@drift-labs/sdk 2.30.0 → 2.31.0-beta.1
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.
- package/lib/accounts/pollingDriftClientAccountSubscriber.d.ts +2 -1
- package/lib/accounts/pollingDriftClientAccountSubscriber.js +9 -1
- package/lib/accounts/webSocketDriftClientAccountSubscriber.d.ts +2 -1
- package/lib/accounts/webSocketDriftClientAccountSubscriber.js +9 -1
- package/lib/adminClient.d.ts +1 -0
- package/lib/adminClient.js +9 -0
- package/lib/config.d.ts +6 -0
- package/lib/config.js +30 -1
- package/lib/dlob/orderBookLevels.d.ts +1 -0
- package/lib/dlob/orderBookLevels.js +38 -2
- package/lib/driftClient.js +7 -17
- package/lib/idl/drift.json +84 -15
- package/lib/math/orders.d.ts +2 -1
- package/lib/math/orders.js +18 -1
- package/lib/types.d.ts +7 -0
- package/lib/types.js +6 -0
- package/lib/userMap/userMap.d.ts +6 -0
- package/lib/userMap/userMap.js +7 -1
- package/package.json +1 -1
- package/src/accounts/pollingDriftClientAccountSubscriber.ts +14 -1
- package/src/accounts/webSocketDriftClientAccountSubscriber.ts +14 -1
- package/src/adminClient.ts +19 -0
- package/src/config.ts +38 -0
- package/src/dlob/orderBookLevels.ts +44 -1
- package/src/driftClient.ts +13 -29
- package/src/idl/drift.json +84 -15
- package/src/math/orders.ts +22 -0
- package/src/types.ts +7 -0
- package/src/userMap/userMap.ts +7 -1
- package/tests/dlob/helpers.ts +1 -0
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@@ -15,6 +15,7 @@ export declare class PollingDriftClientAccountSubscriber implements DriftClientA
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spotMarketIndexes: number[];
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oracleInfos: OracleInfo[];
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oracleClientCache: OracleClientCache;
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shouldFindAllMarketsAndOracles: boolean;
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eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
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accountLoader: BulkAccountLoader;
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accountsToPoll: Map<string, AccountToPoll>;
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@@ -28,7 +29,7 @@ export declare class PollingDriftClientAccountSubscriber implements DriftClientA
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private isSubscribing;
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private subscriptionPromise;
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private subscriptionPromiseResolver;
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constructor(program: Program, accountLoader: BulkAccountLoader, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[]);
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constructor(program: Program, accountLoader: BulkAccountLoader, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[], shouldFindAllMarketsAndOracles: boolean);
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subscribe(): Promise<boolean>;
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updateAccountsToPoll(): Promise<void>;
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updatePerpMarketAccountsToPoll(): Promise<boolean>;
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@@ -8,8 +8,9 @@ const utils_1 = require("./utils");
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const web3_js_1 = require("@solana/web3.js");
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const oracleClientCache_1 = require("../oracles/oracleClientCache");
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const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
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const config_1 = require("../config");
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class PollingDriftClientAccountSubscriber {
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constructor(program, accountLoader, perpMarketIndexes, spotMarketIndexes, oracleInfos) {
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constructor(program, accountLoader, perpMarketIndexes, spotMarketIndexes, oracleInfos, shouldFindAllMarketsAndOracles) {
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this.oracleClientCache = new oracleClientCache_1.OracleClientCache();
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this.accountsToPoll = new Map();
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this.oraclesToPoll = new Map();
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@@ -24,6 +25,7 @@ class PollingDriftClientAccountSubscriber {
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this.perpMarketIndexes = perpMarketIndexes;
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this.spotMarketIndexes = spotMarketIndexes;
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this.oracleInfos = oracleInfos;
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this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
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}
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async subscribe() {
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if (this.isSubscribed) {
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@@ -36,6 +38,12 @@ class PollingDriftClientAccountSubscriber {
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this.subscriptionPromise = new Promise((res) => {
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this.subscriptionPromiseResolver = res;
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});
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if (this.shouldFindAllMarketsAndOracles) {
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const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = await (0, config_1.findAllMarketAndOracles)(this.program);
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this.perpMarketIndexes = perpMarketIndexes;
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this.spotMarketIndexes = spotMarketIndexes;
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this.oracleInfos = oracleInfos;
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}
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await this.updateAccountsToPoll();
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await this.updateOraclesToPoll();
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await this.addToAccountLoader();
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@@ -15,6 +15,7 @@ export declare class WebSocketDriftClientAccountSubscriber implements DriftClien
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spotMarketIndexes: number[];
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oracleInfos: OracleInfo[];
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oracleClientCache: OracleClientCache;
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shouldFindAllMarketsAndOracles: boolean;
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eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
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stateAccountSubscriber?: AccountSubscriber<StateAccount>;
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perpMarketAccountSubscribers: Map<number, AccountSubscriber<PerpMarketAccount>>;
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@@ -23,7 +24,7 @@ export declare class WebSocketDriftClientAccountSubscriber implements DriftClien
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private isSubscribing;
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private subscriptionPromise;
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private subscriptionPromiseResolver;
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constructor(program: Program, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[]);
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constructor(program: Program, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[], shouldFindAllMarketsAndOracles: boolean);
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subscribe(): Promise<boolean>;
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subscribeToPerpMarketAccounts(): Promise<boolean>;
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subscribeToPerpMarketAccount(marketIndex: number): Promise<boolean>;
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@@ -8,8 +8,9 @@ const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
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const web3_js_1 = require("@solana/web3.js");
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const oracleClientCache_1 = require("../oracles/oracleClientCache");
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const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
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const config_1 = require("../config");
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class WebSocketDriftClientAccountSubscriber {
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constructor(program, perpMarketIndexes, spotMarketIndexes, oracleInfos) {
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constructor(program, perpMarketIndexes, spotMarketIndexes, oracleInfos, shouldFindAllMarketsAndOracles) {
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this.oracleClientCache = new oracleClientCache_1.OracleClientCache();
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this.perpMarketAccountSubscribers = new Map();
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this.spotMarketAccountSubscribers = new Map();
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@@ -21,6 +22,7 @@ class WebSocketDriftClientAccountSubscriber {
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this.perpMarketIndexes = perpMarketIndexes;
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this.spotMarketIndexes = spotMarketIndexes;
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this.oracleInfos = oracleInfos;
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this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
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}
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async subscribe() {
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if (this.isSubscribed) {
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@@ -33,6 +35,12 @@ class WebSocketDriftClientAccountSubscriber {
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this.subscriptionPromise = new Promise((res) => {
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this.subscriptionPromiseResolver = res;
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});
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if (this.shouldFindAllMarketsAndOracles) {
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const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = await (0, config_1.findAllMarketAndOracles)(this.program);
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this.perpMarketIndexes = perpMarketIndexes;
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this.spotMarketIndexes = spotMarketIndexes;
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this.oracleInfos = oracleInfos;
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}
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const statePublicKey = await (0, pda_1.getDriftStateAccountPublicKey)(this.program.programId);
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// create and activate main state account subscription
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this.stateAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('state', this.program, statePublicKey);
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package/lib/adminClient.d.ts
CHANGED
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@@ -19,6 +19,7 @@ export declare class AdminClient extends DriftClient {
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depositIntoPerpMarketFeePool(perpMarketIndex: number, amount: BN, sourceVault: PublicKey): Promise<TransactionSignature>;
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updateAdmin(admin: PublicKey): Promise<TransactionSignature>;
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updatePerpMarketCurveUpdateIntensity(perpMarketIndex: number, curveUpdateIntensity: number): Promise<TransactionSignature>;
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updatePerpMarketTargetBaseAssetAmountPerLp(perpMarketIndex: number, targetBaseAssetAmountPerLP: number): Promise<TransactionSignature>;
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updatePerpMarketMarginRatio(perpMarketIndex: number, marginRatioInitial: number, marginRatioMaintenance: number): Promise<TransactionSignature>;
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updatePerpMarketImfFactor(perpMarketIndex: number, imfFactor: number, unrealizedPnlImfFactor: number): Promise<TransactionSignature>;
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updatePerpMarketBaseSpread(perpMarketIndex: number, baseSpread: number): Promise<TransactionSignature>;
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package/lib/adminClient.js
CHANGED
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@@ -292,6 +292,15 @@ class AdminClient extends driftClient_1.DriftClient {
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},
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});
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}
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async updatePerpMarketTargetBaseAssetAmountPerLp(perpMarketIndex, targetBaseAssetAmountPerLP) {
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return await this.program.rpc.updatePerpMarketTargetBaseAssetAmountPerLp(targetBaseAssetAmountPerLP, {
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accounts: {
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admin: this.wallet.publicKey,
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state: await this.getStatePublicKey(),
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perpMarket: await (0, pda_1.getPerpMarketPublicKey)(this.program.programId, perpMarketIndex),
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},
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});
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}
