@drift-labs/sdk 2.28.0-beta.4 → 2.28.0-beta.6

package/src/math/spotMarket.ts

@@ -9,10 +9,14 @@ import { calculateAssetWeight, calculateLiabilityWeight } from './spotBalance';
 import { MARGIN_PRECISION } from '../constants/numericConstants';
 
 export function castNumberToSpotPrecision(
-	value: number,
+	value: number | BN,
 	spotMarket: SpotMarketAccount
 ): BN {
-	return new BN(value * Math.pow(10, spotMarket.decimals));
+	if (typeof value === 'number') {
+		return new BN(value * Math.pow(10, spotMarket.decimals));
+	} else {
+		return value.mul(new BN(Math.pow(10, spotMarket.decimals)));
+	}
 }
 
 export function calculateSpotMarketMarginRatio(

package/src/math/utils.ts

@@ -33,3 +33,49 @@ export const divCeil = (a: BN, b: BN): BN => {
 		return quotient;
 	}
 };
+
+/**
+ * calculates the time remaining until the next update based on a rounded, "on-the-hour" update schedule
+ * this schedule is used for Perpetual Funding Rate and Revenue -> Insurance Updates
+ * @param now: current blockchain unix timestamp
+ * @param lastUpdateTs: the unix timestamp of the last update
+ * @param updatePeriod: desired interval between updates (in seconds)
+ * @returns: timeRemainingUntilUpdate (in seconds)
+ */
+export function timeRemainingUntilUpdate(
+	now: BN,
+	lastUpdateTs: BN,
+	updatePeriod: BN
+): BN {
+	const timeSinceLastUpdate = now.sub(lastUpdateTs);
+
+	// round next update time to be available on the hour
+	let nextUpdateWait = updatePeriod;
+	if (updatePeriod.gt(new BN(1))) {
+		const lastUpdateDelay = lastUpdateTs.umod(updatePeriod);
+		if (!lastUpdateDelay.isZero()) {
+			const maxDelayForNextPeriod = updatePeriod.div(new BN(3));
+
+			const twoFundingPeriods = updatePeriod.mul(new BN(2));
+
+			if (lastUpdateDelay.gt(maxDelayForNextPeriod)) {
+				// too late for on the hour next period, delay to following period
+				nextUpdateWait = twoFundingPeriods.sub(lastUpdateDelay);
+			} else {
+				// allow update on the hour
+				nextUpdateWait = updatePeriod.sub(lastUpdateDelay);
+			}
+
+			if (nextUpdateWait.gt(twoFundingPeriods)) {
+				nextUpdateWait = nextUpdateWait.sub(updatePeriod);
+			}
+		}
+	}
+	const timeRemainingUntilUpdate = nextUpdateWait
+		.sub(timeSinceLastUpdate)
+		.isNeg()
+		? ZERO
+		: nextUpdateWait.sub(timeSinceLastUpdate);
+
+	return timeRemainingUntilUpdate;
+}

package/src/phoenix/phoenixSubscriber.ts

@@ -163,8 +163,10 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
 	}
 
 	*getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
-		// @ts-ignore
-		const basePrecision = Math.pow(10, this.market.header.baseParams.decimals);
+		const basePrecision = Math.pow(
+			10,
+			this.market.data.header.baseParams.decimals
+		);
 		const pricePrecision = PRICE_PRECISION.toNumber();
 
 		const ladder = getMarketUiLadder(

package/src/token/index.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.parseTokenAccount = void 0;
+const spl_token_1 = require("@solana/spl-token");
+const web3_js_1 = require("@solana/web3.js");
+function parseTokenAccount(data) {
+    const accountInfo = spl_token_1.AccountLayout.decode(data);
+    accountInfo.mint = new web3_js_1.PublicKey(accountInfo.mint);
+    accountInfo.owner = new web3_js_1.PublicKey(accountInfo.owner);
+    accountInfo.amount = spl_token_1.u64.fromBuffer(accountInfo.amount);
+    if (accountInfo.delegateOption === 0) {
+        accountInfo.delegate = null;
+        // eslint-disable-next-line new-cap
+        accountInfo.delegatedAmount = new spl_token_1.u64(0);
+    }
+    else {
+        accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);
+        accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(accountInfo.delegatedAmount);
+    }
+    accountInfo.isInitialized = accountInfo.state !== 0;
+    accountInfo.isFrozen = accountInfo.state === 2;
+    if (accountInfo.isNativeOption === 1) {
+        accountInfo.rentExemptReserve = spl_token_1.u64.fromBuffer(accountInfo.isNative);
+        accountInfo.isNative = true;
+    }
+    else {
+        accountInfo.rentExemptReserve = null;
+        accountInfo.isNative = false;
+    }
+    if (accountInfo.closeAuthorityOption === 0) {
+        accountInfo.closeAuthority = null;
+    }
+    else {
+        accountInfo.closeAuthority = new web3_js_1.PublicKey(accountInfo.closeAuthority);
+    }
+    return accountInfo;
+}
+exports.parseTokenAccount = parseTokenAccount;

