@drift-labs/sdk 2.26.0-beta.0 → 2.26.0-beta.2

package/lib/index.d.ts

@@ -53,6 +53,8 @@ export * from './config';
 export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
+export * from './phoenix/phoenixSubscriber';
+export * from './phoenix/phoenixFulfillmentConfigMap';
 export * from './tx/retryTxSender';
 export * from './util/computeUnits';
 export * from './util/tps';
@@ -66,6 +68,7 @@ export * from './dlob/DLOBOrders';
 export * from './dlob/NodeList';
 export * from './dlob/DLOBSubscriber';
 export * from './dlob/types';
+export * from './dlob/orderBookLevels';
 export * from './userMap/userMap';
 export * from './userMap/userStatsMap';
 export * from './math/bankruptcy';

package/lib/index.js

@@ -77,6 +77,8 @@ __exportStar(require("./config"), exports);
 __exportStar(require("./constants/numericConstants"), exports);
 __exportStar(require("./serum/serumSubscriber"), exports);
 __exportStar(require("./serum/serumFulfillmentConfigMap"), exports);
+__exportStar(require("./phoenix/phoenixSubscriber"), exports);
+__exportStar(require("./phoenix/phoenixFulfillmentConfigMap"), exports);
 __exportStar(require("./tx/retryTxSender"), exports);
 __exportStar(require("./util/computeUnits"), exports);
 __exportStar(require("./util/tps"), exports);
@@ -90,6 +92,7 @@ __exportStar(require("./dlob/DLOBOrders"), exports);
 __exportStar(require("./dlob/NodeList"), exports);
 __exportStar(require("./dlob/DLOBSubscriber"), exports);
 __exportStar(require("./dlob/types"), exports);
+__exportStar(require("./dlob/orderBookLevels"), exports);
 __exportStar(require("./userMap/userMap"), exports);
 __exportStar(require("./userMap/userStatsMap"), exports);
 __exportStar(require("./math/bankruptcy"), exports);

package/lib/math/amm.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { AMM, PositionDirection, SwapDirection, PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
@@ -87,7 +86,7 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
  * @param market
  * @returns cost : Precision PRICE_PRECISION
  */
-export declare function calculateTerminalPrice(market: PerpMarketAccount): BN;
+export declare function calculateTerminalPrice(market: PerpMarketAccount): any;
 export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData, now?: BN): [BN, PositionDirection];
 export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
 export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;

package/lib/math/auction.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { Order } from '../types';
 import { BN } from '../.';
 export declare function isAuctionComplete(order: Order, slot: number): boolean;

package/lib/math/conversion.d.ts

@@ -1,2 +1 @@
-import { BN } from '../';
-export declare const convertToNumber: (bigNumber: BN, precision?: BN) => number;
+export declare const convertToNumber: (bigNumber: BN, precision?: BN) => any;

package/lib/math/funding.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/insurance.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '../index';
 export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
 export declare function unstakeSharesToAmount(nShares: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;

package/lib/math/margin.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
 import { PerpMarketAccount, PerpPosition } from '..';

package/lib/math/market.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { PerpMarketAccount, PositionDirection, MarginCategory, SpotMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/oracles.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { AMM, OracleGuardRails } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { BN, HistoricalOracleData, PerpMarketAccount } from '../index';

package/lib/math/orders.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { User } from '../user';
 import { PerpMarketAccount, AMM, Order } from '../types';
 import { BN } from '@coral-xyz/anchor';

package/lib/math/position.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN, SpotMarketAccount } from '../';
 import { OraclePriceData } from '../oracles/types';
 import { PerpMarketAccount, PositionDirection, PerpPosition } from '../types';

package/lib/math/repeg.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { AMM } from '../types';
 /**

package/lib/math/spotBalance.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { SpotMarketAccount, SpotBalanceType, MarginCategory } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/spotMarket.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { MarginCategory, SpotBalanceType, SpotMarketAccount } from '../types';
 export declare function castNumberToSpotPrecision(value: number, spotMarket: SpotMarketAccount): BN;

package/lib/math/spotPosition.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { SpotMarketAccount, SpotPosition } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/trade.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { PerpMarketAccount, PositionDirection, SpotMarketAccount } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { AssetType } from './amm';