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async updatePerpMarketMarginRatio(perpMarketIndex, marginRatioInitial, marginRatioMaintenance) {
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const tx = await this.program.transaction.updatePerpMarketMarginRatio(marginRatioInitial, marginRatioMaintenance, {
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accounts: {
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package/lib/config.d.ts
CHANGED
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@@ -1,6 +1,7 @@
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import { PerpMarketConfig } from './constants/perpMarkets';
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import { SpotMarketConfig } from './constants/spotMarkets';
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import { OracleInfo } from './oracles/types';
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import { Program } from '@coral-xyz/anchor';
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type DriftConfig = {
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ENV: DriftEnv;
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PYTH_ORACLE_MAPPING_ADDRESS: string;
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@@ -35,4 +36,9 @@ export declare function getMarketsAndOraclesForSubscription(env: DriftEnv): {
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spotMarketIndexes: number[];
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oracleInfos: OracleInfo[];
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};
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export declare function findAllMarketAndOracles(program: Program): Promise<{
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perpMarketIndexes: number[];
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spotMarketIndexes: number[];
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oracleInfos: OracleInfo[];
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}>;
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export {};
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package/lib/config.js
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = exports.DRIFT_PROGRAM_ID = void 0;
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exports.findAllMarketAndOracles = exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = exports.DRIFT_PROGRAM_ID = void 0;
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const perpMarkets_1 = require("./constants/perpMarkets");
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const spotMarkets_1 = require("./constants/spotMarkets");
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exports.DRIFT_PROGRAM_ID = 'dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH';
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};
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}
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exports.getMarketsAndOraclesForSubscription = getMarketsAndOraclesForSubscription;
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async function findAllMarketAndOracles(program) {
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const perpMarketIndexes = [];
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const spotMarketIndexes = [];
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const oracleInfos = new Map();
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const perpMarketProgramAccounts = await program.account.perpMarket.all();
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const spotMarketProgramAccounts = await program.account.spotMarket.all();
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for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
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const perpMarket = perpMarketProgramAccount.account;
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perpMarketIndexes.push(perpMarket.marketIndex);
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oracleInfos.set(perpMarket.amm.oracle.toString(), {
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publicKey: perpMarket.amm.oracle,
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source: perpMarket.amm.oracleSource,
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});
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}
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for (const spotMarketProgramAccount of spotMarketProgramAccounts) {
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const spotMarket = spotMarketProgramAccount.account;
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spotMarketIndexes.push(spotMarket.marketIndex);
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oracleInfos.set(spotMarket.oracle.toString(), {
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publicKey: spotMarket.oracle,
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source: spotMarket.oracleSource,
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});
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}
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return {
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perpMarketIndexes,
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spotMarketIndexes,
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oracleInfos: Array.from(oracleInfos.values()),
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};
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}
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exports.findAllMarketAndOracles = findAllMarketAndOracles;
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = void 0;
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exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = void 0;
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const __1 = require("..");
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/**
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* Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
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@@ -58,7 +58,7 @@ function createL2Levels(generator, depth) {
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const size = level.size;
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if (levels.length > 0 && levels[levels.length - 1].price.eq(price)) {
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const currentLevel = levels[levels.length - 1];
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currentLevel.size.add(size);
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currentLevel.size = currentLevel.size.add(size);
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for (const [source, size] of Object.entries(level.sources)) {
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if (currentLevel.sources[source]) {
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currentLevel.sources[source] = currentLevel.sources[source].add(size);
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};
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}
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exports.getVammL2Generator = getVammL2Generator;
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function groupL2(l2, grouping) {
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return {
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bids: groupL2Levels(l2.bids, grouping, __1.PositionDirection.LONG),
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asks: groupL2Levels(l2.asks, grouping, __1.PositionDirection.SHORT),
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};
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}
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exports.groupL2 = groupL2;
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function groupL2Levels(levels, grouping, direction) {
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const groupedLevels = [];
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for (const level of levels) {
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const price = (0, __1.standardizePrice)(level.price, grouping, direction);
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const size = level.size;
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if (groupedLevels.length > 0 &&
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groupedLevels[groupedLevels.length - 1].price.eq(price)) {
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const currentLevel = groupedLevels[groupedLevels.length - 1];
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currentLevel.size = currentLevel.size.add(size);
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for (const [source, size] of Object.entries(level.sources)) {
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if (currentLevel.sources[source]) {
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currentLevel.sources[source] = currentLevel.sources[source].add(size);
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}
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else {
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currentLevel.sources[source] = size;
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}
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}
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}
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else {
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const groupedLevel = {
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price: price,
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size,
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sources: level.sources,
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};
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groupedLevels.push(groupedLevel);
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}
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}
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return groupedLevels;
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}
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package/lib/driftClient.js
CHANGED
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this._isSubscribed = val;
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}
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constructor(config) {
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var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l;
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var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s;
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this.users = new Map();
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this._isSubscribed = false;
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this.perpMarketLastSlotCache = new Map();
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@@ -108,31 +108,21 @@ class DriftClient {
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accountSubscription: this.userAccountSubscriptionConfig,
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});
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|
110
110
|
}
|
|
111
|
-
let perpMarketIndexes = config.perpMarketIndexes;
|
|
112
|
-
let spotMarketIndexes = config.spotMarketIndexes;
|
|
113
|
-
let oracleInfos = config.oracleInfos;
|
|
114
|
-
if (config.env) {
|
|
115
|
-
const { perpMarketIndexes: envPerpMarketIndexes, spotMarketIndexes: envSpotMarketIndexes, oracleInfos: envOracleInfos, } = (0, config_1.getMarketsAndOraclesForSubscription)(config.env);
|
|
116
|
-
perpMarketIndexes = perpMarketIndexes
|
|
117
|
-
? perpMarketIndexes
|
|
118
|
-
: envPerpMarketIndexes;
|
|
119
|
-
spotMarketIndexes = spotMarketIndexes
|
|
120
|
-
? spotMarketIndexes
|
|
121
|
-
: envSpotMarketIndexes;
|
|
122
|
-
oracleInfos = oracleInfos ? oracleInfos : envOracleInfos;
|
|
123
|
-
}
|
|
124
111
|
this.marketLookupTable = config.marketLookupTable;
|
|
125
112
|
if (config.env && !this.marketLookupTable) {
|
|
126
113
|
this.marketLookupTable = new web3_js_1.PublicKey(config_1.configs[config.env].MARKET_LOOKUP_TABLE);
|
|
127
114
|
}
|
|
115
|
+
const noMarketsAndOraclesSpecified = config.perpMarketIndexes === undefined &&
|
|
116
|
+
config.spotMarketIndexes === undefined &&
|
|
117
|
+
config.oracleInfos === undefined;
|
|
128
118
|
if (((_h = config.accountSubscription) === null || _h === void 0 ? void 0 : _h.type) === 'polling') {
|
|
129
|
-
this.accountSubscriber = new pollingDriftClientAccountSubscriber_1.PollingDriftClientAccountSubscriber(this.program, config.accountSubscription.accountLoader, perpMarketIndexes !== null &&
|
|
119
|
+
this.accountSubscriber = new pollingDriftClientAccountSubscriber_1.PollingDriftClientAccountSubscriber(this.program, config.accountSubscription.accountLoader, (_j = config.perpMarketIndexes) !== null && _j !== void 0 ? _j : [], (_k = config.spotMarketIndexes) !== null && _k !== void 0 ? _k : [], (_l = config.oracleInfos) !== null && _l !== void 0 ? _l : [], noMarketsAndOraclesSpecified);
|
|
130
120
|
}
|
|
131
121
|
else {
|
|
132
|
-
this.accountSubscriber = new webSocketDriftClientAccountSubscriber_1.WebSocketDriftClientAccountSubscriber(this.program, perpMarketIndexes !== null &&
|
|
122
|
+
this.accountSubscriber = new webSocketDriftClientAccountSubscriber_1.WebSocketDriftClientAccountSubscriber(this.program, (_m = config.perpMarketIndexes) !== null && _m !== void 0 ? _m : [], (_o = config.spotMarketIndexes) !== null && _o !== void 0 ? _o : [], (_p = config.oracleInfos) !== null && _p !== void 0 ? _p : [], noMarketsAndOraclesSpecified);
|
|
133
123
|
}
|
|
134
124
|
this.eventEmitter = this.accountSubscriber.eventEmitter;
|
|
135
|
-
this.txSender = new retryTxSender_1.RetryTxSender(this.provider, (
|
|
125
|
+
this.txSender = new retryTxSender_1.RetryTxSender(this.provider, (_q = config.txSenderConfig) === null || _q === void 0 ? void 0 : _q.timeout, (_r = config.txSenderConfig) === null || _r === void 0 ? void 0 : _r.retrySleep, (_s = config.txSenderConfig) === null || _s === void 0 ? void 0 : _s.additionalConnections);
|
|
136
126
|
}
|
|
137
127
|
getUserMapKey(subAccountId, authority) {
|
|
138
128
|
return `${subAccountId}_${authority.toString()}`;
|
package/lib/idl/drift.json
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
{
|
|
2
|
-
"version": "2.
