@drift-labs/sdk 2.37.1-beta.0 → 2.37.1-beta.10

package/tests/amm/test.ts

@@ -12,7 +12,7 @@ import {
 	calculateInventoryScale,
 	calculateAllEstimatedFundingRate,
 	calculateLongShortFundingRateAndLiveTwaps,
-	OraclePriceData
+	OraclePriceData,
 } from '../../src';
 import { mockPerpMarkets } from '../dlob/helpers';
 
@@ -408,33 +408,51 @@ describe('AMM Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		mockMarket1.amm.historicalOracleData.lastOraclePrice = new BN(1.9535 * PRICE_PRECISION.toNumber());
+		mockMarket1.amm.historicalOracleData.lastOraclePrice = new BN(
+			1.9535 * PRICE_PRECISION.toNumber()
+		);
 
 		// mockMarket1.amm.pegMultiplier = new BN(1.897573 * 1e3);
 
-		mockMarket1.amm.lastMarkPriceTwap = new BN(1.945594 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.lastBidPriceTwap = new BN(1.941629 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.lastAskPriceTwap = new BN(1.94956 * PRICE_PRECISION.toNumber());
+		mockMarket1.amm.lastMarkPriceTwap = new BN(
+			1.945594 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.lastBidPriceTwap = new BN(
+			1.941629 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.lastAskPriceTwap = new BN(
+			1.94956 * PRICE_PRECISION.toNumber()
+		);
 		mockMarket1.amm.lastMarkPriceTwapTs = new BN(1688877729);
 
-		mockMarket1.amm.historicalOracleData.lastOraclePriceTwap = new BN(1.942449 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.historicalOracleData.lastOraclePriceTwapTs = new BN(1688878333);
-
-		const [_markTwapLive, _oracleTwapLive, _lowerboundEst, _cappedAltEst, _interpEst] =
-			await calculateAllEstimatedFundingRate(
-				mockMarket1,
-				oraclePriceData,
-				currentMarkPrice,
-				now
-			);
+		mockMarket1.amm.historicalOracleData.lastOraclePriceTwap = new BN(
+			1.942449 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.historicalOracleData.lastOraclePriceTwapTs = new BN(
+			1688878333
+		);
 
-		const [markTwapLive, oracleTwapLive, est1, est2] = await calculateLongShortFundingRateAndLiveTwaps(
+		const [
+			_markTwapLive,
+			_oracleTwapLive,
+			_lowerboundEst,
+			_cappedAltEst,
+			_interpEst,
+		] = await calculateAllEstimatedFundingRate(
 			mockMarket1,
 			oraclePriceData,
 			currentMarkPrice,
 			now
 		);
 
+		const [markTwapLive, oracleTwapLive, est1, est2] =
+			await calculateLongShortFundingRateAndLiveTwaps(
+				mockMarket1,
+				oraclePriceData,
+				currentMarkPrice,
+				now
+			);
+
 		// console.log(markTwapLive.toString());
 		// console.log(oracleTwapLive.toString());
 		// console.log(est1.toString());
@@ -444,7 +462,6 @@ describe('AMM Tests', () => {
 		assert(oracleTwapLive.eq(new BN('1942510')));
 		assert(est1.eq(new BN('15692')));
 		assert(est2.eq(new BN('15692')));
-
 	});
 
 	it('predicted funding rate mock2', async () => {
@@ -464,25 +481,42 @@ describe('AMM Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		mockMarket1.amm.historicalOracleData.lastOraclePrice = new BN(1.9535 * PRICE_PRECISION.toNumber());
+		mockMarket1.amm.historicalOracleData.lastOraclePrice = new BN(
+			1.9535 * PRICE_PRECISION.toNumber()
+		);
 
 		// mockMarket1.amm.pegMultiplier = new BN(1.897573 * 1e3);
 
