@drift-labs/sdk 2.28.0-beta.2 → 2.28.0-beta.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (9) hide show
  1. package/lib/idl/drift.json +1 -1
  2. package/lib/index.d.ts +1 -0
  3. package/lib/index.js +1 -0
  4. package/lib/phoenix/phoenixSubscriber.d.ts +2 -2
  5. package/lib/phoenix/phoenixSubscriber.js +40 -16
  6. package/package.json +2 -2
  7. package/src/idl/drift.json +1 -1
  8. package/src/index.ts +1 -0
  9. package/src/phoenix/phoenixSubscriber.ts +38 -21
package/lib/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
1
1
  {
2
- "version": "2.28.0-beta.2",
2
+ "version": "2.28.0-beta.3",
3
3
  "name": "drift",
4
4
  "instructions": [
5
5
  {
package/lib/index.d.ts CHANGED
@@ -67,6 +67,7 @@ export * from './dlob/DLOBNode';
67
67
  export * from './dlob/DLOBOrders';
68
68
  export * from './dlob/NodeList';
69
69
  export * from './dlob/DLOBSubscriber';
70
+ export * from './dlob/DLOBApiClient';
70
71
  export * from './dlob/types';
71
72
  export * from './dlob/orderBookLevels';
72
73
  export * from './userMap/userMap';
package/lib/index.js CHANGED
@@ -91,6 +91,7 @@ __exportStar(require("./dlob/DLOBNode"), exports);
91
91
  __exportStar(require("./dlob/DLOBOrders"), exports);
92
92
  __exportStar(require("./dlob/NodeList"), exports);
93
93
  __exportStar(require("./dlob/DLOBSubscriber"), exports);
94
+ __exportStar(require("./dlob/DLOBApiClient"), exports);
94
95
  __exportStar(require("./dlob/types"), exports);
95
96
  __exportStar(require("./dlob/orderBookLevels"), exports);
96
97
  __exportStar(require("./userMap/userMap"), exports);
package/lib/phoenix/phoenixSubscriber.d.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  import { Connection, PublicKey } from '@solana/web3.js';
2
2
  import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
3
- import { MarketData, Client } from '@ellipsis-labs/phoenix-sdk';
3
+ import { Client, Market } from '@ellipsis-labs/phoenix-sdk';
4
4
  import { BN } from '@coral-xyz/anchor';
5
5
  import { L2Level, L2OrderBookGenerator } from '../dlob/orderBookLevels';
6
6
  export type PhoenixMarketSubscriberConfig = {
@@ -21,7 +21,7 @@ export declare class PhoenixSubscriber implements L2OrderBookGenerator {
21
21
  marketAddress: PublicKey;
22
22
  subscriptionType: 'polling' | 'websocket';
23
23
  accountLoader: BulkAccountLoader | undefined;
24
- market: MarketData;
24
+ market: Market;
25
25
  marketCallbackId: string | number;
26
26
  clockCallbackId: string | number;
27
27
  subscribed: boolean;
package/lib/phoenix/phoenixSubscriber.js CHANGED
@@ -24,30 +24,54 @@ class PhoenixSubscriber {
24
24
  if (this.subscribed) {
25
25
  return;
26
26
  }
27
- this.market = (0, phoenix_sdk_1.deserializeMarketData)((await this.connection.getAccountInfo(this.marketAddress, 'confirmed'))
28
- .data);
27
+ this.market = await phoenix_sdk_1.Market.loadFromAddress({
28
+ connection: this.connection,
29
+ address: this.marketAddress,
30
+ });
29
31
  const clock = (0, phoenix_sdk_1.deserializeClockData)((await this.connection.getAccountInfo(web3_js_1.SYSVAR_CLOCK_PUBKEY, 'confirmed'))
30
32
  .data);
31
33
  this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
32
34
  if (this.subscriptionType === 'websocket') {
33
35
  this.marketCallbackId = this.connection.onAccountChange(this.marketAddress, (accountInfo, _ctx) => {
34
- this.market = (0, phoenix_sdk_1.deserializeMarketData)(accountInfo.data);
36
+ try {
37
+ this.market = this.market.reload(accountInfo.data);
38
+ }
39
+ catch {
40
+ console.error('Failed to reload Phoenix market data');
41
+ }
35
42
  });
36
43
  this.clockCallbackId = this.connection.onAccountChange(web3_js_1.SYSVAR_CLOCK_PUBKEY, (accountInfo, ctx) => {
37
- this.lastSlot = ctx.slot;
38
- const clock = (0, phoenix_sdk_1.deserializeClockData)(accountInfo.data);
39
- this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
44
+ try {
45
+ this.lastSlot = ctx.slot;
46
+ const clock = (0, phoenix_sdk_1.deserializeClockData)(accountInfo.data);
47
+ this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
48
+ }
49
+ catch {
50
+ console.error('Failed to reload clock data');
51
+ }
40
52
  });
41
53
  }
42
54
  else {
43
55
  this.marketCallbackId = await this.accountLoader.addAccount(this.marketAddress, (buffer, slot) => {
44
- this.lastSlot = slot;
45
