@drift-labs/sdk 2.40.0-beta.9 → 2.41.0-beta.1

package/VERSION

@@ -1 +1 @@
-2.40.0-beta.9
+2.41.0-beta.1

package/lib/addresses/pda.d.ts

@@ -17,3 +17,4 @@ export declare function getSerumSignerPublicKey(programId: PublicKey, market: Pu
 export declare function getSerumFulfillmentConfigPublicKey(programId: PublicKey, market: PublicKey): PublicKey;
 export declare function getPhoenixFulfillmentConfigPublicKey(programId: PublicKey, market: PublicKey): PublicKey;
 export declare function getReferrerNamePublicKeySync(programId: PublicKey, nameBuffer: number[]): PublicKey;
+export declare function getProtocolIfSharesTransferConfigPublicKey(programId: PublicKey): PublicKey;

package/lib/addresses/pda.js

@@ -23,7 +23,7 @@ var __importStar = (this && this.__importStar) || function (mod) {
     return result;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getReferrerNamePublicKeySync = exports.getPhoenixFulfillmentConfigPublicKey = exports.getSerumFulfillmentConfigPublicKey = exports.getSerumSignerPublicKey = exports.getSerumOpenOrdersPublicKey = exports.getDriftSignerPublicKey = exports.getInsuranceFundStakeAccountPublicKey = exports.getInsuranceFundVaultPublicKey = exports.getSpotMarketVaultPublicKey = exports.getSpotMarketPublicKey = exports.getPerpMarketPublicKey = exports.getUserStatsAccountPublicKey = exports.getUserAccountPublicKeySync = exports.getUserAccountPublicKey = exports.getUserAccountPublicKeyAndNonce = exports.getDriftStateAccountPublicKey = exports.getDriftStateAccountPublicKeyAndNonce = void 0;
+exports.getProtocolIfSharesTransferConfigPublicKey = exports.getReferrerNamePublicKeySync = exports.getPhoenixFulfillmentConfigPublicKey = exports.getSerumFulfillmentConfigPublicKey = exports.getSerumSignerPublicKey = exports.getSerumOpenOrdersPublicKey = exports.getDriftSignerPublicKey = exports.getInsuranceFundStakeAccountPublicKey = exports.getInsuranceFundVaultPublicKey = exports.getSpotMarketVaultPublicKey = exports.getSpotMarketPublicKey = exports.getPerpMarketPublicKey = exports.getUserStatsAccountPublicKey = exports.getUserAccountPublicKeySync = exports.getUserAccountPublicKey = exports.getUserAccountPublicKeyAndNonce = exports.getDriftStateAccountPublicKey = exports.getDriftStateAccountPublicKeyAndNonce = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const anchor = __importStar(require("@coral-xyz/anchor"));
 async function getDriftStateAccountPublicKeyAndNonce(programId) {
@@ -133,3 +133,7 @@ function getReferrerNamePublicKeySync(programId, nameBuffer) {
     ], programId)[0];
 }
 exports.getReferrerNamePublicKeySync = getReferrerNamePublicKeySync;
+function getProtocolIfSharesTransferConfigPublicKey(programId) {
+    return web3_js_1.PublicKey.findProgramAddressSync([Buffer.from(anchor.utils.bytes.utf8.encode('if_shares_transfer_config'))], programId)[0];
+}
+exports.getProtocolIfSharesTransferConfigPublicKey = getProtocolIfSharesTransferConfigPublicKey;

package/lib/adminClient.d.ts

@@ -70,4 +70,6 @@ export declare class AdminClient extends DriftClient {
     updateSerumVault(srmVault: PublicKey): Promise<TransactionSignature>;
     updatePerpMarketLiquidationFee(perpMarketIndex: number, liquidatorFee: number, ifLiquidationFee: number): Promise<TransactionSignature>;
     updateSpotMarketLiquidationFee(spotMarketIndex: number, liquidatorFee: number, ifLiquidationFee: number): Promise<TransactionSignature>;
+    initializeProtocolIfSharesTransferConfig(): Promise<TransactionSignature>;
+    updateProtocolIfSharesTransferConfig(whitelistedSigners?: PublicKey[], maxTransferPerEpoch?: BN): Promise<TransactionSignature>;
 }

