@drift-labs/sdk 2.31.0-beta.0 → 2.31.0-beta.1

package/lib/accounts/pollingDriftClientAccountSubscriber.d.ts

@@ -15,6 +15,7 @@ export declare class PollingDriftClientAccountSubscriber implements DriftClientA
     spotMarketIndexes: number[];
     oracleInfos: OracleInfo[];
     oracleClientCache: OracleClientCache;
+    shouldFindAllMarketsAndOracles: boolean;
     eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
     accountLoader: BulkAccountLoader;
     accountsToPoll: Map<string, AccountToPoll>;
@@ -28,7 +29,7 @@ export declare class PollingDriftClientAccountSubscriber implements DriftClientA
     private isSubscribing;
     private subscriptionPromise;
     private subscriptionPromiseResolver;
-    constructor(program: Program, accountLoader: BulkAccountLoader, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[]);
+    constructor(program: Program, accountLoader: BulkAccountLoader, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[], shouldFindAllMarketsAndOracles: boolean);
     subscribe(): Promise<boolean>;
     updateAccountsToPoll(): Promise<void>;
     updatePerpMarketAccountsToPoll(): Promise<boolean>;

package/lib/accounts/pollingDriftClientAccountSubscriber.js

@@ -8,8 +8,9 @@ const utils_1 = require("./utils");
 const web3_js_1 = require("@solana/web3.js");
 const oracleClientCache_1 = require("../oracles/oracleClientCache");
 const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
+const config_1 = require("../config");
 class PollingDriftClientAccountSubscriber {
-    constructor(program, accountLoader, perpMarketIndexes, spotMarketIndexes, oracleInfos) {
+    constructor(program, accountLoader, perpMarketIndexes, spotMarketIndexes, oracleInfos, shouldFindAllMarketsAndOracles) {
         this.oracleClientCache = new oracleClientCache_1.OracleClientCache();
         this.accountsToPoll = new Map();
         this.oraclesToPoll = new Map();
@@ -24,6 +25,7 @@ class PollingDriftClientAccountSubscriber {
         this.perpMarketIndexes = perpMarketIndexes;
         this.spotMarketIndexes = spotMarketIndexes;
         this.oracleInfos = oracleInfos;
+        this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
     }
     async subscribe() {
         if (this.isSubscribed) {
@@ -36,6 +38,12 @@ class PollingDriftClientAccountSubscriber {
         this.subscriptionPromise = new Promise((res) => {
             this.subscriptionPromiseResolver = res;
         });
+        if (this.shouldFindAllMarketsAndOracles) {
+            const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = await (0, config_1.findAllMarketAndOracles)(this.program);
+            this.perpMarketIndexes = perpMarketIndexes;
+            this.spotMarketIndexes = spotMarketIndexes;
+            this.oracleInfos = oracleInfos;
+        }
         await this.updateAccountsToPoll();
         await this.updateOraclesToPoll();
         await this.addToAccountLoader();

package/lib/accounts/webSocketDriftClientAccountSubscriber.d.ts

@@ -15,6 +15,7 @@ export declare class WebSocketDriftClientAccountSubscriber implements DriftClien
     spotMarketIndexes: number[];
     oracleInfos: OracleInfo[];
     oracleClientCache: OracleClientCache;
+    shouldFindAllMarketsAndOracles: boolean;
     eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
     stateAccountSubscriber?: AccountSubscriber<StateAccount>;
     perpMarketAccountSubscribers: Map<number, AccountSubscriber<PerpMarketAccount>>;
@@ -23,7 +24,7 @@ export declare class WebSocketDriftClientAccountSubscriber implements DriftClien
     private isSubscribing;
     private subscriptionPromise;
     private subscriptionPromiseResolver;
-    constructor(program: Program, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[]);
+    constructor(program: Program, perpMarketIndexes: number[], spotMarketIndexes: number[], oracleInfos: OracleInfo[], shouldFindAllMarketsAndOracles: boolean);
     subscribe(): Promise<boolean>;
     subscribeToPerpMarketAccounts(): Promise<boolean>;
     subscribeToPerpMarketAccount(marketIndex: number): Promise<boolean>;

