@drift-labs/sdk 2.18.0 → 2.19.1

package/lib/driftClientConfig.d.ts

@@ -3,7 +3,7 @@ import { IWallet } from './types';
 import { OracleInfo } from './oracles/types';
 import { BulkAccountLoader } from './accounts/bulkAccountLoader';
 import { DriftEnv } from './config';
-export declare type DriftClientConfig = {
+export type DriftClientConfig = {
     connection: Connection;
     wallet: IWallet;
     programID: PublicKey;
@@ -20,13 +20,13 @@ export declare type DriftClientConfig = {
     userStats?: boolean;
     authority?: PublicKey;
 };
-export declare type DriftClientSubscriptionConfig = {
+export type DriftClientSubscriptionConfig = {
     type: 'websocket';
 } | {
     type: 'polling';
     accountLoader: BulkAccountLoader;
 };
-declare type TxSenderConfig = {
+type TxSenderConfig = {
     type: 'retry';
     timeout?: number;
     retrySleep?: number;

package/lib/events/eventSubscriber.js

@@ -20,7 +20,7 @@ class EventSubscriber {
         this.txEventCache = new txEventCache_1.TxEventCache(this.options.maxTx);
         this.eventListMap = new Map();
         for (const eventType of this.options.eventTypes) {
-            this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, sort_1.getSortFn(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
+            this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, (0, sort_1.getSortFn)(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
         }
         this.eventEmitter = new events_1.EventEmitter();
         if (this.options.logProviderConfig.type === 'websocket') {
@@ -80,7 +80,7 @@ class EventSubscriber {
         let beforeTx = undefined;
         const untilTx = this.options.untilTx;
         while (txFetched < this.options.maxTx) {
-            const response = await fetchLogs_1.fetchLogs(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
+            const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
             if (response === undefined) {
                 break;
             }

package/lib/events/fetchLogs.d.ts

@@ -1,12 +1,12 @@
 import { Program } from '@project-serum/anchor';
 import { Connection, Finality, PublicKey, TransactionResponse, TransactionSignature } from '@solana/web3.js';
 import { WrappedEvents } from './types';
-declare type Log = {
+type Log = {
     txSig: TransactionSignature;
     slot: number;
     logs: string[];
 };
-declare type FetchLogsResponse = {
+type FetchLogsResponse = {
     earliestTx: string;
     mostRecentTx: string;
     earliestSlot: number;

package/lib/events/pollingLogProvider.js

@@ -20,7 +20,7 @@ class PollingLogProvider {
             }
             this.mutex = 1;
             try {
-                const response = await fetchLogs_1.fetchLogs(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx, 
+                const response = await (0, fetchLogs_1.fetchLogs)(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx, 
                 // If skipping history, only fetch one log back, not the maximum amount available
                 skipHistory && this.firstFetch ? 1 : undefined);
                 if (response === undefined) {