package/src/tx/retryTxSender.ts

@@ -115,18 +115,10 @@ export class RetryTxSender implements TxSender {
 	}
 
 	async sendVersionedTransaction(
-		ixs: TransactionInstruction[],
-		lookupTableAccounts: AddressLookupTableAccount[],
+		tx: VersionedTransaction,
 		additionalSigners?: Array<Signer>,
 		opts?: ConfirmOptions
 	): Promise<TxSigAndSlot> {
-		const tx = await this.getVersionedTransaction(
-			ixs,
-			lookupTableAccounts,
-			additionalSigners,
-			opts
-		);
-
 		// @ts-ignore
 		tx.sign(additionalSigners.concat(this.provider.wallet.payer));
 

package/src/tx/types.ts

@@ -25,8 +25,7 @@ export interface TxSender {
 	): Promise<TxSigAndSlot>;
 
 	sendVersionedTransaction(
-		ixs: TransactionInstruction[],
-		lookupTableAccounts: AddressLookupTableAccount[],
+		tx: VersionedTransaction,
 		additionalSigners?: Array<Signer>,
 		opts?: ConfirmOptions
 	): Promise<TxSigAndSlot>;

package/src/types.ts

@@ -857,7 +857,6 @@ export type OrderParams = {
 	immediateOrCancel: boolean;
 	triggerPrice: BN | null;
 	triggerCondition: OrderTriggerCondition;
-	positionLimit: BN;
 	oraclePriceOffset: number | null;
 	auctionDuration: number | null;
 	maxTs: BN | null;
@@ -899,7 +898,6 @@ export const DefaultOrderParams: OrderParams = {
 	immediateOrCancel: false,
 	triggerPrice: null,
 	triggerCondition: OrderTriggerCondition.ABOVE,
-	positionLimit: ZERO,
 	oraclePriceOffset: null,
 	auctionDuration: null,
 	maxTs: null,

package/src/user.ts

@@ -162,6 +162,28 @@ export class User {
 		);
 	}
 
+	/**
+	 * Returns the token amount for a given market. The spot market precision is based on the token mint decimals.
+	 * Positive if it is a deposit, negative if it is a borrow.
+	 *
+	 * @param marketIndex
+	 */
+	public getTokenAmount(marketIndex: number): BN {
+		const spotPosition = this.getSpotPosition(marketIndex);
+		if (spotPosition === undefined) {
+			return ZERO;
+		}
+		const spotMarket = this.driftClient.getSpotMarketAccount(marketIndex);
+		return getSignedTokenAmount(
+			getTokenAmount(
+				spotPosition.scaledBalance,
+				spotMarket,
+				spotPosition.balanceType
+			),
+			spotPosition.balanceType
+		);
+	}
+
 	public getEmptyPosition(marketIndex: number): PerpPosition {
 		return {
 			baseAssetAmount: ZERO,
@@ -206,6 +228,12 @@ export class User {
 		);
 	}
 
+	public getOpenOrders(): Order[] {
+		return this.getUserAccount()?.orders.filter((order) =>
+			isVariant(order.status, 'open')
+		);
+	}
+
 	public getUserAccountPublicKey(): PublicKey {
 		return this.userAccountPublicKey;
 	}

package/src/util/computeUnits.js

@@ -0,0 +1,27 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.findComputeUnitConsumption = void 0;
+function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
+    return __awaiter(this, void 0, void 0, function* () {
+        const tx = yield connection.getTransaction(txSignature, { commitment });
+        const computeUnits = [];
+        const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of ([0-9]{0,7}) compute units`);
+        tx.meta.logMessages.forEach((logMessage) => {
+            const match = logMessage.match(regex);
+            if (match && match[1]) {
+                computeUnits.push(match[1]);
+            }
+        });
+        return computeUnits;
+    });
+}
+exports.findComputeUnitConsumption = findComputeUnitConsumption;

