@drift-labs/sdk 2.38.1-beta.8 → 2.39.1-beta.0

package/tests/dlob/helpers.ts

@@ -21,7 +21,7 @@ import {
 	OrderRecord,
 	ZERO,
 	ContractTier,
-	SPOT_MARKET_BALANCE_PRECISION,
+	SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION
 } from '../../src';
 
 export const mockPerpPosition: PerpPosition = {
@@ -288,8 +288,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		optimalUtilization: 0,
 		optimalBorrowRate: 0,
 		maxBorrowRate: 0,
-		cumulativeDepositInterest: SPOT_MARKET_BALANCE_PRECISION,
-		cumulativeBorrowInterest: SPOT_MARKET_BALANCE_PRECISION,
+		cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+		cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
 		totalSocialLoss: new BN(0),
 		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
@@ -301,6 +301,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maintenanceAssetWeight: 0,
 		initialLiabilityWeight: 0,
 		maintenanceLiabilityWeight: 0,
+		scaleInitialAssetWeightStart: new BN(0),
 		imfFactor: 0,
 		withdrawGuardThreshold: new BN(0),
 		depositTokenTwap: new BN(0),
@@ -368,8 +369,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		optimalUtilization: 0,
 		optimalBorrowRate: 0,
 		maxBorrowRate: 0,
-		cumulativeDepositInterest: new BN(0),
-		cumulativeBorrowInterest: new BN(0),
+		cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+		cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
 		totalSocialLoss: new BN(0),
 		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
@@ -381,6 +382,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maintenanceAssetWeight: 0,
 		initialLiabilityWeight: 0,
 		maintenanceLiabilityWeight: 0,
+		scaleInitialAssetWeightStart: new BN(0),
 		imfFactor: 0,
 		withdrawGuardThreshold: new BN(0),
 		depositTokenTwap: new BN(0),
@@ -448,8 +450,8 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		optimalUtilization: 0,
 		optimalBorrowRate: 0,
 		maxBorrowRate: 0,
-		cumulativeDepositInterest: new BN(0),
-		cumulativeBorrowInterest: new BN(0),
+		cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+		cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
 		totalSocialLoss: new BN(0),
 		totalQuoteSocialLoss: new BN(0),
 		depositBalance: new BN(0),
@@ -461,6 +463,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		maintenanceAssetWeight: 0,
 		initialLiabilityWeight: 0,
 		maintenanceLiabilityWeight: 0,
+		scaleInitialAssetWeightStart: new BN(0),
 		imfFactor: 0,
 		withdrawGuardThreshold: new BN(0),
 		depositTokenTwap: new BN(0),

package/tests/tx/priorityFeeCalculator.ts

@@ -0,0 +1,77 @@
+import { expect } from 'chai';
+import { PriorityFeeCalculator } from '../../src/tx/priorityFeeCalculator';
+
+describe('PriorityFeeCalculator', () => {
+	let priorityFeeCalculator: PriorityFeeCalculator;
+
+	const startTime = 1000000;
+	const latch_duration = 10_000;
+
+	beforeEach(() => {
+		priorityFeeCalculator = new PriorityFeeCalculator(
+			startTime,
+			latch_duration
+		);
+	});
+
+	it('should trigger priority fee when timeout count increases', () => {
+		const timeoutCount = 1;
+		expect(priorityFeeCalculator.updatePriorityFee(startTime, timeoutCount)).to
+			.be.true;
+		expect(
+			priorityFeeCalculator.updatePriorityFee(
+				startTime + latch_duration,
+				timeoutCount + 1
+			)
+		).to.be.true;
+		expect(
+			priorityFeeCalculator.updatePriorityFee(
+				startTime + latch_duration,
+				timeoutCount + 2
+			)
+		).to.be.true;
+	});
+
+	it('should trigger priority fee when timeout count increases, and stay latched until latch duration', () => {
+		const timeoutCount = 1;
+		expect(priorityFeeCalculator.updatePriorityFee(startTime, timeoutCount)).to
+			.be.true;
+		expect(
+			priorityFeeCalculator.updatePriorityFee(
+				startTime + latch_duration / 2,
+				timeoutCount
+			)
+		).to.be.true;
+		expect(
+			priorityFeeCalculator.updatePriorityFee(
+				startTime + latch_duration - 1,
+				timeoutCount
+			)
+		).to.be.true;
+		expect(
+			priorityFeeCalculator.updatePriorityFee(
+				startTime + latch_duration * 2,
+				timeoutCount
+			)
+		).to.be.false;
+	});
+
+	it('should not trigger priority fee when timeout count does not increase', () => {
+		const timeoutCount = 0;
+		expect(priorityFeeCalculator.updatePriorityFee(startTime, timeoutCount)).to
+			.be.false;
+	});
+
+	it('should correctly calculate compute unit price', () => {
+		const computeUnitLimit = 1_000_000;
+		const additionalFeeMicroLamports = 1_000_000_000; // 1000 lamports
+		const actualComputeUnitPrice =
+			priorityFeeCalculator.calculateComputeUnitPrice(
+				computeUnitLimit,
+				additionalFeeMicroLamports
+			);
+		expect(actualComputeUnitPrice * computeUnitLimit).to.equal(
+			additionalFeeMicroLamports
+		);
+	});
+});