package/lib/accounts/webSocketDriftClientAccountSubscriber.js

@@ -8,8 +8,9 @@ const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
 const web3_js_1 = require("@solana/web3.js");
 const oracleClientCache_1 = require("../oracles/oracleClientCache");
 const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
+const config_1 = require("../config");
 class WebSocketDriftClientAccountSubscriber {
-    constructor(program, perpMarketIndexes, spotMarketIndexes, oracleInfos) {
+    constructor(program, perpMarketIndexes, spotMarketIndexes, oracleInfos, shouldFindAllMarketsAndOracles) {
         this.oracleClientCache = new oracleClientCache_1.OracleClientCache();
         this.perpMarketAccountSubscribers = new Map();
         this.spotMarketAccountSubscribers = new Map();
@@ -21,6 +22,7 @@ class WebSocketDriftClientAccountSubscriber {
         this.perpMarketIndexes = perpMarketIndexes;
         this.spotMarketIndexes = spotMarketIndexes;
         this.oracleInfos = oracleInfos;
+        this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
     }
     async subscribe() {
         if (this.isSubscribed) {
@@ -33,6 +35,12 @@ class WebSocketDriftClientAccountSubscriber {
         this.subscriptionPromise = new Promise((res) => {
             this.subscriptionPromiseResolver = res;
         });
+        if (this.shouldFindAllMarketsAndOracles) {
+            const { perpMarketIndexes, spotMarketIndexes, oracleInfos } = await (0, config_1.findAllMarketAndOracles)(this.program);
+            this.perpMarketIndexes = perpMarketIndexes;
+            this.spotMarketIndexes = spotMarketIndexes;
+            this.oracleInfos = oracleInfos;
+        }
         const statePublicKey = await (0, pda_1.getDriftStateAccountPublicKey)(this.program.programId);
         // create and activate main state account subscription
         this.stateAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('state', this.program, statePublicKey);

package/lib/config.d.ts

@@ -1,6 +1,7 @@
 import { PerpMarketConfig } from './constants/perpMarkets';
 import { SpotMarketConfig } from './constants/spotMarkets';
 import { OracleInfo } from './oracles/types';
+import { Program } from '@coral-xyz/anchor';
 type DriftConfig = {
     ENV: DriftEnv;
     PYTH_ORACLE_MAPPING_ADDRESS: string;
@@ -35,4 +36,9 @@ export declare function getMarketsAndOraclesForSubscription(env: DriftEnv): {
     spotMarketIndexes: number[];
     oracleInfos: OracleInfo[];
 };
+export declare function findAllMarketAndOracles(program: Program): Promise<{
+    perpMarketIndexes: number[];
+    spotMarketIndexes: number[];
+    oracleInfos: OracleInfo[];
+}>;
 export {};

