@drift-labs/sdk 2.31.0-beta.4 → 2.31.0-beta.6

package/lib/config.js

@@ -78,8 +78,8 @@ 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();
+    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);

package/lib/dlob/orderBookLevels.d.ts

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

package/lib/dlob/orderBookLevels.js

@@ -135,14 +135,14 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, })
     };
 }
 exports.getVammL2Generator = getVammL2Generator;
-function groupL2(l2, grouping) {
+function groupL2(l2, grouping, depth) {
     return {
-        bids: groupL2Levels(l2.bids, grouping, __1.PositionDirection.LONG),
-        asks: groupL2Levels(l2.asks, grouping, __1.PositionDirection.SHORT),
+        bids: groupL2Levels(l2.bids, grouping, __1.PositionDirection.LONG, depth),
+        asks: groupL2Levels(l2.asks, grouping, __1.PositionDirection.SHORT, depth),
     };
 }
 exports.groupL2 = groupL2;
-function groupL2Levels(levels, grouping, direction) {
+function groupL2Levels(levels, grouping, direction, depth) {
     const groupedLevels = [];
     for (const level of levels) {
         const price = (0, __1.standardizePrice)(level.price, grouping, direction);
@@ -168,6 +168,9 @@ function groupL2Levels(levels, grouping, direction) {
             };
             groupedLevels.push(groupedLevel);
         }
+        if (groupedLevels.length === depth) {
+            break;
+        }
     }
     return groupedLevels;
 }

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.31.0-beta.4",
+    "version": "2.31.0-beta.6",
     "name": "drift",
     "instructions": [
         {

package/lib/math/trade.d.ts

@@ -5,6 +5,7 @@ import { OraclePriceData } from '../oracles/types';
 import { DLOB } from '../dlob/DLOB';
 import { PublicKey } from '@solana/web3.js';
 import { Orderbook } from '@project-serum/serum';
+import { L2OrderBook } from '../dlob/orderBookLevels';
 export type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount' | 'all';
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
@@ -104,3 +105,11 @@ export declare function calculateEstimatedSpotEntryPrice(assetType: AssetType, a
     baseFilled: BN;
     quoteFilled: BN;
 };
+export declare function calculateEstimatedEntryPriceWithL2(assetType: AssetType, amount: BN, direction: PositionDirection, basePrecision: BN, l2: L2OrderBook): {
+    entryPrice: BN;
+    priceImpact: BN;
+    bestPrice: BN;
+    worstPrice: BN;
+    baseFilled: BN;
+    quoteFilled: BN;
+};

package/lib/math/trade.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateEstimatedSpotEntryPrice = exports.calculateEstimatedPerpEntryPrice = exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
+exports.calculateEstimatedEntryPriceWithL2 = exports.calculateEstimatedSpotEntryPrice = exports.calculateEstimatedPerpEntryPrice = exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
 const types_1 = require("../types");
 const anchor_1 = require("@coral-xyz/anchor");
 const assert_1 = require("../assert/assert");
@@ -571,3 +571,61 @@ function calculateEstimatedSpotEntryPrice(assetType, amount, direction, market,
     };
 }
 exports.calculateEstimatedSpotEntryPrice = calculateEstimatedSpotEntryPrice;
+function calculateEstimatedEntryPriceWithL2(assetType, amount, direction, basePrecision, l2) {
+    const takerIsLong = (0, types_2.isVariant)(direction, 'long');
+    let cumulativeBaseFilled = numericConstants_1.ZERO;
+    let cumulativeQuoteFilled = numericConstants_1.ZERO;
+    const levels = [...(takerIsLong ? l2.asks : l2.bids)];
+    let nextLevel = levels.shift();
+    let bestPrice;
+    let worstPrice;
+    if (nextLevel) {
+        bestPrice = nextLevel.price;
+        worstPrice = nextLevel.price;
+    }
+    else {
+        bestPrice = takerIsLong ? numericConstants_1.BN_MAX : numericConstants_1.ZERO;
+        worstPrice = bestPrice;
+    }
+    if (assetType === 'base') {
+        while (!cumulativeBaseFilled.eq(amount) && nextLevel) {
+            const price = nextLevel.price;
+            const size = nextLevel.size;
+            worstPrice = price;
+            const baseFilled = anchor_1.BN.min(size, amount.sub(cumulativeBaseFilled));
+            const quoteFilled = baseFilled.mul(price).div(basePrecision);
+            cumulativeBaseFilled = cumulativeBaseFilled.add(baseFilled);
+            cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
+            nextLevel = levels.shift();
+        }
+    }
+    else {
+        while (!cumulativeQuoteFilled.eq(amount) && nextLevel) {
+            const price = nextLevel.price;
+            const size = nextLevel.size;
+            worstPrice = price;
+            const quoteFilled = anchor_1.BN.min(size.mul(price).div(basePrecision), amount.sub(cumulativeQuoteFilled));
+            const baseFilled = quoteFilled.mul(basePrecision).div(price);
+            cumulativeBaseFilled = cumulativeBaseFilled.add(baseFilled);
+            cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
+            nextLevel = levels.shift();
+        }
+    }
+    const entryPrice = cumulativeQuoteFilled
+        .mul(basePrecision)
+        .div(cumulativeBaseFilled);
+    const priceImpact = entryPrice
+        .sub(bestPrice)
+        .mul(numericConstants_1.PRICE_PRECISION)
+        .div(bestPrice)
+        .abs();
+    return {
+        entryPrice,
+        priceImpact,
+        bestPrice,
+        worstPrice,
+        baseFilled: cumulativeBaseFilled,
+        quoteFilled: cumulativeQuoteFilled,
+    };
+}
+exports.calculateEstimatedEntryPriceWithL2 = calculateEstimatedEntryPriceWithL2;