- this.market = (0, phoenix_sdk_1.deserializeMarketData)(buffer);
56
+ try {
57
+ this.lastSlot = slot;
58
+ if (buffer) {
59
+ this.market = this.market.reload(buffer);
60
+ }
61
+ }
62
+ catch {
63
+ console.error('Failed to reload Phoenix market data');
64
+ }
46
65
  });
47
66
  this.clockCallbackId = await this.accountLoader.addAccount(web3_js_1.SYSVAR_CLOCK_PUBKEY, (buffer, slot) => {
48
- this.lastSlot = slot;
49
- const clock = (0, phoenix_sdk_1.deserializeClockData)(buffer);
50
- this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
67
+ try {
68
+ this.lastSlot = slot;
69
+ const clock = (0, phoenix_sdk_1.deserializeClockData)(buffer);
70
+ this.lastUnixTimestamp = (0, phoenix_sdk_1.toNum)(clock.unixTimestamp);
71
+ }
72
+ catch {
73
+ console.error('Failed to reload clock data');
74
+ }
51
75
  });
52
76
  }
53
77
  this.subscribed = true;
@@ -58,7 +82,7 @@ class PhoenixSubscriber {
58
82
  if (!bestBid) {
59
83
  return undefined;
60
84
  }
61
- return new anchor_1.BN(Math.floor(bestBid[0] * numericConstants_1.PRICE_PRECISION.toNumber()));
85
+ return new anchor_1.BN(Math.floor(bestBid.price * numericConstants_1.PRICE_PRECISION.toNumber()));
62
86
  }
63
87
  getBestAsk() {
64
88
  const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 1);
@@ -66,7 +90,7 @@ class PhoenixSubscriber {
66
90
  if (!bestAsk) {
67
91
  return undefined;
68
92
  }
69
- return new anchor_1.BN(Math.floor(bestAsk[0] * numericConstants_1.PRICE_PRECISION.toNumber()));
93
+ return new anchor_1.BN(Math.floor(bestAsk.price * numericConstants_1.PRICE_PRECISION.toNumber()));
70
94
  }
71
95
  getL2Bids() {
72
96
  return this.getL2Levels('bids');
@@ -80,10 +104,10 @@ class PhoenixSubscriber {
80
104
  const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
81
105
  const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
82
106
  for (let i = 0; i < ladder[side].length; i++) {
83
- const [priceNum, sizeNum] = ladder[side][i];
84
- const size = new anchor_1.BN(Math.floor(sizeNum * basePrecision));
107
+ const { price, quantity } = ladder[side][i];
108
+ const size = new anchor_1.BN(Math.floor(quantity * basePrecision));
85
109
  yield {
86
- price: new anchor_1.BN(Math.floor(priceNum * pricePrecision)),
110
+ price: new anchor_1.BN(Math.floor(price * pricePrecision)),
87
111
  size,
88
112
  sources: {
89
113
  phoenix: size,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "2.28.0-beta.2",
3
+ "version": "2.28.0-beta.3",
4
4
  "main": "lib/index.js",
5
5
  "types": "lib/index.d.ts",
6
6
  "author": "crispheaney",
@@ -34,7 +34,7 @@
34
34
  },
35
35
  "dependencies": {
36
36
  "@coral-xyz/anchor": "0.26.0",
37
- "@ellipsis-labs/phoenix-sdk": "^1.3.2",
37
+ "@ellipsis-labs/phoenix-sdk": "^1.4.2",
38
38
  "@project-serum/serum": "^0.13.38",
39
39
  "@pythnetwork/client": "2.5.3",
40
40
  "@solana/spl-token": "^0.1.6",
package/src/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
1
1
  {
2
- "version": "2.28.0-beta.2",
2
+ "version": "2.28.0-beta.3",
3
3
  "name": "drift",
4
4
  "instructions": [
5
5
  {
package/src/index.ts CHANGED
@@ -69,6 +69,7 @@ export * from './dlob/DLOBNode';
69
69
  export * from './dlob/DLOBOrders';
70
70
  export * from './dlob/NodeList';
71
71
  export * from './dlob/DLOBSubscriber';
72
+ export * from './dlob/DLOBApiClient';
72
73
  export * from './dlob/types';
73
74
  export * from './dlob/orderBookLevels';
74
75
  export * from './userMap/userMap';
package/src/phoenix/phoenixSubscriber.ts CHANGED
@@ -1,12 +1,11 @@
1
1
  import { Connection, PublicKey, SYSVAR_CLOCK_PUBKEY } from '@solana/web3.js';
2
2
  import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
3
3
  import {
4
- MarketData,
5
4
  Client,
6
- deserializeMarketData,
7
5
  deserializeClockData,
8
6
  toNum,
9
7
  getMarketUiLadder,
8
+ Market,
10
9
  } from '@ellipsis-labs/phoenix-sdk';
11
10
  import { PRICE_PRECISION } from '../constants/numericConstants';
12
11
  import { BN } from '@coral-xyz/anchor';
@@ -34,7 +33,7 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
34
33
  marketAddress: PublicKey;
35
34
  subscriptionType: 'polling' | 'websocket';
36
35
  accountLoader: BulkAccountLoader | undefined;
37
- market: MarketData;
36
+ market: Market;
38
37
  marketCallbackId: string | number;
39
38
  clockCallbackId: string | number;
40
39
 