package/lib/config.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = exports.DRIFT_PROGRAM_ID = void 0;
+exports.findAllMarketAndOracles = exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = exports.DRIFT_PROGRAM_ID = void 0;
 const perpMarkets_1 = require("./constants/perpMarkets");
 const spotMarkets_1 = require("./constants/spotMarkets");
 exports.DRIFT_PROGRAM_ID = 'dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH';
@@ -74,3 +74,32 @@ function getMarketsAndOraclesForSubscription(env) {
     };
 }
 exports.getMarketsAndOraclesForSubscription = getMarketsAndOraclesForSubscription;
+async function findAllMarketAndOracles(program) {
+    const perpMarketIndexes = [];
+    const spotMarketIndexes = [];
+    const oracleInfos = new Map();
+    const perpMarketProgramAccounts = await program.account.perpMarket.all();
+    const spotMarketProgramAccounts = await program.account.spotMarket.all();
+    for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
+        const perpMarket = perpMarketProgramAccount.account;
+        perpMarketIndexes.push(perpMarket.marketIndex);
+        oracleInfos.set(perpMarket.amm.oracle.toString(), {
+            publicKey: perpMarket.amm.oracle,
+            source: perpMarket.amm.oracleSource,
+        });
+    }
+    for (const spotMarketProgramAccount of spotMarketProgramAccounts) {
+        const spotMarket = spotMarketProgramAccount.account;
+        spotMarketIndexes.push(spotMarket.marketIndex);
+        oracleInfos.set(spotMarket.oracle.toString(), {
+            publicKey: spotMarket.oracle,
+            source: spotMarket.oracleSource,
+        });
+    }
+    return {
+        perpMarketIndexes,
+        spotMarketIndexes,
+        oracleInfos: Array.from(oracleInfos.values()),
+    };
+}
+exports.findAllMarketAndOracles = findAllMarketAndOracles;

package/lib/dlob/orderBookLevels.d.ts

@@ -41,4 +41,5 @@ export declare function getVammL2Generator({ marketAccount, oraclePriceData, num
     numOrders: number;
     now?: BN;
 }): L2OrderBookGenerator;
+export declare function groupL2(l2: L2OrderBook, grouping: BN): L2OrderBook;
 export {};

package/lib/dlob/orderBookLevels.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = void 0;
+exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = void 0;
 const __1 = require("..");
 /**
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
@@ -58,7 +58,7 @@ function createL2Levels(generator, depth) {
         const size = level.size;
         if (levels.length > 0 && levels[levels.length - 1].price.eq(price)) {
             const currentLevel = levels[levels.length - 1];
-            currentLevel.size.add(size);
+            currentLevel.size = currentLevel.size.add(size);
             for (const [source, size] of Object.entries(level.sources)) {
                 if (currentLevel.sources[source]) {
                     currentLevel.sources[source] = currentLevel.sources[source].add(size);
@@ -135,3 +135,39 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, })
     };
 }
 exports.getVammL2Generator = getVammL2Generator;
+function groupL2(l2, grouping) {
+    return {
+        bids: groupL2Levels(l2.bids, grouping, __1.PositionDirection.LONG),
+        asks: groupL2Levels(l2.asks, grouping, __1.PositionDirection.SHORT),
+    };
+}
+exports.groupL2 = groupL2;
+function groupL2Levels(levels, grouping, direction) {
+    const groupedLevels = [];
+    for (const level of levels) {
+        const price = (0, __1.standardizePrice)(level.price, grouping, direction);
+        const size = level.size;
+        if (groupedLevels.length > 0 &&
+            groupedLevels[groupedLevels.length - 1].price.eq(price)) {
+            const currentLevel = groupedLevels[groupedLevels.length - 1];
+            currentLevel.size = currentLevel.size.add(size);
+            for (const [source, size] of Object.entries(level.sources)) {
+                if (currentLevel.sources[source]) {
+                    currentLevel.sources[source] = currentLevel.sources[source].add(size);
+                }
+                else {
+                    currentLevel.sources[source] = size;
+                }
+            }
+        }
+        else {
+            const groupedLevel = {
+                price: price,
+                size,
+                sources: level.sources,
+            };
+            groupedLevels.push(groupedLevel);
+        }
+    }
+    return groupedLevels;
+}