package/lib/adminClient.js

@@ -791,5 +791,25 @@ class AdminClient extends driftClient_1.DriftClient {
             },
         });
     }
+    async initializeProtocolIfSharesTransferConfig() {
+        return await this.program.rpc.initializeProtocolIfSharesTransferConfig({
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                rent: web3_js_1.SYSVAR_RENT_PUBKEY,
+                systemProgram: anchor.web3.SystemProgram.programId,
+                protocolIfSharesTransferConfig: (0, pda_1.getProtocolIfSharesTransferConfigPublicKey)(this.program.programId),
+            },
+        });
+    }
+    async updateProtocolIfSharesTransferConfig(whitelistedSigners, maxTransferPerEpoch) {
+        return await this.program.rpc.updateProtocolIfSharesTransferConfig(whitelistedSigners || null, maxTransferPerEpoch, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                protocolIfSharesTransferConfig: (0, pda_1.getProtocolIfSharesTransferConfigPublicKey)(this.program.programId),
+            },
+        });
+    }
 }
 exports.AdminClient = AdminClient;

package/lib/constants/spotMarkets.js

@@ -100,7 +100,7 @@ exports.MainnetSpotMarkets = [
         serumMarket: new web3_js_1.PublicKey('B2na8Awyd7cpC59iEU43FagJAPLigr3AP3s38KM982bu'),
     },
     {
-        symbol: 'JitoSOL',
+        symbol: 'jitoSOL',
         marketIndex: 6,
         oracle: new web3_js_1.PublicKey('7yyaeuJ1GGtVBLT2z2xub5ZWYKaNhF28mj1RdV4VDFVk'),
         oracleSource: __1.OracleSource.PYTH,

package/lib/dlob/DLOB.d.ts

@@ -63,7 +63,7 @@ export declare class DLOB {
     mergeNodesToFill(restingLimitOrderNodesToFill: NodeToFill[], takingOrderNodesToFill: NodeToFill[]): NodeToFill[];
     findRestingLimitOrderNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
     findTakingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: BN | undefined, fallbackBid?: BN | undefined): NodeToFill[];
-    findTakingNodesCrossingMakerNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackPrice?: BN) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean, fallbackPrice?: BN): NodeToFill[];
+    findTakingNodesCrossingMakerNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean): NodeToFill[];
     findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode>, fallbackPrice: BN, doesCross: (nodePrice: BN | undefined, fallbackPrice: BN) => boolean, minAuctionDuration: number): NodeToFill[];
     findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType): NodeToFill[];
     findJitAuctionNodesToFill(marketIndex: number, slot: number, oraclePriceData: OraclePriceData, marketType: MarketType): NodeToFill[];
@@ -107,18 +107,14 @@ export declare class DLOB {
      * @param slot
      * @param oraclePriceData
      * @param depth how many levels of the order book to return
-     * @param fallbackAsk best ask for fallback liquidity, only relevant for perps
-     * @param fallbackBid best bid for fallback liquidity, only relevant for perps
      * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
      */
-    getL2({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackAsk, fallbackBid, fallbackL2Generators, }: {
+    getL2({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackL2Generators, }: {
         marketIndex: number;
         marketType: MarketType;
         slot: number;
         oraclePriceData: OraclePriceData;
         depth: number;
-        fallbackAsk?: BN;
-        fallbackBid?: BN;
         fallbackL2Generators?: L2OrderBookGenerator[];
     }): L2OrderBook;
     /**