-		mockMarket1.amm.lastMarkPriceTwap = new BN(1.218363 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.lastBidPriceTwap = new BN(1.218363 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.lastAskPriceTwap = new BN(1.218364 * PRICE_PRECISION.toNumber());
+		mockMarket1.amm.lastMarkPriceTwap = new BN(
+			1.218363 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.lastBidPriceTwap = new BN(
+			1.218363 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.lastAskPriceTwap = new BN(
+			1.218364 * PRICE_PRECISION.toNumber()
+		);
 		mockMarket1.amm.lastMarkPriceTwapTs = new BN(1688878815);
 
-		mockMarket1.amm.historicalOracleData.lastOraclePriceTwap = new BN(1.220964 * PRICE_PRECISION.toNumber());
-		mockMarket1.amm.historicalOracleData.lastOraclePriceTwapTs = new BN(1688879991);
+		mockMarket1.amm.historicalOracleData.lastOraclePriceTwap = new BN(
+			1.220964 * PRICE_PRECISION.toNumber()
+		);
+		mockMarket1.amm.historicalOracleData.lastOraclePriceTwapTs = new BN(
+			1688879991
+		);
 
-		const [_markTwapLive, _oracleTwapLive, _lowerboundEst, _cappedAltEst, _interpEst] =
-			await calculateAllEstimatedFundingRate(
-				mockMarket1,
-				oraclePriceData,
-				currentMarkPrice,
-				now
-			);
+		const [
+			_markTwapLive,
+			_oracleTwapLive,
+			_lowerboundEst,
+			_cappedAltEst,
+			_interpEst,
+		] = await calculateAllEstimatedFundingRate(
+			mockMarket1,
+			oraclePriceData,
+			currentMarkPrice,
+			now
+		);
 
 		// console.log(_markTwapLive.toString());
 		// console.log(_oracleTwapLive.toString());
@@ -491,21 +525,31 @@ describe('AMM Tests', () => {
 		// console.log(_interpEst.toString());
 		// console.log('-----');
 
-		const [markTwapLive, oracleTwapLive, est1, est2] = await calculateLongShortFundingRateAndLiveTwaps(
-			mockMarket1,
-			oraclePriceData,
-			currentMarkPrice,
-			now
-		);
+		const [markTwapLive, oracleTwapLive, est1, est2] =
+			await calculateLongShortFundingRateAndLiveTwaps(
+				mockMarket1,
+				oraclePriceData,
+				currentMarkPrice,
+				now
+			);
 
-		console.log('markTwapLive:', mockMarket1.amm.lastMarkPriceTwap.toString(), '->', markTwapLive.toString());
-		console.log('oracTwapLive:', mockMarket1.amm.historicalOracleData.lastOraclePriceTwap.toString(), '->', oracleTwapLive.toString());
+		console.log(
+			'markTwapLive:',
+			mockMarket1.amm.lastMarkPriceTwap.toString(),
+			'->',
+			markTwapLive.toString()
+		);
+		console.log(
+			'oracTwapLive:',
+			mockMarket1.amm.historicalOracleData.lastOraclePriceTwap.toString(),
+			'->',
+			oracleTwapLive.toString()
+		);
 		console.log('pred funding:', est1.toString(), est2.toString());
 
 		assert(markTwapLive.eq(new BN('1222131')));
 		assert(oracleTwapLive.eq(new BN('1222586')));
 		assert(est1.eq(est2));
 		assert(est2.eq(new BN('-1550')));
-
 	});
 });

package/tests/dlob/helpers.ts

@@ -39,9 +39,11 @@ export const mockPerpPosition: PerpPosition = {
 	remainderBaseAssetAmount: 0,
 	lastBaseAssetAmountPerLp: new BN(0),
 	lastQuoteAssetAmountPerLp: new BN(0),
+	perLpBase: 0,
 };
 
 export const mockAMM: AMM = {
+	perLpBase: 0,
 	/* these values create a bid/ask price of 12 */
 	baseAssetReserve: new BN(1).mul(BASE_PRECISION),
 	quoteAssetReserve: new BN(12)