package/lib/math/utils.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { BN } from '../';
 export declare function clampBN(x: BN, min: BN, max: BN): BN;
 export declare const squareRootBN: (n: BN) => BN;

package/lib/oracles/pythClient.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 /// <reference types="node" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
@@ -7,7 +6,7 @@ export declare class PythClient implements OracleClient {
     private connection;
     private multiple;
     private stableCoin;
-    constructor(connection: Connection, multiple?: BN, stableCoin?: boolean);
+    constructor(connection: Connection, multiple?: any, stableCoin?: boolean);
     getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
     getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
 }

package/lib/oracles/types.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 /// <reference types="node" />
 import { BN } from '@coral-xyz/anchor';
 import { PublicKey } from '@solana/web3.js';

package/lib/orderParams.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { OptionalOrderParams, OrderTriggerCondition } from './types';
 import { BN } from '@coral-xyz/anchor';
 export declare function getLimitOrderParams(params: Omit<OptionalOrderParams, 'orderType' | 'marketType'> & {

package/lib/phoenix/phoenixFulfillmentConfigMap.d.ts

@@ -0,0 +1,10 @@
+import { PublicKey } from '@solana/web3.js';
+import { PhoenixV1FulfillmentConfigAccount } from '../types';
+import { DriftClient } from '../driftClient';
+export declare class PhoenixFulfillmentConfigMap {
+    driftClient: DriftClient;
+    map: Map<number, PhoenixV1FulfillmentConfigAccount>;
+    constructor(driftClient: DriftClient);
+    add(marketIndex: number, phoenixMarketAddress: PublicKey): Promise<void>;
+    get(marketIndex: number): PhoenixV1FulfillmentConfigAccount;
+}

package/lib/phoenix/phoenixFulfillmentConfigMap.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PhoenixFulfillmentConfigMap = void 0;
+class PhoenixFulfillmentConfigMap {
+    constructor(driftClient) {
+        this.map = new Map();
+        this.driftClient = driftClient;
+    }
+    async add(marketIndex, phoenixMarketAddress) {
+        const account = await this.driftClient.getPhoenixV1FulfillmentConfig(phoenixMarketAddress);
+        this.map.set(marketIndex, account);
+    }
+    get(marketIndex) {
+        return this.map.get(marketIndex);
+    }
+}
+exports.PhoenixFulfillmentConfigMap = PhoenixFulfillmentConfigMap;

package/lib/phoenix/phoenixSubscriber.d.ts

@@ -0,0 +1,34 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+import { MarketData, Client } from '@ellipsis-labs/phoenix-sdk';
+import { BN } from '@coral-xyz/anchor';
+export type PhoenixMarketSubscriberConfig = {
+    connection: Connection;
+    programId: PublicKey;
+    marketAddress: PublicKey;
+    accountSubscription: {
+        type: 'polling';
+        accountLoader: BulkAccountLoader;
+    } | {
+        type: 'websocket';
+    };
+};
+export declare class PhoenixSubscriber {
+    connection: Connection;
+    client: Client;
+    programId: PublicKey;
+    marketAddress: PublicKey;
+    subscriptionType: 'polling' | 'websocket';
+    accountLoader: BulkAccountLoader | undefined;
+    market: MarketData;
+    marketCallbackId: string | number;
+    clockCallbackId: string | number;
+    subscribed: boolean;
+    lastSlot: number;
+    lastUnixTimestamp: number;
+    constructor(config: PhoenixMarketSubscriberConfig);
+    subscribe(): Promise<void>;
+    getBestBid(): BN;
+    getBestAsk(): BN;
+    unsubscribe(): Promise<void>;
+}