@@ -61,10 +60,10 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
61
60
  return;
62
61
  }
63
62
 
64
- this.market = deserializeMarketData(
65
- (await this.connection.getAccountInfo(this.marketAddress, 'confirmed'))
66
- .data
67
- );
63
+ this.market = await Market.loadFromAddress({
64
+ connection: this.connection,
65
+ address: this.marketAddress,
66
+ });
68
67
 
69
68
  const clock = deserializeClockData(
70
69
  (await this.connection.getAccountInfo(SYSVAR_CLOCK_PUBKEY, 'confirmed'))
@@ -76,31 +75,49 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
76
75
  this.marketCallbackId = this.connection.onAccountChange(
77
76
  this.marketAddress,
78
77
  (accountInfo, _ctx) => {
79
- this.market = deserializeMarketData(accountInfo.data);
78
+ try {
79
+ this.market = this.market.reload(accountInfo.data);
80
+ } catch {
81
+ console.error('Failed to reload Phoenix market data');
82
+ }
80
83
  }
81
84
  );
82
85
  this.clockCallbackId = this.connection.onAccountChange(
83
86
  SYSVAR_CLOCK_PUBKEY,
84
87
  (accountInfo, ctx) => {
85
- this.lastSlot = ctx.slot;
86
- const clock = deserializeClockData(accountInfo.data);
87
- this.lastUnixTimestamp = toNum(clock.unixTimestamp);
88
+ try {
89
+ this.lastSlot = ctx.slot;
90
+ const clock = deserializeClockData(accountInfo.data);
91
+ this.lastUnixTimestamp = toNum(clock.unixTimestamp);
92
+ } catch {
93
+ console.error('Failed to reload clock data');
94
+ }
88
95
  }
89
96
  );
90
97
  } else {
91
98
  this.marketCallbackId = await this.accountLoader.addAccount(
92
99
  this.marketAddress,
93
100
  (buffer, slot) => {
94
- this.lastSlot = slot;
95
- this.market = deserializeMarketData(buffer);
101
+ try {
102
+ this.lastSlot = slot;
103
+ if (buffer) {
104
+ this.market = this.market.reload(buffer);
105
+ }
106
+ } catch {
107
+ console.error('Failed to reload Phoenix market data');
108
+ }
96
109
  }
97
110
  );
98
111
  this.clockCallbackId = await this.accountLoader.addAccount(
99
112
  SYSVAR_CLOCK_PUBKEY,
100
113
  (buffer, slot) => {
101
- this.lastSlot = slot;
102
- const clock = deserializeClockData(buffer);
103
- this.lastUnixTimestamp = toNum(clock.unixTimestamp);
114
+ try {
115
+ this.lastSlot = slot;
116
+ const clock = deserializeClockData(buffer);
117
+ this.lastUnixTimestamp = toNum(clock.unixTimestamp);
118
+ } catch {
119
+ console.error('Failed to reload clock data');
120
+ }
104
121
  }
105
122
  );
106
123
  }
@@ -119,7 +136,7 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
119
136
  if (!bestBid) {
120
137
  return undefined;
121
138
  }
122
- return new BN(Math.floor(bestBid[0] * PRICE_PRECISION.toNumber()));
139
+ return new BN(Math.floor(bestBid.price * PRICE_PRECISION.toNumber()));
123
140
  }
124
141
 
125
142
  public getBestAsk(): BN | undefined {
@@ -134,7 +151,7 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
134
151
  if (!bestAsk) {
135
152
  return undefined;
136
153
  }
137
- return new BN(Math.floor(bestAsk[0] * PRICE_PRECISION.toNumber()));
154
+ return new BN(Math.floor(bestAsk.price * PRICE_PRECISION.toNumber()));
138
155
  }
139
156
 
140
157
  public getL2Bids(): Generator<L2Level> {
@@ -158,10 +175,10 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
158
175
  );
159
176
 
160
177
  for (let i = 0; i < ladder[side].length; i++) {
161
- const [priceNum, sizeNum] = ladder[side][i];
162
- const size = new BN(Math.floor(sizeNum * basePrecision));
178
+ const { price, quantity } = ladder[side][i];
179
+ const size = new BN(Math.floor(quantity * basePrecision));
163
180
  yield {
164
- price: new BN(Math.floor(priceNum * pricePrecision)),
181
+ price: new BN(Math.floor(price * pricePrecision)),
165
182
  size,
166
183
  sources: {
167
184
  phoenix: size,