@drift-labs/sdk 2.22.0-beta.1 → 2.22.0-beta.3

package/lib/constants/perpMarkets.js

@@ -64,6 +64,16 @@ exports.DevnetPerpMarkets = [
         launchTs: 1677690149000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'Arbitrum',
+        category: ['L2', 'Infra'],
+        symbol: 'ARB-PERP',
+        baseAssetSymbol: 'ARB',
+        marketIndex: 6,
+        oracle: new web3_js_1.PublicKey('4mRGHzjGerQNWKXyQAmr9kWqb9saPPHKqo1xziXGQ5Dh'),
+        launchTs: 1679501812000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];
 exports.MainnetPerpMarkets = [
     {
@@ -126,6 +136,16 @@ exports.MainnetPerpMarkets = [
         launchTs: 1677690149000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'Arbitrum',
+        category: ['L2', 'Infra'],
+        symbol: 'ARB-PERP',
+        baseAssetSymbol: 'ARB',
+        marketIndex: 6,
+        oracle: new web3_js_1.PublicKey('5HRrdmghsnU3i2u5StaKaydS7eq3vnKVKwXMzCNKsc4C'),
+        launchTs: 1679501812000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];
 exports.PerpMarkets = {
     devnet: exports.DevnetPerpMarkets,

package/lib/driftClient.d.ts

@@ -91,7 +91,7 @@ export declare class DriftClient {
      * @param activeSubAccountId
      */
     updateWallet(newWallet: IWallet, subAccountIds?: number[], activeSubAccountId?: number): Promise<void>;
-    switchActiveUser(subAccountId: number): Promise<void>;
+    switchActiveUser(subAccountId: number): void;
     addUser(subAccountId: number): Promise<void>;
     initializeUserAccount(subAccountId?: number, name?: string, referrerInfo?: ReferrerInfo): Promise<[TransactionSignature, PublicKey]>;
     getInitializeUserInstructions(subAccountId?: number, name?: string, referrerInfo?: ReferrerInfo): Promise<[PublicKey, TransactionInstruction]>;
@@ -170,9 +170,11 @@ export declare class DriftClient {
      * @param userAccountPublicKey
      * @param userAccount
      * @param makerInfo
+     * @param txParams
+     * @param bracketOrdersParams
      * @returns
      */
-    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo, txParams?: TxParams): Promise<{
+    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo | MakerInfo[], txParams?: TxParams, bracketOrdersParams?: OptionalOrderParams[], referrerInfo?: ReferrerInfo): Promise<{
         txSig: TransactionSignature;
         signedFillTx: Transaction;
     }>;
@@ -296,7 +298,7 @@ export declare class DriftClient {
     settlePNLs(users: {
         settleeUserAccountPublicKey: PublicKey;
         settleeUserAccount: UserAccount;
-    }[], marketIndex: number): Promise<TransactionSignature>;
+    }[], marketIndexes: number[]): Promise<TransactionSignature>;
     settlePNL(settleeUserAccountPublicKey: PublicKey, settleeUserAccount: UserAccount, marketIndex: number, txParams?: TxParams): Promise<TransactionSignature>;
     settlePNLIx(settleeUserAccountPublicKey: PublicKey, settleeUserAccount: UserAccount, marketIndex: number): Promise<TransactionInstruction>;
     liquidatePerp(userAccountPublicKey: PublicKey, userAccount: UserAccount, marketIndex: number, maxBaseAssetAmount: BN, limitPrice?: BN, txParams?: TxParams): Promise<TransactionSignature>;

