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

package/src/dlob/DLOBNode.ts

@@ -77,9 +77,18 @@ export abstract class OrderNode implements DLOBNode {
 	}
 }
 
-export class LimitOrderNode extends OrderNode {
-	next?: LimitOrderNode;
-	previous?: LimitOrderNode;
+export class TakingLimitOrderNode extends OrderNode {
+	next?: TakingLimitOrderNode;
+	previous?: TakingLimitOrderNode;
+
+	getSortValue(order: Order): BN {
+		return order.slot;
+	}
+}
+
+export class RestingLimitOrderNode extends OrderNode {
+	next?: RestingLimitOrderNode;
+	previous?: RestingLimitOrderNode;
 
 	getSortValue(order: Order): BN {
 		return order.price;
@@ -114,14 +123,16 @@ export class TriggerOrderNode extends OrderNode {
 }
 
 export type DLOBNodeMap = {
-	limit: LimitOrderNode;
+	restingLimit: RestingLimitOrderNode;
+	takingLimit: TakingLimitOrderNode;
 	floatingLimit: FloatingLimitOrderNode;
 	market: MarketOrderNode;
 	trigger: TriggerOrderNode;
 };
 
 export type DLOBNodeType =
-	| 'limit'
+	| 'restingLimit'
+	| 'takingLimit'
 	| 'floatingLimit'
 	| 'market'
 	| ('trigger' & keyof DLOBNodeMap);
@@ -134,8 +145,10 @@ export function createNode<T extends DLOBNodeType>(
 	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/src/driftClient.ts

@@ -1046,9 +1046,8 @@ export class DriftClient {
 	): Promise<TransactionSignature> {
 		const tx = new Transaction();
 		tx.add(
-			ComputeBudgetProgram.requestUnits({
+			ComputeBudgetProgram.setComputeUnitLimit({
 				units: 600_000,
-				additionalFee: 0,
 			})
 		);
 
@@ -1394,9 +1393,8 @@ export class DriftClient {
 	): Promise<TransactionSignature> {
 		const tx = new Transaction();
 		tx.add(
-			ComputeBudgetProgram.requestUnits({
+			ComputeBudgetProgram.setComputeUnitLimit({
 				units: 600_000,
-				additionalFee: 0,
 			})
 		);
 
@@ -3174,9 +3172,8 @@ export class DriftClient {
 
 		const tx = new Transaction();
 		tx.add(
-			ComputeBudgetProgram.requestUnits({
+			ComputeBudgetProgram.setComputeUnitLimit({
 				units: 1_000_000,
-				additionalFee: 0,
 			})
 		);
 		tx.add(cancelOrderIx);
@@ -3286,9 +3283,8 @@ export class DriftClient {
 
 		const tx = new Transaction();
 		tx.add(
-			ComputeBudgetProgram.requestUnits({
+			ComputeBudgetProgram.setComputeUnitLimit({
 				units: 1_000_000,
-				additionalFee: 0,
 			})
 		);
 		tx.add(cancelOrderIx);
@@ -3325,9 +3321,8 @@ export class DriftClient {
 
 		const tx = new Transaction()
 			.add(
-				ComputeBudgetProgram.requestUnits({
+				ComputeBudgetProgram.setComputeUnitLimit({
 					units: 1_000_000,
-					additionalFee: 0,
 				})
 			)
 			.add(...ixs);

package/src/examples/loadDlob.ts

@@ -64,7 +64,7 @@ const main = async () => {
 
 	console.log('Loading dlob from user map...');
 	const dlob = new DLOB();
-	await dlob.initFromUserMap(userMap);
+	await dlob.initFromUserMap(userMap, bulkAccountLoader.mostRecentSlot);
 
 	console.log('number of orders', dlob.getDLOBOrders().length);
 

package/src/idl/drift.json

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

package/src/math/auction.ts

@@ -9,12 +9,24 @@ export function isAuctionComplete(order: Order, slot: number): boolean {
 	return new BN(slot).sub(order.slot).gt(new BN(order.auctionDuration));
 }
 
+export function isFallbackAvailableLiquiditySource(
+	order: Order,
+	minAuctionDuration: number,
+	slot: number
+): boolean {
+	if (minAuctionDuration === 0) {
+		return true;
+	}
+
+	return new BN(slot).sub(order.slot).gt(new BN(minAuctionDuration));
+}
+
 export function getAuctionPrice(
 	order: Order,
 	slot: number,
 	oraclePrice: BN
 ): BN {
-	if (isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
+	if (isOneOfVariant(order.orderType, ['market', 'triggerMarket', 'limit'])) {
 		return getAuctionPriceForFixedAuction(order, slot);
 	} else if (isVariant(order.orderType, 'oracle')) {
 		return getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice);

package/src/math/orders.ts

@@ -153,7 +153,10 @@ export function hasLimitPrice(order: Order, slot: number): boolean {
 }
 
 export function hasAuctionPrice(order: Order, slot: number): boolean {
-	return isMarketOrder(order) && !isAuctionComplete(order, slot);
+	return (
+		!isAuctionComplete(order, slot) &&
+		(!order.auctionStartPrice.eq(ZERO) || !order.auctionEndPrice.eq(ZERO))
+	);
 }
 
 export function isFillableByVAMM(
@@ -280,3 +283,13 @@ export function isTriggered(order: Order): boolean {
 		'triggeredBelow',
 	]);
 }
+
+export function isRestingLimitOrder(order: Order, slot: number): boolean {
+	return (
+		isLimitOrder(order) && (order.postOnly || isAuctionComplete(order, slot))
+	);
+}
+
+export function isTakingOrder(order: Order, slot: number): boolean {
+	return isMarketOrder(order) || !isRestingLimitOrder(order, slot);
+}

package/src/math/spotBalance.ts

@@ -331,7 +331,7 @@ export function calculateWithdrawLimit(
 		BN.min(
 			BN.max(
 				marketDepositTokenAmount.div(new BN(6)),
-				borrowTokenTwapLive.add(borrowTokenTwapLive.div(new BN(5)))
+				borrowTokenTwapLive.add(marketDepositTokenAmount.div(new BN(10)))
 			),
 			marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new BN(5)))
 		)

package/src/types.ts

@@ -222,7 +222,7 @@ export type NewUserRecord = {
 	ts: BN;
 	userAuthority: PublicKey;
 	user: PublicKey;
-	subAccount: number;
+	subAccountId: number;
 	name: number[];
 	referrer: PublicKey;
 };

package/src/user.ts

@@ -1771,10 +1771,7 @@ export class User {
 			}
 		}
 
-		// subtract oneMillionth of maxPositionSize
-		// => to avoid rounding errors when taking max leverage
-		const oneMilli = maxPositionSize.div(QUOTE_PRECISION);
-		return maxPositionSize.sub(oneMilli);
+		return maxPositionSize;
 	}
 
 	/**