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

package/lib/dlob/DLOB.d.ts

@@ -88,7 +88,7 @@ export declare class DLOB {
     getMakerLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackAsk?: BN): Generator<DLOBNode>;
     getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, minAuctionDuration: number, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
+    findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
     determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
         takerNode: DLOBNode;
         makerNode: DLOBNode;

package/lib/dlob/DLOB.js

@@ -310,7 +310,7 @@ class DLOB {
     }
     findRestingLimitOrderNodesToFill(marketIndex, slot, marketType, oraclePriceData, isAmmPaused, minAuctionDuration, fallbackAsk, fallbackBid) {
         const nodesToFill = new Array();
-        const crossingNodes = this.findCrossingRestingLimitOrders(marketIndex, slot, marketType, oraclePriceData, minAuctionDuration, fallbackAsk, fallbackBid);
+        const crossingNodes = this.findCrossingRestingLimitOrders(marketIndex, slot, marketType, oraclePriceData);
         for (const crossingNode of crossingNodes) {
             nodesToFill.push(crossingNode);
         }
@@ -711,7 +711,7 @@ class DLOB {
                 .gt(currentNode.getPrice(oraclePriceData, slot));
         });
     }
-    findCrossingRestingLimitOrders(marketIndex, slot, marketType, oraclePriceData, minAuctionDuration, fallbackAsk, fallbackBid) {
+    findCrossingRestingLimitOrders(marketIndex, slot, marketType, oraclePriceData) {
         const nodesToFill = new Array();
         for (const askNode of this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData)) {
             const bidGenerator = this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData);
@@ -735,22 +735,6 @@ class DLOB {
                     continue;
                 }
                 const { takerNode, makerNode } = makerAndTaker;
-                // extra guard against bad fills for limit orders where auction is incomplete
-                if (!__1.isFallbackAvailableLiquiditySource(takerNode.order, minAuctionDuration, slot)) {
-                    let bidPrice;
-                    let askPrice;
-                    if (__1.isVariant(takerNode.order.direction, 'long')) {
-                        bidPrice = __1.BN.min(takerNode.getPrice(oraclePriceData, slot), fallbackAsk || __1.BN_MAX);
-                        askPrice = makerNode.getPrice(oraclePriceData, slot);
-                    }
-                    else {
-                        bidPrice = makerNode.getPrice(oraclePriceData, slot);
-                        askPrice = __1.BN.max(takerNode.getPrice(oraclePriceData, slot), fallbackBid || __1.ZERO);
-                    }
-                    if (bidPrice.lt(askPrice)) {
-                        continue;
-                    }
-                }
                 const bidBaseRemaining = bidOrder.baseAssetAmount.sub(bidOrder.baseAssetAmountFilled);
                 const askBaseRemaining = askOrder.baseAssetAmount.sub(askOrder.baseAssetAmountFilled);
                 const baseFilled = __1.BN.min(bidBaseRemaining, askBaseRemaining);

package/lib/driftClient.js

@@ -1841,7 +1841,7 @@ class DriftClient {
                 ? newTriggerCondition || openOrder.triggerCondition
                 : undefined,
             oraclePriceOffset: newOraclePriceOffset || openOrder.oraclePriceOffset,
-            auctionDuration: auctionDuration || openOrder.auctionDuration,
+            auctionDuration: auctionDuration !== null && auctionDuration !== void 0 ? auctionDuration : openOrder.auctionDuration,
             maxTs: openOrder.maxTs,
             auctionStartPrice: auctionStartPrice || openOrder.auctionStartPrice,
             auctionEndPrice: auctionEndPrice || openOrder.auctionEndPrice,
@@ -2094,7 +2094,7 @@ class DriftClient {
             writablePerpMarketIndexes: [marketIndex],
             writableSpotMarketIndexes: [numericConstants_1.QUOTE_SPOT_MARKET_INDEX],
         });
-        const spotMarket = this.getSpotMarketAccount(marketIndex);
+        const spotMarket = this.getQuoteSpotMarketAccount();
         return await this.program.instruction.resolvePerpBankruptcy(numericConstants_1.QUOTE_SPOT_MARKET_INDEX, marketIndex, {
             accounts: {
                 state: await this.getStatePublicKey(),