package/lib/driftClient.js

@@ -212,6 +212,7 @@ class DriftClient {
     getPerpMarketAccounts() {
         return this.accountSubscriber
             .getMarketAccountsAndSlots()
+            .filter((value) => value !== undefined)
             .map((value) => value.data);
     }
     getSpotMarketAccount(marketIndex) {
@@ -228,6 +229,7 @@ class DriftClient {
     getSpotMarketAccounts() {
         return this.accountSubscriber
             .getSpotMarketAccountsAndSlots()
+            .filter((value) => value !== undefined)
             .map((value) => value.data);
     }
     getQuoteSpotMarketAccount() {
@@ -284,7 +286,7 @@ class DriftClient {
         this.activeSubAccountId = activeSubAccountId;
         this.userStatsAccountPublicKey = undefined;
     }
-    async switchActiveUser(subAccountId) {
+    switchActiveUser(subAccountId) {
         this.activeSubAccountId = subAccountId;
     }
     async addUser(subAccountId) {
@@ -1109,16 +1111,21 @@ class DriftClient {
      * @param userAccountPublicKey
      * @param userAccount
      * @param makerInfo
+     * @param txParams
+     * @param bracketOrdersParams
      * @returns
      */
-    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams) {
+    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams, bracketOrdersParams = new Array(), referrerInfo) {
         const marketIndex = orderParams.marketIndex;
         const orderId = userAccount.nextOrderId;
         const marketOrderTx = (0, utils_1.wrapInTx)(await this.getPlacePerpOrderIx(orderParams), txParams === null || txParams === void 0 ? void 0 : txParams.computeUnits, txParams === null || txParams === void 0 ? void 0 : txParams.computeUnitsPrice);
+        for (const bracketOrderParams of bracketOrdersParams) {
+            marketOrderTx.add(await this.getPlacePerpOrderIx(bracketOrderParams));
+        }
         const fillTx = (0, utils_1.wrapInTx)(await this.getFillPerpOrderIx(userAccountPublicKey, userAccount, {
             orderId,
             marketIndex,
-        }, makerInfo), txParams === null || txParams === void 0 ? void 0 : txParams.computeUnits, txParams === null || txParams === void 0 ? void 0 : txParams.computeUnitsPrice);
+        }, makerInfo, referrerInfo), txParams === null || txParams === void 0 ? void 0 : txParams.computeUnits, txParams === null || txParams === void 0 ? void 0 : txParams.computeUnitsPrice);
         // Apply the latest blockhash to the txs so that we can sign before sending them
         const currentBlockHash = (await this.connection.getLatestBlockhash('finalized')).blockhash;
         marketOrderTx.recentBlockhash = currentBlockHash;
@@ -2050,10 +2057,12 @@ class DriftClient {
         }
         return txSig;
     }
-    async settlePNLs(users, marketIndex) {
+    async settlePNLs(users, marketIndexes) {
         const ixs = [];
         for (const { settleeUserAccountPublicKey, settleeUserAccount } of users) {
-            ixs.push(await this.settlePNLIx(settleeUserAccountPublicKey, settleeUserAccount, marketIndex));
+            for (const marketIndex of marketIndexes) {
+                ixs.push(await this.settlePNLIx(settleeUserAccountPublicKey, settleeUserAccount, marketIndex));
+            }
         }
         const tx = new web3_js_1.Transaction()
             .add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.22.0-beta.1",
+    "version": "2.22.0-beta.3",
     "name": "drift",
     "instructions": [
         {
@@ -5119,7 +5119,7 @@
                 "fields": [
                     {
                         "name": "revenueWithdrawSinceLastSettle",
-                        "type": "u64"
+                        "type": "i64"
                     },
                     {
                         "name": "maxRevenueWithdrawPerPeriod",

package/lib/math/market.js

@@ -122,7 +122,8 @@ exports.calculateNetUserPnl = calculateNetUserPnl;
 function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData) {
     const netUserPnl = calculateNetUserPnl(perpMarket, oraclePriceData);
     const pnlPool = (0, spotBalance_1.getTokenAmount)(perpMarket.pnlPool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
-    const imbalance = netUserPnl.sub(pnlPool);
+    const feePool = (0, spotBalance_1.getTokenAmount)(perpMarket.amm.feePool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
+    const imbalance = netUserPnl.sub(pnlPool.add(feePool));
     return imbalance;
 }
 exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;

package/lib/math/position.js

@@ -83,8 +83,7 @@ function calculatePositionPNL(market, perpPosition, withFunding = false, oracleP
 exports.calculatePositionPNL = calculatePositionPNL;
 function calculateClaimablePnl(market, spotMarket, perpPosition, oraclePriceData) {
     const unrealizedPnl = calculatePositionPNL(market, perpPosition, true, oraclePriceData);
-    const fundingPnL = calculatePositionFundingPNL(market, perpPosition);
-    let unsettledPnl = unrealizedPnl.add(fundingPnL);
+    let unsettledPnl = unrealizedPnl;
     if (unrealizedPnl.gt(numericConstants_1.ZERO)) {
         const excessPnlPool = __1.BN.max(numericConstants_1.ZERO, (0, market_1.calculateNetUserPnlImbalance)(market, spotMarket, oraclePriceData).mul(new __1.BN(-1)));
         const maxPositivePnl = __1.BN.max(perpPosition.quoteAssetAmount.sub(perpPosition.quoteEntryAmount), numericConstants_1.ZERO).add(excessPnlPool);

