@drift-labs/sdk 2.40.0-beta.12 → 2.40.0-beta.13

package/VERSION

@@ -1 +1 @@
-2.40.0-beta.12
+2.40.0-beta.13

package/lib/jupiter/jupiterClient.d.ts

@@ -230,7 +230,7 @@ export declare class JupiterClient {
      * @param onlyDirectRoutes whether to only return direct routes
      */
     getQuote({ inputMint, outputMint, amount, maxAccounts, // 52 is an estimated amount with buffer
-    slippageBps, swapMode, onlyDirectRoutes, }: {
+    slippageBps, swapMode, onlyDirectRoutes, excludeDexes, }: {
         inputMint: PublicKey;
         outputMint: PublicKey;
         amount: BN;
@@ -238,6 +238,7 @@ export declare class JupiterClient {
         slippageBps?: number;
         swapMode?: SwapMode;
         onlyDirectRoutes?: boolean;
+        excludeDexes?: string[];
     }): Promise<QuoteResponse>;
     /**
      * Get a swap transaction for quote

package/lib/jupiter/jupiterClient.js

@@ -44,7 +44,7 @@ class JupiterClient {
      * @param onlyDirectRoutes whether to only return direct routes
      */
     async getQuote({ inputMint, outputMint, amount, maxAccounts = 52, // 52 is an estimated amount with buffer
-    slippageBps = 50, swapMode = 'ExactIn', onlyDirectRoutes = false, }) {
+    slippageBps = 50, swapMode = 'ExactIn', onlyDirectRoutes = false, excludeDexes = [], }) {
         const params = new URLSearchParams({
             inputMint: inputMint.toString(),
             outputMint: outputMint.toString(),
@@ -53,6 +53,7 @@ class JupiterClient {
             swapMode,
             onlyDirectRoutes: onlyDirectRoutes.toString(),
             maxAccounts: maxAccounts.toString(),
+            excludeDexes: excludeDexes.join(','),
         }).toString();
         const quote = await (await (0, node_fetch_1.default)(`${this.url}/v6/quote?${params}`)).json();
         return quote;

package/lib/math/auction.d.ts

@@ -1,7 +1,18 @@
-import { Order } from '../types';
+import { Order, PositionDirection } from '../types';
 import { BN } from '../.';
 export declare function isAuctionComplete(order: Order, slot: number): boolean;
 export declare function isFallbackAvailableLiquiditySource(order: Order, minAuctionDuration: number, slot: number): boolean;
 export declare function getAuctionPrice(order: Order, slot: number, oraclePrice: BN): BN;
 export declare function getAuctionPriceForFixedAuction(order: Order, slot: number): BN;
 export declare function getAuctionPriceForOracleOffsetAuction(order: Order, slot: number, oraclePrice: BN): BN;
+export declare function deriveOracleAuctionParams({ direction, oraclePrice, auctionStartPrice, auctionEndPrice, limitPrice, }: {
+    direction: PositionDirection;
+    oraclePrice: BN;
+    auctionStartPrice: BN;
+    auctionEndPrice: BN;
+    limitPrice: BN;
+}): {
+    auctionStartPrice: BN;
+    auctionEndPrice: BN;
+    oraclePriceOffset: number;
+};

package/lib/math/auction.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getAuctionPriceForOracleOffsetAuction = exports.getAuctionPriceForFixedAuction = exports.getAuctionPrice = exports.isFallbackAvailableLiquiditySource = exports.isAuctionComplete = void 0;
+exports.deriveOracleAuctionParams = exports.getAuctionPriceForOracleOffsetAuction = exports.getAuctionPriceForFixedAuction = exports.getAuctionPrice = exports.isFallbackAvailableLiquiditySource = exports.isAuctionComplete = void 0;
 const types_1 = require("../types");
 const _1 = require("../.");
 function isAuctionComplete(order, slot) {
@@ -89,3 +89,24 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
     return oraclePrice.add(priceOffset);
 }
 exports.getAuctionPriceForOracleOffsetAuction = getAuctionPriceForOracleOffsetAuction;
+function deriveOracleAuctionParams({ direction, oraclePrice, auctionStartPrice, auctionEndPrice, limitPrice, }) {
+    let oraclePriceOffset = limitPrice.sub(oraclePrice);
+    if (oraclePriceOffset.eq(_1.ZERO)) {
+        oraclePriceOffset = (0, types_1.isVariant)(direction, 'long')
+            ? auctionEndPrice.sub(oraclePrice).add(_1.ONE)
+            : auctionEndPrice.sub(oraclePrice).sub(_1.ONE);
+    }
+    let oraclePriceOffsetNum;
+    try {
+        oraclePriceOffsetNum = oraclePriceOffset.toNumber();
+    }
+    catch (e) {
+        oraclePriceOffsetNum = 0;
+    }
+    return {
+        auctionStartPrice: auctionStartPrice.sub(oraclePrice),
+        auctionEndPrice: auctionEndPrice.sub(oraclePrice),
+        oraclePriceOffset: oraclePriceOffsetNum,
+    };
+}
+exports.deriveOracleAuctionParams = deriveOracleAuctionParams;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.40.0-beta.12",
+	"version": "2.40.0-beta.13",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/jupiter/jupiterClient.ts

