@drift-labs/sdk 2.35.1-beta.6 → 2.35.1-beta.7

package/VERSION

@@ -1 +1 @@
-2.35.1-beta.6
+2.35.1-beta.7

package/lib/dlob/DLOB.js

@@ -491,11 +491,21 @@ class DLOB {
         }
         // All bids/asks that can expire
         // dont try to expire limit orders with tif as its inefficient use of blockspace
-        const bidGenerators = [nodeLists.market.bid.getGenerator()];
-        const askGenerators = [nodeLists.market.ask.getGenerator()];
+        const bidGenerators = [
+            nodeLists.takingLimit.bid.getGenerator(),
+            nodeLists.restingLimit.bid.getGenerator(),
+            nodeLists.floatingLimit.bid.getGenerator(),
+            nodeLists.market.bid.getGenerator(),
+        ];
+        const askGenerators = [
+            nodeLists.takingLimit.ask.getGenerator(),
+            nodeLists.restingLimit.ask.getGenerator(),
+            nodeLists.floatingLimit.ask.getGenerator(),
+            nodeLists.market.ask.getGenerator(),
+        ];
         for (const bidGenerator of bidGenerators) {
             for (const bid of bidGenerator) {
-                if ((0, __1.isOrderExpired)(bid.order, ts)) {
+                if ((0, __1.isOrderExpired)(bid.order, ts, true)) {
                     nodesToFill.push({
                         node: bid,
                         makerNodes: [],
@@ -505,7 +515,7 @@ class DLOB {
         }
         for (const askGenerator of askGenerators) {
             for (const ask of askGenerator) {
-                if ((0, __1.isOrderExpired)(ask.order, ts)) {
+                if ((0, __1.isOrderExpired)(ask.order, ts, true)) {
                     nodesToFill.push({
                         node: ask,
                         makerNodes: [],

package/lib/math/orders.d.ts

@@ -13,7 +13,7 @@ export declare function hasAuctionPrice(order: Order, slot: number): boolean;
 export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number, ts: number): boolean;
 export declare function calculateBaseAssetAmountForAmmToFulfill(order: Order, market: PerpMarketAccount, oraclePriceData: OraclePriceData, slot: number): BN;
 export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, limitPrice: BN, oraclePriceData: OraclePriceData): BN;
-export declare function isOrderExpired(order: Order, ts: number): boolean;
+export declare function isOrderExpired(order: Order, ts: number, enforceBuffer?: boolean): boolean;
 export declare function isMarketOrder(order: Order): boolean;
 export declare function isLimitOrder(order: Order): boolean;
 export declare function mustBeTriggered(order: Order): boolean;

package/lib/math/orders.js

@@ -168,13 +168,20 @@ function isSameDirection(firstDirection, secondDirection) {
     return (((0, types_1.isVariant)(firstDirection, 'long') && (0, types_1.isVariant)(secondDirection, 'long')) ||
         ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
 }
-function isOrderExpired(order, ts) {
+function isOrderExpired(order, ts, enforceBuffer = false) {
     if (mustBeTriggered(order) ||
         !(0, types_1.isVariant)(order.status, 'open') ||
         order.maxTs.eq(numericConstants_1.ZERO)) {
         return false;
     }
-    return new anchor_1.BN(ts).gt(order.maxTs);
+    let maxTs;
+    if (enforceBuffer && isLimitOrder(order)) {
+        maxTs = order.maxTs.addn(15);
+    }
+    else {
+        maxTs = order.maxTs;
+    }
+    return new anchor_1.BN(ts).gt(maxTs);
 }
 exports.isOrderExpired = isOrderExpired;
 function isMarketOrder(order) {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.35.1-beta.6",
+	"version": "2.35.1-beta.7",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/DLOB.ts

@@ -931,12 +931,22 @@ export class DLOB {
 
 		// All bids/asks that can expire
 		// dont try to expire limit orders with tif as its inefficient use of blockspace
-		const bidGenerators = [nodeLists.market.bid.getGenerator()];
-		const askGenerators = [nodeLists.market.ask.getGenerator()];
+		const bidGenerators = [
+			nodeLists.takingLimit.bid.getGenerator(),
+			nodeLists.restingLimit.bid.getGenerator(),
+			nodeLists.floatingLimit.bid.getGenerator(),
+			nodeLists.market.bid.getGenerator(),
+		];
+		const askGenerators = [
+			nodeLists.takingLimit.ask.getGenerator(),
+			nodeLists.restingLimit.ask.getGenerator(),
+			nodeLists.floatingLimit.ask.getGenerator(),
+			nodeLists.market.ask.getGenerator(),
+		];
 
 		for (const bidGenerator of bidGenerators) {
 			for (const bid of bidGenerator) {
-				if (isOrderExpired(bid.order, ts)) {
+				if (isOrderExpired(bid.order, ts, true)) {
 					nodesToFill.push({
 						node: bid,
 						makerNodes: [],
@@ -947,7 +957,7 @@ export class DLOB {
 
 		for (const askGenerator of askGenerators) {
 			for (const ask of askGenerator) {
-				if (isOrderExpired(ask.order, ts)) {
+				if (isOrderExpired(ask.order, ts, true)) {
 					nodesToFill.push({
 						node: ask,
 						makerNodes: [],

package/src/math/orders.ts

@@ -279,7 +279,11 @@ function isSameDirection(
 	);
 }
 
-export function isOrderExpired(order: Order, ts: number): boolean {
+export function isOrderExpired(
+	order: Order,
+	ts: number,
+	enforceBuffer = false
+): boolean {
 	if (
 		mustBeTriggered(order) ||
 		!isVariant(order.status, 'open') ||
@@ -288,7 +292,14 @@ export function isOrderExpired(order: Order, ts: number): boolean {
 		return false;
 	}
 
-	return new BN(ts).gt(order.maxTs);
+	let maxTs;
+	if (enforceBuffer && isLimitOrder(order)) {
+		maxTs = order.maxTs.addn(15);
+	} else {
+		maxTs = order.maxTs;
+	}
+
+	return new BN(ts).gt(maxTs);
 }
 
 export function isMarketOrder(order: Order): boolean {