package/lib/events/types.d.ts

@@ -1,6 +1,6 @@
 import { Commitment, TransactionSignature } from '@solana/web3.js';
 import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, LPRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord } from '../index';
-export declare type EventSubscriptionOptions = {
+export type EventSubscriptionOptions = {
     eventTypes?: EventType[];
     maxEventsPerType?: number;
     orderBy?: EventSubscriptionOrderBy;
@@ -11,17 +11,17 @@ export declare type EventSubscriptionOptions = {
     untilTx?: TransactionSignature;
 };
 export declare const DefaultEventSubscriptionOptions: EventSubscriptionOptions;
-export declare type EventSubscriptionOrderBy = 'blockchain' | 'client';
-export declare type EventSubscriptionOrderDirection = 'asc' | 'desc';
-export declare type Event<T> = T & {
+export type EventSubscriptionOrderBy = 'blockchain' | 'client';
+export type EventSubscriptionOrderDirection = 'asc' | 'desc';
+export type Event<T> = T & {
     txSig: TransactionSignature;
     slot: number;
 };
-export declare type WrappedEvent<Type extends EventType> = EventMap[Type] & {
+export type WrappedEvent<Type extends EventType> = EventMap[Type] & {
     eventType: Type;
 };
-export declare type WrappedEvents = WrappedEvent<EventType>[];
-export declare type EventMap = {
+export type WrappedEvents = WrappedEvent<EventType>[];
+export type EventMap = {
     DepositRecord: Event<DepositRecord>;
     FundingPaymentRecord: Event<FundingPaymentRecord>;
     LiquidationRecord: Event<LiquidationRecord>;
@@ -36,23 +36,23 @@ export declare type EventMap = {
     InsuranceFundStakeRecord: Event<InsuranceFundStakeRecord>;
     CurveRecord: Event<CurveRecord>;
 };
-export declare type EventType = keyof EventMap;
-export declare type DriftEvent = Event<DepositRecord> | Event<FundingPaymentRecord> | Event<LiquidationRecord> | Event<FundingRateRecord> | Event<OrderRecord> | Event<OrderActionRecord> | Event<SettlePnlRecord> | Event<NewUserRecord> | Event<LPRecord> | Event<InsuranceFundRecord> | Event<SpotInterestRecord> | Event<InsuranceFundStakeRecord> | Event<CurveRecord>;
+export type EventType = keyof EventMap;
+export type DriftEvent = Event<DepositRecord> | Event<FundingPaymentRecord> | Event<LiquidationRecord> | Event<FundingRateRecord> | Event<OrderRecord> | Event<OrderActionRecord> | Event<SettlePnlRecord> | Event<NewUserRecord> | Event<LPRecord> | Event<InsuranceFundRecord> | Event<SpotInterestRecord> | Event<InsuranceFundStakeRecord> | Event<CurveRecord>;
 export interface EventSubscriberEvents {
     newEvent: (event: WrappedEvent<EventType>) => void;
 }
-export declare type SortFn = (currentRecord: EventMap[EventType], newRecord: EventMap[EventType]) => 'less than' | 'greater than';
-export declare type logProviderCallback = (txSig: TransactionSignature, slot: number, logs: string[], mostRecentBlockTime: number | undefined) => void;
+export type SortFn = (currentRecord: EventMap[EventType], newRecord: EventMap[EventType]) => 'less than' | 'greater than';
+export type logProviderCallback = (txSig: TransactionSignature, slot: number, logs: string[], mostRecentBlockTime: number | undefined) => void;
 export interface LogProvider {
     isSubscribed(): boolean;
     subscribe(callback: logProviderCallback, skipHistory?: boolean): boolean;
     unsubscribe(): Promise<boolean>;
 }
-export declare type WebSocketLogProviderConfig = {
+export type WebSocketLogProviderConfig = {
     type: 'websocket';
 };
-export declare type PollingLogProviderConfig = {
+export type PollingLogProviderConfig = {
     type: 'polling';
     frequency: number;
 };
-export declare type LogProviderConfig = WebSocketLogProviderConfig | PollingLogProviderConfig;
+export type LogProviderConfig = WebSocketLogProviderConfig | PollingLogProviderConfig;

package/lib/examples/loadDlob.js

@@ -7,7 +7,7 @@ const __2 = require("..");
 const env = 'mainnet-beta';
 const main = async () => {
     // Initialize Drift SDK
-    const sdkConfig = __2.initialize({ env });
+    const sdkConfig = (0, __2.initialize)({ env });
     // Set up the Wallet and Provider
     const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
     const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
@@ -24,7 +24,7 @@ const main = async () => {
         connection,
         wallet: provider.wallet,
         programID: driftPublicKey,
-        ...__2.getMarketsAndOraclesForSubscription(env),
+        ...(0, __2.getMarketsAndOraclesForSubscription)(env),
         accountSubscription: {
             type: 'polling',
             accountLoader: bulkAccountLoader,

