@drift-labs/sdk 2.33.1-beta.1 → 2.33.1-beta.3

package/VERSION

@@ -1 +1 @@
-2.33.1-beta.1
+2.33.1-beta.3

package/lib/idl/drift.json

@@ -6900,11 +6900,11 @@
                 "kind": "struct",
                 "fields": [
                     {
-                        "name": "markOracleDivergenceNumerator",
+                        "name": "markOraclePercentDivergence",
                         "type": "u64"
                     },
                     {
-                        "name": "markOracleDivergenceDenominator",
+                        "name": "oracleTwap5minPercentDivergence",
                         "type": "u64"
                     }
                 ]
@@ -7637,6 +7637,9 @@
                     {
                         "name": "Initial"
                     },
+                    {
+                        "name": "Fill"
+                    },
                     {
                         "name": "Maintenance"
                     }

package/lib/math/oracles.js

@@ -45,9 +45,8 @@ function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails, now) {
         .div(sinceStart.add(sinceLastUpdate));
     const oracleSpread = oracleTwap5min.sub(oraclePriceData.price);
     const oracleSpreadPct = oracleSpread.mul(numericConstants_1.PRICE_PRECISION).div(oracleTwap5min);
-    const tooDivergent = oracleSpreadPct
-        .abs()
-        .gte(numericConstants_1.BID_ASK_SPREAD_PRECISION.mul(oracleGuardRails.priceDivergence.markOracleDivergenceNumerator).div(oracleGuardRails.priceDivergence.markOracleDivergenceDenominator));
+    const maxDivergence = index_1.BN.max(oracleGuardRails.priceDivergence.markOraclePercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new index_1.BN(10)));
+    const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
     return tooDivergent;
 }
 exports.isOracleTooDivergent = isOracleTooDivergent;

package/lib/types.d.ts

@@ -1035,8 +1035,8 @@ export type OrderFillerRewardStructure = {
 };
 export type OracleGuardRails = {
     priceDivergence: {
-        markOracleDivergenceNumerator: BN;
-        markOracleDivergenceDenominator: BN;
+        markOraclePercentDivergence: BN;
+        oracleTwap5MinPercentDivergence: BN;
     };
     validity: {
         slotsBeforeStaleForAmm: BN;

package/lib/user.js

@@ -1113,7 +1113,6 @@ class User {
         const outOraclePrice = this.getOracleDataForSpotMarket(outMarketIndex).price;
         const inPrecision = new _1.BN(10 ** inMarket.decimals);
         const outPrecision = new _1.BN(10 ** outMarket.decimals);
-        const outSaferThanIn = inMarket.initialAssetWeight < outMarket.initialAssetWeight;
         const inSpotPosition = this.getSpotPosition(inMarketIndex) ||
             this.getEmptySpotPosition(inMarketIndex);
         const outSpotPosition = this.getSpotPosition(outMarketIndex) ||
@@ -1137,6 +1136,12 @@ class User {
         let inSwap = numericConstants_1.ZERO;
         let outSwap = numericConstants_1.ZERO;
         const inTokenAmount = this.getTokenAmount(inMarketIndex);
+        const outTokenAmount = this.getTokenAmount(outMarketIndex);
+        const outSaferThanIn = 
+        // selling asset to close borrow
+        (inTokenAmount.gt(numericConstants_1.ZERO) && outTokenAmount.lt(numericConstants_1.ZERO)) ||
+            // buying asset with higher initial asset weight
+            inMarket.initialAssetWeight < outMarket.initialAssetWeight;
         if (freeCollateral.lt(numericConstants_1.ONE)) {
             if (outSaferThanIn && inTokenAmount.gt(numericConstants_1.ZERO)) {
                 inSwap = inTokenAmount;
@@ -1145,11 +1150,9 @@ class User {
         }
         else {
             let minSwap = numericConstants_1.ZERO;
-            let maxSwap = freeCollateral
-                .mul(inPrecision)
-                .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION)
-                .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.div(new _1.BN(100)))
-                .div(inOraclePrice); // just assume user can go 100x
+            let maxSwap = _1.BN.max(freeCollateral.mul(inPrecision).mul(new _1.BN(100)).div(inOraclePrice), // 100x current free collateral
+            inTokenAmount.abs().mul(new _1.BN(10)) // 10x current position
+            );
             inSwap = maxSwap.div(numericConstants_1.TWO);
             const error = freeCollateral.div(new _1.BN(10000));
             let i = 0;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.33.1-beta.1",
+	"version": "2.33.1-beta.3",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/idl/drift.json