package/lib/driftClient.js

@@ -63,7 +63,7 @@ class DriftClient {
         this._isSubscribed = val;
     }
     constructor(config) {
-        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l;
+        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s;
         this.users = new Map();
         this._isSubscribed = false;
         this.perpMarketLastSlotCache = new Map();
@@ -108,31 +108,21 @@ class DriftClient {
                 accountSubscription: this.userAccountSubscriptionConfig,
             });
         }
-        let perpMarketIndexes = config.perpMarketIndexes;
-        let spotMarketIndexes = config.spotMarketIndexes;
-        let oracleInfos = config.oracleInfos;
-        if (config.env) {
-            const { perpMarketIndexes: envPerpMarketIndexes, spotMarketIndexes: envSpotMarketIndexes, oracleInfos: envOracleInfos, } = (0, config_1.getMarketsAndOraclesForSubscription)(config.env);
-            perpMarketIndexes = perpMarketIndexes
-                ? perpMarketIndexes
-                : envPerpMarketIndexes;
-            spotMarketIndexes = spotMarketIndexes
-                ? spotMarketIndexes
-                : envSpotMarketIndexes;
-            oracleInfos = oracleInfos ? oracleInfos : envOracleInfos;
-        }
         this.marketLookupTable = config.marketLookupTable;
         if (config.env && !this.marketLookupTable) {
             this.marketLookupTable = new web3_js_1.PublicKey(config_1.configs[config.env].MARKET_LOOKUP_TABLE);
         }
+        const noMarketsAndOraclesSpecified = config.perpMarketIndexes === undefined &&
+            config.spotMarketIndexes === undefined &&
+            config.oracleInfos === undefined;
         if (((_h = config.accountSubscription) === null || _h === void 0 ? void 0 : _h.type) === 'polling') {
-            this.accountSubscriber = new pollingDriftClientAccountSubscriber_1.PollingDriftClientAccountSubscriber(this.program, config.accountSubscription.accountLoader, perpMarketIndexes !== null && perpMarketIndexes !== void 0 ? perpMarketIndexes : [], spotMarketIndexes !== null && spotMarketIndexes !== void 0 ? spotMarketIndexes : [], oracleInfos !== null && oracleInfos !== void 0 ? oracleInfos : []);
+            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);
         }
         else {
-            this.accountSubscriber = new webSocketDriftClientAccountSubscriber_1.WebSocketDriftClientAccountSubscriber(this.program, perpMarketIndexes !== null && perpMarketIndexes !== void 0 ? perpMarketIndexes : [], spotMarketIndexes !== null && spotMarketIndexes !== void 0 ? spotMarketIndexes : [], oracleInfos !== null && oracleInfos !== void 0 ? oracleInfos : []);
+            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);
         }
         this.eventEmitter = this.accountSubscriber.eventEmitter;
-        this.txSender = new retryTxSender_1.RetryTxSender(this.provider, (_j = config.txSenderConfig) === null || _j === void 0 ? void 0 : _j.timeout, (_k = config.txSenderConfig) === null || _k === void 0 ? void 0 : _k.retrySleep, (_l = config.txSenderConfig) === null || _l === void 0 ? void 0 : _l.additionalConnections);
+        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);
     }
     getUserMapKey(subAccountId, authority) {
         return `${subAccountId}_${authority.toString()}`;

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.31.0-beta.0",
+    "version": "2.31.0-beta.1",
     "name": "drift",
     "instructions": [
         {

package/lib/math/orders.d.ts

@@ -1,11 +1,12 @@
 import { User } from '../user';
-import { PerpMarketAccount, AMM, Order } from '../types';
+import { PerpMarketAccount, AMM, Order, PositionDirection } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
 export declare function isOrderRiskIncreasing(user: User, order: Order): boolean;
 export declare function isOrderRiskIncreasingInSameDirection(user: User, order: Order): boolean;
 export declare function isOrderReduceOnly(user: User, order: Order): boolean;
 export declare function standardizeBaseAssetAmount(baseAssetAmount: BN, stepSize: BN): BN;
+export declare function standardizePrice(price: BN, tickSize: BN, direction: PositionDirection): BN;
 export declare function getLimitPrice(order: Order, oraclePriceData: OraclePriceData, slot: number, fallbackPrice?: BN): BN | undefined;
 export declare function hasLimitPrice(order: Order, slot: number): boolean;
 export declare function hasAuctionPrice(order: Order, slot: number): boolean;