package/lib/dlob/DLOB.js

@@ -365,7 +365,7 @@ class DLOB {
     findTakingNodesToFill(marketIndex, slot, marketType, oraclePriceData, isAmmPaused, minAuctionDuration, fallbackAsk, fallbackBid) {
         const nodesToFill = new Array();
         let takingOrderGenerator = this.getTakingAsks(marketIndex, marketType, slot, oraclePriceData);
-        const takingAsksCrossingBids = this.findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takingOrderGenerator, this.getMakerLimitBids.bind(this), (takerPrice, makerPrice) => {
+        const takingAsksCrossingBids = this.findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takingOrderGenerator, this.getRestingLimitBids.bind(this), (takerPrice, makerPrice) => {
             if ((0, __1.isVariant)(marketType, 'spot')) {
                 if (takerPrice === undefined) {
                     return false;
@@ -375,7 +375,7 @@ class DLOB {
                 }
             }
             return takerPrice === undefined || takerPrice.lte(makerPrice);
-        }, fallbackAsk);
+        });
         for (const takingAskCrossingBid of takingAsksCrossingBids) {
             nodesToFill.push(takingAskCrossingBid);
         }
@@ -389,7 +389,7 @@ class DLOB {
             }
         }
         takingOrderGenerator = this.getTakingBids(marketIndex, marketType, slot, oraclePriceData);
-        const takingBidsToFill = this.findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takingOrderGenerator, this.getMakerLimitAsks.bind(this), (takerPrice, makerPrice) => {
+        const takingBidsToFill = this.findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takingOrderGenerator, this.getRestingLimitAsks.bind(this), (takerPrice, makerPrice) => {
             if ((0, __1.isVariant)(marketType, 'spot')) {
                 if (takerPrice === undefined) {
                     return false;
@@ -399,7 +399,7 @@ class DLOB {
                 }
             }
             return takerPrice === undefined || takerPrice.gte(makerPrice);
-        }, fallbackBid);
+        });
         for (const takingBidToFill of takingBidsToFill) {
             nodesToFill.push(takingBidToFill);
         }
@@ -414,10 +414,10 @@ class DLOB {
         }
         return nodesToFill;
     }
-    findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takerNodeGenerator, makerNodeGeneratorFn, doesCross, fallbackPrice) {
+    findTakingNodesCrossingMakerNodes(marketIndex, slot, marketType, oraclePriceData, takerNodeGenerator, makerNodeGeneratorFn, doesCross) {
         const nodesToFill = new Array();
         for (const takerNode of takerNodeGenerator) {
-            const makerNodeGenerator = makerNodeGeneratorFn(marketIndex, slot, marketType, oraclePriceData, fallbackPrice);
+            const makerNodeGenerator = makerNodeGeneratorFn(marketIndex, slot, marketType, oraclePriceData);
             for (const makerNode of makerNodeGenerator) {
                 // Can't match orders from the same user
                 const sameUser = takerNode.userAccount.equals(makerNode.userAccount);
@@ -964,12 +964,10 @@ class DLOB {
      * @param slot
      * @param oraclePriceData
      * @param depth how many levels of the order book to return
-     * @param fallbackAsk best ask for fallback liquidity, only relevant for perps
-     * @param fallbackBid best bid for fallback liquidity, only relevant for perps
      * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
      */
-    getL2({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackAsk, fallbackBid, fallbackL2Generators = [], }) {
-        const makerAskL2LevelGenerator = (0, orderBookLevels_1.getL2GeneratorFromDLOBNodes)(this.getMakerLimitAsks(marketIndex, slot, marketType, oraclePriceData, fallbackBid), oraclePriceData, slot);
+    getL2({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackL2Generators = [], }) {
+        const makerAskL2LevelGenerator = (0, orderBookLevels_1.getL2GeneratorFromDLOBNodes)(this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData), oraclePriceData, slot);
         const fallbackAskGenerators = fallbackL2Generators.map((fallbackL2Generator) => {
             return fallbackL2Generator.getL2Asks();
         });
@@ -977,7 +975,7 @@ class DLOB {
             return a.price.lt(b.price);
         });
         const asks = (0, orderBookLevels_1.createL2Levels)(askL2LevelGenerator, depth);
-        const makerBidGenerator = (0, orderBookLevels_1.getL2GeneratorFromDLOBNodes)(this.getMakerLimitBids(marketIndex, slot, marketType, oraclePriceData, fallbackAsk), oraclePriceData, slot);
+        const makerBidGenerator = (0, orderBookLevels_1.getL2GeneratorFromDLOBNodes)(this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData), oraclePriceData, slot);
         const fallbackBidGenerators = fallbackL2Generators.map((fallbackOrders) => {
             return fallbackOrders.getL2Bids();
         });