|
|
2
|
+
"version": "2.31.0-beta.1",
|
|
3
3
|
"name": "drift",
|
|
4
4
|
"instructions": [
|
|
5
5
|
{
|
|
@@ -3644,6 +3644,32 @@
|
|
|
3644
3644
|
}
|
|
3645
3645
|
]
|
|
3646
3646
|
},
|
|
3647
|
+
{
|
|
3648
|
+
"name": "updatePerpMarketTargetBaseAssetAmountPerLp",
|
|
3649
|
+
"accounts": [
|
|
3650
|
+
{
|
|
3651
|
+
"name": "admin",
|
|
3652
|
+
"isMut": false,
|
|
3653
|
+
"isSigner": true
|
|
3654
|
+
},
|
|
3655
|
+
{
|
|
3656
|
+
"name": "state",
|
|
3657
|
+
"isMut": false,
|
|
3658
|
+
"isSigner": false
|
|
3659
|
+
},
|
|
3660
|
+
{
|
|
3661
|
+
"name": "perpMarket",
|
|
3662
|
+
"isMut": true,
|
|
3663
|
+
"isSigner": false
|
|
3664
|
+
}
|
|
3665
|
+
],
|
|
3666
|
+
"args": [
|
|
3667
|
+
{
|
|
3668
|
+
"name": "targetBaseAssetAmountPerLp",
|
|
3669
|
+
"type": "i32"
|
|
3670
|
+
}
|
|
3671
|
+
]
|
|
3672
|
+
},
|
|
3647
3673
|
{
|
|
3648
3674
|
"name": "updateLpCooldownTime",
|
|
3649
3675
|
"accounts": [
|
|
@@ -6449,7 +6475,8 @@
|
|
|
6449
6475
|
{
|
|
6450
6476
|
"name": "lastOracleNormalisedPrice",
|
|
6451
6477
|
"docs": [
|
|
6452
|
-
"the last seen oracle price partially shrunk toward the amm reserve price"
|
|
6478
|
+
"the last seen oracle price partially shrunk toward the amm reserve price",
|
|
6479
|
+
"precision: PRICE_PRECISION"
|
|
6453
6480
|
],
|
|
6454
6481
|
"type": "i64"
|
|
6455
6482
|
},
|
|
@@ -6463,21 +6490,24 @@
|
|
|
6463
6490
|
{
|
|
6464
6491
|
"name": "lastBidPriceTwap",
|
|
6465
6492
|
"docs": [
|
|
6466
|
-
"average estimate of bid price over funding_period"
|
|
6493
|
+
"average estimate of bid price over funding_period",
|
|
6494
|
+
"precision: PRICE_PRECISION"
|
|
6467
6495
|
],
|
|
6468
6496
|
"type": "u64"
|
|
6469
6497
|
},
|
|
6470
6498
|
{
|
|
6471
6499
|
"name": "lastAskPriceTwap",
|
|
6472
6500
|
"docs": [
|
|
6473
|
-
"average estimate of ask price over funding_period"
|
|
6501
|
+
"average estimate of ask price over funding_period",
|
|
6502
|
+
"precision: PRICE_PRECISION"
|
|
6474
6503
|
],
|
|
6475
6504
|
"type": "u64"
|
|
6476
6505
|
},
|
|
6477
6506
|
{
|
|
6478
6507
|
"name": "lastMarkPriceTwap",
|
|
6479
6508
|
"docs": [
|
|
6480
|
-
"average estimate of (bid+ask)/2 price over funding_period"
|
|
6509
|
+
"average estimate of (bid+ask)/2 price over funding_period",
|
|
6510
|
+
"precision: PRICE_PRECISION"
|
|
6481
6511
|
],
|
|
6482
6512
|
"type": "u64"
|
|
6483
6513
|
},
|
|
@@ -6499,14 +6529,15 @@
|
|
|
6499
6529
|
"name": "lastOracleConfPct",
|
|
6500
6530
|
"docs": [
|
|
6501
6531
|
"the pct size of the oracle confidence interval",
|
|
6502
|
-
"PERCENTAGE_PRECISION"
|
|
6532
|
+
"precision: PERCENTAGE_PRECISION"
|
|
6503
6533
|
],
|
|
6504
6534
|
"type": "u64"
|
|
6505
6535
|
},
|
|
6506
6536
|
{
|
|
6507
6537
|
"name": "netRevenueSinceLastFunding",
|
|
6508
6538
|
"docs": [
|
|
6509
|
-
"the total_fee_minus_distribution change since the last funding update"
|
|
6539
|
+
"the total_fee_minus_distribution change since the last funding update",
|
|
6540
|
+
"precision: QUOTE_PRECISION"
|
|
6510
6541
|
],
|
|
6511
6542
|
"type": "i64"
|
|
6512
6543
|
},
|
|
@@ -6527,28 +6558,32 @@
|
|
|
6527
6558
|
{
|
|
6528
6559
|
"name": "orderStepSize",
|
|
6529
6560
|
"docs": [
|
|
6530
|
-
"the base step size (increment) of orders"
|
|
6561
|
+
"the base step size (increment) of orders",
|
|
6562
|
+
"precision: BASE_PRECISION"
|
|
6531
6563
|
],
|
|
6532
6564
|
"type": "u64"
|
|
6533
6565
|
},
|
|
6534
6566
|
{
|
|
6535
6567
|
"name": "orderTickSize",
|
|
6536
6568
|
"docs": [
|
|
6537
|
-
"the price tick size of orders"
|
|
6569
|
+
"the price tick size of orders",
|
|
6570
|
+
"precision: PRICE_PRECISION"
|
|
6538
6571
|
],
|
|
6539
6572
|
"type": "u64"
|
|
6540
6573
|
},
|
|
6541
6574
|
{
|
|
6542
6575
|
"name": "minOrderSize",
|
|
6543
6576
|
"docs": [
|
|
6544
|
-
"the minimum base size of an order"
|
|
6577
|
+
"the minimum base size of an order",
|
|
6578
|
+
"precision: BASE_PRECISION"
|
|
6545
6579
|
],
|
|
6546
6580
|
"type": "u64"
|
|
6547
6581
|
},
|
|
6548
6582
|
{
|
|
6549
6583
|
"name": "maxPositionSize",
|
|
6550
6584
|
"docs": [
|
|
6551
|
-
"the max base size a single user can have"
|
|
6585
|
+
"the max base size a single user can have",
|
|
6586
|
+
"precision: BASE_PRECISION"
|
|
6552
6587
|
],
|
|
6553
6588
|
"type": "u64"
|
|
6554
6589
|
},
|
|
@@ -6584,14 +6619,16 @@
|
|
|
6584
6619
|
{
|
|
6585
6620
|
"name": "markStd",
|
|
6586
6621
|
"docs": [
|
|
6587
|
-
"estimate of standard deviation of the fill (mark) prices"
|
|
6622
|
+
"estimate of standard deviation of the fill (mark) prices",
|
|
6623
|
+
"precision: PRICE_PRECISION"
|
|
6588
6624
|
],
|
|
6589
6625
|
"type": "u64"
|
|
6590
6626
|
},
|
|
6591
6627
|
{
|
|
6592
6628
|
"name": "oracleStd",
|
|
6593
6629
|
"docs": [
|
|
6594
|
-
"estimate of standard deviation of the oracle price at each update"
|
|
6630
|
+
"estimate of standard deviation of the oracle price at each update",
|
|
6631
|
+
"precision: PRICE_PRECISION"
|
|
6595
6632
|
],
|
|
6596
6633
|
"type": "u64"
|
|
6597
6634
|
},
|
|
@@ -6668,7 +6705,8 @@
|
|
|
6668
6705
|
{
|
|
6669
6706
|
"name": "ammJitIntensity",
|
|
6670
6707
|
"docs": [
|
|
6671
|
-
"the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation."
|
|
6708
|
+
"the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation.",
|
|
6709
|
+
"(0, 100] is intensity for protocol-owned AMM. (100, 200] is intensity for user LP-owned AMM."