package/lib/math/orders.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-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;
+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;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
@@ -79,6 +79,23 @@ function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
     return baseAssetAmount.sub(remainder);
 }
 exports.standardizeBaseAssetAmount = standardizeBaseAssetAmount;
+function standardizePrice(price, tickSize, direction) {
+    if (price.eq(numericConstants_1.ZERO)) {
+        console.log('price is zero');
+        return price;
+    }
+    const remainder = price.mod(tickSize);
+    if (remainder.eq(numericConstants_1.ZERO)) {
+        return price;
+    }
+    if ((0, types_1.isVariant)(direction, 'long')) {
+        return price.sub(remainder);
+    }
+    else {
+        return price.add(tickSize).sub(remainder);
+    }
+}
+exports.standardizePrice = standardizePrice;
 function getLimitPrice(order, oraclePriceData, slot, fallbackPrice) {
     let limitPrice;
     if (hasAuctionPrice(order, slot)) {

package/lib/userMap/userMap.d.ts

@@ -18,6 +18,12 @@ export declare class UserMap implements UserMapInterface {
     private includeIdle;
     private lastNumberOfSubAccounts;
     private syncCallback;
+    /**
+     *
+     * @param driftClient
+     * @param accountSubscription
+     * @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
+     */
     constructor(driftClient: DriftClient, accountSubscription: UserSubscriptionConfig, includeIdle?: boolean);
     subscribe(): Promise<void>;
     addPubkey(userAccountPublicKey: PublicKey, userAccount?: UserAccount): Promise<void>;

package/lib/userMap/userMap.js

@@ -9,7 +9,13 @@ const web3_js_1 = require("@solana/web3.js");
 const buffer_1 = require("buffer");
 const bs58_1 = __importDefault(require("bs58"));
 class UserMap {
-    constructor(driftClient, accountSubscription, includeIdle = true) {
+    /**
+     *
+     * @param driftClient
+     * @param accountSubscription
+     * @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
+     */
+    constructor(driftClient, accountSubscription, includeIdle = false) {
         this.userMap = new Map();
         this.syncCallback = async (state) => {
             if (state.numberOfSubAccounts !== this.lastNumberOfSubAccounts) {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.31.0-beta.0",
+	"version": "2.31.0-beta.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/pollingDriftClientAccountSubscriber.ts

@@ -26,6 +26,7 @@ import { PublicKey } from '@solana/web3.js';
 import { OracleInfo, OraclePriceData } from '../oracles/types';
 import { OracleClientCache } from '../oracles/oracleClientCache';
 import { QUOTE_ORACLE_PRICE_DATA } from '../oracles/quoteAssetOracleClient';
+import { findAllMarketAndOracles } from '../config';
 
 export class PollingDriftClientAccountSubscriber
 	implements DriftClientAccountSubscriber
@@ -37,6 +38,8 @@ export class PollingDriftClientAccountSubscriber
 	oracleInfos: OracleInfo[];
 	oracleClientCache = new OracleClientCache();
 
+	shouldFindAllMarketsAndOracles: boolean;
+
 	eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
 
 	accountLoader: BulkAccountLoader;
@@ -59,7 +62,8 @@ export class PollingDriftClientAccountSubscriber
 		accountLoader: BulkAccountLoader,
 		perpMarketIndexes: number[],
 		spotMarketIndexes: number[],
-		oracleInfos: OracleInfo[]
+		oracleInfos: OracleInfo[],
+		shouldFindAllMarketsAndOracles: boolean
 	) {
 		this.isSubscribed = false;
 		this.program = program;
@@ -68,6 +72,7 @@ export class PollingDriftClientAccountSubscriber
 		this.perpMarketIndexes = perpMarketIndexes;
 		this.spotMarketIndexes = spotMarketIndexes;
 		this.oracleInfos = oracleInfos;
+		this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
 	}
 
 	public async subscribe(): Promise<boolean> {
@@ -85,6 +90,14 @@ export class PollingDriftClientAccountSubscriber
 			this.subscriptionPromiseResolver = res;
 		});
 