package/lib/memcmp.d.ts

@@ -3,3 +3,4 @@ export declare function getUserFilter(): MemcmpFilter;
 export declare function getNonIdleUserFilter(): MemcmpFilter;
 export declare function getUserWithOrderFilter(): MemcmpFilter;
 export declare function getUserWithAuctionFilter(): MemcmpFilter;
+export declare function getUserThatHasBeenLP(): MemcmpFilter;

package/lib/memcmp.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getUserWithAuctionFilter = exports.getUserWithOrderFilter = exports.getNonIdleUserFilter = exports.getUserFilter = void 0;
+exports.getUserThatHasBeenLP = exports.getUserWithAuctionFilter = exports.getUserWithOrderFilter = exports.getNonIdleUserFilter = exports.getUserFilter = void 0;
 const bs58_1 = __importDefault(require("bs58"));
 const anchor_1 = require("@coral-xyz/anchor");
 function getUserFilter() {
@@ -42,3 +42,12 @@ function getUserWithAuctionFilter() {
     };
 }
 exports.getUserWithAuctionFilter = getUserWithAuctionFilter;
+function getUserThatHasBeenLP() {
+    return {
+        memcmp: {
+            offset: 4267,
+            bytes: bs58_1.default.encode(Uint8Array.from([99])),
+        },
+    };
+}
+exports.getUserThatHasBeenLP = getUserThatHasBeenLP;

package/lib/tx/retryTxSender.js

@@ -55,11 +55,20 @@ class RetryTxSender {
         return tx;
     }
     async sendVersionedTransaction(tx, additionalSigners, opts) {
-        additionalSigners === null || additionalSigners === void 0 ? void 0 : additionalSigners.filter((s) => s !== undefined).forEach((kp) => {
-            tx.sign([kp]);
-        });
+        let signedTx;
         // @ts-ignore
-        const signedTx = await this.provider.wallet.signTransaction(tx);
+        if (this.provider.wallet.payer) {
+            // @ts-ignore
+            tx.sign((additionalSigners !== null && additionalSigners !== void 0 ? additionalSigners : []).concat(this.provider.wallet.payer));
+            signedTx = tx;
+        }
+        else {
+            additionalSigners === null || additionalSigners === void 0 ? void 0 : additionalSigners.filter((s) => s !== undefined).forEach((kp) => {
+                tx.sign([kp]);
+            });
+            // @ts-ignore
+            signedTx = await this.provider.wallet.signTransaction(tx);
+        }
         if (opts === undefined) {
             opts = this.provider.opts;
         }

package/lib/user.d.ts

@@ -82,7 +82,7 @@ export declare class User {
      * @returns : the dust base asset amount (ie, < stepsize)
      * @returns : pnl from settle
      */
-    getSettledLPPosition(marketIndex: number): [PerpPosition, BN, BN];
+    getPerpPositionWithLPSettle(marketIndex: number, originalPosition?: PerpPosition): [PerpPosition, BN, BN];
     /**
      * calculates Buying Power = free collateral / initial margin ratio
      * @returns : Precision QUOTE_PRECISION