|
|
6672
6710
|
],
|
|
6673
6711
|
"type": "u8"
|
|
6674
6712
|
},
|
|
@@ -6688,12 +6726,20 @@
|
|
|
6688
6726
|
],
|
|
6689
6727
|
"type": "bool"
|
|
6690
6728
|
},
|
|
6729
|
+
{
|
|
6730
|
+
"name": "targetBaseAssetAmountPerLp",
|
|
6731
|
+
"docs": [
|
|
6732
|
+
"the target value for `base_asset_amount_per_lp`, used during AMM JIT with LP split",
|
|
6733
|
+
"precision: BASE_PRECISION"
|
|
6734
|
+
],
|
|
6735
|
+
"type": "i32"
|
|
6736
|
+
},
|
|
6691
6737
|
{
|
|
6692
6738
|
"name": "padding",
|
|
6693
6739
|
"type": {
|
|
6694
6740
|
"array": [
|
|
6695
6741
|
"u8",
|
|
6696
|
-
|
|
6742
|
+
44
|
|
6697
6743
|
]
|
|
6698
6744
|
}
|
|
6699
6745
|
}
|
|
@@ -7703,6 +7749,12 @@
|
|
|
7703
7749
|
},
|
|
7704
7750
|
{
|
|
7705
7751
|
"name": "OrderFillWithPhoenix"
|
|
7752
|
+
},
|
|
7753
|
+
{
|
|
7754
|
+
"name": "OrderFilledWithAMMJitLPSplit"
|
|
7755
|
+
},
|
|
7756
|
+
{
|
|
7757
|
+
"name": "OrderFilledWithLPJit"
|
|
7706
7758
|
}
|
|
7707
7759
|
]
|
|
7708
7760
|
}
|
|
@@ -7919,6 +7971,23 @@
|
|
|
7919
7971
|
]
|
|
7920
7972
|
}
|
|
7921
7973
|
},
|
|
7974
|
+
{
|
|
7975
|
+
"name": "AMMLiquiditySplit",
|
|
7976
|
+
"type": {
|
|
7977
|
+
"kind": "enum",
|
|
7978
|
+
"variants": [
|
|
7979
|
+
{
|
|
7980
|
+
"name": "ProtocolOwned"
|
|
7981
|
+
},
|
|
7982
|
+
{
|
|
7983
|
+
"name": "LPOwned"
|
|
7984
|
+
},
|
|
7985
|
+
{
|
|
7986
|
+
"name": "Shared"
|
|
7987
|
+
}
|
|
7988
|
+
]
|
|
7989
|
+
}
|
|
7990
|
+
},
|
|
7922
7991
|
{
|
|
7923
7992
|
"name": "SpotBalanceType",
|
|
7924
7993
|
"type": {
|
package/lib/math/orders.d.ts
CHANGED
|
@@ -1,11 +1,12 @@
|
|
|
1
1
|
import { User } from '../user';
|
|
2
|
-
import { PerpMarketAccount, AMM, Order } from '../types';
|
|
2
|
+
import { PerpMarketAccount, AMM, Order, PositionDirection } from '../types';
|
|
3
3
|
import { BN } from '@coral-xyz/anchor';
|
|
4
4
|
import { OraclePriceData } from '../oracles/types';
|
|
5
5
|
export declare function isOrderRiskIncreasing(user: User, order: Order): boolean;
|
|
6
6
|
export declare function isOrderRiskIncreasingInSameDirection(user: User, order: Order): boolean;
|
|
7
7
|
export declare function isOrderReduceOnly(user: User, order: Order): boolean;
|
|
8
8
|
export declare function standardizeBaseAssetAmount(baseAssetAmount: BN, stepSize: BN): BN;
|
|
9
|
+
export declare function standardizePrice(price: BN, tickSize: BN, direction: PositionDirection): BN;
|
|
9
10
|
export declare function getLimitPrice(order: Order, oraclePriceData: OraclePriceData, slot: number, fallbackPrice?: BN): BN | undefined;
|
|
10
11
|
export declare function hasLimitPrice(order: Order, slot: number): boolean;
|
|
11
12
|
export declare function hasAuctionPrice(order: Order, slot: number): boolean;
|
package/lib/math/orders.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.getLimitPrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
|
|
3
|
+
exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
|
|
4
4
|
const types_1 = require("../types");
|
|
5
5
|
const numericConstants_1 = require("../constants/numericConstants");
|
|
6
6
|
const anchor_1 = require("@coral-xyz/anchor");
|
|
@@ -79,6 +79,23 @@ function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
|
|
|
79
79
|
return baseAssetAmount.sub(remainder);
|
|
80
80
|
}
|
|
81
81
|
exports.standardizeBaseAssetAmount = standardizeBaseAssetAmount;
|
|
82
|
+
function standardizePrice(price, tickSize, direction) {
|
|
83
|
+
if (price.eq(numericConstants_1.ZERO)) {
|
|
84
|
+
console.log('price is zero');
|
|
85
|
+
return price;
|
|
86
|
+
}
|
|
87
|
+
const remainder = price.mod(tickSize);
|
|
88
|
+
if (remainder.eq(numericConstants_1.ZERO)) {
|
|
89
|
+
return price;
|
|
90
|
+
}
|
|
91
|
+
if ((0, types_1.isVariant)(direction, 'long')) {
|
|
92
|
+
return price.sub(remainder);
|
|
93
|
+
}
|
|
94
|
+
else {
|
|
95
|
+
return price.add(tickSize).sub(remainder);
|
|
96
|
+
}
|
|
97
|
+
}
|
|
98
|
+
exports.standardizePrice = standardizePrice;
|
|
82
99
|
function getLimitPrice(order, oraclePriceData, slot, fallbackPrice) {
|
|
83
100
|
let limitPrice;
|
|
84
101
|
if (hasAuctionPrice(order, slot)) {
|
package/lib/types.d.ts
CHANGED
|
@@ -218,6 +218,12 @@ export declare class OrderActionExplanation {
|
|
|
218
218
|
static readonly ORDER_FILLED_WITH_AMM_JIT: {
|
|
219
219
|
orderFilledWithAmmJit: {};
|
|
220
220
|
};
|
|
221
|
+
static readonly ORDER_FILLED_WITH_AMM_JIT_LP_SPLIT: {
|
|
222
|
+
orderFilledWithAmmJitLpSplit: {};
|
|
223
|
+
};
|
|
224
|
+
static readonly ORDER_FILLED_WITH_LP_JIT: {
|
|
225
|
+
orderFilledWithAmmJitLpSplit: {};
|
|
226
|
+
};
|
|
221
227
|
static readonly ORDER_FILLED_WITH_MATCH: {
|
|
222
228
|
orderFilledWithMatch: {};
|
|
223
229
|
};
|
|
@@ -786,6 +792,7 @@ export type AMM = {
|
|
|
786
792
|
maxSpread: number;
|
|
787
793
|
baseAssetAmountPerLp: BN;
|
|
788
794
|
quoteAssetAmountPerLp: BN;
|
|
795
|
+
targetBaseAssetAmountPerLp: number;
|
|
789
796
|
ammJitIntensity: number;
|
|
790
797
|
maxOpenInterest: BN;
|
|
791
798
|
maxBaseAssetReserve: BN;
|
package/lib/types.js
CHANGED
|
@@ -134,6 +134,12 @@ OrderActionExplanation.ORDER_FILLED_WITH_AMM = {
|
|
|
134
134
|
OrderActionExplanation.ORDER_FILLED_WITH_AMM_JIT = {
|
|
135
135
|
orderFilledWithAmmJit: {},
|
|
136
136
|
};
|
|
137
|
+
OrderActionExplanation.ORDER_FILLED_WITH_AMM_JIT_LP_SPLIT = {
|
|
138
|
+
orderFilledWithAmmJitLpSplit: {},
|
|
139
|
+
};
|
|
140
|
+
OrderActionExplanation.ORDER_FILLED_WITH_LP_JIT = {
|
|
141
|
+
orderFilledWithAmmJitLpSplit: {},
|
|
142
|
+
};
|
|
137
143
|
OrderActionExplanation.ORDER_FILLED_WITH_MATCH = {
|
|
138
144
|
orderFilledWithMatch: {},
|
|
139
145
|
};
|
package/lib/userMap/userMap.d.ts
CHANGED
|
@@ -18,6 +18,12 @@ export declare class UserMap implements UserMapInterface {
|
|
|
18
18
|
private includeIdle;
|
|
19
19
|
private lastNumberOfSubAccounts;
|
|
20
20
|
private syncCallback;
|
|
21
|
+
/**
|
|
22
|
+
*
|
|
23
|
+
* @param driftClient
|
|
24
|
+
* @param accountSubscription
|
|
25
|
+
* @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
|
|
26
|
+
*/
|
|
21
27
|
constructor(driftClient: DriftClient, accountSubscription: UserSubscriptionConfig, includeIdle?: boolean);
|
|
22
28
|
subscribe(): Promise<void>;
|
|
23
29
|
addPubkey(userAccountPublicKey: PublicKey, userAccount?: UserAccount): Promise<void>;
|
package/lib/userMap/userMap.js
CHANGED
|
@@ -9,7 +9,13 @@ const web3_js_1 = require("@solana/web3.js");
|
|
|
9
9
|
const buffer_1 = require("buffer");
|
|
10
10
|
const bs58_1 = __importDefault(require("bs58"));
|
|
11
11
|
class UserMap {
|
|
12
|
-
|
|
12
|
+
/**
|
|
13
|
+
*
|
|
14
|
+
* @param driftClient
|
|
15
|
+
* @param accountSubscription
|
|
16
|
+
* @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
|
|
17
|
+
*/
|
|
18
|
+
constructor(driftClient, accountSubscription, includeIdle = false) {