package/tests/dlob/test.ts

@@ -23,7 +23,7 @@ import {
 	convertToNumber,
 	QUOTE_PRECISION,
 	isVariant,
-	TWO
+	TWO,
 } from '../../src';
 
 import { mockPerpMarkets, mockSpotMarkets, mockStateAccount } from './helpers';
@@ -137,11 +137,16 @@ function printOrderNode(
 	slot: number | undefined
 ) {
 	console.log(
-		` . vAMMNode? ${node.isVammNode()},\t${node.order ? getVariant(node.order?.orderType) : '~'
-		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, slot: ${node.order?.slot.toString() || '~'
-		}, orderId: ${node.order?.orderId.toString() || '~'},\tnode.getPrice: ${oracle ? node.getPrice(oracle, slot!) : '~'
-		}, node.price: ${node.order?.price.toString() || '~'}, priceOffset: ${node.order?.oraclePriceOffset.toString() || '~'
-		} quantity: ${node.order?.baseAssetAmountFilled.toString() || '~'}/${node.order?.baseAssetAmount.toString() || '~'
+		` . vAMMNode? ${node.isVammNode()},\t${
+			node.order ? getVariant(node.order?.orderType) : '~'
+		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, slot: ${
+			node.order?.slot.toString() || '~'
+		}, orderId: ${node.order?.orderId.toString() || '~'},\tnode.getPrice: ${
+			oracle ? node.getPrice(oracle, slot!) : '~'
+		}, node.price: ${node.order?.price.toString() || '~'}, priceOffset: ${
+			node.order?.oraclePriceOffset.toString() || '~'
+		} quantity: ${node.order?.baseAssetAmountFilled.toString() || '~'}/${
+			node.order?.baseAssetAmount.toString() || '~'
 		}`
 	);
 }
@@ -188,7 +193,8 @@ function printBookState(
 
 function printCrossedNodes(n: NodeToFill, slot: number) {
 	console.log(
-		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${n.makerNodes !== undefined
+		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${
+			n.makerNodes !== undefined
 		}`
 	);
 	console.log(
@@ -210,8 +216,10 @@ function printCrossedNodes(n: NodeToFill, slot: number) {
 		console.log(
 			`  orderId: ${o.orderId}, ${getVariant(o.orderType)}, ${getVariant(
 				o.direction
-			)},\texpired: ${isOrderExpired(o, slot)}, postOnly: ${o.postOnly
-			}, reduceOnly: ${o.reduceOnly
+			)},\texpired: ${isOrderExpired(o, slot)}, postOnly: ${
+				o.postOnly
+			}, reduceOnly: ${
+				o.reduceOnly
 			}, price: ${o.price.toString()}, priceOffset: ${o.oraclePriceOffset.toString()}, baseAmtFileld: ${o.baseAssetAmountFilled.toString()}/${o.baseAssetAmount.toString()}`
 		);
 	};
@@ -5790,10 +5798,7 @@ describe('DLOB Spot Tests', () => {
 			slot,
 			oraclePriceData: oracle,
 		});
-		const quoteAmtOut = convertToNumber(
-			out,
-			QUOTE_PRECISION
-		);
+		const quoteAmtOut = convertToNumber(out, QUOTE_PRECISION);
 
 		// 1 * 20.69 + 2 * 20.70 + 1 * 20.71 = 82.8
 		expect(quoteAmtOut === 82.8).to.be.true;
@@ -5882,10 +5887,7 @@ describe('DLOB Spot Tests', () => {
 			slot,
 			oraclePriceData: oracle,
 		});
-		const quoteAmtOut = convertToNumber(
-			out,
-			QUOTE_PRECISION
-		);
+		const quoteAmtOut = convertToNumber(out, QUOTE_PRECISION);
 
 		// 1 * 20.69 + 2 * 20.68 + 1 * 20.67 = 82.72
 		expect(quoteAmtOut === 82.72).to.be.true;