package/src/util/getTokenAddress.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getTokenAddress = void 0;
+const spl_token_1 = require("@solana/spl-token");
+const web3_js_1 = require("@solana/web3.js");
+const getTokenAddress = (mintAddress, userPubKey) => {
+    return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
+};
+exports.getTokenAddress = getTokenAddress;

package/src/util/promiseTimeout.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.promiseTimeout = void 0;
+function promiseTimeout(promise, timeoutMs) {
+    let timeoutId;
+    const timeoutPromise = new Promise((resolve) => {
+        timeoutId = setTimeout(() => resolve(null), timeoutMs);
+    });
+    return Promise.race([promise, timeoutPromise]).then((result) => {
+        clearTimeout(timeoutId);
+        return result;
+    });
+}
+exports.promiseTimeout = promiseTimeout;

package/src/util/tps.js

@@ -0,0 +1,27 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.estimateTps = void 0;
+function estimateTps(programId, connection, failed) {
+    return __awaiter(this, void 0, void 0, function* () {
+        let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
+        if (failed) {
+            signatures = signatures.filter((signature) => signature.err);
+        }
+        const numberOfSignatures = signatures.length;
+        if (numberOfSignatures === 0) {
+            return 0;
+        }
+        return (numberOfSignatures /
+            (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
+    });
+}
+exports.estimateTps = estimateTps;

package/tests/insurance/test.ts

@@ -0,0 +1,40 @@
+import { BN, ZERO, timeRemainingUntilUpdate, ONE } from '../../src';
+// import { mockPerpMarkets } from '../dlob/helpers';
+
+import { assert } from '../../src/assert/assert';
+
+describe('Insurance Tests', () => {
+	it('time remaining updates', () => {
+		const now = new BN(1683576852);
+		const lastUpdate = new BN(1683576000);
+		const period = new BN(3600); //hourly
+
+		let tr;
+		// console.log(now.sub(lastUpdate).toString());
+
+		tr = timeRemainingUntilUpdate(now, lastUpdate, period);
+		// console.log(tr.toString());
+		assert(tr.eq(new BN('2748')));
+
+		tr = timeRemainingUntilUpdate(now, lastUpdate.sub(period), period);
+		// console.log(tr.toString());
+		assert(tr.eq(ZERO));
+
+		const tooLateUpdate = lastUpdate.sub(period.div(new BN(3)).add(ONE));
+		tr = timeRemainingUntilUpdate(
+			tooLateUpdate.add(ONE),
+			tooLateUpdate,
+			period
+		);
+		// console.log(tr.toString());
+		assert(tr.eq(new BN('4800')));
+
+		tr = timeRemainingUntilUpdate(now, lastUpdate.add(ONE), period);
+		// console.log(tr.toString());
+		assert(tr.eq(new BN('2748')));
+
+		tr = timeRemainingUntilUpdate(now, lastUpdate.sub(ONE), period);
+		// console.log(tr.toString());
+		assert(tr.eq(new BN('2748')));
+	});
+});