package/lib/user.js

@@ -175,12 +175,12 @@ class User {
      * @returns : the dust base asset amount (ie, < stepsize)
      * @returns : pnl from settle
      */
-    getSettledLPPosition(marketIndex) {
-        const _position = this.getPerpPosition(marketIndex);
-        const position = this.getClonedPosition(_position);
-        if (position.lpShares.eq(numericConstants_1.ZERO)) {
-            return [position, numericConstants_1.ZERO, numericConstants_1.ZERO];
+    getPerpPositionWithLPSettle(marketIndex, originalPosition) {
+        originalPosition = originalPosition !== null && originalPosition !== void 0 ? originalPosition : this.getPerpPosition(marketIndex);
+        if (originalPosition.lpShares.eq(numericConstants_1.ZERO)) {
+            return [originalPosition, numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
+        const position = this.getClonedPosition(originalPosition);
         const market = this.driftClient.getPerpMarketAccount(position.marketIndex);
         const nShares = position.lpShares;
         const deltaBaa = market.amm.baseAssetAmountPerLp
@@ -192,11 +192,10 @@ class User {
             .mul(nShares)
             .div(numericConstants_1.AMM_RESERVE_PRECISION);
         function sign(v) {
-            const sign = { true: new _1.BN(1), false: new _1.BN(-1) }[v.gte(numericConstants_1.ZERO).toString()];
-            return sign;
+            return v.isNeg() ? new _1.BN(-1) : new _1.BN(1);
         }
-        function standardize(amount, stepsize) {
-            const remainder = amount.abs().mod(stepsize).mul(sign(amount));
+        function standardize(amount, stepSize) {
+            const remainder = amount.abs().mod(stepSize).mul(sign(amount));
             const standardizedAmount = amount.sub(remainder);
             return [standardizedAmount, remainder];
         }
@@ -319,7 +318,7 @@ class User {
             const quoteSpotMarket = this.driftClient.getSpotMarketAccount(market.quoteSpotMarketIndex);
             const quoteOraclePriceData = this.getOracleDataForSpotMarket(market.quoteSpotMarketIndex);
             if (perpPosition.lpShares.gt(numericConstants_1.ZERO)) {
-                perpPosition = this.getSettledLPPosition(perpPosition.marketIndex)[0];
+                perpPosition = this.getPerpPositionWithLPSettle(perpPosition.marketIndex)[0];
             }
             let positionUnrealizedPnl = (0, _1.calculatePositionPNL)(market, perpPosition, withFunding, oraclePriceData);
             let quotePrice;
@@ -546,7 +545,7 @@ class User {
                 // clone so we dont mutate the position
                 perpPosition = this.getClonedPosition(perpPosition);
                 // settle position
-                const [settledPosition, dustBaa, _] = this.getSettledLPPosition(market.marketIndex);
+                const [settledPosition, dustBaa, _] = this.getPerpPositionWithLPSettle(market.marketIndex);
                 perpPosition.baseAssetAmount =
                     settledPosition.baseAssetAmount.add(dustBaa);
                 perpPosition.quoteAssetAmount = settledPosition.quoteAssetAmount;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.31.0-beta.4",
+	"version": "2.31.0-beta.6",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/config.ts

@@ -1,3 +1,4 @@
+import { PerpMarketAccount, SpotMarketAccount } from '.';
 import {
 	DevnetPerpMarkets,
 	MainnetPerpMarkets,
@@ -11,7 +12,7 @@ import {
 	MainnetSpotMarkets,
 } from './constants/spotMarkets';
 import { OracleInfo } from './oracles/types';
-import { Program } from '@coral-xyz/anchor';
+import { Program, ProgramAccount } from '@coral-xyz/anchor';
 
 type DriftConfig = {
 	ENV: DriftEnv;
@@ -124,8 +125,10 @@ export async function findAllMarketAndOracles(program: Program): Promise<{
 	const spotMarketIndexes = [];
 	const oracleInfos = new Map<string, OracleInfo>();
 
