@drift-labs/sdk 2.20.0-beta.0 → 2.20.0-beta.2

package/lib/math/trade.js

@@ -33,15 +33,15 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
 function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
     let oldPrice;
     if (useSpread && market.amm.baseSpread > 0) {
-        if (types_2.isVariant(direction, 'long')) {
-            oldPrice = market_1.calculateAskPrice(market, oraclePriceData);
+        if ((0, types_2.isVariant)(direction, 'long')) {
+            oldPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
         }
         else {
-            oldPrice = market_1.calculateBidPrice(market, oraclePriceData);
+            oldPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
         }
     }
     else {
-        oldPrice = market_1.calculateReservePrice(market, oraclePriceData);
+        oldPrice = (0, market_1.calculateReservePrice)(market, oraclePriceData);
     }
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
@@ -53,7 +53,7 @@ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quo
         .div(acquiredBaseReserve.abs());
     let amm;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
+        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         amm = {
             baseAssetReserve,
             quoteAssetReserve,
@@ -64,12 +64,12 @@ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quo
     else {
         amm = market.amm;
     }
-    const newPrice = amm_1.calculatePrice(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
+    const newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBaseReserve), amm.quoteAssetReserve.sub(acquiredQuoteReserve), amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
-        assert_1.assert(newPrice.lte(oldPrice));
+        (0, assert_1.assert)(newPrice.lte(oldPrice));
     }
     else {
-        assert_1.assert(oldPrice.lte(newPrice));
+        (0, assert_1.assert)(oldPrice.lte(newPrice));
     }
     const pctMaxSlippage = newPrice
         .sub(oldPrice)
@@ -99,10 +99,10 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
-    const swapDirection = amm_1.getSwapDirection(inputAssetType, direction);
+    const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
     let amm;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
+        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         amm = {
             baseAssetReserve,
             quoteAssetReserve,
@@ -113,10 +113,10 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     else {
         amm = market.amm;
     }
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(amm, inputAssetType, amount, swapDirection);
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(amm, inputAssetType, amount, swapDirection);
     const acquiredBase = amm.baseAssetReserve.sub(newBaseAssetReserve);
     const acquiredQuote = amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    const acquiredQuoteAssetAmount = amm_1.calculateQuoteAssetAmountSwapped(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
+    const acquiredQuoteAssetAmount = (0, amm_1.calculateQuoteAssetAmountSwapped)(acquiredQuote.abs(), amm.pegMultiplier, swapDirection);
     return [acquiredBase, acquiredQuote, acquiredQuoteAssetAmount];
 }
 exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
@@ -141,12 +141,12 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  * ]
  */
 function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', oraclePriceData, useSpread = true) {
-    assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
-    assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const reservePriceBefore = market_1.calculateReservePrice(market, oraclePriceData);
-    const bidPriceBefore = market_1.calculateBidPrice(market, oraclePriceData);
-    const askPriceBefore = market_1.calculateAskPrice(market, oraclePriceData);
+    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
+    const reservePriceBefore = (0, market_1.calculateReservePrice)(market, oraclePriceData);
+    const bidPriceBefore = (0, market_1.calculateBidPrice)(market, oraclePriceData);
+    const askPriceBefore = (0, market_1.calculateAskPrice)(market, oraclePriceData);
     let direction;
     if (targetPrice.gt(reservePriceBefore)) {
         const priceGap = targetPrice.sub(reservePriceBefore);
@@ -166,7 +166,7 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let quoteAssetReserveBefore;