+		if (this.shouldFindAllMarketsAndOracles) {
+			const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
+				await findAllMarketAndOracles(this.program);
+			this.perpMarketIndexes = perpMarketIndexes;
+			this.spotMarketIndexes = spotMarketIndexes;
+			this.oracleInfos = oracleInfos;
+		}
+
 		await this.updateAccountsToPoll();
 		await this.updateOraclesToPoll();
 		await this.addToAccountLoader();

package/src/accounts/webSocketDriftClientAccountSubscriber.ts

@@ -19,6 +19,7 @@ import { OracleInfo, OraclePriceData } from '../oracles/types';
 import { OracleClientCache } from '../oracles/oracleClientCache';
 import * as Buffer from 'buffer';
 import { QUOTE_ORACLE_PRICE_DATA } from '../oracles/quoteAssetOracleClient';
+import { findAllMarketAndOracles } from '../config';
 
 export class WebSocketDriftClientAccountSubscriber
 	implements DriftClientAccountSubscriber
@@ -30,6 +31,8 @@ export class WebSocketDriftClientAccountSubscriber
 	oracleInfos: OracleInfo[];
 	oracleClientCache = new OracleClientCache();
 
+	shouldFindAllMarketsAndOracles: boolean;
+
 	eventEmitter: StrictEventEmitter<EventEmitter, DriftClientAccountEvents>;
 	stateAccountSubscriber?: AccountSubscriber<StateAccount>;
 	perpMarketAccountSubscribers = new Map<
@@ -50,7 +53,8 @@ export class WebSocketDriftClientAccountSubscriber
 		program: Program,
 		perpMarketIndexes: number[],
 		spotMarketIndexes: number[],
-		oracleInfos: OracleInfo[]
+		oracleInfos: OracleInfo[],
+		shouldFindAllMarketsAndOracles: boolean
 	) {
 		this.isSubscribed = false;
 		this.program = program;
@@ -58,6 +62,7 @@ export class WebSocketDriftClientAccountSubscriber
 		this.perpMarketIndexes = perpMarketIndexes;
 		this.spotMarketIndexes = spotMarketIndexes;
 		this.oracleInfos = oracleInfos;
+		this.shouldFindAllMarketsAndOracles = shouldFindAllMarketsAndOracles;
 	}
 
 	public async subscribe(): Promise<boolean> {
@@ -75,6 +80,14 @@ export class WebSocketDriftClientAccountSubscriber
 			this.subscriptionPromiseResolver = res;
 		});
 
+		if (this.shouldFindAllMarketsAndOracles) {
+			const { perpMarketIndexes, spotMarketIndexes, oracleInfos } =
+				await findAllMarketAndOracles(this.program);
+			this.perpMarketIndexes = perpMarketIndexes;
+			this.spotMarketIndexes = spotMarketIndexes;
+			this.oracleInfos = oracleInfos;
+		}
+
 		const statePublicKey = await getDriftStateAccountPublicKey(
 			this.program.programId
 		);

package/src/config.ts

@@ -11,6 +11,7 @@ import {
 	MainnetSpotMarkets,
 } from './constants/spotMarkets';
 import { OracleInfo } from './oracles/types';
+import { Program } from '@coral-xyz/anchor';
 