package/lib/math/spotBalance.js

@@ -206,14 +206,10 @@ function calculateWithdrawLimit(spotMarket, now) {
         .add(marketDepositTokenAmount.mul(sinceLast))
         .div(sinceLast.add(sinceStart));
     const maxBorrowTokens = anchor_1.BN.max(spotMarket.withdrawGuardThreshold, anchor_1.BN.min(anchor_1.BN.max(marketDepositTokenAmount.div(new anchor_1.BN(6)), borrowTokenTwapLive.add(marketDepositTokenAmount.div(new anchor_1.BN(10)))), marketDepositTokenAmount.sub(marketDepositTokenAmount.div(new anchor_1.BN(5))))); // between ~15-80% utilization with friction on twap
-    const minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(5)), anchor_1.BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)));
-    let withdrawLimit = anchor_1.BN.max(marketDepositTokenAmount.sub(minDepositTokens), numericConstants_1.ZERO);
+    const minDepositTokens = depositTokenTwapLive.sub(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(4)), anchor_1.BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)));
+    const withdrawLimit = anchor_1.BN.max(marketDepositTokenAmount.sub(minDepositTokens), numericConstants_1.ZERO);
     let borrowLimit = maxBorrowTokens.sub(marketBorrowTokenAmount);
-    borrowLimit = anchor_1.BN.min(borrowLimit, marketDepositTokenAmount.sub(minDepositTokens));
     borrowLimit = anchor_1.BN.min(borrowLimit, marketDepositTokenAmount.sub(marketBorrowTokenAmount));
-    if (borrowLimit.eq(numericConstants_1.ZERO)) {
-        withdrawLimit = numericConstants_1.ZERO;
-    }
     if (withdrawLimit.eq(numericConstants_1.ZERO)) {
         borrowLimit = numericConstants_1.ZERO;
     }

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.22.0-beta.1",
+	"version": "2.22.0-beta.3",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -60,4 +60,4 @@
 	"engines": {
 		"node": ">=12"
 	}
-}
+}

package/src/constants/perpMarkets.ts

@@ -74,6 +74,16 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1677690149000, //todo
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Arbitrum',
+		category: ['L2', 'Infra'],
+		symbol: 'ARB-PERP',
+		baseAssetSymbol: 'ARB',
+		marketIndex: 6,
+		oracle: new PublicKey('4mRGHzjGerQNWKXyQAmr9kWqb9saPPHKqo1xziXGQ5Dh'),
+		launchTs: 1679501812000, //todo
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const MainnetPerpMarkets: PerpMarketConfig[] = [
@@ -137,6 +147,16 @@ export const MainnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1677690149000, //todo
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Arbitrum',
+		category: ['L2', 'Infra'],
+		symbol: 'ARB-PERP',
+		baseAssetSymbol: 'ARB',
+		marketIndex: 6,
+		oracle: new PublicKey('5HRrdmghsnU3i2u5StaKaydS7eq3vnKVKwXMzCNKsc4C'),
+		launchTs: 1679501812000, //todo
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {

package/src/driftClient.ts

@@ -360,6 +360,7 @@ export class DriftClient {
 	public getPerpMarketAccounts(): PerpMarketAccount[] {
 		return this.accountSubscriber
 			.getMarketAccountsAndSlots()
+			.filter((value) => value !== undefined)
 			.map((value) => value.data);
 	}
 
@@ -383,6 +384,7 @@ export class DriftClient {
 	public getSpotMarketAccounts(): SpotMarketAccount[] {
 		return this.accountSubscriber
 			.getSpotMarketAccountsAndSlots()
+			.filter((value) => value !== undefined)
 			.map((value) => value.data);
 	}
 
@@ -479,7 +481,7 @@ export class DriftClient {
 		this.userStatsAccountPublicKey = undefined;
 	}
 
-	public async switchActiveUser(subAccountId: number): Promise<void> {
+	public switchActiveUser(subAccountId: number) {
 		this.activeSubAccountId = subAccountId;
 	}
 