package/dlob_read.ts

@@ -1,155 +0,0 @@
-import { Connection, Keypair, PublicKey } from '@solana/web3.js';
-import {
-    BASE_PRECISION,
-    BulkAccountLoader,
-    configs,
-    convertToNumber,
-    DLOBSubscriber,
-    DriftClient,
-    getMarketsAndOraclesForSubscription,
-    MarketType,
-    PRICE_PRECISION,
-    SlotSubscriber,
-    UserMap,
-    Wallet,
-} from './src/index';
-import {
-    DLOBApiClient,
-} from './src/dlob/DLOBApiClient';
-
-async function main() {
-
-    const driftConfig = configs['mainnet-beta'];
-    const connection = new Connection('https://api.mainnet-beta.solana.com');
-
-    const accountLoader = new BulkAccountLoader(
-        connection,
-        'confirmed',
-        10000
-    );
-
-    const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = getMarketsAndOraclesForSubscription('mainnet-beta');
-
-
-    const driftClient = new DriftClient({
-        connection: connection,
-        wallet: new Wallet(new Keypair()),
-        programID: new PublicKey(driftConfig.DRIFT_PROGRAM_ID),
-        accountSubscription: {
-            type: 'polling',
-            accountLoader: accountLoader,
-        },
-        perpMarketIndexes,
-        spotMarketIndexes,
-        oracleInfos,
-        userStats: true,
-        env: 'mainnet-beta',
-    });
-    console.log(`driftClientSubscribed: ${await driftClient.subscribe()}`);
-
-    const slotSubscriber = new SlotSubscriber(connection);
-    await slotSubscriber.subscribe();
-
-
-    // Alternatively, you can also use the UserMap class, which loads the DLOB via RPC calls.
-    // const userMap = new UserMap(driftClient, driftClient.userAccountSubscriptionConfig, false);
-
-    // This loads the DLOB from a server hosted by Drift.
-    const dlobAPI = new DLOBApiClient({
-        url: 'https://dlob.drift.trade/orders/idlWithSlot',
-    });
-
-    const dlobSubscriber = new DLOBSubscriber({
-        dlobSource: dlobAPI,
-        slotSource: slotSubscriber,
-        driftClient: driftClient,
-        updateFrequency: 10000,
-    });
-    await dlobSubscriber.subscribe();
-
-    const l2 = dlobSubscriber.getL2({
-        marketIndex: 0,
-        marketType: MarketType.PERP,
-    });
-    console.log("Level 2 order book:");
-
-    console.log("Asks:");
-    const asks = l2.asks.slice().reverse();
-    for (let i = 0; i < asks.length; i++) {
-        const ask = asks[i];
-        console.log(` [${asks.length - i - 1}] ${convertToNumber(ask.size, BASE_PRECISION)} @ $${convertToNumber(ask.price, PRICE_PRECISION)}`);
-    }
-
-    console.log("Bids:");
-    const bids = l2.bids;
-    for (let i = 0; i < bids.length; i++) {
-        const bid = bids[i];
-        console.log(` [${i}] ${convertToNumber(bid.size, BASE_PRECISION)} @ $${convertToNumber(bid.price, PRICE_PRECISION)}`);
-    }
-    console.log("");
-    console.log("");
-
-    /**
-Level 2 order book:
-Asks:
- [9] 664.8 @ $21.3248
- [8] 3.5 @ $21.288301
- [7] 3.5 @ $21.287237
- [6] 3.5 @ $21.283129
- [5] 0.1 @ $21.2825
- [4] 1937.6 @ $21.2748
- [3] 1 @ $21.26
- [2] 2015 @ $21.2589
- [1] 503.7 @ $21.2483
- [0] 377.8 @ $21.243
-Bids:
- [0] 1168.2 @ $21.2464
- [1] 136.7 @ $21.2461
- [2] 2570.2 @ $21.2426
- [3] 0.1 @ $21.2419
- [4] 47 @ $21.216188
- [5] 327.8 @ $21.211
- [6] 437 @ $21.2057
- [7] 47 @ $21.205592
- [8] 1748.3 @ $21.1951
- [9] 187 @ $21.1792
-     */
-
-    const l3 = dlobSubscriber.getL3({
-        marketIndex: 0,
-        marketType: MarketType.PERP,
-    });
-
-    console.log("Level 3 order book:");
-    console.log("Asks:");
-    const l3asks = l3.asks.slice().reverse();
-    for (let i = 0; i < l3asks.length; i++) {
-        const ask = l3asks[i];
-        console.log(` [${l3asks.length - i - 1}] ${ask.maker.toBase58()} ${convertToNumber(ask.size, BASE_PRECISION)} @ $${convertToNumber(ask.price, PRICE_PRECISION)}`);
-    }
-
-    console.log("Bids:");
-    const l3bids = l3.bids;
-    for (let i = 0; i < l3bids.length; i++) {
-        const bid = l3bids[i];
-        console.log(` [${i}] ${bid.maker.toBase58()} ${convertToNumber(bid.size, BASE_PRECISION)} @ $${convertToNumber(bid.price, PRICE_PRECISION)}`);
-    }
-
-    /**
-    Level 3 order book:
-    Asks:
-    ...
-     [3] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 1 @ $21.26
-     [2] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 2015 @ $21.2589
-     [1] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 503.7 @ $21.2483
-     [0] C13FZykQfLXKuMAMh2iuG7JxhQqd8otujNRAgVETU6id 377.8 @ $21.243
-    Bids:
-     [0] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 1168.2 @ $21.2464
-     [1] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 2570.2 @ $21.2464
-     [2] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 136.7 @ $21.2461
-     [3] FrEFAwxdrzHxgc7S4cuFfsfLmcg8pfbxnkCQW83euyCS 2570.2 @ $21.2426
-    ...
-     */
-}
-
-main().catch(console.error);