 type DriftConfig = {
 	ENV: DriftEnv;
@@ -113,3 +114,40 @@ export function getMarketsAndOraclesForSubscription(env: DriftEnv): {
 		oracleInfos: Array.from(oracleInfos.values()),
 	};
 }
+
+export async function findAllMarketAndOracles(program: Program): Promise<{
+	perpMarketIndexes: number[];
+	spotMarketIndexes: number[];
+	oracleInfos: OracleInfo[];
+}> {
+	const perpMarketIndexes = [];
+	const spotMarketIndexes = [];
+	const oracleInfos = new Map<string, OracleInfo>();
+
+	const perpMarketProgramAccounts = await program.account.perpMarket.all();
+	const spotMarketProgramAccounts = await program.account.spotMarket.all();
+
+	for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
+		const perpMarket = perpMarketProgramAccount.account;
+		perpMarketIndexes.push(perpMarket.marketIndex);
+		oracleInfos.set(perpMarket.amm.oracle.toString(), {
+			publicKey: perpMarket.amm.oracle,
+			source: perpMarket.amm.oracleSource,
+		});
+	}
+
+	for (const spotMarketProgramAccount of spotMarketProgramAccounts) {
+		const spotMarket = spotMarketProgramAccount.account;
+		spotMarketIndexes.push(spotMarket.marketIndex);
+		oracleInfos.set(spotMarket.oracle.toString(), {
+			publicKey: spotMarket.oracle,
+			source: spotMarket.oracleSource,
+		});
+	}
+
+	return {
+		perpMarketIndexes,
+		spotMarketIndexes,
+		oracleInfos: Array.from(oracleInfos.values()),
+	};
+}

package/src/dlob/orderBookLevels.ts

@@ -9,6 +9,8 @@ import {
 	DLOBNode,
 	OraclePriceData,
 	PerpMarketAccount,
+	PositionDirection,
+	standardizePrice,
 	SwapDirection,
 } from '..';
 import { PublicKey } from '@solana/web3.js';
@@ -114,7 +116,7 @@ export function createL2Levels(
 		const size = level.size;
 		if (levels.length > 0 && levels[levels.length - 1].price.eq(price)) {
 			const currentLevel = levels[levels.length - 1];
-			currentLevel.size.add(size);
+			currentLevel.size = currentLevel.size.add(size);
 			for (const [source, size] of Object.entries(level.sources)) {
 				if (currentLevel.sources[source]) {
 					currentLevel.sources[source] = currentLevel.sources[source].add(size);
@@ -241,3 +243,44 @@ export function getVammL2Generator({
 		getL2Asks,
 	};
 }
+
+export function groupL2(l2: L2OrderBook, grouping: BN): L2OrderBook {
+	return {
+		bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG),
+		asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT),
+	};
+}
+
+function groupL2Levels(
+	levels: L2Level[],
+	grouping: BN,
+	direction: PositionDirection
+): L2Level[] {
+	const groupedLevels = [];
+	for (const level of levels) {
+		const price = standardizePrice(level.price, grouping, direction);
+		const size = level.size;
+		if (
+			groupedLevels.length > 0 &&
+			groupedLevels[groupedLevels.length - 1].price.eq(price)
+		) {
+			const currentLevel = groupedLevels[groupedLevels.length - 1];
+			currentLevel.size = currentLevel.size.add(size);
+			for (const [source, size] of Object.entries(level.sources)) {
+				if (currentLevel.sources[source]) {
+					currentLevel.sources[source] = currentLevel.sources[source].add(size);
+				} else {
+					currentLevel.sources[source] = size;
+				}
+			}
+		} else {
+			const groupedLevel = {
+				price: price,
+				size,
+				sources: level.sources,
+			};
+			groupedLevels.push(groupedLevel);
+		}
+	}
+	return groupedLevels;
+}

package/src/driftClient.ts

@@ -106,11 +106,7 @@ import { WebSocketDriftClientAccountSubscriber } from './accounts/webSocketDrift
 import { RetryTxSender } from './tx/retryTxSender';
 import { User } from './user';
 import { UserSubscriptionConfig } from './userConfig';
-import {
-	configs,
-	DRIFT_PROGRAM_ID,
-	getMarketsAndOraclesForSubscription,
-} from './config';
+import { configs, DRIFT_PROGRAM_ID } from './config';
 import { WRAPPED_SOL_MINT } from './constants/spotMarkets';
 import { UserStats } from './userStats';
 import { isSpotPositionAvailable } from './math/spotPosition';
@@ -230,24 +226,6 @@ export class DriftClient {
 			});
 		}
 