package/lib/phoenix/phoenixSubscriber.js

@@ -0,0 +1,79 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PhoenixSubscriber = void 0;
+const web3_js_1 = require("@solana/web3.js");
+const phoenix_sdk_1 = require("@ellipsis-labs/phoenix-sdk");
+const numericConstants_1 = require("../constants/numericConstants");
+const anchor_1 = require("@coral-xyz/anchor");
+class PhoenixSubscriber {
+    constructor(config) {
+        this.connection = config.connection;
+        this.programId = config.programId;
+        this.marketAddress = config.marketAddress;
+        if (config.accountSubscription.type === 'polling') {
+            this.subscriptionType = 'polling';
+            this.accountLoader = config.accountSubscription.accountLoader;
+        }
+        else {
+            this.subscriptionType = 'websocket';
+        }
+        this.lastSlot = 0;
+        this.lastUnixTimestamp = 0;
+    }
+    async subscribe() {
+        if (this.subscribed) {
+            return;
+        }
+        this.market = (0, phoenix_sdk_1.deserializeMarketData)((await this.connection.getAccountInfo(this.marketAddress, 'confirmed'))
+            .data);
+        const clock = (0, phoenix_sdk_1.deserializeClockData)((await this.connection.getAccountInfo(web3_js_1.SYSVAR_CLOCK_PUBKEY, 'confirmed'))
+            .data);
+        this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
+        if (this.subscriptionType === 'websocket') {
+            this.marketCallbackId = this.connection.onAccountChange(this.marketAddress, (accountInfo, _ctx) => {
+                this.market = (0, phoenix_sdk_1.deserializeMarketData)(accountInfo.data);
+            });
+            this.clockCallbackId = this.connection.onAccountChange(web3_js_1.SYSVAR_CLOCK_PUBKEY, (accountInfo, ctx) => {
+                this.lastSlot = ctx.slot;
+                const clock = (0, phoenix_sdk_1.deserializeClockData)(accountInfo.data);
+                this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
+            });
+        }
+        else {
+            this.marketCallbackId = await this.accountLoader.addAccount(this.marketAddress, (buffer, slot) => {
+                this.lastSlot = slot;
+                this.market = (0, phoenix_sdk_1.deserializeMarketData)(buffer);
+            });
+            this.clockCallbackId = await this.accountLoader.addAccount(web3_js_1.SYSVAR_CLOCK_PUBKEY, (buffer, slot) => {
+                this.lastSlot = slot;
+                const clock = (0, phoenix_sdk_1.deserializeClockData)(buffer);
+                this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
+            });
+        }
+        this.subscribed = true;
+    }
+    getBestBid() {
+        const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
+        return new anchor_1.BN(Math.floor(ladder.bids[0][0] * numericConstants_1.PRICE_PRECISION.toNumber()));
+    }
+    getBestAsk() {
+        const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
+        return new anchor_1.BN(Math.floor(ladder.asks[0][0] * numericConstants_1.PRICE_PRECISION.toNumber()));
+    }
+    async unsubscribe() {
+        if (!this.subscribed) {
+            return;
+        }
+        // remove listeners
+        if (this.subscriptionType === 'websocket') {
+            await this.connection.removeAccountChangeListener(this.marketCallbackId);
+            await this.connection.removeAccountChangeListener(this.clockCallbackId);
+        }
+        else {
+            this.accountLoader.removeAccount(this.marketAddress, this.marketCallbackId);
+            this.accountLoader.removeAccount(web3_js_1.SYSVAR_CLOCK_PUBKEY, this.clockCallbackId);
+        }
+        this.subscribed = false;
+    }
+}
+exports.PhoenixSubscriber = PhoenixSubscriber;

package/lib/serum/serumSubscriber.d.ts

@@ -1,10 +1,10 @@
-/// <reference types="bn.js" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
 import { Market, Orderbook } from '@project-serum/serum';
 import { SerumMarketSubscriberConfig } from './types';
 import { BN } from '@coral-xyz/anchor';
-export declare class SerumSubscriber {
+import { L2Level, L2OrderBookGenerator } from '../dlob/orderBookLevels';
+export declare class SerumSubscriber implements L2OrderBookGenerator {
     connection: Connection;
     programId: PublicKey;
     marketAddress: PublicKey;
@@ -24,5 +24,8 @@ export declare class SerumSubscriber {
     subscribe(): Promise<void>;
     getBestBid(): BN | undefined;
     getBestAsk(): BN | undefined;
+    getL2Bids(): Generator<L2Level>;
+    getL2Asks(): Generator<L2Level>;
+    getL2Levels(side: 'bids' | 'asks'): Generator<L2Level>;
     unsubscribe(): Promise<void>;
 }

