slot: number, oraclePrice: BN): BN;
 export declare function getAuctionPriceForFixedAuction(order: Order, slot: number): BN;
 export declare function getAuctionPriceForOracleOffsetAuction(order: Order, slot: number, oraclePrice: BN): BN;

package/lib/math/auction.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getAuctionPriceForOracleOffsetAuction = exports.getAuctionPriceForFixedAuction = exports.getAuctionPrice = exports.isAuctionComplete = void 0;
+exports.getAuctionPriceForOracleOffsetAuction = exports.getAuctionPriceForFixedAuction = exports.getAuctionPrice = exports.isFallbackAvailableLiquiditySource = exports.isAuctionComplete = void 0;
 const types_1 = require("../types");
 const _1 = require("../.");
 function isAuctionComplete(order, slot) {
@@ -10,8 +10,15 @@ function isAuctionComplete(order, slot) {
     return new _1.BN(slot).sub(order.slot).gt(new _1.BN(order.auctionDuration));
 }
 exports.isAuctionComplete = isAuctionComplete;
+function isFallbackAvailableLiquiditySource(order, minAuctionDuration, slot) {
+    if (minAuctionDuration === 0) {
+        return true;
+    }
+    return new _1.BN(slot).sub(order.slot).gt(new _1.BN(minAuctionDuration));
+}
+exports.isFallbackAvailableLiquiditySource = isFallbackAvailableLiquiditySource;
 function getAuctionPrice(order, slot, oraclePrice) {
-    if (types_1.isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
+    if (types_1.isOneOfVariant(order.orderType, ['market', 'triggerMarket', 'limit'])) {
         return getAuctionPriceForFixedAuction(order, slot);
     }
     else if (types_1.isVariant(order.orderType, 'oracle')) {

package/lib/math/orders.d.ts

@@ -18,3 +18,5 @@ export declare function isMarketOrder(order: Order): boolean;
 export declare function isLimitOrder(order: Order): boolean;
 export declare function mustBeTriggered(order: Order): boolean;
 export declare function isTriggered(order: Order): boolean;
+export declare function isRestingLimitOrder(order: Order, slot: number): boolean;
+export declare function isTakingOrder(order: Order, slot: number): boolean;

package/lib/math/orders.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.getLimitPrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+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.getLimitPrice = 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("@project-serum/anchor");
@@ -103,7 +103,8 @@ function hasLimitPrice(order, slot) {
 }
 exports.hasLimitPrice = hasLimitPrice;
 function hasAuctionPrice(order, slot) {
-    return isMarketOrder(order) && !auction_1.isAuctionComplete(order, slot);
+    return (!auction_1.isAuctionComplete(order, slot) &&
+        (!order.auctionStartPrice.eq(numericConstants_1.ZERO) || !order.auctionEndPrice.eq(numericConstants_1.ZERO)));
 }
 exports.hasAuctionPrice = hasAuctionPrice;
 function isFillableByVAMM(order, market, oraclePriceData, slot, ts) {
@@ -175,3 +176,11 @@ function isTriggered(order) {
     ]);
 }
 exports.isTriggered = isTriggered;
+function isRestingLimitOrder(order, slot) {
+    return (isLimitOrder(order) && (order.postOnly || auction_1.isAuctionComplete(order, slot)));
+}
+exports.isRestingLimitOrder = isRestingLimitOrder;
+function isTakingOrder(order, slot) {
+    return isMarketOrder(order) || !isRestingLimitOrder(order, slot);
+}
+exports.isTakingOrder = isTakingOrder;

package/lib/math/spotBalance.js

@@ -200,7 +200,7 @@ function calculateWithdrawLimit(spotMarket, now) {
         .mul(sinceStart)
         .add(marketDepositTokenAmount.mul(sinceLast))
         .div(sinceLast.add(sinceStart));
-    const maxBorrowTokens = anchor_1.BN.max(spotMarket.withdrawGuardThreshold, anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(borrowTokenTwapLive.div(new anchor_1.BN(5)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(5))))); // between ~15-80% utilization with friction on twap
+    const maxBorrowTokens = anchor_1.BN.max(spotMarket.withdrawGuardThreshold, anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(marketDepositTokenAmount.div(new anchor_1.BN(10)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(5))))); // between ~15-80% utilization with friction on twap
     const minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(5)), anchor_1.BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)));
     let withdrawLimit = anchor_1.BN.max(marketDepositTokenAmount.sub(minDepositTokens), numericConstants_1.ZERO);
     let borrowLimit = maxBorrowTokens.sub(marketBorrowTokenAmount);

package/lib/types.d.ts

@@ -307,7 +307,7 @@ export declare type NewUserRecord = {
     ts: BN;
     userAuthority: PublicKey;
     user: PublicKey;
-    subAccount: number;
+    subAccountId: number;
     name: number[];
     referrer: PublicKey;
 };

package/lib/user.js

@@ -994,10 +994,7 @@ class User {
                 // do nothing if targetting same side
             }
         }
-        // subtract oneMillionth of maxPositionSize
-        // => to avoid rounding errors when taking max leverage
-        const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);
-        return maxPositionSize.sub(oneMilli);
+        return maxPositionSize;
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.17.0",
+	"version": "2.18.0-beta.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",