-		let perpMarketIndexes = config.perpMarketIndexes;
-		let spotMarketIndexes = config.spotMarketIndexes;
-		let oracleInfos = config.oracleInfos;
-		if (config.env) {
-			const {
-				perpMarketIndexes: envPerpMarketIndexes,
-				spotMarketIndexes: envSpotMarketIndexes,
-				oracleInfos: envOracleInfos,
-			} = getMarketsAndOraclesForSubscription(config.env);
-			perpMarketIndexes = perpMarketIndexes
-				? perpMarketIndexes
-				: envPerpMarketIndexes;
-			spotMarketIndexes = spotMarketIndexes
-				? spotMarketIndexes
-				: envSpotMarketIndexes;
-			oracleInfos = oracleInfos ? oracleInfos : envOracleInfos;
-		}
-
 		this.marketLookupTable = config.marketLookupTable;
 		if (config.env && !this.marketLookupTable) {
 			this.marketLookupTable = new PublicKey(
@@ -255,20 +233,26 @@ export class DriftClient {
 			);
 		}
 
+		const noMarketsAndOraclesSpecified =
+			config.perpMarketIndexes === undefined &&
+			config.spotMarketIndexes === undefined &&
+			config.oracleInfos === undefined;
 		if (config.accountSubscription?.type === 'polling') {
 			this.accountSubscriber = new PollingDriftClientAccountSubscriber(
 				this.program,
 				config.accountSubscription.accountLoader,
-				perpMarketIndexes ?? [],
-				spotMarketIndexes ?? [],
-				oracleInfos ?? []
+				config.perpMarketIndexes ?? [],
+				config.spotMarketIndexes ?? [],
+				config.oracleInfos ?? [],
+				noMarketsAndOraclesSpecified
 			);
 		} else {
 			this.accountSubscriber = new WebSocketDriftClientAccountSubscriber(
 				this.program,
-				perpMarketIndexes ?? [],
-				spotMarketIndexes ?? [],
-				oracleInfos ?? []
+				config.perpMarketIndexes ?? [],
+				config.spotMarketIndexes ?? [],
+				config.oracleInfos ?? [],
+				noMarketsAndOraclesSpecified
 			);
 		}
 		this.eventEmitter = this.accountSubscriber.eventEmitter;

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.31.0-beta.0",
+  "version": "2.31.0-beta.1",
   "name": "drift",
   "instructions": [
     {

package/src/math/orders.ts

@@ -124,6 +124,28 @@ export function standardizeBaseAssetAmount(
 	return baseAssetAmount.sub(remainder);
 }
 
+export function standardizePrice(
+	price: BN,
+	tickSize: BN,
+	direction: PositionDirection
+): BN {
+	if (price.eq(ZERO)) {
+		console.log('price is zero');
+		return price;
+	}
+
+	const remainder = price.mod(tickSize);
+	if (remainder.eq(ZERO)) {
+		return price;
+	}
+
+	if (isVariant(direction, 'long')) {
+		return price.sub(remainder);
+	} else {
+		return price.add(tickSize).sub(remainder);
+	}
+}
+
 export function getLimitPrice(
 	order: Order,
 	oraclePriceData: OraclePriceData,

package/src/userMap/userMap.ts

@@ -45,10 +45,16 @@ export class UserMap implements UserMapInterface {
 		}
 	};
 
+	/**
+	 *
+	 * @param driftClient
+	 * @param accountSubscription
+	 * @param includeIdle whether idle users are subscribed to. defaults to false to decrease # of user subscriptions
+	 */
 	constructor(
 		driftClient: DriftClient,
 		accountSubscription: UserSubscriptionConfig,
-		includeIdle = true
+		includeIdle = false
 	) {
 		this.driftClient = driftClient;
 		this.accountSubscription = accountSubscription;