-	const perpMarketProgramAccounts = await program.account.perpMarket.all();
-	const spotMarketProgramAccounts = await program.account.spotMarket.all();
+	const perpMarketProgramAccounts =
+		(await program.account.perpMarket.all()) as ProgramAccount<PerpMarketAccount>[];
+	const spotMarketProgramAccounts =
+		(await program.account.spotMarket.all()) as ProgramAccount<SpotMarketAccount>[];
 
 	for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
 		const perpMarket = perpMarketProgramAccount.account;

package/src/dlob/orderBookLevels.ts

@@ -244,17 +244,22 @@ export function getVammL2Generator({
 	};
 }
 
-export function groupL2(l2: L2OrderBook, grouping: BN): L2OrderBook {
+export function groupL2(
+	l2: L2OrderBook,
+	grouping: BN,
+	depth: number
+): L2OrderBook {
 	return {
-		bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG),
-		asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT),
+		bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG, depth),
+		asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT, depth),
 	};
 }
 
 function groupL2Levels(
 	levels: L2Level[],
 	grouping: BN,
-	direction: PositionDirection
+	direction: PositionDirection,
+	depth: number
 ): L2Level[] {
 	const groupedLevels = [];
 	for (const level of levels) {
@@ -281,6 +286,10 @@ function groupL2Levels(
 			};
 			groupedLevels.push(groupedLevel);
 		}
+
+		if (groupedLevels.length === depth) {
+			break;
+		}
 	}
 	return groupedLevels;
 }

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.31.0-beta.4",
+  "version": "2.31.0-beta.6",
   "name": "drift",
   "instructions": [
     {

package/src/math/trade.ts

@@ -34,6 +34,7 @@ import { OraclePriceData } from '../oracles/types';
 import { DLOB } from '../dlob/DLOB';
 import { PublicKey } from '@solana/web3.js';
 import { Orderbook } from '@project-serum/serum';
+import { L2OrderBook } from '../dlob/orderBookLevels';
 
 const MAXPCT = new BN(1000); //percentage units are [0,1000] => [0,1]
 
@@ -884,3 +885,90 @@ export function calculateEstimatedSpotEntryPrice(
 		quoteFilled: cumulativeQuoteFilled,
 	};
 }
+
+export function calculateEstimatedEntryPriceWithL2(
+	assetType: AssetType,
+	amount: BN,
+	direction: PositionDirection,
+	basePrecision: BN,
+	l2: L2OrderBook
+): {
+	entryPrice: BN;
+	priceImpact: BN;
+	bestPrice: BN;
+	worstPrice: BN;
+	baseFilled: BN;
+	quoteFilled: BN;
+} {
+	const takerIsLong = isVariant(direction, 'long');
+
+	let cumulativeBaseFilled = ZERO;
+	let cumulativeQuoteFilled = ZERO;
+
+	const levels = [...(takerIsLong ? l2.asks : l2.bids)];
+	let nextLevel = levels.shift();
+
+	let bestPrice;
+	let worstPrice;
+	if (nextLevel) {
+		bestPrice = nextLevel.price;
+		worstPrice = nextLevel.price;
+	} else {
+		bestPrice = takerIsLong ? BN_MAX : ZERO;
+		worstPrice = bestPrice;
+	}
+
+	if (assetType === 'base') {
+		while (!cumulativeBaseFilled.eq(amount) && nextLevel) {
+			const price = nextLevel.price;
+			const size = nextLevel.size;
+
+			worstPrice = price;
+
+			const baseFilled = BN.min(size, amount.sub(cumulativeBaseFilled));
+			const quoteFilled = baseFilled.mul(price).div(basePrecision);
+
+			cumulativeBaseFilled = cumulativeBaseFilled.add(baseFilled);
+			cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
+
+			nextLevel = levels.shift();
+		}
+	} else {
+		while (!cumulativeQuoteFilled.eq(amount) && nextLevel) {
+			const price = nextLevel.price;
+			const size = nextLevel.size;
+
+			worstPrice = price;
+
+			const quoteFilled = BN.min(
+				size.mul(price).div(basePrecision),
+				amount.sub(cumulativeQuoteFilled)
+			);
+			const baseFilled = quoteFilled.mul(basePrecision).div(price);
+
+			cumulativeBaseFilled = cumulativeBaseFilled.add(baseFilled);
+			cumulativeQuoteFilled = cumulativeQuoteFilled.add(quoteFilled);
+
+			nextLevel = levels.shift();
+		}
+	}
+
+	const entryPrice = cumulativeQuoteFilled
+		.mul(basePrecision)
+		.div(cumulativeBaseFilled);
+
+	const priceImpact = entryPrice
+		.sub(bestPrice)
+		.mul(PRICE_PRECISION)
+		.div(bestPrice)
+		.abs();
+
+	return {
+		entryPrice,
+		priceImpact,
+		bestPrice,
+		worstPrice,
+		baseFilled: cumulativeBaseFilled,
+		quoteFilled: cumulativeQuoteFilled,
+	};
+}