@@ -6900,11 +6900,11 @@
         "kind": "struct",
         "fields": [
           {
-            "name": "markOracleDivergenceNumerator",
+            "name": "markOraclePercentDivergence",
             "type": "u64"
           },
           {
-            "name": "markOracleDivergenceDenominator",
+            "name": "oracleTwap5minPercentDivergence",
             "type": "u64"
           }
         ]
@@ -7637,6 +7637,9 @@
           {
             "name": "Initial"
           },
+          {
+            "name": "Fill"
+          },
           {
             "name": "Maintenance"
           }

package/src/math/oracles.ts

@@ -7,6 +7,7 @@ import {
 	ONE,
 	ZERO,
 	FIVE_MINUTE,
+	PERCENTAGE_PRECISION,
 } from '../constants/numericConstants';
 import { BN, HistoricalOracleData, PerpMarketAccount } from '../index';
 import { assert } from '../assert/assert';
@@ -78,13 +79,12 @@ export function isOracleTooDivergent(
 	const oracleSpread = oracleTwap5min.sub(oraclePriceData.price);
 	const oracleSpreadPct = oracleSpread.mul(PRICE_PRECISION).div(oracleTwap5min);
 
-	const tooDivergent = oracleSpreadPct
-		.abs()
-		.gte(
-			BID_ASK_SPREAD_PRECISION.mul(
-				oracleGuardRails.priceDivergence.markOracleDivergenceNumerator
-			).div(oracleGuardRails.priceDivergence.markOracleDivergenceDenominator)
-		);
+	const maxDivergence = BN.max(
+		oracleGuardRails.priceDivergence.markOraclePercentDivergence,
+		PERCENTAGE_PRECISION.div(new BN(10))
+	);
+
+	const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
 
 	return tooDivergent;
 }

package/src/types.ts

@@ -1013,8 +1013,8 @@ export type OrderFillerRewardStructure = {
 
 export type OracleGuardRails = {
 	priceDivergence: {
-		markOracleDivergenceNumerator: BN;
-		markOracleDivergenceDenominator: BN;
+		markOraclePercentDivergence: BN;
+		oracleTwap5MinPercentDivergence: BN;
 	};
 	validity: {
 		slotsBeforeStaleForAmm: BN;

package/src/user.ts

@@ -2009,9 +2009,6 @@ export class User {
 		const inPrecision = new BN(10 ** inMarket.decimals);
 		const outPrecision = new BN(10 ** outMarket.decimals);
 
-		const outSaferThanIn =
-			inMarket.initialAssetWeight < outMarket.initialAssetWeight;
-
 		const inSpotPosition =
 			this.getSpotPosition(inMarketIndex) ||
 			this.getEmptySpotPosition(inMarketIndex);
@@ -2053,6 +2050,14 @@ export class User {
 		let inSwap = ZERO;
 		let outSwap = ZERO;
 		const inTokenAmount = this.getTokenAmount(inMarketIndex);
+		const outTokenAmount = this.getTokenAmount(outMarketIndex);
+
+		const outSaferThanIn =
+			// selling asset to close borrow
+			(inTokenAmount.gt(ZERO) && outTokenAmount.lt(ZERO)) ||
+			// buying asset with higher initial asset weight
+			inMarket.initialAssetWeight < outMarket.initialAssetWeight;
+
 		if (freeCollateral.lt(ONE)) {
 			if (outSaferThanIn && inTokenAmount.gt(ZERO)) {
 				inSwap = inTokenAmount;
@@ -2060,11 +2065,10 @@ export class User {
 			}
 		} else {
 			let minSwap = ZERO;
-			let maxSwap = freeCollateral
-				.mul(inPrecision)
-				.mul(SPOT_MARKET_WEIGHT_PRECISION)
-				.div(SPOT_MARKET_WEIGHT_PRECISION.div(new BN(100)))
-				.div(inOraclePrice); // just assume user can go 100x
+			let maxSwap = BN.max(
+				freeCollateral.mul(inPrecision).mul(new BN(100)).div(inOraclePrice), // 100x current free collateral
+				inTokenAmount.abs().mul(new BN(10)) // 10x current position
+			);
 			inSwap = maxSwap.div(TWO);
 			const error = freeCollateral.div(new BN(10000));
 

package/tests/dlob/helpers.ts

@@ -511,8 +511,8 @@ export const mockStateAccount: StateAccount = {
 	liquidationDuration: 0,
 	oracleGuardRails: {
 		priceDivergence: {
-			markOracleDivergenceNumerator: new BN(0),
-			markOracleDivergenceDenominator: new BN(0),
+			markOraclePercentDivergence: new BN(0),
+			oracleTwap5MinPercentDivergence: new BN(0),
 		},
 		validity: {
 			slotsBeforeStaleForAmm: new BN(0),

package/tests/dlob/test.ts

@@ -22,10 +22,11 @@ import {
 	ZERO,
 	convertToNumber,
 	QUOTE_PRECISION,
+	isVariant,
+	TWO
 } from '../../src';
 
 import { mockPerpMarkets, mockSpotMarkets, mockStateAccount } from './helpers';
-import { isVariant, TWO } from '../../lib';
 import { DLOBOrdersCoder } from '../../src/dlob/DLOBOrders';
 
 function insertOrderToDLOB(