|
|
13
19
|
this.userMap = new Map();
|
|
14
20
|
this.syncCallback = async (state) => {
|
|
15
21
|
if (state.numberOfSubAccounts !== this.lastNumberOfSubAccounts) {
|
package/package.json
CHANGED
|
@@ -26,6 +26,7 @@ import { PublicKey } from '@solana/web3.js';
|
|
|
26
26
|
import { OracleInfo, OraclePriceData } from '../oracles/types';
|
|
27
27
|
import { OracleClientCache } from '../oracles/oracleClientCache';
|
|
28
28
|
import { QUOTE_ORACLE_PRICE_DATA } from '../oracles/quoteAssetOracleClient';
|
|
29
|
+
import { findAllMarketAndOracles } from '../config';
|
|
29
30
|
|
|
30
31
|
export class PollingDriftClientAccountSubscriber
|
|
31
32
|
implements DriftClientAccountSubscriber
|
|
@@ -37,6 +38,8 @@ export class PollingDriftClientAccountSubscriber
|
|
|
37
38
|
oracleInfos: OracleInfo[];
|
|
38
39
|
oracleClientCache = new OracleClientCache();
|
|
39
40
|
|
|
41
|
+
shouldFindAllMarketsAndOracles: boolean;
|
|
42
|
+
|
|
40
43
|
eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
|
|
41
44
|
|
|
42
45
|
accountLoader: BulkAccountLoader;
|
|
@@ -59,7 +62,8 @@ export class PollingDriftClientAccountSubscriber
|
|
|
59
62
|
accountLoader: BulkAccountLoader,
|
|
60
63
|
perpMarketIndexes: number[],
|
|
61
64
|
spotMarketIndexes: number[],
|
|
62
|
-
oracleInfos: OracleInfo[]
|
|
65
|
+
oracleInfos: OracleInfo[],
|
|
66
|
+
shouldFindAllMarketsAndOracles: boolean
|
|
63
67
|
) {
|
|
64
68
|
this.isSubscribed = false;
|
|
65
69
|
this.program = program;
|
|
@@ -68,6 +72,7 @@ export class PollingDriftClientAccountSubscriber
|
|
|
68
72
|
this.perpMarketIndexes = perpMarketIndexes;
|
|
69
73
|
this.spotMarketIndexes = spotMarketIndexes;
|
|
70
74
|
this.oracleInfos = oracleInfos;
|
|
75
|
+
this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
|
|
71
76
|
}
|
|
72
77
|
|
|
73
78
|
public async subscribe(): Promise<boolean> {
|
|
@@ -85,6 +90,14 @@ export class PollingDriftClientAccountSubscriber
|
|
|
85
90
|
this.subscriptionPromiseResolver = res;
|
|
86
91
|
});
|
|
87
92
|
|
|
93
|
+
if (this.shouldFindAllMarketsAndOracles) {
|
|
94
|
+
const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
|
|
95
|
+
await findAllMarketAndOracles(this.program);
|
|
96
|
+
this.perpMarketIndexes = perpMarketIndexes;
|
|
97
|
+
this.spotMarketIndexes = spotMarketIndexes;
|
|
98
|
+
this.oracleInfos = oracleInfos;
|
|
99
|
+
}
|
|
100
|
+
|
|
88
101
|
await this.updateAccountsToPoll();
|
|
89
102
|
await this.updateOraclesToPoll();
|
|
90
103
|
await this.addToAccountLoader();
|
|
@@ -19,6 +19,7 @@ import { OracleInfo, OraclePriceData } from '../oracles/types';
|
|
|
19
19
|
import { OracleClientCache } from '../oracles/oracleClientCache';
|
|
20
20
|
import * as Buffer from 'buffer';
|
|
21
21
|
import { QUOTE_ORACLE_PRICE_DATA } from '../oracles/quoteAssetOracleClient';
|
|
22
|
+
import { findAllMarketAndOracles } from '../config';
|
|
22
23
|
|
|
23
24
|
export class WebSocketDriftClientAccountSubscriber
|
|
24
25
|
implements DriftClientAccountSubscriber
|
|
@@ -30,6 +31,8 @@ export class WebSocketDriftClientAccountSubscriber
|
|
|
30
31
|
oracleInfos: OracleInfo[];
|
|
31
32
|
oracleClientCache = new OracleClientCache();
|
|
32
33
|
|
|
34
|
+
shouldFindAllMarketsAndOracles: boolean;
|
|
35
|
+
|
|
33
36
|
eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
|
|
34
37
|
stateAccountSubscriber?: AccountSubscriber<StateAccount>;
|
|
35
38
|
perpMarketAccountSubscribers = new Map<
|
|
@@ -50,7 +53,8 @@ export class WebSocketDriftClientAccountSubscriber
|
|
|
50
53
|
program: Program,
|
|
51
54
|
perpMarketIndexes: number[],
|
|
52
55
|
spotMarketIndexes: number[],
|
|
53
|
-
oracleInfos: OracleInfo[]
|
|
56
|
+
oracleInfos: OracleInfo[],
|
|
57
|
+
shouldFindAllMarketsAndOracles: boolean
|
|
54
58
|
) {
|
|
55
59
|
this.isSubscribed = false;
|
|
56
60
|
this.program = program;
|
|
@@ -58,6 +62,7 @@ export class WebSocketDriftClientAccountSubscriber
|
|
|
58
62
|
this.perpMarketIndexes = perpMarketIndexes;
|
|
59
63
|
this.spotMarketIndexes = spotMarketIndexes;
|
|
60
64
|
this.oracleInfos = oracleInfos;
|
|
65
|
+
this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
|
|
61
66
|
}
|
|
62
67
|
|
|
63
68
|
public async subscribe(): Promise<boolean> {
|
|
@@ -75,6 +80,14 @@ export class WebSocketDriftClientAccountSubscriber
|
|
|
75
80
|
this.subscriptionPromiseResolver = res;
|
|
76
81
|
});
|
|
77
82
|
|
|
83
|
+
if (this.shouldFindAllMarketsAndOracles) {
|
|
84
|
+
const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
|
|
85
|
+
await findAllMarketAndOracles(this.program);
|
|
86
|
+
this.perpMarketIndexes = perpMarketIndexes;
|
|
87
|
+
this.spotMarketIndexes = spotMarketIndexes;
|
|
88
|
+
this.oracleInfos = oracleInfos;
|
|
89
|
+
}
|
|
90
|
+
|
|
78
91
|
const statePublicKey = await getDriftStateAccountPublicKey(
|
|
79
92
|
this.program.programId
|
|
80
93
|
);
|
package/src/adminClient.ts
CHANGED
|
@@ -544,6 +544,25 @@ export class AdminClient extends DriftClient {
|
|
|
544
544
|
);
|
|
545
545
|
}
|
|
546
546
|
|
|
547
|
+
public async updatePerpMarketTargetBaseAssetAmountPerLp(
|
|
548
|
+
perpMarketIndex: number,
|
|
549
|
+
targetBaseAssetAmountPerLP: number
|
|
550
|
+
): Promise<TransactionSignature> {
|
|
551
|
+
return await this.program.rpc.updatePerpMarketTargetBaseAssetAmountPerLp(
|
|
552
|
+
targetBaseAssetAmountPerLP,
|
|
553
|
+
{
|
|
554
|
+
accounts: {
|
|
555
|
+
admin: this.wallet.publicKey,
|
|
556
|
+
state: await this.getStatePublicKey(),
|
|
557
|
+
perpMarket: await getPerpMarketPublicKey(
|
|
558
|
+
this.program.programId,
|
|
559
|
+
perpMarketIndex
|
|
560
|
+
),
|
|
561
|
+
},
|
|
562
|
+
}
|
|
563
|
+
);
|
|
564
|
+
}
|
|
565
|
+
|
|
547
566
|
public async updatePerpMarketMarginRatio(
|
|
548
567
|
perpMarketIndex: number,
|
|
549
568
|
marginRatioInitial: number,
|
package/src/config.ts
CHANGED
|
@@ -11,6 +11,7 @@ import {
|
|
|
11
11
|
MainnetSpotMarkets,
|
|
12
12
|
} from './constants/spotMarkets';
|
|
13
13
|
import { OracleInfo } from './oracles/types';
|
|
14
|
+
import { Program } from '@coral-xyz/anchor';
|
|
14
15
|
|
|
15
16
|
type DriftConfig = {
|
|
16
17
|
ENV: DriftEnv;
|
|
@@ -113,3 +114,40 @@ export function getMarketsAndOraclesForSubscription(env: DriftEnv): {
|
|
|
113
114
|
oracleInfos: Array.from(oracleInfos.values()),
|
|
114
115
|
};
|
|
115
116
|
}
|
|
117
|
+
|
|
118
|
+
export async function findAllMarketAndOracles(program: Program): Promise<{
|
|
119
|
+
perpMarketIndexes: number[];
|
|
120
|
+
spotMarketIndexes: number[];
|
|
121
|
+
oracleInfos: OracleInfo[];
|
|
122
|
+
}> {
|
|
123
|
+
const perpMarketIndexes = [];
|
|
124
|
+
const spotMarketIndexes = [];
|
|
125
|
+
const oracleInfos = new Map<string, OracleInfo>();
|
|
126
|
+
|
|
127
|
+
