@drift-labs/sdk 2.2.0 → 2.2.1

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Files changed (5) hide show
  1. package/lib/idl/drift.json +1 -1
  2. package/lib/math/amm.js +7 -5
  3. package/package.json +1 -1
  4. package/src/idl/drift.json +1 -1
  5. package/src/math/amm.ts +17 -14
package/lib/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
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  {
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- "version": "2.2.0",
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+ "version": "2.2.1",
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  "name": "drift",
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  "instructions": [
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  {
package/lib/math/amm.js CHANGED
@@ -198,16 +198,18 @@ function calculateInventoryScale(baseAssetAmountWithAmm, baseAssetReserve, minBa
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  // inventory skew
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  const [openBids, openAsks] = calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve);
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  const minSideLiquidity = anchor_1.BN.max(new anchor_1.BN(1), anchor_1.BN.min(openBids.abs(), openAsks.abs()));
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- const inventoryScaleMax = anchor_1.BN.max(defaultLargeBidAskFactor, new anchor_1.BN(maxSpread / 2)
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+ const inventoryScaleMaxBN = anchor_1.BN.max(defaultLargeBidAskFactor, new anchor_1.BN(maxSpread / 2)
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  .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
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- .div(new anchor_1.BN(Math.max(directionalSpread, 1)))).toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
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- const inventoryScale = baseAssetAmountWithAmm
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+ .div(new anchor_1.BN(Math.max(directionalSpread, 1))));
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+ const inventoryScaleBN = baseAssetAmountWithAmm
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  .mul(anchor_1.BN.max(baseAssetAmountWithAmm.abs(), numericConstants_1.BASE_PRECISION))
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  .div(numericConstants_1.BASE_PRECISION)
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  .mul(defaultLargeBidAskFactor)
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  .div(minSideLiquidity)
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- .abs()
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- .toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
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+ .abs();
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+ const inventoryScale = anchor_1.BN.min(inventoryScaleMaxBN, inventoryScaleBN).toNumber() /
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+ numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
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+ const inventoryScaleMax = inventoryScaleMaxBN.toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
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  const inventorySpreadScale = Math.min(inventoryScaleMax, 1 + inventoryScale);
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  return inventorySpreadScale;
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  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@drift-labs/sdk",
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- "version": "2.2.0",
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+ "version": "2.2.1",
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  "main": "lib/index.js",
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  "types": "lib/index.d.ts",
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  "author": "crispheaney",
package/src/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
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  {
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- "version": "2.2.0",
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+ "version": "2.2.1",
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  "name": "drift",
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  "instructions": [
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  {
package/src/math/amm.ts CHANGED
@@ -361,23 +361,26 @@ export function calculateInventoryScale(
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  BN.min(openBids.abs(), openAsks.abs())
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  );
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- const inventoryScaleMax =
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- BN.max(
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- defaultLargeBidAskFactor,
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- new BN(maxSpread / 2)
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- .mul(BID_ASK_SPREAD_PRECISION)
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- .div(new BN(Math.max(directionalSpread, 1)))
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- ).toNumber() / BID_ASK_SPREAD_PRECISION.toNumber();
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+ const inventoryScaleMaxBN = BN.max(
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+ defaultLargeBidAskFactor,
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+ new BN(maxSpread / 2)
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+ .mul(BID_ASK_SPREAD_PRECISION)
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+ .div(new BN(Math.max(directionalSpread, 1)))
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+ );
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+
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+ const inventoryScaleBN = baseAssetAmountWithAmm
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+ .mul(BN.max(baseAssetAmountWithAmm.abs(), BASE_PRECISION))
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+ .div(BASE_PRECISION)
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+ .mul(defaultLargeBidAskFactor)
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+ .div(minSideLiquidity)
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+ .abs();
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  const inventoryScale =
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- baseAssetAmountWithAmm
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- .mul(BN.max(baseAssetAmountWithAmm.abs(), BASE_PRECISION))
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- .div(BASE_PRECISION)
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- .mul(defaultLargeBidAskFactor)
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- .div(minSideLiquidity)
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- .abs()
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- .toNumber() / BID_ASK_SPREAD_PRECISION.toNumber();
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+ BN.min(inventoryScaleMaxBN, inventoryScaleBN).toNumber() /
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+ BID_ASK_SPREAD_PRECISION.toNumber();
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+ const inventoryScaleMax =
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+ inventoryScaleMaxBN.toNumber() / BID_ASK_SPREAD_PRECISION.toNumber();
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  const inventorySpreadScale = Math.min(inventoryScaleMax, 1 + inventoryScale);
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  return inventorySpreadScale;