@drift-labs/sdk 2.30.0-beta.0 → 2.30.0

package/tests/dlob/test.ts

@@ -20,6 +20,8 @@ import {
 	isMarketOrder,
 	isLimitOrder,
 	ZERO,
+	convertToNumber,
+	QUOTE_PRECISION,
 } from '../../src';
 
 import { mockPerpMarkets, mockSpotMarkets, mockStateAccount } from './helpers';
@@ -134,16 +136,11 @@ function printOrderNode(
 	slot: number | undefined
 ) {
 	console.log(
-		` . vAMMNode? ${node.isVammNode()},\t${
-			node.order ? getVariant(node.order?.orderType) : '~'
-		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, slot: ${
-			node.order?.slot.toString() || '~'
-		}, orderId: ${node.order?.orderId.toString() || '~'},\tnode.getPrice: ${
-			oracle ? node.getPrice(oracle, slot!) : '~'
-		}, node.price: ${node.order?.price.toString() || '~'}, priceOffset: ${
-			node.order?.oraclePriceOffset.toString() || '~'
-		} quantity: ${node.order?.baseAssetAmountFilled.toString() || '~'}/${
-			node.order?.baseAssetAmount.toString() || '~'
+		` . vAMMNode? ${node.isVammNode()},\t${node.order ? getVariant(node.order?.orderType) : '~'
+		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, slot: ${node.order?.slot.toString() || '~'
+		}, orderId: ${node.order?.orderId.toString() || '~'},\tnode.getPrice: ${oracle ? node.getPrice(oracle, slot!) : '~'
+		}, node.price: ${node.order?.price.toString() || '~'}, priceOffset: ${node.order?.oraclePriceOffset.toString() || '~'
+		} quantity: ${node.order?.baseAssetAmountFilled.toString() || '~'}/${node.order?.baseAssetAmount.toString() || '~'
 		}`
 	);
 }
@@ -190,8 +187,7 @@ function printBookState(
 
 function printCrossedNodes(n: NodeToFill, slot: number) {
 	console.log(
-		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${
-			n.makerNodes !== undefined
+		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${n.makerNodes !== undefined
 		}`
 	);
 	console.log(
@@ -213,10 +209,8 @@ function printCrossedNodes(n: NodeToFill, slot: number) {
 		console.log(
 			`  orderId: ${o.orderId}, ${getVariant(o.orderType)}, ${getVariant(
 				o.direction
-			)},\texpired: ${isOrderExpired(o, slot)}, postOnly: ${
-				o.postOnly
-			}, reduceOnly: ${
-				o.reduceOnly
+			)},\texpired: ${isOrderExpired(o, slot)}, postOnly: ${o.postOnly
+			}, reduceOnly: ${o.reduceOnly
 			}, price: ${o.price.toString()}, priceOffset: ${o.oraclePriceOffset.toString()}, baseAmtFileld: ${o.baseAssetAmountFilled.toString()}/${o.baseAssetAmount.toString()}`
 		);
 	};
@@ -621,9 +615,9 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(3);
-		expect(takingBids[0].order.orderId).to.equal(1);
-		expect(takingBids[1].order.orderId).to.equal(2);
-		expect(takingBids[2].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(1);
+		expect(takingBids[1].order!.orderId).to.equal(2);
+		expect(takingBids[2].order!.orderId).to.equal(3);
 
 		let restingBids = Array.from(
 			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
@@ -638,15 +632,15 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(2);
-		expect(takingBids[0].order.orderId).to.equal(2);
-		expect(takingBids[1].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(2);
+		expect(takingBids[1].order!.orderId).to.equal(3);
 
 		restingBids = Array.from(
 			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
 		);
 
 		expect(restingBids.length).to.equal(1);
-		expect(restingBids[0].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(1);
 
 		slot += 11;
 
@@ -655,15 +649,15 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(1);
-		expect(takingBids[0].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(3);
 
 		restingBids = Array.from(
 			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
 		);
 
 		expect(restingBids.length).to.equal(2);
-		expect(restingBids[0].order.orderId).to.equal(2);
-		expect(restingBids[1].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(2);
+		expect(restingBids[1].order!.orderId).to.equal(1);
 
 		slot += 11;
 
@@ -678,9 +672,9 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(restingBids.length).to.equal(3);
-		expect(restingBids[0].order.orderId).to.equal(3);
-		expect(restingBids[1].order.orderId).to.equal(2);
-		expect(restingBids[2].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(3);
+		expect(restingBids[1].order!.orderId).to.equal(2);
+		expect(restingBids[2].order!.orderId).to.equal(1);
 	});
 
 	it('DLOB update resting limit orders asks', () => {
@@ -751,9 +745,9 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(3);
-		expect(takingBids[0].order.orderId).to.equal(1);
-		expect(takingBids[1].order.orderId).to.equal(2);
-		expect(takingBids[2].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(1);
+		expect(takingBids[1].order!.orderId).to.equal(2);
+		expect(takingBids[2].order!.orderId).to.equal(3);
 
 		let restingBids = Array.from(
 			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
@@ -768,15 +762,15 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(2);
-		expect(takingBids[0].order.orderId).to.equal(2);
-		expect(takingBids[1].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(2);
+		expect(takingBids[1].order!.orderId).to.equal(3);
 
 		restingBids = Array.from(
 			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
 		);
 
 		expect(restingBids.length).to.equal(1);
-		expect(restingBids[0].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(1);
 
 		slot += 11;
 