const perpMarketProgramAccounts = await program.account.perpMarket.all();
|
|
128
|
+
const spotMarketProgramAccounts = await program.account.spotMarket.all();
|
|
129
|
+
|
|
130
|
+
for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
|
|
131
|
+
const perpMarket = perpMarketProgramAccount.account;
|
|
132
|
+
perpMarketIndexes.push(perpMarket.marketIndex);
|
|
133
|
+
oracleInfos.set(perpMarket.amm.oracle.toString(), {
|
|
134
|
+
publicKey: perpMarket.amm.oracle,
|
|
135
|
+
source: perpMarket.amm.oracleSource,
|
|
136
|
+
});
|
|
137
|
+
}
|
|
138
|
+
|
|
139
|
+
for (const spotMarketProgramAccount of spotMarketProgramAccounts) {
|
|
140
|
+
const spotMarket = spotMarketProgramAccount.account;
|
|
141
|
+
spotMarketIndexes.push(spotMarket.marketIndex);
|
|
142
|
+
oracleInfos.set(spotMarket.oracle.toString(), {
|
|
143
|
+
publicKey: spotMarket.oracle,
|
|
144
|
+
source: spotMarket.oracleSource,
|
|
145
|
+
});
|
|
146
|
+
}
|
|
147
|
+
|
|
148
|
+
return {
|
|
149
|
+
perpMarketIndexes,
|
|
150
|
+
spotMarketIndexes,
|
|
151
|
+
oracleInfos: Array.from(oracleInfos.values()),
|
|
152
|
+
};
|
|
153
|
+
}
|
|
@@ -9,6 +9,8 @@ import {
|
|
|
9
9
|
DLOBNode,
|
|
10
10
|
OraclePriceData,
|
|
11
11
|
PerpMarketAccount,
|
|
12
|
+
PositionDirection,
|
|
13
|
+
standardizePrice,
|
|
12
14
|
SwapDirection,
|
|
13
15
|
} from '..';
|
|
14
16
|
import { PublicKey } from '@solana/web3.js';
|
|
@@ -114,7 +116,7 @@ export function createL2Levels(
|
|
|
114
116
|
const size = level.size;
|
|
115
117
|
if (levels.length > 0 && levels[levels.length - 1].price.eq(price)) {
|
|
116
118
|
const currentLevel = levels[levels.length - 1];
|
|
117
|
-
currentLevel.size.add(size);
|
|
119
|
+
currentLevel.size = currentLevel.size.add(size);
|
|
118
120
|
for (const [source, size] of Object.entries(level.sources)) {
|
|
119
121
|
if (currentLevel.sources[source]) {
|
|
120
122
|
currentLevel.sources[source] = currentLevel.sources[source].add(size);
|
|
@@ -241,3 +243,44 @@ export function getVammL2Generator({
|
|
|
241
243
|
getL2Asks,
|
|
242
244
|
};
|
|
243
245
|
}
|
|
246
|
+
|
|
247
|
+
export function groupL2(l2: L2OrderBook, grouping: BN): L2OrderBook {
|
|
248
|
+
return {
|
|
249
|
+
bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG),
|
|
250
|
+
asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT),
|
|
251
|
+
};
|
|
252
|
+
}
|
|
253
|
+
|
|
254
|
+
function groupL2Levels(
|
|
255
|
+
levels: L2Level[],
|
|
256
|
+
grouping: BN,
|
|
257
|
+
direction: PositionDirection
|
|
258
|
+
): L2Level[] {
|
|
259
|
+
const groupedLevels = [];
|
|
260
|
+
for (const level of levels) {
|
|
261
|
+
const price = standardizePrice(level.price, grouping, direction);
|
|
262
|
+
const size = level.size;
|
|
263
|
+
if (
|
|
264
|
+
groupedLevels.length > 0 &&
|
|
265
|
+
groupedLevels[groupedLevels.length - 1].price.eq(price)
|
|
266
|
+
) {
|
|
267
|
+
const currentLevel = groupedLevels[groupedLevels.length - 1];
|
|
268
|
+
currentLevel.size = currentLevel.size.add(size);
|
|
269
|
+
for (const [source, size] of Object.entries(level.sources)) {
|
|
270
|
+
if (currentLevel.sources[source]) {
|
|
271
|
+
currentLevel.sources[source] = currentLevel.sources[source].add(size);
|
|
272
|
+
} else {
|
|
273
|
+
currentLevel.sources[source] = size;
|
|
274
|
+
}
|
|
275
|
+
}
|
|
276
|
+
} else {
|
|
277
|
+
const groupedLevel = {
|
|
278
|
+
price: price,
|
|
279
|
+
size,
|
|
280
|
+
sources: level.sources,
|
|
281
|
+
};
|
|
282
|
+
groupedLevels.push(groupedLevel);
|
|
283
|
+
}
|
|
284
|
+
}
|
|
285
|
+
return groupedLevels;
|
|
286
|
+
}
|
package/src/driftClient.ts
CHANGED
|
@@ -106,11 +106,7 @@ import { WebSocketDriftClientAccountSubscriber } from './accounts/webSocketDrift
|
|
|
106
106
|
import { RetryTxSender } from './tx/retryTxSender';
|
|
107
107
|
import { User } from './user';
|
|
108
108
|
import { UserSubscriptionConfig } from './userConfig';
|
|
109
|
-
import {
|
|
110
|
-
configs,
|
|
111
|
-
DRIFT_PROGRAM_ID,
|
|
112
|
-
getMarketsAndOraclesForSubscription,
|
|
113
|
-
} from './config';
|
|
109
|
+
import { configs, DRIFT_PROGRAM_ID } from './config';
|
|
114
110
|
import { WRAPPED_SOL_MINT } from './constants/spotMarkets';
|
|
115
111
|
import { UserStats } from './userStats';
|
|
116
112
|
import { isSpotPositionAvailable } from './math/spotPosition';
|
|
@@ -230,24 +226,6 @@ export class DriftClient {
|
|
|
230
226
|
});
|
|
231
227
|
}
|
|
232
228
|
|
|
233
|
-
let perpMarketIndexes = config.perpMarketIndexes;
|
|
234
|
-
let spotMarketIndexes = config.spotMarketIndexes;
|
|
235
|
-
let oracleInfos = config.oracleInfos;
|
|
236
|
-
if (config.env) {
|
|
237
|
-
const {
|
|
238
|
-
perpMarketIndexes: envPerpMarketIndexes,
|
|
239
|
-
spotMarketIndexes: envSpotMarketIndexes,
|
|
240
|
-
oracleInfos: envOracleInfos,
|
|
241
|
-
} = getMarketsAndOraclesForSubscription(config.env);
|
|
242
|
-
perpMarketIndexes = perpMarketIndexes
|
|
243
|
-
? perpMarketIndexes
|
|
244
|
-
: envPerpMarketIndexes;
|
|
245
|
-
spotMarketIndexes = spotMarketIndexes
|
|
246
|
-
? spotMarketIndexes
|
|
247
|
-
: envSpotMarketIndexes;
|
|
248
|
-
oracleInfos = oracleInfos ? oracleInfos : envOracleInfos;
|
|
249
|
-
}
|
|
250
|
-
|
|
251
229
|
this.marketLookupTable = config.marketLookupTable;
|
|
252
230
|
if (config.env && !this.marketLookupTable) {
|
|
253
231
|
this.marketLookupTable = new PublicKey(
|
|
@@ -255,20 +233,26 @@ export class DriftClient {
|
|
|
255
233
|
);
|
|
256
234
|
}
|
|
257
235
|
|
|
236
|
+
const noMarketsAndOraclesSpecified =
|
|
237
|
+
config.perpMarketIndexes === undefined &&
|
|
238
|
+
config.spotMarketIndexes === undefined &&
|
|
239
|
+
config.oracleInfos === undefined;
|
|
258
240
|
if (config.accountSubscription?.type === 'polling') {
|
|
259
241
|
this.accountSubscriber = new PollingDriftClientAccountSubscriber(
|
|
260
242
|
this.program,
|
|
261
243
|
config.accountSubscription.accountLoader,
|
|
262
|
-
perpMarketIndexes ?? [],
|
|
263
|
-
spotMarketIndexes ?? [],
|
|
264
|
-
oracleInfos ?? []
|
|
244
|
+
config.perpMarketIndexes ?? [],
|
|
245
|
+
config.spotMarketIndexes ?? [],
|
|
246
|
+
config.oracleInfos ?? [],
|
|
247
|
+
noMarketsAndOraclesSpecified
|
|
265
248
|
);
|
|
266
249
|
} else {
|
|
267
250
|
this.accountSubscriber = new WebSocketDriftClientAccountSubscriber(
|
|
268
251
|
this.program,
|
|
269
|
-
perpMarketIndexes ?? [],
|
|
270
|
-
spotMarketIndexes ?? [],
|
|
271
|
-
oracleInfos ?? []
|
|
252
|
+
config.perpMarketIndexes ?? [],
|
|
253
|
+
config.spotMarketIndexes ?? [],
|
|
254
|
+
config.oracleInfos ?? [],
|
|
255
|
+
noMarketsAndOraclesSpecified
|
|
272
256
|
);
|
|
273
257
|
}
|
|
274
258
|
this.eventEmitter = this.accountSubscriber.eventEmitter;
|
package/src/idl/drift.json
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
{
|
|
2
|
-
"version": "2.