package/lib/examples/makeTradeExample.js

@@ -14,7 +14,7 @@ exports.getTokenAddress = getTokenAddress;
 const env = 'devnet';
 const main = async () => {
     // Initialize Drift SDK
-    const sdkConfig = __2.initialize({ env });
+    const sdkConfig = (0, __2.initialize)({ env });
     // Set up the Wallet and Provider
     const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
     const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
@@ -28,7 +28,7 @@ const main = async () => {
     const lamportsBalance = await connection.getBalance(wallet.publicKey);
     console.log('SOL balance:', lamportsBalance / 10 ** 9);
     // Misc. other things to set up
-    const usdcTokenAddress = await exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
+    const usdcTokenAddress = await (0, exports.getTokenAddress)(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
     // Set up the Drift Clearing House
     const driftPublicKey = new web3_js_1.PublicKey(sdkConfig.DRIFT_PROGRAM_ID);
     const bulkAccountLoader = new __2.BulkAccountLoader(connection, 'confirmed', 1000);
@@ -36,7 +36,7 @@ const main = async () => {
         connection,
         wallet: provider.wallet,
         programID: driftPublicKey,
-        ...__2.getMarketsAndOraclesForSubscription(env),
+        ...(0, __2.getMarketsAndOraclesForSubscription)(env),
         accountSubscription: {
             type: 'polling',
             accountLoader: bulkAccountLoader,
@@ -57,21 +57,21 @@ const main = async () => {
     if (!userAccountExists) {
         //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
         const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
-        await driftClient.initializeUserAccountAndDepositCollateral(depositAmount, await exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()), spotMarkets_1.SpotMarkets['devnet'][0].marketIndex);
+        await driftClient.initializeUserAccountAndDepositCollateral(depositAmount, await (0, exports.getTokenAddress)(usdcTokenAddress.toString(), wallet.publicKey.toString()), spotMarkets_1.SpotMarkets['devnet'][0].marketIndex);
     }
     await user.subscribe();
     // Get current price
     const solMarketInfo = sdkConfig.PERP_MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
     const marketIndex = solMarketInfo.marketIndex;
-    const [bid, ask] = __1.calculateBidAskPrice(driftClient.getPerpMarketAccount(marketIndex).amm, driftClient.getOracleDataForPerpMarket(marketIndex));
-    const formattedBidPrice = __2.convertToNumber(bid, __2.PRICE_PRECISION);
-    const formattedAskPrice = __2.convertToNumber(ask, __2.PRICE_PRECISION);
+    const [bid, ask] = (0, __1.calculateBidAskPrice)(driftClient.getPerpMarketAccount(marketIndex).amm, driftClient.getOracleDataForPerpMarket(marketIndex));
+    const formattedBidPrice = (0, __2.convertToNumber)(bid, __2.PRICE_PRECISION);
+    const formattedAskPrice = (0, __2.convertToNumber)(ask, __2.PRICE_PRECISION);
     console.log(`Current amm bid and ask price are $${formattedBidPrice} and $${formattedAskPrice}`);
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = driftClient.getPerpMarketAccount(solMarketInfo.marketIndex);
-    const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, new anchor_1.BN(1).mul(__1.BASE_PRECISION), solMarketAccount, 'base', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
+    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, new anchor_1.BN(1).mul(__1.BASE_PRECISION), solMarketAccount, 'base', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
     console.log(`Slippage for a 1 SOL-PERP would be $${slippage}`);
-    await driftClient.placePerpOrder(__1.getMarketOrderParams({
+    await driftClient.placePerpOrder((0, __1.getMarketOrderParams)({
         baseAssetAmount: new anchor_1.BN(1).mul(__1.BASE_PRECISION),
         direction: __2.PositionDirection.LONG,
         marketIndex: solMarketAccount.marketIndex,