@@ -279,6 +279,7 @@ export class JupiterClient {
 		slippageBps = 50,
 		swapMode = 'ExactIn',
 		onlyDirectRoutes = false,
+		excludeDexes = [],
 	}: {
 		inputMint: PublicKey;
 		outputMint: PublicKey;
@@ -287,6 +288,7 @@ export class JupiterClient {
 		slippageBps?: number;
 		swapMode?: SwapMode;
 		onlyDirectRoutes?: boolean;
+		excludeDexes?: string[];
 	}): Promise<QuoteResponse> {
 		const params = new URLSearchParams({
 			inputMint: inputMint.toString(),
@@ -296,6 +298,7 @@ export class JupiterClient {
 			swapMode,
 			onlyDirectRoutes: onlyDirectRoutes.toString(),
 			maxAccounts: maxAccounts.toString(),
+			excludeDexes: excludeDexes.join(','),
 		}).toString();
 		const quote = await (await fetch(`${this.url}/v6/quote?${params}`)).json();
 		return quote;

package/src/math/auction.ts

@@ -1,5 +1,5 @@
-import { isOneOfVariant, isVariant, Order } from '../types';
-import { BN, ZERO } from '../.';
+import { isOneOfVariant, isVariant, Order, PositionDirection } from '../types';
+import { BN, ONE, ZERO } from '../.';
 
 export function isAuctionComplete(order: Order, slot: number): boolean {
 	if (order.auctionDuration === 0) {
@@ -104,3 +104,37 @@ export function getAuctionPriceForOracleOffsetAuction(
 
 	return oraclePrice.add(priceOffset);
 }
+
+export function deriveOracleAuctionParams({
+	direction,
+	oraclePrice,
+	auctionStartPrice,
+	auctionEndPrice,
+	limitPrice,
+}: {
+	direction: PositionDirection;
+	oraclePrice: BN;
+	auctionStartPrice: BN;
+	auctionEndPrice: BN;
+	limitPrice: BN;
+}): { auctionStartPrice: BN; auctionEndPrice: BN; oraclePriceOffset: number } {
+	let oraclePriceOffset = limitPrice.sub(oraclePrice);
+	if (oraclePriceOffset.eq(ZERO)) {
+		oraclePriceOffset = isVariant(direction, 'long')
+			? auctionEndPrice.sub(oraclePrice).add(ONE)
+			: auctionEndPrice.sub(oraclePrice).sub(ONE);
+	}
+
+	let oraclePriceOffsetNum;
+	try {
+		oraclePriceOffsetNum = oraclePriceOffset.toNumber();
+	} catch (e) {
+		oraclePriceOffsetNum = 0;
+	}
+
+	return {
+		auctionStartPrice: auctionStartPrice.sub(oraclePrice),
+		auctionEndPrice: auctionEndPrice.sub(oraclePrice),
+		oraclePriceOffset: oraclePriceOffsetNum,
+	};
+}

package/tests/auctions/test.ts

@@ -0,0 +1,66 @@
+import {PRICE_PRECISION, BN, deriveOracleAuctionParams} from "../../src";
+import {assert} from "chai";
+import {PositionDirection} from "../../lib";
+
+describe('Auction Tests', () => {
+
+	it('deriveOracleAuctionParams', async () => {
+		let oraclePrice = new BN(100).mul(PRICE_PRECISION);
+		let auctionStartPrice = new BN(90).mul(PRICE_PRECISION);
+		let auctionEndPrice = new BN(110).mul(PRICE_PRECISION);
+		let limitPrice = new BN(120).mul(PRICE_PRECISION);
+
+		let oracleOrderParams = deriveOracleAuctionParams({
+			direction: PositionDirection.LONG,
+			oraclePrice,
+			auctionStartPrice,
+			auctionEndPrice,
+			limitPrice,
+		});
+
+		assert(oracleOrderParams.auctionStartPrice.eq(new BN(-10).mul(PRICE_PRECISION)));
+		assert(oracleOrderParams.auctionEndPrice.eq(new BN(10).mul(PRICE_PRECISION)));
+		assert(oracleOrderParams.oraclePriceOffset === 20 * PRICE_PRECISION.toNumber());
+
+		oracleOrderParams = deriveOracleAuctionParams({
+			direction: PositionDirection.LONG,
+			oraclePrice,
+			auctionStartPrice: oraclePrice,
+			auctionEndPrice: oraclePrice,
+			limitPrice: oraclePrice,
+		});
+
+		assert(oracleOrderParams.auctionStartPrice.eq(new BN(0)));
+		assert(oracleOrderParams.auctionEndPrice.eq(new BN(0)));
+		assert(oracleOrderParams.oraclePriceOffset === 1);
+
+		oraclePrice = new BN(100).mul(PRICE_PRECISION);
+		auctionStartPrice = new BN(110).mul(PRICE_PRECISION);
+		auctionEndPrice = new BN(90).mul(PRICE_PRECISION);
+		limitPrice = new BN(80).mul(PRICE_PRECISION);
+
+		oracleOrderParams = deriveOracleAuctionParams({
+			direction: PositionDirection.SHORT,
+			oraclePrice,
+			auctionStartPrice,
+			auctionEndPrice,
+			limitPrice,
+		});
+
+		assert(oracleOrderParams.auctionStartPrice.eq(new BN(10).mul(PRICE_PRECISION)));
+		assert(oracleOrderParams.auctionEndPrice.eq(new BN(-10).mul(PRICE_PRECISION)));
+		assert(oracleOrderParams.oraclePriceOffset === -20 * PRICE_PRECISION.toNumber());
+
+		oracleOrderParams = deriveOracleAuctionParams({
+			direction: PositionDirection.SHORT,
+			oraclePrice,
+			auctionStartPrice: oraclePrice,
+			auctionEndPrice: oraclePrice,
+			limitPrice: oraclePrice,
+		});
+
+		assert(oracleOrderParams.auctionStartPrice.eq(new BN(0)));
+		assert(oracleOrderParams.auctionEndPrice.eq(new BN(0)));
+		assert(oracleOrderParams.oraclePriceOffset === -1);
+	});
+});