@@ -785,15 +779,15 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(takingBids.length).to.equal(1);
-		expect(takingBids[0].order.orderId).to.equal(3);
+		expect(takingBids[0].order!.orderId).to.equal(3);
 
 		restingBids = Array.from(
 			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
 		);
 
 		expect(restingBids.length).to.equal(2);
-		expect(restingBids[0].order.orderId).to.equal(2);
-		expect(restingBids[1].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(2);
+		expect(restingBids[1].order!.orderId).to.equal(1);
 
 		slot += 11;
 
@@ -808,9 +802,9 @@ describe('DLOB Tests', () => {
 		);
 
 		expect(restingBids.length).to.equal(3);
-		expect(restingBids[0].order.orderId).to.equal(3);
-		expect(restingBids[1].order.orderId).to.equal(2);
-		expect(restingBids[2].order.orderId).to.equal(1);
+		expect(restingBids[0].order!.orderId).to.equal(3);
+		expect(restingBids[1].order!.orderId).to.equal(2);
+		expect(restingBids[2].order!.orderId).to.equal(1);
 	});
 });
 
@@ -5711,4 +5705,188 @@ describe('DLOB Spot Tests', () => {
 		expect(nodesToFillAfter[0].makerNodes.length).to.equal(0);
 		expect(nodesToFillAfter[1].makerNodes.length).to.equal(0);
 	});
+
+	it('DLOB estimateFillExactBaseAmount spot buy', () => {
+		const vAsk = new BN(20790000);
+		const vBid = new BN(20580000);
+
+		let slot = 1;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user2 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+		const marketType = MarketType.SPOT;
+
+		const b1 = BASE_PRECISION;
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			1, // orderId
+			marketIndex,
+			new BN(20690000), // price
+			b1, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(1)
+		);
+		const b2 = new BN(2).mul(BASE_PRECISION);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			2, // orderId
+			marketIndex,
+			new BN(20700000), // price
+			b2, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(1)
+		);
+		const b3 = new BN(3).mul(BASE_PRECISION);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			3, // orderId
+			marketIndex,
+			new BN(20710000), // price
+			b3, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(1)
+		);
+
+		slot += 11;
+
+		const restingAsks = Array.from(
+			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingAsks.length).to.equal(3);
+
+		const baseAmount = new BN(4).mul(BASE_PRECISION);
+		const out = dlob.estimateFillWithExactBaseAmount({
+			marketIndex,
+			marketType,
+			baseAmount,
+			orderDirection: PositionDirection.LONG,
+			slot,
+			oraclePriceData: oracle,
+		});
+		const quoteAmtOut = convertToNumber(
+			out,
+			QUOTE_PRECISION
+		);
+
+		// 1 * 20.69 + 2 * 20.70 + 1 * 20.71 = 82.8
+		expect(quoteAmtOut === 82.8).to.be.true;
+	});
+
+	it('DLOB estimateFillExactBaseAmount spot sell', () => {
+		const vAsk = new BN(20790000);
+		const vBid = new BN(20580000);
+
+		let slot = 1;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user2 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+		const marketType = MarketType.SPOT;
+
+		const b1 = BASE_PRECISION;
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			1, // orderId
+			marketIndex,
+			new BN(20690000), // price
+			b1, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+		const b2 = new BN(2).mul(BASE_PRECISION);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			2, // orderId
+			marketIndex,
+			new BN(20680000), // price
+			b2, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+		const b3 = new BN(3).mul(BASE_PRECISION);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			marketType,
+			3, // orderId
+			marketIndex,
+			new BN(20670000), // price
+			b3, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+
+		slot += 11;
+
+		const restingBids = Array.from(
+			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(3);
+
+		const baseAmount = new BN(4).mul(BASE_PRECISION);
+		const out = dlob.estimateFillWithExactBaseAmount({
+			marketIndex,
+			marketType,
+			baseAmount,
+			orderDirection: PositionDirection.SHORT,
+			slot,
+			oraclePriceData: oracle,
+		});
+		const quoteAmtOut = convertToNumber(
+			out,
+			QUOTE_PRECISION
+		);
+
+		// 1 * 20.69 + 2 * 20.68 + 1 * 20.67 = 82.72
+		expect(quoteAmtOut === 82.72).to.be.true;
+	});
 });

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);

package/lib/util/getTokenAddress.d.ts

@@ -1,2 +0,0 @@
-import { PublicKey } from '@solana/web3.js';
-export declare const getTokenAddress: (mintAddress: string, userPubKey: string) => Promise<PublicKey>;

package/lib/util/getTokenAddress.js

@@ -1,9 +0,0 @@
-"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/getTokenAddress.ts

@@ -1,18 +0,0 @@
-import {
-	Token,
-	ASSOCIATED_TOKEN_PROGRAM_ID,
-	TOKEN_PROGRAM_ID,
-} from '@solana/spl-token';
-import { PublicKey } from '@solana/web3.js';
-
-export const getTokenAddress = (
-	mintAddress: string,
-	userPubKey: string
-): Promise<PublicKey> => {
-	return Token.getAssociatedTokenAddress(
-		ASSOCIATED_TOKEN_PROGRAM_ID,
-		TOKEN_PROGRAM_ID,
-		new PublicKey(mintAddress),
-		new PublicKey(userPubKey)
-	);
-};