     let peg = market.amm.pegMultiplier;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
+        const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         baseAssetReserveBefore = baseAssetReserve;
         quoteAssetReserveBefore = quoteAssetReserve;
         peg = newPeg;
@@ -196,9 +196,9 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     }
     else if (reservePriceBefore.gt(targetPrice)) {
         // overestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
         quoteAssetReserveAfter = k.div(numericConstants_1.PRICE_PRECISION).div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.SHORT;
         tradeSize = quoteAssetReserveBefore
             .sub(quoteAssetReserveAfter)
@@ -209,9 +209,9 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     }
     else if (reservePriceBefore.lt(targetPrice)) {
         // underestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
         quoteAssetReserveAfter = k.div(numericConstants_1.PRICE_PRECISION).div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.LONG;
         tradeSize = quoteAssetReserveAfter
             .sub(quoteAssetReserveBefore)
@@ -238,8 +238,8 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
         .mul(numericConstants_1.PRICE_PRECISION)
         .div(baseSize.abs());
-    assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
+    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
+    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
         tp2.toString() +
         '>=' +
         tp1.toString() +
@@ -277,29 +277,29 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             quoteFilled: numericConstants_1.ZERO,
         };
     }
-    const takerIsLong = types_2.isVariant(direction, 'long');
+    const takerIsLong = (0, types_2.isVariant)(direction, 'long');
     const limitOrders = dlob[takerIsLong ? 'getMakerLimitAsks' : 'getMakerLimitBids'](market.marketIndex, slot, types_1.MarketType.PERP, oraclePriceData, takerIsLong
-        ? market_1.calculateBidPrice(market, oraclePriceData)
-        : market_1.calculateAskPrice(market, oraclePriceData));
-    const swapDirection = amm_1.getSwapDirection(assetType, direction);
-    const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = amm_1.calculateUpdatedAMMSpreadReserves(market.amm, direction, oraclePriceData);
+        ? (0, market_1.calculateBidPrice)(market, oraclePriceData)
+        : (0, market_1.calculateAskPrice)(market, oraclePriceData));
+    const swapDirection = (0, amm_1.getSwapDirection)(assetType, direction);
+    const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
     const amm = {
         baseAssetReserve,
         quoteAssetReserve,
         sqrtK: sqrtK,
         pegMultiplier: newPeg,
     };
-    const [ammBids, ammAsks] = amm_1.calculateMarketOpenBidAsk(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
+    const [ammBids, ammAsks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
     let ammLiquidity;
     if (assetType === 'base') {
         ammLiquidity = takerIsLong ? ammAsks.abs() : ammBids;
     }
     else {
-        const [afterSwapQuoteReserves, _] = amm_1.calculateAmmReservesAfterSwap(amm, 'base', takerIsLong ? ammAsks.abs() : ammBids, amm_1.getSwapDirection('base', direction));
-        ammLiquidity = amm_1.calculateQuoteAssetAmountSwapped(amm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), amm.pegMultiplier, swapDirection);
+        const [afterSwapQuoteReserves, _] = (0, amm_1.calculateAmmReservesAfterSwap)(amm, 'base', takerIsLong ? ammAsks.abs() : ammBids, (0, amm_1.getSwapDirection)('base', direction));
+        ammLiquidity = (0, amm_1.calculateQuoteAssetAmountSwapped)(amm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), amm.pegMultiplier, swapDirection);
     }
     const invariant = amm.sqrtK.mul(amm.sqrtK);
-    let bestPrice = amm_1.calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
+    let bestPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
     let cumulativeBaseFilled = numericConstants_1.ZERO;
     let cumulativeQuoteFilled = numericConstants_1.ZERO;
     let limitOrder = limitOrders.next().value;
@@ -316,7 +316,7 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             const limitOrderPrice = limitOrder === null || limitOrder === void 0 ? void 0 : limitOrder.getPrice(oraclePriceData, slot);