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.18.0-beta.1",
+    "version": "2.18.0",
     "name": "drift",
     "instructions": [
         {
@@ -8596,6 +8596,11 @@
             "code": 6226,
             "name": "MarginOrdersOpen",
             "msg": "MarginOrdersOpen"
+        },
+        {
+            "code": 6227,
+            "name": "TierViolationLiquidatingPerpPnl",
+            "msg": "TierViolationLiquidatingPerpPnl"
         }
     ]
 }

package/lib/math/spotBalance.js

@@ -6,6 +6,7 @@ const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const margin_1 = require("./margin");
 const numericConstants_2 = require("../constants/numericConstants");
+const utils_1 = require("./utils");
 function getBalance(tokenAmount, spotMarket, balanceType) {
     const precisionIncrease = numericConstants_1.TEN.pow(new anchor_1.BN(19 - spotMarket.decimals));
     const cumulativeInterest = types_1.isVariant(balanceType, 'deposit')
@@ -20,10 +21,14 @@ function getBalance(tokenAmount, spotMarket, balanceType) {
 exports.getBalance = getBalance;
 function getTokenAmount(balanceAmount, spotMarket, balanceType) {
     const precisionDecrease = numericConstants_1.TEN.pow(new anchor_1.BN(19 - spotMarket.decimals));
-    const cumulativeInterest = types_1.isVariant(balanceType, 'deposit')
-        ? spotMarket.cumulativeDepositInterest
-        : spotMarket.cumulativeBorrowInterest;
-    return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
+    if (types_1.isVariant(balanceType, 'deposit')) {
+        return balanceAmount
+            .mul(spotMarket.cumulativeDepositInterest)
+            .div(precisionDecrease);
+    }
+    else {
+        return utils_1.divCeil(balanceAmount.mul(spotMarket.cumulativeBorrowInterest), precisionDecrease);
+    }
 }
 exports.getTokenAmount = getTokenAmount;
 function getSignedTokenAmount(tokenAmount, balanceType) {

package/lib/math/utils.d.ts

@@ -2,3 +2,4 @@
 import { BN } from '../';
 export declare function clampBN(x: BN, min: BN, max: BN): BN;
 export declare const squareRootBN: (n: BN) => BN;
+export declare const divCeil: (a: BN, b: BN) => BN;

package/lib/math/utils.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.squareRootBN = exports.clampBN = void 0;
+exports.divCeil = exports.squareRootBN = exports.clampBN = void 0;
 const __1 = require("../");
 function clampBN(x, min, max) {
     return __1.BN.max(min, __1.BN.min(x, max));
@@ -23,3 +23,14 @@ const squareRootBN = (n) => {
     }
 };
 exports.squareRootBN = squareRootBN;
+const divCeil = (a, b) => {
+    const quotient = a.div(b);
+    const remainder = a.mod(b);
+    if (remainder.gt(__1.ZERO)) {
+        return quotient.add(__1.ONE);
+    }
+    else {
+        return quotient;
+    }
+};
+exports.divCeil = divCeil;

package/package.json

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

package/src/dlob/DLOB.ts

@@ -24,8 +24,6 @@ import {
 	UserMap,
 	OrderRecord,
 	OrderActionRecord,
-	ZERO,
-	BN_MAX,
 	isRestingLimitOrder,
 	isTakingOrder,
 	isFallbackAvailableLiquiditySource,
@@ -535,10 +533,7 @@ export class DLOB {
 			marketIndex,
 			slot,
 			marketType,
-			oraclePriceData,
-			minAuctionDuration,
-			fallbackAsk,
-			fallbackBid
+			oraclePriceData
 		);
 
 		for (const crossingNode of crossingNodes) {
@@ -1294,10 +1289,7 @@ export class DLOB {
 		marketIndex: number,
 		slot: number,
 		marketType: MarketType,
-		oraclePriceData: OraclePriceData,
-		minAuctionDuration: number,
-		fallbackAsk: BN | undefined,
-		fallbackBid: BN | undefined
+		oraclePriceData: OraclePriceData
 	): NodeToFill[] {
 		const nodesToFill = new Array<NodeToFill>();
 
@@ -1341,35 +1333,6 @@ export class DLOB {
 
 				const { takerNode, makerNode } = makerAndTaker;
 