@@ -1946,14 +1948,18 @@ export class DriftClient {
 	 * @param userAccountPublicKey
 	 * @param userAccount
 	 * @param makerInfo
+	 * @param txParams
+	 * @param bracketOrdersParams
 	 * @returns
 	 */
 	public async sendMarketOrderAndGetSignedFillTx(
 		orderParams: OptionalOrderParams,
 		userAccountPublicKey: PublicKey,
 		userAccount: UserAccount,
-		makerInfo?: MakerInfo,
-		txParams?: TxParams
+		makerInfo?: MakerInfo | MakerInfo[],
+		txParams?: TxParams,
+		bracketOrdersParams = new Array<OptionalOrderParams>(),
+		referrerInfo?: ReferrerInfo
 	): Promise<{ txSig: TransactionSignature; signedFillTx: Transaction }> {
 		const marketIndex = orderParams.marketIndex;
 		const orderId = userAccount.nextOrderId;
@@ -1963,6 +1969,10 @@ export class DriftClient {
 			txParams?.computeUnits,
 			txParams?.computeUnitsPrice
 		);
+		for (const bracketOrderParams of bracketOrdersParams) {
+			marketOrderTx.add(await this.getPlacePerpOrderIx(bracketOrderParams));
+		}
+
 		const fillTx = wrapInTx(
 			await this.getFillPerpOrderIx(
 				userAccountPublicKey,
@@ -1971,7 +1981,8 @@ export class DriftClient {
 					orderId,
 					marketIndex,
 				},
-				makerInfo
+				makerInfo,
+				referrerInfo
 			),
 			txParams?.computeUnits,
 			txParams?.computeUnitsPrice
@@ -3487,17 +3498,19 @@ export class DriftClient {
 			settleeUserAccountPublicKey: PublicKey;
 			settleeUserAccount: UserAccount;
 		}[],
-		marketIndex: number
+		marketIndexes: number[]
 	): Promise<TransactionSignature> {
 		const ixs = [];
 		for (const { settleeUserAccountPublicKey, settleeUserAccount } of users) {
-			ixs.push(
-				await this.settlePNLIx(
-					settleeUserAccountPublicKey,
-					settleeUserAccount,
-					marketIndex
-				)
-			);
+			for (const marketIndex of marketIndexes) {
+				ixs.push(
+					await this.settlePNLIx(
+						settleeUserAccountPublicKey,
+						settleeUserAccount,
+						marketIndex
+					)
+				);
+			}
 		}
 
 		const tx = new Transaction()

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.22.0-beta.1",
+  "version": "2.22.0-beta.3",
   "name": "drift",
   "instructions": [
     {
@@ -5119,7 +5119,7 @@
         "fields": [
           {
             "name": "revenueWithdrawSinceLastSettle",
-            "type": "u64"
+            "type": "i64"
           },
           {
             "name": "maxRevenueWithdrawPerPeriod",

package/src/math/market.ts

@@ -253,8 +253,13 @@ export function calculateNetUserPnlImbalance(
 		spotMarket,
 		SpotBalanceType.DEPOSIT
 	);
+	const feePool = getTokenAmount(
+		perpMarket.amm.feePool.scaledBalance,
+		spotMarket,
+		SpotBalanceType.DEPOSIT
+	);
 
-	const imbalance = netUserPnl.sub(pnlPool);
+	const imbalance = netUserPnl.sub(pnlPool.add(feePool));
 
 	return imbalance;
 }

package/src/math/position.ts

@@ -139,9 +139,7 @@ export function calculateClaimablePnl(
 		oraclePriceData
 	);
 
-	const fundingPnL = calculatePositionFundingPNL(market, perpPosition);
-
-	let unsettledPnl = unrealizedPnl.add(fundingPnL);
+	let unsettledPnl = unrealizedPnl;
 	if (unrealizedPnl.gt(ZERO)) {
 		const excessPnlPool = BN.max(
 			ZERO,

package/src/math/spotBalance.ts

@@ -345,30 +345,22 @@ export function calculateWithdrawLimit(
 
 	const minDepositTokens = depositTokenTwapLive.sub(
 		BN.max(
-			depositTokenTwapLive.div(new BN(5)),
+			depositTokenTwapLive.div(new BN(4)),
 			BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)
 		)
 	);
 
-	let withdrawLimit = BN.max(
+	const withdrawLimit = BN.max(
 		marketDepositTokenAmount.sub(minDepositTokens),
 		ZERO
 	);
 
 	let borrowLimit = maxBorrowTokens.sub(marketBorrowTokenAmount);
-	borrowLimit = BN.min(
-		borrowLimit,
-		marketDepositTokenAmount.sub(minDepositTokens)
-	);
 	borrowLimit = BN.min(
 		borrowLimit,
 		marketDepositTokenAmount.sub(marketBorrowTokenAmount)
 	);
 
-	if (borrowLimit.eq(ZERO)) {
-		withdrawLimit = ZERO;
-	}
-
 	if (withdrawLimit.eq(ZERO)) {
 		borrowLimit = ZERO;
 	}