@drift-labs/sdk 2.22.0 → 2.23.0-beta.1

package/src/user.ts

@@ -424,7 +424,8 @@ export class User {
 		return this.getTotalPerpPositionValue(
 			marginCategory,
 			liquidationBuffer,
-			true
+			true,
+			strict
 		).add(
 			this.getSpotMarketLiabilityValue(
 				undefined,
@@ -467,9 +468,9 @@ export class User {
 	public getUnrealizedPNL(
 		withFunding?: boolean,
 		marketIndex?: number,
-		withWeightMarginCategory?: MarginCategory
+		withWeightMarginCategory?: MarginCategory,
+		strict = false
 	): BN {
-		const quoteSpotMarket = this.driftClient.getQuoteSpotMarketAccount();
 		return this.getActivePerpPositions()
 			.filter((pos) => (marketIndex ? pos.marketIndex === marketIndex : true))
 			.reduce((unrealizedPnl, perpPosition) => {
@@ -480,6 +481,13 @@ export class User {
 					market.marketIndex
 				);
 
+				const quoteSpotMarket = this.driftClient.getSpotMarketAccount(
+					market.quoteSpotMarketIndex
+				);
+				const quoteOraclePriceData = this.getOracleDataForSpotMarket(
+					market.quoteSpotMarketIndex
+				);
+
 				if (perpPosition.lpShares.gt(ZERO)) {
 					perpPosition = this.getSettledLPPosition(perpPosition.marketIndex)[0];
 				}
@@ -491,6 +499,25 @@ export class User {
 					oraclePriceData
 				);
 
+				let quotePrice;
+				if (strict && positionUnrealizedPnl.gt(ZERO)) {
+					quotePrice = BN.min(
+						quoteOraclePriceData.price,
+						quoteSpotMarket.historicalOracleData.lastOraclePriceTwap5Min
+					);
+				} else if (strict && positionUnrealizedPnl.lt(ZERO)) {
+					quotePrice = BN.max(
+						quoteOraclePriceData.price,
+						quoteSpotMarket.historicalOracleData.lastOraclePriceTwap5Min
+					);
+				} else {
+					quotePrice = quoteOraclePriceData.price;
+				}
+
+				positionUnrealizedPnl = positionUnrealizedPnl
+					.mul(quotePrice)
+					.div(new BN(PRICE_PRECISION));
+
 				if (withWeightMarginCategory !== undefined) {
 					if (positionUnrealizedPnl.gt(ZERO)) {
 						positionUnrealizedPnl = positionUnrealizedPnl
@@ -558,55 +585,60 @@ export class User {
 			const spotMarketAccount: SpotMarketAccount =
 				this.driftClient.getSpotMarketAccount(spotPosition.marketIndex);
 
+			const oraclePriceData = this.getOracleDataForSpotMarket(
+				spotPosition.marketIndex
+			);
+
 			if (
 				spotPosition.marketIndex === QUOTE_SPOT_MARKET_INDEX &&
 				countForQuote
 			) {
-				if (isVariant(spotPosition.balanceType, 'borrow')) {
-					const tokenAmount = getTokenAmount(
+				const tokenAmount = getSignedTokenAmount(
+					getTokenAmount(
 						spotPosition.scaledBalance,
 						spotMarketAccount,
 						spotPosition.balanceType
-					);
-
-					let weight = SPOT_MARKET_WEIGHT_PRECISION;
-					if (marginCategory === 'Initial') {
-						weight = BN.max(
-							weight,
-							new BN(this.getUserAccount().maxMarginRatio)
-						);
-					}
+					),
+					spotPosition.balanceType
+				);
 
-					const weightedTokenValue = tokenAmount
-						.mul(weight)
-						.div(SPOT_MARKET_WEIGHT_PRECISION);
+				if (isVariant(spotPosition.balanceType, 'borrow')) {
+					const weightedTokenValue = this.getSpotLiabilityValue(
+						tokenAmount,
+						oraclePriceData,
+						spotMarketAccount,
+						marginCategory,
+						liquidationBuffer,
+						strict,
+						now
+					).abs();
 
 					netQuoteValue = netQuoteValue.sub(weightedTokenValue);
-
-					continue;
 				} else {
-					const tokenAmount = getTokenAmount(
-						spotPosition.scaledBalance,
+					const weightedTokenValue = this.getSpotAssetValue(
+						tokenAmount,
+						oraclePriceData,
 						spotMarketAccount,
-						spotPosition.balanceType
+						marginCategory,
+						strict,
+						now
 					);
 
-					netQuoteValue = netQuoteValue.add(tokenAmount);
-
-					continue;
+					netQuoteValue = netQuoteValue.add(weightedTokenValue);
 				}
-			}
 