-				// extra guard against bad fills for limit orders where auction is incomplete
-				if (
-					!isFallbackAvailableLiquiditySource(
-						takerNode.order,
-						minAuctionDuration,
-						slot
-					)
-				) {
-					let bidPrice: BN;
-					let askPrice: BN;
-					if (isVariant(takerNode.order.direction, 'long')) {
-						bidPrice = BN.min(
-							takerNode.getPrice(oraclePriceData, slot),
-							fallbackAsk || BN_MAX
-						);
-						askPrice = makerNode.getPrice(oraclePriceData, slot);
-					} else {
-						bidPrice = makerNode.getPrice(oraclePriceData, slot);
-						askPrice = BN.max(
-							takerNode.getPrice(oraclePriceData, slot),
-							fallbackBid || ZERO
-						);
-					}
-
-					if (bidPrice.lt(askPrice)) {
-						continue;
-					}
-				}
-
 				const bidBaseRemaining = bidOrder.baseAssetAmount.sub(
 					bidOrder.baseAssetAmountFilled
 				);

package/src/driftClient.ts

@@ -3160,7 +3160,7 @@ export class DriftClient {
 				? newTriggerCondition || openOrder.triggerCondition
 				: undefined,
 			oraclePriceOffset: newOraclePriceOffset || openOrder.oraclePriceOffset,
-			auctionDuration: auctionDuration || openOrder.auctionDuration,
+			auctionDuration: auctionDuration ?? openOrder.auctionDuration,
 			maxTs: openOrder.maxTs,
 			auctionStartPrice: auctionStartPrice || openOrder.auctionStartPrice,
 			auctionEndPrice: auctionEndPrice || openOrder.auctionEndPrice,
@@ -3695,7 +3695,7 @@ export class DriftClient {
 			writableSpotMarketIndexes: [QUOTE_SPOT_MARKET_INDEX],
 		});
 
-		const spotMarket = this.getSpotMarketAccount(marketIndex);
+		const spotMarket = this.getQuoteSpotMarketAccount();
 
 		return await this.program.instruction.resolvePerpBankruptcy(
 			QUOTE_SPOT_MARKET_INDEX,

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.18.0-beta.1",
+  "version": "2.18.0",
   "name": "drift",
   "instructions": [
     {
@@ -8596,6 +8596,11 @@
       "code": 6226,
       "name": "MarginOrdersOpen",
       "msg": "MarginOrdersOpen"
+    },
+    {
+      "code": 6227,
+      "name": "TierViolationLiquidatingPerpPnl",
+      "msg": "TierViolationLiquidatingPerpPnl"
     }
   ]
 }

package/src/math/spotBalance.ts

@@ -21,6 +21,7 @@ import {
 } from './margin';
 import { OraclePriceData } from '../oracles/types';
 import { PERCENTAGE_PRECISION } from '../constants/numericConstants';
+import { divCeil } from './utils';
 
 export function getBalance(
 	tokenAmount: BN,
@@ -49,11 +50,16 @@ export function getTokenAmount(
 ): BN {
 	const precisionDecrease = TEN.pow(new BN(19 - spotMarket.decimals));
 
-	const cumulativeInterest = isVariant(balanceType, 'deposit')
-		? spotMarket.cumulativeDepositInterest
-		: spotMarket.cumulativeBorrowInterest;
-
-	return balanceAmount.mul(cumulativeInterest).div(precisionDecrease);
+	if (isVariant(balanceType, 'deposit')) {
+		return balanceAmount
+			.mul(spotMarket.cumulativeDepositInterest)
+			.div(precisionDecrease);
+	} else {
+		return divCeil(
+			balanceAmount.mul(spotMarket.cumulativeBorrowInterest),
+			precisionDecrease
+		);
+	}
 }
 
 export function getSignedTokenAmount(

package/src/math/utils.ts

@@ -1,4 +1,4 @@
-import { BN } from '../';
+import { BN, ONE, ZERO } from '../';
 
 export function clampBN(x: BN, min: BN, max: BN): BN {
 	return BN.max(min, BN.min(x, max));
@@ -21,3 +21,15 @@ export const squareRootBN = (n: BN): BN => {
 		return largeCand;
 	}
 };
+
+export const divCeil = (a: BN, b: BN): BN => {
+	const quotient = a.div(b);
+
+	const remainder = a.mod(b);
+
+	if (remainder.gt(ZERO)) {
+		return quotient.add(ONE);
+	} else {
+		return quotient;
+	}
+};