             let maxAmmFill;
             if (limitOrderPrice) {
-                const newBaseReserves = utils_1.squareRootBN(invariant
+                const newBaseReserves = (0, utils_1.squareRootBN)(invariant
                     .mul(numericConstants_1.PRICE_PRECISION)
                     .mul(amm.pegMultiplier)
                     .div(limitOrderPrice)
@@ -332,14 +332,14 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             maxAmmFill = anchor_1.BN.min(maxAmmFill, ammLiquidity);
             if (maxAmmFill.gt(numericConstants_1.ZERO)) {
                 const baseFilled = anchor_1.BN.min(amount.sub(cumulativeBaseFilled), maxAmmFill);
-                const [afterSwapQuoteReserves, afterSwapBaseReserves] = amm_1.calculateAmmReservesAfterSwap(amm, 'base', baseFilled, swapDirection);
+                const [afterSwapQuoteReserves, afterSwapBaseReserves] = (0, amm_1.calculateAmmReservesAfterSwap)(amm, 'base', baseFilled, swapDirection);
                 ammLiquidity = ammLiquidity.sub(baseFilled);
-                const quoteFilled = amm_1.calculateQuoteAssetAmountSwapped(amm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), amm.pegMultiplier, swapDirection);
+                const quoteFilled = (0, amm_1.calculateQuoteAssetAmountSwapped)(amm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), amm.pegMultiplier, swapDirection);
                 cumulativeBaseFilled = cumulativeBaseFilled.add(baseFilled);
                 cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
                 amm.baseAssetReserve = afterSwapBaseReserves;
                 amm.quoteAssetReserve = afterSwapQuoteReserves;
-                worstPrice = amm_1.calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
+                worstPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
                 if (cumulativeBaseFilled.eq(amount)) {
                     break;
                 }
@@ -367,7 +367,7 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             const limitOrderPrice = limitOrder === null || limitOrder === void 0 ? void 0 : limitOrder.getPrice(oraclePriceData, slot);
             let maxAmmFill;
             if (limitOrderPrice) {
-                const newQuoteReserves = utils_1.squareRootBN(invariant
+                const newQuoteReserves = (0, utils_1.squareRootBN)(invariant
                     .mul(numericConstants_1.PEG_PRECISION)
                     .mul(limitOrderPrice)
                     .div(amm.pegMultiplier)
@@ -383,7 +383,7 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             maxAmmFill = anchor_1.BN.min(maxAmmFill, ammLiquidity);
             if (maxAmmFill.gt(numericConstants_1.ZERO)) {
                 const quoteFilled = anchor_1.BN.min(amount.sub(cumulativeQuoteFilled), maxAmmFill);
-                const [afterSwapQuoteReserves, afterSwapBaseReserves] = amm_1.calculateAmmReservesAfterSwap(amm, 'quote', quoteFilled, swapDirection);
+                const [afterSwapQuoteReserves, afterSwapBaseReserves] = (0, amm_1.calculateAmmReservesAfterSwap)(amm, 'quote', quoteFilled, swapDirection);
                 ammLiquidity = ammLiquidity.sub(quoteFilled);
                 const baseFilled = afterSwapBaseReserves
                     .sub(amm.baseAssetReserve)
@@ -392,7 +392,7 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
                 cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
                 amm.baseAssetReserve = afterSwapBaseReserves;
                 amm.quoteAssetReserve = afterSwapQuoteReserves;
-                worstPrice = amm_1.calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
+                worstPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
                 if (cumulativeQuoteFilled.eq(amount)) {
                     break;
                 }
@@ -462,7 +462,7 @@ function calculateEstimatedSpotEntryPrice(assetType, amount, direction, market,
         };
     }
     const basePrecision = new anchor_1.BN(Math.pow(10, market.decimals));
-    const takerIsLong = types_2.isVariant(direction, 'long');
+    const takerIsLong = (0, types_2.isVariant)(direction, 'long');
     const dlobLimitOrders = dlob[takerIsLong ? 'getMakerLimitAsks' : 'getMakerLimitBids'](market.marketIndex, slot, types_1.MarketType.SPOT, oraclePriceData);
     const serumLimitOrders = takerIsLong
         ? serumAsks.getL2(100)