package/lib/factory/bigNum.js

@@ -5,24 +5,24 @@ const anchor_1 = require("@project-serum/anchor");
 const assert_1 = require("../assert/assert");
 const numericConstants_1 = require("./../constants/numericConstants");
 class BigNum {
+    static setLocale(locale) {
+        BigNum.delim = (1.1).toLocaleString(locale).slice(1, 2) || '.';
+        BigNum.spacer = (1000).toLocaleString(locale).slice(1, 2) || ',';
+    }
     constructor(val, precisionVal = new anchor_1.BN(0)) {
         this.toString = (base, length) => this.val.toString(base, length);
         this.val = new anchor_1.BN(val);
         this.precision = new anchor_1.BN(precisionVal);
     }
-    static setLocale(locale) {
-        BigNum.delim = (1.1).toLocaleString(locale).slice(1, 2) || '.';
-        BigNum.spacer = (1000).toLocaleString(locale).slice(1, 2) || ',';
-    }
     bigNumFromParam(bn) {
         return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
     }
     add(bn) {
-        assert_1.assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
+        (0, assert_1.assert)(bn.precision.eq(this.precision), 'Adding unequal precisions');
         return BigNum.from(this.val.add(bn.val), this.precision);
     }
     sub(bn) {
-        assert_1.assert(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
+        (0, assert_1.assert)(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
         return BigNum.from(this.val.sub(bn.val), this.precision);
     }
     mul(bn) {
@@ -82,35 +82,35 @@ class BigNum {
     gt(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
-            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.gt(comparisonVal.val);
     }
     lt(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.lt(comparisonVal.val);
     }
     gte(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.gte(comparisonVal.val);
     }
     lte(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.lte(comparisonVal.val);
     }
     eq(bn, ignorePrecision) {
         const comparisonVal = this.bigNumFromParam(bn);
         if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
-            assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
+            (0, assert_1.assert)(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
         }
         return this.val.eq(comparisonVal.val);
     }
@@ -140,7 +140,7 @@ class BigNum {
      * @returns
      */
     print() {
-        assert_1.assert(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
+        (0, assert_1.assert)(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
         const isNeg = this.isNeg();
         const plainString = this.abs().toString();
         const precisionNum = this.precision.toNumber();
@@ -409,7 +409,7 @@ class BigNum {
      * @returns
      */
     static from(val = numericConstants_1.ZERO, precision) {
-        assert_1.assert(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
+        (0, assert_1.assert)(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
         return new BigNum(val, precision);
     }
     /**

package/lib/factory/oracleClient.js

@@ -7,16 +7,19 @@ const pythClient_1 = require("../oracles/pythClient");
 const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
 const anchor_1 = require("@project-serum/anchor");
 function getOracleClient(oracleSource, connection) {
-    if (types_1.isVariant(oracleSource, 'pyth')) {
+    if ((0, types_1.isVariant)(oracleSource, 'pyth')) {
         return new pythClient_1.PythClient(connection);
     }
-    if (types_1.isVariant(oracleSource, 'pyth1000')) {
+    if ((0, types_1.isVariant)(oracleSource, 'pyth1K')) {
         return new pythClient_1.PythClient(connection, new anchor_1.BN(1000));
     }
+    if ((0, types_1.isVariant)(oracleSource, 'pyth1M')) {
+        return new pythClient_1.PythClient(connection, new anchor_1.BN(1000000));
+    }
     // if (isVariant(oracleSource, 'switchboard')) {
     // 	return new SwitchboardClient(connection);
     // }
-    if (types_1.isVariant(oracleSource, 'quoteAsset')) {
+    if ((0, types_1.isVariant)(oracleSource, 'quoteAsset')) {
         return new quoteAssetOracleClient_1.QuoteAssetOracleClient();
     }
     throw new Error(`Unknown oracle source ${oracleSource}`);

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.18.0",
+    "version": "2.19.1",
     "name": "drift",
     "instructions": [
         {
@@ -6237,14 +6237,17 @@
                     {
                         "name": "Pyth"
                     },
-                    {
-                        "name": "Pyth1000"
-                    },
                     {
                         "name": "Switchboard"
                     },
                     {
                         "name": "QuoteAsset"
+                    },
+                    {
+                        "name": "Pyth1K"
+                    },
+                    {
+                        "name": "Pyth1M"
                     }
                 ]
             }

package/lib/index.js

@@ -1,7 +1,11 @@
 "use strict";
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];

package/lib/math/amm.d.ts

@@ -22,7 +22,7 @@ export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePr
  * @returns price : Precision PRICE_PRECISION
  */
 export declare function calculatePrice(baseAssetReserves: BN, quoteAssetReserves: BN, pegMultiplier: BN): BN;
-export declare type AssetType = 'quote' | 'base';
+export type AssetType = 'quote' | 'base';
 /**
  * Calculates what the amm reserves would be after swapping a quote or base asset amount.
  *