|
|
2
|
+
"version": "2.31.0-beta.1",
|
|
3
3
|
"name": "drift",
|
|
4
4
|
"instructions": [
|
|
5
5
|
{
|
|
@@ -3644,6 +3644,32 @@
|
|
|
3644
3644
|
}
|
|
3645
3645
|
]
|
|
3646
3646
|
},
|
|
3647
|
+
{
|
|
3648
|
+
"name": "updatePerpMarketTargetBaseAssetAmountPerLp",
|
|
3649
|
+
"accounts": [
|
|
3650
|
+
{
|
|
3651
|
+
"name": "admin",
|
|
3652
|
+
"isMut": false,
|
|
3653
|
+
"isSigner": true
|
|
3654
|
+
},
|
|
3655
|
+
{
|
|
3656
|
+
"name": "state",
|
|
3657
|
+
"isMut": false,
|
|
3658
|
+
"isSigner": false
|
|
3659
|
+
},
|
|
3660
|
+
{
|
|
3661
|
+
"name": "perpMarket",
|
|
3662
|
+
"isMut": true,
|
|
3663
|
+
"isSigner": false
|
|
3664
|
+
}
|
|
3665
|
+
],
|
|
3666
|
+
"args": [
|
|
3667
|
+
{
|
|
3668
|
+
"name": "targetBaseAssetAmountPerLp",
|
|
3669
|
+
"type": "i32"
|
|
3670
|
+
}
|
|
3671
|
+
]
|
|
3672
|
+
},
|
|
3647
3673
|
{
|
|
3648
3674
|
"name": "updateLpCooldownTime",
|
|
3649
3675
|
"accounts": [
|
|
@@ -6449,7 +6475,8 @@
|
|
|
6449
6475
|
{
|
|
6450
6476
|
"name": "lastOracleNormalisedPrice",
|
|
6451
6477
|
"docs": [
|
|
6452
|
-
"the last seen oracle price partially shrunk toward the amm reserve price"
|
|
6478
|
+
"the last seen oracle price partially shrunk toward the amm reserve price",
|
|
6479
|
+
"precision: PRICE_PRECISION"
|
|
6453
6480
|
],
|
|
6454
6481
|
"type": "i64"
|
|
6455
6482
|
},
|
|
@@ -6463,21 +6490,24 @@
|
|
|
6463
6490
|
{
|
|
6464
6491
|
"name": "lastBidPriceTwap",
|
|
6465
6492
|
"docs": [
|
|
6466
|
-
"average estimate of bid price over funding_period"
|
|
6493
|
+
"average estimate of bid price over funding_period",
|
|
6494
|
+
"precision: PRICE_PRECISION"
|
|
6467
6495
|
],
|
|
6468
6496
|
"type": "u64"
|
|
6469
6497
|
},
|
|
6470
6498
|
{
|
|
6471
6499
|
"name": "lastAskPriceTwap",
|
|
6472
6500
|
"docs": [
|
|
6473
|
-
"average estimate of ask price over funding_period"
|
|
6501
|
+
"average estimate of ask price over funding_period",
|
|
6502
|
+
"precision: PRICE_PRECISION"
|
|
6474
6503
|
],
|
|
6475
6504
|
"type": "u64"
|
|
6476
6505
|
},
|
|
6477
6506
|
{
|
|
6478
6507
|
"name": "lastMarkPriceTwap",
|
|
6479
6508
|
"docs": [
|
|
6480
|
-
"average estimate of (bid+ask)/2 price over funding_period"
|
|
6509
|
+
"average estimate of (bid+ask)/2 price over funding_period",
|
|
6510
|
+
"precision: PRICE_PRECISION"
|
|
6481
6511
|
],
|
|
6482
6512
|
"type": "u64"
|
|
6483
6513
|
},
|
|
@@ -6499,14 +6529,15 @@
|
|
|
6499
6529
|
"name": "lastOracleConfPct",
|
|
6500
6530
|
"docs": [
|
|
6501
6531
|
"the pct size of the oracle confidence interval",
|
|
6502
|
-
"PERCENTAGE_PRECISION"
|
|
6532
|
+
"precision: PERCENTAGE_PRECISION"
|
|
6503
6533
|
],
|
|
6504
6534
|
"type": "u64"
|
|
6505
6535
|
},
|
|
6506
6536
|
{
|
|
6507
6537
|
"name": "netRevenueSinceLastFunding",
|
|
6508
6538
|
"docs": [
|
|
6509
|
-
"the total_fee_minus_distribution change since the last funding update"
|
|
6539
|
+
"the total_fee_minus_distribution change since the last funding update",
|
|
6540
|
+
"precision: QUOTE_PRECISION"
|
|
6510
6541
|
],
|
|
6511
6542
|
"type": "i64"
|
|
6512
6543
|
},
|
|
@@ -6527,28 +6558,32 @@
|
|
|
6527
6558
|
{
|
|
6528
6559
|
"name": "orderStepSize",
|
|
6529
6560
|
"docs": [
|
|
6530
|
-
"the base step size (increment) of orders"
|
|
6561
|
+
"the base step size (increment) of orders",
|
|
6562
|
+
"precision: BASE_PRECISION"
|
|
6531
6563
|
],
|
|
6532
6564
|
"type": "u64"
|
|
6533
6565
|
},
|
|
6534
6566
|
{
|
|
6535
6567
|
"name": "orderTickSize",
|
|
6536
6568
|
"docs": [
|
|
6537
|
-
"the price tick size of orders"
|
|
6569
|
+
"the price tick size of orders",
|
|
6570
|
+
"precision: PRICE_PRECISION"
|
|
6538
6571
|
],
|
|
6539
6572
|
"type": "u64"
|
|
6540
6573
|
},
|
|
6541
6574
|
{
|
|
6542
6575
|
"name": "minOrderSize",
|
|
6543
6576
|
"docs": [
|
|
6544
|
-
"the minimum base size of an order"
|
|
6577
|
+
"the minimum base size of an order",
|
|
6578
|
+
"precision: BASE_PRECISION"
|
|
6545
6579
|
],
|
|
6546
6580
|
"type": "u64"
|
|
6547
6581
|
},
|
|
6548
6582
|
{
|
|
6549
6583
|
"name": "maxPositionSize",
|
|
6550
6584
|
"docs": [
|
|
6551
|
-
"the max base size a single user can have"
|
|
6585
|
+
"the max base size a single user can have",
|
|
6586
|
+
"precision: BASE_PRECISION"
|
|
6552
6587
|
],
|
|
6553
6588
|
"type": "u64"
|
|
6554
6589
|
},
|
|
@@ -6584,14 +6619,16 @@
|
|
|
6584
6619
|
{
|
|
6585
6620
|
"name": "markStd",
|
|
6586
6621
|
"docs": [
|
|
6587
|
-
"estimate of standard deviation of the fill (mark) prices"
|
|
6622
|
+
"estimate of standard deviation of the fill (mark) prices",
|
|
6623
|
+
"precision: PRICE_PRECISION"
|
|
6588
6624
|
],
|
|
6589
6625
|
"type": "u64"
|
|
6590
6626
|
},
|
|
6591
6627
|
{
|
|
6592
6628
|
"name": "oracleStd",
|
|
6593
6629
|
"docs": [
|
|
6594
|
-
"estimate of standard deviation of the oracle price at each update"
|
|
6630
|
+
"estimate of standard deviation of the oracle price at each update",
|
|
6631
|
+
"precision: PRICE_PRECISION"
|
|
6595
6632
|
],
|
|
6596
6633
|
"type": "u64"
|
|
6597
6634
|
},
|
|
@@ -6668,7 +6705,8 @@
|
|
|
6668
6705
|
{
|
|
6669
6706
|
"name": "ammJitIntensity",
|
|
6670
6707
|
"docs": [
|
|
6671
|
-
"the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation."