package/lib/math/utils.js

@@ -13,7 +13,7 @@ const squareRootBN = (n) => {
     if (n.lt(new __1.BN(2))) {
         return n;
     }
-    const smallCand = exports.squareRootBN(n.shrn(2)).shln(1);
+    const smallCand = (0, exports.squareRootBN)(n.shrn(2)).shln(1);
     const largeCand = smallCand.add(new __1.BN(1));
     if (largeCand.mul(largeCand).gt(n)) {
         return smallCand;

package/lib/oracles/oracleClientCache.js

@@ -11,7 +11,7 @@ class OracleClientCache {
         if (this.cache.has(key)) {
             return this.cache.get(key);
         }
-        const client = oracleClient_1.getOracleClient(oracleSource, connection);
+        const client = (0, oracleClient_1.getOracleClient)(oracleSource, connection);
         this.cache.set(key, client);
         return client;
     }

package/lib/oracles/pythClient.js

@@ -14,7 +14,7 @@ class PythClient {
         return this.getOraclePriceDataFromBuffer(accountInfo.data);
     }
     getOraclePriceDataFromBuffer(buffer) {
-        const priceData = client_1.parsePriceData(buffer);
+        const priceData = (0, client_1.parsePriceData)(buffer);
         return {
             price: convertPythPrice(priceData.aggregate.price, priceData.exponent, this.multiple),
             slot: new anchor_1.BN(priceData.lastSlot.toString()),

package/lib/oracles/types.d.ts

@@ -3,7 +3,7 @@
 import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
 import { OracleSource } from '../types';
-export declare type OraclePriceData = {
+export type OraclePriceData = {
     price: BN;
     slot: BN;
     confidence: BN;
@@ -11,7 +11,7 @@ export declare type OraclePriceData = {
     twap?: BN;
     twapConfidence?: BN;
 };
-export declare type OracleInfo = {
+export type OracleInfo = {
     publicKey: PublicKey;
     source: OracleSource;
 };

package/lib/serum/types.d.ts

@@ -1,6 +1,6 @@
 import { Connection, PublicKey } from '@solana/web3.js';
 import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
-export declare type SerumMarketSubscriberConfig = {
+export type SerumMarketSubscriberConfig = {
     connection: Connection;
     programId: PublicKey;
     marketAddress: PublicKey;

package/lib/slot/SlotSubscriber.d.ts

@@ -2,7 +2,7 @@
 import { Connection } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types/types/src';
-declare type SlotSubscriberConfig = {};
+type SlotSubscriberConfig = {};
 export interface SlotSubscriberEvents {
     newSlot: (newSlot: number) => void;
 }

package/lib/tokenFaucet.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/tx/retryTxSender.d.ts

@@ -2,7 +2,7 @@
 import { TxSender, TxSigAndSlot } from './types';
 import { Commitment, ConfirmOptions, RpcResponseAndContext, Signer, SignatureResult, Transaction, TransactionSignature, Connection, TransactionInstruction, AddressLookupTableAccount } from '@solana/web3.js';
 import { AnchorProvider } from '@project-serum/anchor';
-declare type ResolveReference = {
+type ResolveReference = {
     resolve?: () => void;
 };
 export declare class RetryTxSender implements TxSender {

package/lib/tx/retryTxSender.js

@@ -113,7 +113,7 @@ class RetryTxSender {
         catch (err) {
             throw new Error('signature must be base58 encoded: ' + signature);
         }
-        assert_1.default(decodedSignature.length === 64, 'signature has invalid length');
+        (0, assert_1.default)(decodedSignature.length === 64, 'signature has invalid length');
         const start = Date.now();
         const subscriptionCommitment = commitment || this.provider.opts.commitment;
         const subscriptionIds = new Array();

package/lib/tx/types.d.ts

@@ -1,6 +1,6 @@
 import { Provider } from '@project-serum/anchor';
 import { AddressLookupTableAccount, ConfirmOptions, Signer, Transaction, TransactionInstruction, TransactionSignature } from '@solana/web3.js';
-export declare type TxSigAndSlot = {
+export type TxSigAndSlot = {
     txSig: TransactionSignature;
     slot: number;
 };