package/lib/math/amm.js

@@ -20,7 +20,7 @@ function calculateOptimalPegAndBudget(amm, oraclePriceData) {
     const reservePriceBefore = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
     const targetPrice = oraclePriceData.price;
     const newPeg = calculatePegFromTargetPrice(targetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-    const prePegCost = repeg_1.calculateRepegCost(amm, newPeg);
+    const prePegCost = (0, repeg_1.calculateRepegCost)(amm, newPeg);
     const totalFeeLB = amm.totalExchangeFee.div(new anchor_1.BN(2));
     const budget = anchor_1.BN.max(numericConstants_1.ZERO, amm.totalFeeMinusDistributions.sub(totalFeeLB));
     let checkLowerBound = true;
@@ -42,7 +42,7 @@ function calculateOptimalPegAndBudget(amm, oraclePriceData) {
                 newTargetPrice = reservePriceBefore.sub(markAdj);
             }
             newOptimalPeg = calculatePegFromTargetPrice(newTargetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-            newBudget = repeg_1.calculateRepegCost(amm, newOptimalPeg);
+            newBudget = (0, repeg_1.calculateRepegCost)(amm, newOptimalPeg);
             checkLowerBound = false;
             return [newTargetPrice, newOptimalPeg, newBudget, false];
         }
@@ -57,12 +57,12 @@ function calculateNewAmm(amm, oraclePriceData) {
     let pKNumer = new anchor_1.BN(1);
     let pKDenom = new anchor_1.BN(1);
     const [targetPrice, _newPeg, budget, _checkLowerBound] = calculateOptimalPegAndBudget(amm, oraclePriceData);
-    let prePegCost = repeg_1.calculateRepegCost(amm, _newPeg);
+    let prePegCost = (0, repeg_1.calculateRepegCost)(amm, _newPeg);
     let newPeg = _newPeg;
     if (prePegCost.gte(budget) && prePegCost.gt(numericConstants_1.ZERO)) {
         [pKNumer, pKDenom] = [new anchor_1.BN(999), new anchor_1.BN(1000)];
-        const deficitMadeup = repeg_1.calculateAdjustKCost(amm, pKNumer, pKDenom);
-        assert_1.assert(deficitMadeup.lte(new anchor_1.BN(0)));
+        const deficitMadeup = (0, repeg_1.calculateAdjustKCost)(amm, pKNumer, pKDenom);
+        (0, assert_1.assert)(deficitMadeup.lte(new anchor_1.BN(0)));
         prePegCost = budget.add(deficitMadeup.abs());
         const newAmm = Object.assign({}, amm);
         newAmm.baseAssetReserve = newAmm.baseAssetReserve.mul(pKNumer).div(pKDenom);
@@ -74,8 +74,8 @@ function calculateNewAmm(amm, oraclePriceData) {
             : types_1.PositionDirection.LONG;
         const [newQuoteAssetReserve, _newBaseAssetReserve] = calculateAmmReservesAfterSwap(newAmm, 'base', amm.baseAssetAmountWithAmm.abs(), getSwapDirection('base', directionToClose));
         newAmm.terminalQuoteAssetReserve = newQuoteAssetReserve;
-        newPeg = repeg_1.calculateBudgetedPeg(newAmm, prePegCost, targetPrice);
-        prePegCost = repeg_1.calculateRepegCost(newAmm, newPeg);
+        newPeg = (0, repeg_1.calculateBudgetedPeg)(newAmm, prePegCost, targetPrice);
+        prePegCost = (0, repeg_1.calculateRepegCost)(newAmm, newPeg);
     }
     return [prePegCost, pKNumer, pKDenom, newPeg];
 }
@@ -106,7 +106,7 @@ exports.calculateUpdatedAMM = calculateUpdatedAMM;
 function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData) {
     const newAmm = calculateUpdatedAMM(amm, oraclePriceData);
     const [shortReserves, longReserves] = calculateSpreadReserves(newAmm, oraclePriceData);
-    const dirReserves = types_1.isVariant(direction, 'long')
+    const dirReserves = (0, types_1.isVariant)(direction, 'long')
         ? longReserves
         : shortReserves;
     const result = {
@@ -161,7 +161,7 @@ exports.calculatePrice = calculatePrice;
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
+    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
@@ -203,26 +203,21 @@ function calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBas
 exports.calculateMarketOpenBidAsk = calculateMarketOpenBidAsk;
 function calculateInventoryScale(baseAssetAmountWithAmm, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve, directionalSpread, maxSpread) {
     if (baseAssetAmountWithAmm.eq(numericConstants_1.ZERO)) {
-        return 0;
+        return 1;
     }
-    const defaultLargeBidAskFactor = numericConstants_1.BID_ASK_SPREAD_PRECISION.mul(new anchor_1.BN(10));