package/src/memcmp.ts

@@ -37,3 +37,12 @@ export function getUserWithAuctionFilter(): MemcmpFilter {
 		},
 	};
 }
+
+export function getUserThatHasBeenLP(): MemcmpFilter {
+	return {
+		memcmp: {
+			offset: 4267,
+			bytes: bs58.encode(Uint8Array.from([99])),
+		},
+	};
+}

package/src/tx/retryTxSender.ts

@@ -119,14 +119,21 @@ export class RetryTxSender implements TxSender {
 		additionalSigners?: Array<Signer>,
 		opts?: ConfirmOptions
 	): Promise<TxSigAndSlot> {
-		additionalSigners
-			?.filter((s): s is Signer => s !== undefined)
-			.forEach((kp) => {
-				tx.sign([kp]);
-			});
-
+		let signedTx;
 		// @ts-ignore
-		const signedTx = await this.provider.wallet.signTransaction(tx);
+		if (this.provider.wallet.payer) {
+			// @ts-ignore
+			tx.sign((additionalSigners ?? []).concat(this.provider.wallet.payer));
+			signedTx = tx;
+		} else {
+			additionalSigners
+				?.filter((s): s is Signer => s !== undefined)
+				.forEach((kp) => {
+					tx.sign([kp]);
+				});
+			// @ts-ignore
+			signedTx = await this.provider.wallet.signTransaction(tx);
+		}
 
 		if (opts === undefined) {
 			opts = this.provider.opts;

package/src/user.ts

@@ -297,14 +297,18 @@ export class User {
 	 * @returns : the dust base asset amount (ie, < stepsize)
 	 * @returns : pnl from settle
 	 */
-	public getSettledLPPosition(marketIndex: number): [PerpPosition, BN, BN] {
-		const _position = this.getPerpPosition(marketIndex);
-		const position = this.getClonedPosition(_position);
+	public getPerpPositionWithLPSettle(
+		marketIndex: number,
+		originalPosition?: PerpPosition
+	): [PerpPosition, BN, BN] {
+		originalPosition = originalPosition ?? this.getPerpPosition(marketIndex);
 
-		if (position.lpShares.eq(ZERO)) {
-			return [position, ZERO, ZERO];
+		if (originalPosition.lpShares.eq(ZERO)) {
+			return [originalPosition, ZERO, ZERO];
 		}
 
+		const position = this.getClonedPosition(originalPosition);
+
 		const market = this.driftClient.getPerpMarketAccount(position.marketIndex);
 		const nShares = position.lpShares;
 
@@ -318,14 +322,11 @@ export class User {
 			.div(AMM_RESERVE_PRECISION);
 
 		function sign(v: BN) {
-			const sign = { true: new BN(1), false: new BN(-1) }[
-				v.gte(ZERO).toString()
-			];
-			return sign;
+			return v.isNeg() ? new BN(-1) : new BN(1);
 		}
 
-		function standardize(amount: BN, stepsize: BN) {
-			const remainder = amount.abs().mod(stepsize).mul(sign(amount));
+		function standardize(amount: BN, stepSize: BN) {
+			const remainder = amount.abs().mod(stepSize).mul(sign(amount));
 			const standardizedAmount = amount.sub(remainder);
 			return [standardizedAmount, remainder];
 		}
@@ -517,7 +518,9 @@ export class User {
 				);
 
 				if (perpPosition.lpShares.gt(ZERO)) {
-					perpPosition = this.getSettledLPPosition(perpPosition.marketIndex)[0];
+					perpPosition = this.getPerpPositionWithLPSettle(
+						perpPosition.marketIndex
+					)[0];
 				}
 
 				let positionUnrealizedPnl = calculatePositionPNL(
@@ -1022,9 +1025,8 @@ export class User {
 					perpPosition = this.getClonedPosition(perpPosition);
 
 					// settle position
-					const [settledPosition, dustBaa, _] = this.getSettledLPPosition(
-						market.marketIndex
-					);
+					const [settledPosition, dustBaa, _] =
+						this.getPerpPositionWithLPSettle(market.marketIndex);
 					perpPosition.baseAssetAmount =
 						settledPosition.baseAssetAmount.add(dustBaa);
 					perpPosition.quoteAssetAmount = settledPosition.quoteAssetAmount;