package/lib/serum/serumSubscriber.js

@@ -66,6 +66,28 @@ class SerumSubscriber {
         }
         return new anchor_1.BN(bestAsk[0] * numericConstants_1.PRICE_PRECISION.toNumber());
     }
+    getL2Bids() {
+        return this.getL2Levels('bids');
+    }
+    getL2Asks() {
+        return this.getL2Levels('asks');
+    }
+    *getL2Levels(side) {
+        // @ts-ignore
+        const basePrecision = Math.pow(10, this.market._baseSplTokenDecimals);
+        const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
+        for (let { price, size } of this[side].items(side === 'bids')) {
+            price = new anchor_1.BN(price * pricePrecision);
+            size = new anchor_1.BN(size * basePrecision);
+            yield {
+                price,
+                size,
+                sources: {
+                    serum: size,
+                },
+            };
+        }
+    }
     async unsubscribe() {
         if (!this.subscribed) {
             return;

package/lib/tokenFaucet.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import * as anchor from '@coral-xyz/anchor';
 import { AnchorProvider, Program } from '@coral-xyz/anchor';
 import { AccountInfo } from '@solana/spl-token';

package/lib/types.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="bn.js" />
 import { PublicKey, Transaction } from '@solana/web3.js';
 import { BN } from '.';
 export declare enum ExchangeStatus {
@@ -661,6 +660,7 @@ export type HistoricalIndexData = {
 export type SpotMarketAccount = {
     status: MarketStatus;
     assetTier: AssetTier;
+    name: number[];
     marketIndex: number;
     pubkey: PublicKey;
     mint: PublicKey;

package/lib/user.d.ts

@@ -1,5 +1,4 @@
 /// <reference types="node" />
-/// <reference types="bn.js" />
 import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.26.0-beta.0",
+	"version": "2.26.0-beta.2",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/assert/assert.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.assert = void 0;
+function assert(condition, error) {
+    if (!condition) {
+        throw new Error(error || 'Unspecified AssertionError');
+    }
+}
+exports.assert = assert;

package/src/dlob/DLOB.ts

@@ -1,37 +1,48 @@
 import { getOrderSignature, getVammNodeGenerator, NodeList } from './NodeList';
 import {
-	MarketType,
 	BN,
 	calculateAskPrice,
 	calculateBidPrice,
-	DriftClient,
 	convertToNumber,
-	isOrderExpired,
+	DLOBNode,
+	DLOBNodeType,
+	DriftClient,
+	getLimitPrice,
+	getVariant,
+	isFallbackAvailableLiquiditySource,
 	isOneOfVariant,
+	isOrderExpired,
+	isRestingLimitOrder,
+	isTakingOrder,
+	isTriggered,
 	isVariant,
-	getVariant,
+	MarketType,
+	MarketTypeStr,
+	mustBeTriggered,
+	OraclePriceData,
 	Order,
-	PRICE_PRECISION,
-	SpotMarketAccount,
+	OrderActionRecord,
+	OrderRecord,
 	PerpMarketAccount,
-	OraclePriceData,
+	PRICE_PRECISION,
 	SlotSubscriber,
-	MarketTypeStr,
+	SpotMarketAccount,
 	StateAccount,
-	mustBeTriggered,
-	isTriggered,
-	getLimitPrice,
+	TriggerOrderNode,
 	UserMap,
-	OrderRecord,
-	OrderActionRecord,
-	isRestingLimitOrder,
-	isTakingOrder,
-	isFallbackAvailableLiquiditySource,
 } from '..';
 import { PublicKey } from '@solana/web3.js';
-import { DLOBNode, DLOBNodeType, TriggerOrderNode } from '..';
 import { ammPaused, exchangePaused, fillPaused } from '../math/exchangeStatus';
 import { DLOBOrders } from './DLOBOrders';
+import {
+	createL2Levels,
+	getL2GeneratorFromDLOBNodes,
+	L2OrderBook,
+	L2OrderBookGenerator,
+	L3Level,
+	L3OrderBook,
+	mergeL2LevelGenerators,
+} from './orderBookLevels';
 