+    const MAX_BID_ASK_INVENTORY_SKEW_FACTOR = numericConstants_1.BID_ASK_SPREAD_PRECISION.mul(new anchor_1.BN(10));
     // inventory skew
     const [openBids, openAsks] = calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve);
-    const minSideLiquidity = anchor_1.BN.max(new anchor_1.BN(1), anchor_1.BN.min(openBids.abs(), openAsks.abs()));
-    const inventoryScaleMaxBN = anchor_1.BN.max(defaultLargeBidAskFactor, new anchor_1.BN(maxSpread / 2)
+    const minSideLiquidity = anchor_1.BN.min(openBids.abs(), openAsks.abs());
+    const inventoryScaleBN = anchor_1.BN.min(baseAssetAmountWithAmm
+        .mul(numericConstants_1.PERCENTAGE_PRECISION)
+        .div(anchor_1.BN.max(minSideLiquidity, numericConstants_1.ONE))
+        .abs(), numericConstants_1.PERCENTAGE_PRECISION);
+    const inventoryScaleMaxBN = anchor_1.BN.max(MAX_BID_ASK_INVENTORY_SKEW_FACTOR, new anchor_1.BN(maxSpread)
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(new anchor_1.BN(Math.max(directionalSpread, 1))));
-    const inventoryScaleBN = baseAssetAmountWithAmm
-        .mul(anchor_1.BN.max(baseAssetAmountWithAmm.abs(), numericConstants_1.BASE_PRECISION))
-        .div(numericConstants_1.BASE_PRECISION)
-        .mul(defaultLargeBidAskFactor)
-        .div(minSideLiquidity)
-        .abs();
-    const inventoryScale = anchor_1.BN.min(inventoryScaleMaxBN, inventoryScaleBN).toNumber() /
-        numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
-    const inventoryScaleMax = inventoryScaleMaxBN.toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
-    const inventorySpreadScale = Math.min(inventoryScaleMax, 1 + inventoryScale);
-    return inventorySpreadScale;
+    const inventoryScaleCapped = anchor_1.BN.min(inventoryScaleMaxBN, numericConstants_1.BID_ASK_SPREAD_PRECISION.add(inventoryScaleMaxBN.mul(inventoryScaleBN).div(numericConstants_1.PERCENTAGE_PRECISION))).toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
+    return inventoryScaleCapped;
 }
 exports.calculateInventoryScale = calculateInventoryScale;
 function calculateEffectiveLeverage(baseSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, reservePrice, totalFeeMinusDistributions) {
@@ -256,16 +251,16 @@ function calculateVolSpreadBN(lastOracleConfPct, reservePrice, markStd, oracleSt
     const volSpread = anchor_1.BN.max(lastOracleConfPct, marketAvgStdPct.div(new anchor_1.BN(2)));
     const clampMin = numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(100));
     const clampMax = numericConstants_1.PERCENTAGE_PRECISION.mul(new anchor_1.BN(16)).div(new anchor_1.BN(10));
-    const longVolSpreadFactor = __1.clampBN(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
-    const shortVolSpreadFactor = __1.clampBN(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
+    const longVolSpreadFactor = (0, __1.clampBN)(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
+    const shortVolSpreadFactor = (0, __1.clampBN)(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
     const longVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
     const shortVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
     return [longVolSpread, shortVolSpread];
 }
 exports.calculateVolSpreadBN = calculateVolSpreadBN;
 function calculateSpreadBN(baseSpread, lastOracleReservePriceSpreadPct, lastOracleConfPct, maxSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, baseAssetAmountWithAmm, reservePrice, totalFeeMinusDistributions, netRevenueSinceLastFunding, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve, markStd, oracleStd, longIntensity, shortIntensity, volume24H, returnTerms = false) {
-    assert_1.assert(Number.isInteger(baseSpread));
-    assert_1.assert(Number.isInteger(maxSpread));
+    (0, assert_1.assert)(Number.isInteger(baseSpread));
+    (0, assert_1.assert)(Number.isInteger(maxSpread));
     const spreadTerms = {
         longVolSpread: 0,
         shortVolSpread: 0,
@@ -395,7 +390,7 @@ function calculateSpread(amm, oraclePriceData, now) {
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(reservePrice);
     now = now || new anchor_1.BN(new Date().getTime() / 1000); //todo
-    const liveOracleStd = oracles_1.calculateLiveOracleStd(amm, oraclePriceData, now);
