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

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/factory/oracleClient.ts

@@ -4,6 +4,7 @@ import { OracleClient } from '../oracles/types';
 import { PythClient } from '../oracles/pythClient';
 // import { SwitchboardClient } from '../oracles/switchboardClient';
 import { QuoteAssetOracleClient } from '../oracles/quoteAssetOracleClient';
+import { BN } from '@project-serum/anchor';
 
 export function getOracleClient(
 	oracleSource: OracleSource,
@@ -13,6 +14,10 @@ export function getOracleClient(
 		return new PythClient(connection);
 	}
 
+	if (isVariant(oracleSource, 'pyth1000')) {
+		return new PythClient(connection, new BN(1000));
+	}
+
 	// if (isVariant(oracleSource, 'switchboard')) {
 	// 	return new SwitchboardClient(connection);
 	// }

package/src/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/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/math/trade.ts

@@ -52,6 +52,9 @@ export type PriceImpactUnit =
 
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
+ *
+ * @deprecated use calculateEstimatedPerpEntryPrice instead
+ *
  * @param direction
  * @param amount
  * @param market
@@ -200,6 +203,9 @@ export function 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/src/oracles/pythClient.ts

@@ -2,13 +2,15 @@ import { parsePriceData } from '@pythnetwork/client';
 import { Connection, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
 import { BN } from '@project-serum/anchor';
-import { PRICE_PRECISION, TEN } from '../constants/numericConstants';
+import { ONE, PRICE_PRECISION, TEN } from '../constants/numericConstants';
 
 export class PythClient implements OracleClient {
 	private connection: Connection;
+	private multiple: BN;
 
-	public constructor(connection: Connection) {
+	public constructor(connection: Connection, multiple = ONE) {
 		this.connection = connection;
+		this.multiple = multiple;
 	}
 
 	public async getOraclePriceData(
@@ -21,22 +23,39 @@ export class PythClient implements OracleClient {
 	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
 		const priceData = parsePriceData(buffer);
 		return {
-			price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
+			price: convertPythPrice(
+				priceData.aggregate.price,
+				priceData.exponent,
+				this.multiple
+			),
 			slot: new BN(priceData.lastSlot.toString()),
-			confidence: convertPythPrice(priceData.confidence, priceData.exponent),
-			twap: convertPythPrice(priceData.twap.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
+				priceData.exponent,
+				this.multiple
 			),
 			hasSufficientNumberOfDataPoints: true,
 		};
 	}
 }
 
-export function convertPythPrice(price: number, exponent: number): BN {
+export function convertPythPrice(
+	price: number,
+	exponent: number,
+	multiple: BN
+): BN {
 	exponent = Math.abs(exponent);
-	const pythPrecision = TEN.pow(new BN(exponent).abs());
+	const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
 	return new BN(price * Math.pow(10, exponent))
 		.mul(PRICE_PRECISION)
 		.div(pythPrecision);

package/src/types.ts

@@ -76,6 +76,7 @@ export class DepositDirection {
 
 export class OracleSource {
 	static readonly PYTH = { pyth: {} };
+	static readonly PYTH_1000 = { pyth1000: {} };
 	// static readonly SWITCHBOARD = { switchboard: {} };
 	static readonly QUOTE_ASSET = { quoteAsset: {} };
 }
@@ -222,7 +223,7 @@ export type NewUserRecord = {
 	ts: BN;
 	userAuthority: PublicKey;
 	user: PublicKey;
-	subAccount: number;
+	subAccountId: number;
 	name: number[];
 	referrer: PublicKey;
 };

package/src/user.ts

@@ -697,10 +697,12 @@ export class User {
 			);
 		}
 
-		if (netQuoteValue.gt(ZERO)) {
-			totalAssetValue = totalAssetValue.add(netQuoteValue);
-		} else {
-			totalLiabilityValue = totalLiabilityValue.add(netQuoteValue.abs());
+		if (marketIndex === undefined || marketIndex === QUOTE_SPOT_MARKET_INDEX) {
+			if (netQuoteValue.gt(ZERO)) {
+				totalAssetValue = totalAssetValue.add(netQuoteValue);
+			} else {
+				totalLiabilityValue = totalLiabilityValue.add(netQuoteValue.abs());
+			}
 		}
 
 		return { totalAssetValue, totalLiabilityValue };
@@ -1771,10 +1773,7 @@ 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;
 	}
 
 	/**