 export type MarketNodeLists = {
 	restingLimit: {
@@ -1689,4 +1700,153 @@ export class DLOB {
 			yield nodeLists.trigger.below;
 		}
 	}
+
+	/**
+	 * Get an L2 view of the order book for a given market.
+	 *
+	 * @param marketIndex
+	 * @param marketType
+	 * @param slot
+	 * @param oraclePriceData
+	 * @param depth how many levels of the order book to return
+	 * @param fallbackAsk best ask for fallback liquidity, only relevant for perps
+	 * @param fallbackBid best bid for fallback liquidity, only relevant for perps
+	 * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
+	 */
+	public getL2({
+		marketIndex,
+		marketType,
+		slot,
+		oraclePriceData,
+		depth,
+		fallbackAsk,
+		fallbackBid,
+		fallbackL2Generators = [],
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+		depth: number;
+		fallbackAsk?: BN;
+		fallbackBid?: BN;
+		fallbackL2Generators?: L2OrderBookGenerator[];
+	}): L2OrderBook {
+		const makerAskL2LevelGenerator = getL2GeneratorFromDLOBNodes(
+			this.getMakerLimitAsks(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData,
+				fallbackBid
+			),
+			oraclePriceData,
+			slot
+		);
+
+		const fallbackAskGenerators = fallbackL2Generators.map(
+			(fallbackL2Generator) => {
+				return fallbackL2Generator.getL2Asks();
+			}
+		);
+
+		const askL2LevelGenerator = mergeL2LevelGenerators(
+			[makerAskL2LevelGenerator, ...fallbackAskGenerators],
+			(a, b) => {
+				return a.price.lt(b.price);
+			}
+		);
+
+		const asks = createL2Levels(askL2LevelGenerator, depth);
+
+		const makerBidGenerator = getL2GeneratorFromDLOBNodes(
+			this.getMakerLimitBids(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData,
+				fallbackAsk
+			),
+			oraclePriceData,
+			slot
+		);
+
+		const fallbackBidGenerators = fallbackL2Generators.map((fallbackOrders) => {
+			return fallbackOrders.getL2Bids();
+		});
+
+		const bidL2LevelGenerator = mergeL2LevelGenerators(
+			[makerBidGenerator, ...fallbackBidGenerators],
+			(a, b) => {
+				return a.price.gt(b.price);
+			}
+		);
+
+		const bids = createL2Levels(bidL2LevelGenerator, depth);
+
+		return {
+			bids,
+			asks,
+		};
+	}
+
+	/**
+	 * Get an L3 view of the order book for a given market. Does not include fallback liquidity sources
+	 *
+	 * @param marketIndex
+	 * @param marketType
+	 * @param slot
+	 * @param oraclePriceData
+	 */
+	public getL3({
+		marketIndex,
+		marketType,
+		slot,
+		oraclePriceData,
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+	}): L3OrderBook {
+		const bids: L3Level[] = [];
+		const asks: L3Level[] = [];
+
+		const restingAsks = this.getRestingLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		for (const ask of restingAsks) {
+			asks.push({
+				price: ask.getPrice(oraclePriceData, slot),
+				size: ask.order.baseAssetAmount.sub(ask.order.baseAssetAmountFilled),
+				maker: ask.userAccount,
+				orderId: ask.order.orderId,
+			});
+		}
+
+		const restingBids = this.getRestingLimitBids(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		for (const bid of restingBids) {
+			bids.push({
+				price: bid.getPrice(oraclePriceData, slot),
+				size: bid.order.baseAssetAmount.sub(bid.order.baseAssetAmountFilled),
+				maker: bid.userAccount,
+				orderId: bid.order.orderId,
+			});
+		}
+
+		return {
+			bids,
+			asks,
+		};
+	}
 }

package/src/dlob/DLOBApiClient.ts

@@ -19,7 +19,9 @@ export class DLOBApiClient {
 	public async getDLOB(slot: number): Promise<DLOB> {
 		const r = await fetch(this.url);
 		if (!r.ok) {
-			throw new Error(`Failed to fetch DLOB from ${this.url}`);
+			throw new Error(
+				`Failed to fetch DLOB from ${this.url}. Status: ${r.status}, ${r.statusText}`
+			);
 		}
 
 		const resp = await r.json();