+    const liveOracleStd = (0, oracles_1.calculateLiveOracleStd)(amm, oraclePriceData, now);
     const spreads = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.baseAssetAmountWithAmm, reservePrice, amm.totalFeeMinusDistributions, amm.netRevenueSinceLastFunding, amm.baseAssetReserve, amm.minBaseAssetReserve, amm.maxBaseAssetReserve, amm.markStd, liveOracleStd, amm.longIntensityVolume, amm.shortIntensityVolume, amm.volume24H);
     const longSpread = spreads[0];
     const shortSpread = spreads[1];
@@ -412,7 +407,7 @@ function calculateSpreadReserves(amm, oraclePriceData, now) {
         }
         const quoteAssetReserveDelta = amm.quoteAssetReserve.div(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(new anchor_1.BN(spread / 2)));
         let quoteAssetReserve;
-        if (types_1.isVariant(direction, 'long')) {
+        if ((0, types_1.isVariant)(direction, 'long')) {
             quoteAssetReserve = amm.quoteAssetReserve.add(quoteAssetReserveDelta);
         }
         else {
@@ -458,10 +453,10 @@ exports.calculateSwapOutput = calculateSwapOutput;
  * @param positionDirection
  */
 function getSwapDirection(inputAssetType, positionDirection) {
-    if (types_1.isVariant(positionDirection, 'long') && inputAssetType === 'base') {
+    if ((0, types_1.isVariant)(positionDirection, 'long') && inputAssetType === 'base') {
         return types_1.SwapDirection.REMOVE;
     }
-    if (types_1.isVariant(positionDirection, 'short') && inputAssetType === 'quote') {
+    if ((0, types_1.isVariant)(positionDirection, 'short') && inputAssetType === 'quote') {
         return types_1.SwapDirection.REMOVE;
     }
     return types_1.SwapDirection.ADD;
@@ -493,9 +488,9 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
         .mul(amm.pegMultiplier)
         .div(limit_price)
         .div(numericConstants_1.PEG_PRECISION);
-    const newBaseAssetReserve = __1.squareRootBN(newBaseAssetReserveSquared);
+    const newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
     const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, oraclePriceData, now);
-    const baseAssetReserveBefore = types_1.isVariant(direction, 'long')
+    const baseAssetReserveBefore = (0, types_1.isVariant)(direction, 'long')
         ? longSpreadReserves.baseAssetReserve
         : shortSpreadReserves.baseAssetReserve;
     if (newBaseAssetReserve.gt(baseAssetReserveBefore)) {
@@ -517,13 +512,13 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
 }
 exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;
 function calculateQuoteAssetAmountSwapped(quoteAssetReserves, pegMultiplier, swapDirection) {
-    if (types_1.isVariant(swapDirection, 'remove')) {
+    if ((0, types_1.isVariant)(swapDirection, 'remove')) {
         quoteAssetReserves = quoteAssetReserves.add(numericConstants_1.ONE);
     }
     let quoteAssetAmount = quoteAssetReserves
         .mul(pegMultiplier)
         .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    if (types_1.isVariant(swapDirection, 'remove')) {
+    if ((0, types_1.isVariant)(swapDirection, 'remove')) {
         quoteAssetAmount = quoteAssetAmount.add(numericConstants_1.ONE);
     }
     return quoteAssetAmount;
@@ -532,12 +527,12 @@ exports.calculateQuoteAssetAmountSwapped = calculateQuoteAssetAmountSwapped;
 function calculateMaxBaseAssetAmountFillable(amm, orderDirection) {
     const maxFillSize = amm.baseAssetReserve.div(new anchor_1.BN(amm.maxFillReserveFraction));
     let maxBaseAssetAmountOnSide;
-    if (types_1.isVariant(orderDirection, 'long')) {
+    if ((0, types_1.isVariant)(orderDirection, 'long')) {
         maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.baseAssetReserve.sub(amm.minBaseAssetReserve));
     }
     else {
         maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.maxBaseAssetReserve.sub(amm.baseAssetReserve));
     }
-    return __1.standardizeBaseAssetAmount(anchor_1.BN.min(maxFillSize, maxBaseAssetAmountOnSide), amm.orderStepSize);
+    return (0, __1.standardizeBaseAssetAmount)(anchor_1.BN.min(maxFillSize, maxBaseAssetAmountOnSide), amm.orderStepSize);
 }
 exports.calculateMaxBaseAssetAmountFillable = calculateMaxBaseAssetAmountFillable;