package/tests/user/test.ts

@@ -12,10 +12,15 @@ import {
 	QUOTE_PRECISION,
 	calculatePositionPNL,
 	SPOT_MARKET_BALANCE_PRECISION,
+	getWorstCaseTokenAmounts,
+	StrictOraclePrice,
+	LAMPORTS_PRECISION,
+	SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+	SpotBalanceType
 } from '../../src';
 import { MockUserMap, mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
 import { assert } from '../../src/assert/assert';
-import { mockUserAccount } from './helpers';
+import {mockUserAccount} from './helpers';
 import * as _ from 'lodash';
 
 async function makeMockUser(
@@ -222,8 +227,8 @@ describe('User Tests', () => {
 
 		myMockPerpMarkets[0].imfFactor = 550;
 		myMockUserAccount.spotPositions[0].scaledBalance = new BN(
-			100000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
-		); //100k
+			10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
+		); //10k
 
 		const mockUser: User = await makeMockUser(
 			myMockPerpMarkets,
@@ -241,7 +246,7 @@ describe('User Tests', () => {
 
 		assert(
 			uA.spotPositions[0].scaledBalance.eq(
-				new BN(100000 * SPOT_MARKET_BALANCE_PRECISION.toNumber())
+				new BN(10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber())
 			)
 		);
 		for (let i = 1; i < 8; i++) {
@@ -283,4 +288,72 @@ describe('User Tests', () => {
 		);
 		assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('0')));
 	});
+
+	it('worst case token amount', async () => {
+		const myMockUserAccount = _.cloneDeep(mockUserAccount);
+
+		const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
+			initialAssetWeight: 8000,
+			initialLiabilityWeight: 12000,
+			cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+			cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
+		});
+
+		const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(100));
+
+		let spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
+			marketIndex: 1,
+			openBids: new BN(100).mul( LAMPORTS_PRECISION),
+		});
+
+		let worstCase = getWorstCaseTokenAmounts(spotPosition, solMarket, strictOraclePrice, 'Initial');
+
+		assert(worstCase.tokenAmount.eq(new BN(100).mul( LAMPORTS_PRECISION))); // 100
+		assert(worstCase.tokenValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
+		assert(worstCase.weightedTokenValue.eq(new BN(8000).mul(PRICE_PRECISION))); // $8k
+		assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
+		assert(worstCase.freeCollateralContribution.eq(new BN(-2000).mul(QUOTE_PRECISION))); // -$2k
+
+		spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
+			marketIndex: 1,
+			scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
+			openBids: new BN(100).mul( LAMPORTS_PRECISION),
+		});
+
+		worstCase = getWorstCaseTokenAmounts(spotPosition, solMarket, strictOraclePrice, 'Initial');
+
+		assert(worstCase.tokenAmount.eq(new BN(200).mul(LAMPORTS_PRECISION))); // 200
+		assert(worstCase.tokenValue.eq(new BN(20000).mul(PRICE_PRECISION))); // $20k
+		assert(worstCase.weightedTokenValue.eq(new BN(16000).mul(PRICE_PRECISION))); // $16k
+		assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
+		assert(worstCase.freeCollateralContribution.eq(new BN(6000).mul(QUOTE_PRECISION))); // $6k
+
+		spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
+			marketIndex: 1,
+			openAsks: new BN(-100).mul( LAMPORTS_PRECISION),
+		});
+
+		worstCase = getWorstCaseTokenAmounts(spotPosition, solMarket, strictOraclePrice, 'Initial');
+
+		assert(worstCase.tokenAmount.eq(new BN(-100).mul( LAMPORTS_PRECISION)));
+		assert(worstCase.tokenValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
+		assert(worstCase.weightedTokenValue.eq(new BN(-12000).mul(PRICE_PRECISION))); // -$12k
+		assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
+		assert(worstCase.freeCollateralContribution.eq(new BN(-2000).mul(QUOTE_PRECISION))); // -$2k
+
+		spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
+			marketIndex: 1,
+			balanceType: SpotBalanceType.BORROW,
+			scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
+			openAsks: new BN(-100).mul( LAMPORTS_PRECISION),
+		});
+
+		worstCase = getWorstCaseTokenAmounts(spotPosition, solMarket, strictOraclePrice, 'Initial');
+
+		assert(worstCase.tokenAmount.eq(new BN(-200).mul( LAMPORTS_PRECISION)));
+		assert(worstCase.tokenValue.eq(new BN(-20000).mul(PRICE_PRECISION))); // -$20k
+		assert(worstCase.weightedTokenValue.eq(new BN(-24000).mul(PRICE_PRECISION))); // -$24k
+		assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
+		assert(worstCase.freeCollateralContribution.eq(new BN(-14000).mul(QUOTE_PRECISION))); // -$2k
+	});
 });