@drift-labs/sdk 2.17.0 → 2.18.0-beta.1

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/factory/oracleClient.js

@@ -5,10 +5,14 @@ const types_1 = require("../types");
 const pythClient_1 = require("../oracles/pythClient");
 // import { SwitchboardClient } from '../oracles/switchboardClient';
 const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
+const anchor_1 = require("@project-serum/anchor");
 function getOracleClient(oracleSource, connection) {
     if (types_1.isVariant(oracleSource, 'pyth')) {
         return new pythClient_1.PythClient(connection);
     }
+    if (types_1.isVariant(oracleSource, 'pyth1000')) {
+        return new pythClient_1.PythClient(connection, new anchor_1.BN(1000));
+    }
     // if (isVariant(oracleSource, 'switchboard')) {
     // 	return new SwitchboardClient(connection);
     // }

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.17.0",
+    "version": "2.18.0-beta.1",
     "name": "drift",
     "instructions": [
         {
@@ -6237,6 +6237,9 @@
                     {
                         "name": "Pyth"
                     },
+                    {
+                        "name": "Pyth1000"
+                    },
                     {
                         "name": "Switchboard"
                     },

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/math/trade.d.ts

@@ -9,6 +9,9 @@ import { Orderbook } from '@project-serum/serum';
 export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount' | 'all';
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
+ *
+ * @deprecated use calculateEstimatedPerpEntryPrice instead
+ *
  * @param direction
  * @param amount
  * @param market
@@ -40,6 +43,9 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
 /**
  * calculateTargetPriceTrade
  * simple function for finding arbitraging trades
+ *
+ * @deprecated
+ *
  * @param market
  * @param targetPrice
  * @param pct optional default is 100% gap filling, can set smaller.

package/lib/math/trade.js

@@ -12,6 +12,9 @@ const types_2 = require("../types");
 const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
+ *
+ * @deprecated use calculateEstimatedPerpEntryPrice instead
+ *
  * @param direction
  * @param amount
  * @param market
@@ -120,6 +123,9 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
 /**
  * calculateTargetPriceTrade
  * simple function for finding arbitraging trades
+ *
+ * @deprecated
+ *
  * @param market
  * @param targetPrice
  * @param pct optional default is 100% gap filling, can set smaller.

package/lib/oracles/pythClient.d.ts

@@ -1,12 +1,13 @@
-/// <reference types="node" />
 /// <reference types="bn.js" />
+/// <reference types="node" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
 import { BN } from '@project-serum/anchor';
 export declare class PythClient implements OracleClient {
     private connection;
-    constructor(connection: Connection);
+    private multiple;
+    constructor(connection: Connection, multiple?: BN);
     getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
     getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
 }
-export declare function convertPythPrice(price: number, exponent: number): BN;
+export declare function convertPythPrice(price: number, exponent: number, multiple: BN): BN;

package/lib/oracles/pythClient.js

@@ -5,8 +5,9 @@ const client_1 = require("@pythnetwork/client");
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 class PythClient {
-    constructor(connection) {
+    constructor(connection, multiple = numericConstants_1.ONE) {
         this.connection = connection;
+        this.multiple = multiple;
     }
     async getOraclePriceData(pricePublicKey) {
         const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
@@ -15,19 +16,19 @@ class PythClient {
     getOraclePriceDataFromBuffer(buffer) {
         const priceData = client_1.parsePriceData(buffer);
         return {
-            price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
+            price: convertPythPrice(priceData.aggregate.price, priceData.exponent, this.multiple),
             slot: new anchor_1.BN(priceData.lastSlot.toString()),
-            confidence: convertPythPrice(priceData.confidence, priceData.exponent),
-            twap: convertPythPrice(priceData.twap.value, priceData.exponent),
-            twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
+            confidence: convertPythPrice(priceData.confidence, priceData.exponent, this.multiple),
+            twap: convertPythPrice(priceData.twap.value, priceData.exponent, this.multiple),
+            twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent, this.multiple),
             hasSufficientNumberOfDataPoints: true,
         };
     }
 }
 exports.PythClient = PythClient;
-function convertPythPrice(price, exponent) {
+function convertPythPrice(price, exponent, multiple) {
     exponent = Math.abs(exponent);
-    const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
+    const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs()).div(multiple);
     return new anchor_1.BN(price * Math.pow(10, exponent))
         .mul(numericConstants_1.PRICE_PRECISION)
         .div(pythPrecision);

package/lib/types.d.ts

@@ -130,6 +130,9 @@ export declare class OracleSource {
     static readonly PYTH: {
         pyth: {};
     };
+    static readonly PYTH_1000: {
+        pyth1000: {};
+    };
     static readonly QUOTE_ASSET: {
         quoteAsset: {};
     };
@@ -307,7 +310,7 @@ export declare type NewUserRecord = {
     ts: BN;
     userAuthority: PublicKey;
     user: PublicKey;
-    subAccount: number;
+    subAccountId: number;
     name: number[];
     referrer: PublicKey;
 };

package/lib/types.js

@@ -78,6 +78,7 @@ class OracleSource {
 }
 exports.OracleSource = OracleSource;
 OracleSource.PYTH = { pyth: {} };
+OracleSource.PYTH_1000 = { pyth1000: {} };
 // static readonly SWITCHBOARD = { switchboard: {} };
 OracleSource.QUOTE_ASSET = { quoteAsset: {} };
 class OrderType {

package/lib/user.js

@@ -400,11 +400,13 @@ class User {
             }
             totalLiabilityValue = totalLiabilityValue.add(new _1.BN(spotPosition.openOrders).mul(numericConstants_1.OPEN_ORDER_MARGIN_REQUIREMENT));
         }
-        if (netQuoteValue.gt(numericConstants_1.ZERO)) {
-            totalAssetValue = totalAssetValue.add(netQuoteValue);
-        }
-        else {
-            totalLiabilityValue = totalLiabilityValue.add(netQuoteValue.abs());
+        if (marketIndex === undefined || marketIndex === numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
+            if (netQuoteValue.gt(numericConstants_1.ZERO)) {
+                totalAssetValue = totalAssetValue.add(netQuoteValue);
+            }
+            else {
+                totalLiabilityValue = totalLiabilityValue.add(netQuoteValue.abs());
+            }
         }
         return { totalAssetValue, totalLiabilityValue };
     }
@@ -994,10 +996,7 @@ 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.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/constants/perpMarkets.ts

@@ -54,6 +54,16 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1675610186000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Bonk',
+		category: ['Meme'],
+		symbol: 'BONK-PERP',
+		baseAssetSymbol: 'BONK',
+		marketIndex: 4,
+		oracle: new PublicKey('6bquU99ktV1VRiHDr8gMhDFt3kMfhCQo5nfNrg2Urvsn'),
+		launchTs: 1677068931000,
+		oracleSource: OracleSource.PYTH_1000,
+	},
 ];
 
 export const MainnetPerpMarkets: PerpMarketConfig[] = [