-			const oraclePriceData = this.getOracleDataForSpotMarket(
-				spotPosition.marketIndex
-			);
+				continue;
+			}
 
 			if (!includeOpenOrders && countForBase) {
 				if (isVariant(spotPosition.balanceType, 'borrow')) {
-					const tokenAmount = getTokenAmount(
-						spotPosition.scaledBalance,
-						spotMarketAccount,
-						spotPosition.balanceType
+					const tokenAmount = getSignedTokenAmount(
+						getTokenAmount(
+							spotPosition.scaledBalance,
+							spotMarketAccount,
+							spotPosition.balanceType
+						),
+						SpotBalanceType.BORROW
 					);
 					const liabilityValue = this.getSpotLiabilityValue(
 						tokenAmount,
@@ -616,7 +648,7 @@ export class User {
 						liquidationBuffer,
 						strict,
 						now
-					);
+					).abs();
 					totalLiabilityValue = totalLiabilityValue.add(liabilityValue);
 
 					continue;
@@ -662,14 +694,14 @@ export class User {
 
 			if (worstCaseTokenAmount.lt(ZERO) && countForBase) {
 				const baseLiabilityValue = this.getSpotLiabilityValue(
-					worstCaseTokenAmount.abs(),
+					worstCaseTokenAmount,
 					oraclePriceData,
 					spotMarketAccount,
 					marginCategory,
 					liquidationBuffer,
 					strict,
 					now
-				);
+				).abs();
 
 				totalLiabilityValue = totalLiabilityValue.add(baseLiabilityValue);
 			}
@@ -738,7 +770,7 @@ export class User {
 	): BN {
 		let liabilityValue = null;
 
-		if (strict && spotMarketAccount.marketIndex != QUOTE_SPOT_MARKET_INDEX) {
+		if (strict) {
 			const estOracleTwap = calculateLiveOracleTwap(
 				spotMarketAccount.historicalOracleData,
 				oraclePriceData,
@@ -809,7 +841,7 @@ export class User {
 		now?: BN
 	): BN {
 		let assetValue = null;
-		if (strict && spotMarketAccount.marketIndex != QUOTE_SPOT_MARKET_INDEX) {
+		if (strict) {
 			const estOracleTwap = calculateLiveOracleTwap(
 				spotMarketAccount.historicalOracleData,
 				oraclePriceData,
@@ -886,10 +918,16 @@ export class User {
 	 * calculates TotalCollateral: collateral + unrealized pnl
 	 * @returns : Precision QUOTE_PRECISION
 	 */
-	public getTotalCollateral(marginCategory: MarginCategory = 'Initial'): BN {
-		return this.getSpotMarketAssetValue(undefined, marginCategory, true).add(
-			this.getUnrealizedPNL(true, undefined, marginCategory)
-		);
+	public getTotalCollateral(
+		marginCategory: MarginCategory = 'Initial',
+		strict = false
+	): BN {
+		return this.getSpotMarketAssetValue(
+			undefined,
+			marginCategory,
+			true,
+			strict
+		).add(this.getUnrealizedPNL(true, undefined, marginCategory, strict));
 	}
 
 	/**
@@ -941,7 +979,8 @@ export class User {
 	getTotalPerpPositionValue(
 		marginCategory?: MarginCategory,
 		liquidationBuffer?: BN,
-		includeOpenOrders?: boolean
+		includeOpenOrders?: boolean,
+		strict = false
 	): BN {
 		return this.getActivePerpPositions().reduce(
 			(totalPerpValue, perpPosition) => {
@@ -1011,7 +1050,27 @@ export class User {
 						marginRatio = ZERO;
 					}
 
+					const quoteSpotMarket = this.driftClient.getSpotMarketAccount(
+						market.quoteSpotMarketIndex
+					);
+					const quoteOraclePriceData =
+						this.driftClient.getOraclePriceDataAndSlot(
+							quoteSpotMarket.oracle
+						).data;
+
+					let quotePrice;
+					if (strict) {
+						quotePrice = BN.max(
+							quoteOraclePriceData.price,
+							quoteSpotMarket.historicalOracleData.lastOraclePriceTwap5Min
+						);
+					} else {
+						quotePrice = quoteOraclePriceData.price;
+					}
+
 					baseAssetValue = baseAssetValue
+						.mul(quotePrice)
+						.div(PRICE_PRECISION)
 						.mul(marginRatio)
 						.div(MARGIN_PRECISION);
 
@@ -2178,7 +2237,8 @@ export class User {
 		}
 
 		const userLastActiveSlot = userAccount.lastActiveSlot;
-		if (userLastActiveSlot.lt(slotsBeforeIdle)) {
+		const slotsSinceLastActive = slot.sub(userLastActiveSlot);
+		if (slotsSinceLastActive.lt(slotsBeforeIdle)) {
 			return false;
 		}
 

package/tests/dlob/helpers.ts

@@ -172,6 +172,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
 			quoteSettledInsurance: new BN(0),
 			quoteMaxInsurance: new BN(0),
 		},
+		quoteSpotMarketIndex: 0,
 	},
 	{
 		status: MarketStatus.INITIALIZED,
@@ -208,6 +209,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
 			quoteSettledInsurance: new BN(0),
 			quoteMaxInsurance: new BN(0),
 		},
+		quoteSpotMarketIndex: 0,
 	},
 	{
 		status: MarketStatus.INITIALIZED,
@@ -244,6 +246,7 @@ export const mockPerpMarkets: Array<PerpMarketAccount> = [
 			quoteSettledInsurance: new BN(0),
 			quoteMaxInsurance: new BN(0),
 		},
+		quoteSpotMarketIndex: 0,
 	},
 ];