|
|
6708
|
+
"the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation.",
|
|
6709
|
+
"(0, 100] is intensity for protocol-owned AMM. (100, 200] is intensity for user LP-owned AMM."
|
|
6672
6710
|
],
|
|
6673
6711
|
"type": "u8"
|
|
6674
6712
|
},
|
|
@@ -6688,12 +6726,20 @@
|
|
|
6688
6726
|
],
|
|
6689
6727
|
"type": "bool"
|
|
6690
6728
|
},
|
|
6729
|
+
{
|
|
6730
|
+
"name": "targetBaseAssetAmountPerLp",
|
|
6731
|
+
"docs": [
|
|
6732
|
+
"the target value for `base_asset_amount_per_lp`, used during AMM JIT with LP split",
|
|
6733
|
+
"precision: BASE_PRECISION"
|
|
6734
|
+
],
|
|
6735
|
+
"type": "i32"
|
|
6736
|
+
},
|
|
6691
6737
|
{
|
|
6692
6738
|
"name": "padding",
|
|
6693
6739
|
"type": {
|
|
6694
6740
|
"array": [
|
|
6695
6741
|
"u8",
|
|
6696
|
-
|
|
6742
|
+
44
|
|
6697
6743
|
]
|
|
6698
6744
|
}
|
|
6699
6745
|
}
|
|
@@ -7703,6 +7749,12 @@
|
|
|
7703
7749
|
},
|
|
7704
7750
|
{
|
|
7705
7751
|
"name": "OrderFillWithPhoenix"
|
|
7752
|
+
},
|
|
7753
|
+
{
|
|
7754
|
+
"name": "OrderFilledWithAMMJitLPSplit"
|
|
7755
|
+
},
|
|
7756
|
+
{
|
|
7757
|
+
"name": "OrderFilledWithLPJit"
|
|
7706
7758
|
}
|
|
7707
7759
|
]
|
|
7708
7760
|
}
|
|
@@ -7919,6 +7971,23 @@
|
|
|
7919
7971
|
]
|
|
7920
7972
|
}
|
|
7921
7973
|
},
|
|
7974
|
+
{
|
|
7975
|
+
"name": "AMMLiquiditySplit",
|
|
7976
|
+
"type": {
|
|
7977
|
+
"kind": "enum",
|
|
7978
|
+
"variants": [
|
|
7979
|
+
{
|
|
7980
|
+
"name": "ProtocolOwned"
|
|
7981
|
+
},
|
|
7982
|
+
{
|
|
7983
|
+
"name": "LPOwned"
|
|
7984
|
+
},
|
|
7985
|
+
{
|
|
7986
|
+
"name": "Shared"
|
|
7987
|
+
}
|
|
7988
|
+
]
|
|
7989
|
+
}
|
|
7990
|
+
},
|
|
7922
7991
|
{
|
|
7923
7992
|
"name": "SpotBalanceType",
|
|
7924
7993
|
"type": {
|
package/src/math/orders.ts
CHANGED
|
@@ -124,6 +124,28 @@ export function standardizeBaseAssetAmount(
|
|
|
124
124
|
return baseAssetAmount.sub(remainder);
|
|
125
125
|
}
|
|
126
126
|
|
|
127
|
+
export function standardizePrice(
|
|
128
|
+
price: BN,
|
|
129
|
+
tickSize: BN,
|
|
130
|
+
direction: PositionDirection
|
|
131
|
+
): BN {
|
|
132
|
+
if (price.eq(ZERO)) {
|
|
133
|
+
console.log('price is zero');
|
|
134
|
+
return price;
|
|
135
|
+
}
|
|
136
|
+
|
|
137
|
+
const remainder = price.mod(tickSize);
|
|
138
|
+
if (remainder.eq(ZERO)) {
|
|
139
|
+
return price;
|
|
140
|
+
}
|
|
141
|
+
|
|
142
|
+
if (isVariant(direction, 'long')) {
|
|
143
|
+
return price.sub(remainder);
|
|
144
|
+
} else {
|
|
145
|
+
return price.add(tickSize).sub(remainder);
|
|
146
|
+
}
|
|
147
|
+
}
|
|
148
|
+
|
|
127
149
|
export function getLimitPrice(
|
|
128
150
|
order: Order,
|
|
129
151
|
oraclePriceData: OraclePriceData,
|
package/src/types.ts
CHANGED
|
@@ -133,6 +133,12 @@ export class OrderActionExplanation {
|
|
|
133
133
|
static readonly ORDER_FILLED_WITH_AMM_JIT = {
|
|
134
134
|
orderFilledWithAmmJit: {},
|
|
135
135
|
};
|
|
136
|
+
static readonly ORDER_FILLED_WITH_AMM_JIT_LP_SPLIT = {
|
|
137
|
+
orderFilledWithAmmJitLpSplit: {},
|
|
138
|
+
};
|
|
139
|
+
static readonly ORDER_FILLED_WITH_LP_JIT = {
|
|
140
|
+
orderFilledWithAmmJitLpSplit: {},
|
|
141
|
+
};
|
|
136
142
|
static readonly ORDER_FILLED_WITH_MATCH = {
|
|
137
143
|
orderFilledWithMatch: {},
|
|
138
144
|
};
|
|
@@ -730,6 +736,7 @@ export type AMM = {
|
|
|
730
736
|
|
|
731
737
|
baseAssetAmountPerLp: BN;
|
|
732
738
|
quoteAssetAmountPerLp: BN;
|
|
739
|
+
targetBaseAssetAmountPerLp: number;
|
|
733
740
|
|
|
734
741
|
ammJitIntensity: number;
|
|
735
742
|
maxOpenInterest: BN;
|
package/src/userMap/userMap.ts
CHANGED
|
@@ -45,10 +45,16 @@ export class UserMap implements UserMapInterface {
|
|
|
45
45
|
}
|
|
46
46
|
};
|
|
47
47
|
|
|
48
|
+
/**
|
|
49
|
+
*
|
|
50
|
+
* @param driftClient
|
|
51
|
+
* @param accountSubscription
|
|
52
|
+
* @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
|
|
53
|
+
*/
|
|
48
54
|
constructor(
|
|
49
55
|
driftClient: DriftClient,
|
|
50
56
|
accountSubscription: UserSubscriptionConfig,
|
|
51
|
-
includeIdle =
|
|
57
|
+
includeIdle = false
|
|
52
58
|
) {
|
|
53
59
|
this.driftClient = driftClient;
|
|
54
60
|
this.accountSubscription = accountSubscription;
|
package/tests/dlob/helpers.ts
CHANGED
|
@@ -114,6 +114,7 @@ export const mockAMM: AMM = {
|
|
|
114
114
|
totalSocialLoss: new BN(0),
|
|
115
115
|
baseAssetAmountPerLp: new BN(0),
|
|
116
116
|
quoteAssetAmountPerLp: new BN(0),
|
|
117
|
+
targetBaseAssetAmountPerLp: 0,
|
|
117
118
|
|
|
118
119
|
quoteBreakEvenAmountLong: new BN(0),
|
|
119
120
|
quoteBreakEvenAmountShort: new BN(0),
|