package/lib/math/auction.js

@@ -18,10 +18,10 @@ function isFallbackAvailableLiquiditySource(order, minAuctionDuration, slot) {
 }
 exports.isFallbackAvailableLiquiditySource = isFallbackAvailableLiquiditySource;
 function getAuctionPrice(order, slot, oraclePrice) {
-    if (types_1.isOneOfVariant(order.orderType, ['market', 'triggerMarket', 'limit'])) {
+    if ((0, types_1.isOneOfVariant)(order.orderType, ['market', 'triggerMarket', 'limit'])) {
         return getAuctionPriceForFixedAuction(order, slot);
     }
-    else if (types_1.isVariant(order.orderType, 'oracle')) {
+    else if ((0, types_1.isVariant)(order.orderType, 'oracle')) {
         return getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice);
     }
     else {
@@ -37,7 +37,7 @@ function getAuctionPriceForFixedAuction(order, slot) {
         return order.auctionEndPrice;
     }
     let priceDelta;
-    if (types_1.isVariant(order.direction, 'long')) {
+    if ((0, types_1.isVariant)(order.direction, 'long')) {
         priceDelta = order.auctionEndPrice
             .sub(order.auctionStartPrice)
             .mul(deltaNumerator)
@@ -50,7 +50,7 @@ function getAuctionPriceForFixedAuction(order, slot) {
             .div(deltaDenominator);
     }
     let price;
-    if (types_1.isVariant(order.direction, 'long')) {
+    if ((0, types_1.isVariant)(order.direction, 'long')) {
         price = order.auctionStartPrice.add(priceDelta);
     }
     else {
@@ -67,7 +67,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
         return order.auctionEndPrice.add(order.auctionEndPrice);
     }
     let priceOffsetDelta;
-    if (types_1.isVariant(order.direction, 'long')) {
+    if ((0, types_1.isVariant)(order.direction, 'long')) {
         priceOffsetDelta = order.auctionEndPrice
             .sub(order.auctionStartPrice)
             .mul(deltaNumerator)
@@ -80,7 +80,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
             .div(deltaDenominator);
     }
     let priceOffset;
-    if (types_1.isVariant(order.direction, 'long')) {
+    if ((0, types_1.isVariant)(order.direction, 'long')) {
         priceOffset = order.auctionStartPrice.add(priceOffsetDelta);
     }
     else {

package/lib/math/exchangeStatus.js

@@ -9,12 +9,12 @@ exports.exchangePaused = exchangePaused;
 function fillPaused(state, market) {
     return ((state.exchangeStatus & types_1.ExchangeStatus.FILL_PAUSED) ===
         types_1.ExchangeStatus.FILL_PAUSED ||
-        types_1.isOneOfVariant(market.status, ['paused', 'fillPaused']));
+        (0, types_1.isOneOfVariant)(market.status, ['paused', 'fillPaused']));
 }
 exports.fillPaused = fillPaused;
 function ammPaused(state, market) {
     return ((state.exchangeStatus & types_1.ExchangeStatus.AMM_PAUSED) ===
         types_1.ExchangeStatus.AMM_PAUSED ||
-        types_1.isOneOfVariant(market.status, ['paused', 'ammPaused']));
+        (0, types_1.isOneOfVariant)(market.status, ['paused', 'ammPaused']));
 }
 exports.ammPaused = ammPaused;