package/lib/dlob/DLOBSubscriber.js

@@ -5,7 +5,6 @@ const DLOB_1 = require("./DLOB");
 const events_1 = require("events");
 const types_1 = require("../types");
 const orderBookLevels_1 = require("./orderBookLevels");
-const market_1 = require("../math/market");
 class DLOBSubscriber {
     constructor(config) {
         this.dlob = new DLOB_1.DLOB();
@@ -61,25 +60,25 @@ class DLOBSubscriber {
             }
         }
         let oraclePriceData;
-        let fallbackBid;
-        let fallbackAsk;
         const isPerp = (0, types_1.isVariant)(marketType, 'perp');
         if (isPerp) {
             const perpMarketAccount = this.driftClient.getPerpMarketAccount(marketIndex);
             oraclePriceData = this.driftClient.getOracleDataForPerpMarket(perpMarketAccount.marketIndex);
-            fallbackBid = (0, market_1.calculateBidPrice)(perpMarketAccount, oraclePriceData);
-            fallbackAsk = (0, market_1.calculateAskPrice)(perpMarketAccount, oraclePriceData);
         }
         else {
             oraclePriceData =
                 this.driftClient.getOracleDataForSpotMarket(marketIndex);
         }
         if (isPerp && includeVamm) {
+            if (fallbackL2Generators.length > 0) {
+                throw new Error('includeVamm can only be used if fallbackL2Generators is empty');
+            }
             fallbackL2Generators = [
                 (0, orderBookLevels_1.getVammL2Generator)({
                     marketAccount: this.driftClient.getPerpMarketAccount(marketIndex),
                     oraclePriceData,
                     numOrders: numVammOrders !== null && numVammOrders !== void 0 ? numVammOrders : depth,
+                    topOfBookQuoteAmounts: orderBookLevels_1.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS,
                 }),
             ];
         }
@@ -89,8 +88,6 @@ class DLOBSubscriber {
             depth,
             oraclePriceData,
             slot: this.slotSource.getSlot(),
-            fallbackBid,
-            fallbackAsk,
             fallbackL2Generators: fallbackL2Generators,
         });
     }

package/lib/dlob/orderBookLevels.d.ts

@@ -26,20 +26,22 @@ export type L3OrderBook = {
     asks: L3Level[];
     bids: L3Level[];
 };
+export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: any[];
 /**
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
- * @param dlobNodes e.g. {@link DLOB#getMakerLimitAsks} or {@link DLOB#getMakerLimitBids}
+ * @param dlobNodes e.g. {@link DLOB#getRestingLimitAsks} or {@link DLOB#getRestingLimitBids}
  * @param oraclePriceData
  * @param slot
  */
 export declare function getL2GeneratorFromDLOBNodes(dlobNodes: Generator<DLOBNode>, oraclePriceData: OraclePriceData, slot: number): Generator<L2Level>;
 export declare function mergeL2LevelGenerators(l2LevelGenerators: Generator<L2Level>[], compare: (a: L2Level, b: L2Level) => boolean): Generator<L2Level>;
 export declare function createL2Levels(generator: Generator<L2Level>, depth: number): L2Level[];
-export declare function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, }: {
+export declare function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, topOfBookQuoteAmounts, }: {
     marketAccount: PerpMarketAccount;
     oraclePriceData: OraclePriceData;
     numOrders: number;
     now?: BN;
+    topOfBookQuoteAmounts?: BN[];
 }): L2OrderBookGenerator;
 export declare function groupL2(l2: L2OrderBook, grouping: BN, depth: number): L2OrderBook;
 export {};

package/lib/dlob/orderBookLevels.js

@@ -1,10 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = void 0;
+exports.groupL2 = exports.getVammL2Generator = exports.createL2Levels = exports.mergeL2LevelGenerators = exports.getL2GeneratorFromDLOBNodes = exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = void 0;
 const __1 = require("..");
+const assert_1 = require("../assert/assert");
+exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
+    new __1.BN(500).mul(__1.QUOTE_PRECISION),
+    new __1.BN(1000).mul(__1.QUOTE_PRECISION),
+    new __1.BN(2000).mul(__1.QUOTE_PRECISION),
+    new __1.BN(5000).mul(__1.QUOTE_PRECISION),
+];
 /**
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
- * @param dlobNodes e.g. {@link DLOB#getMakerLimitAsks} or {@link DLOB#getMakerLimitBids}
+ * @param dlobNodes e.g. {@link DLOB#getRestingLimitAsks} or {@link DLOB#getRestingLimitBids}
  * @param oraclePriceData
  * @param slot
  */
@@ -78,13 +85,19 @@ function createL2Levels(generator, depth) {
     return levels;
 }
 exports.createL2Levels = createL2Levels;
-function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, }) {
+function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, topOfBookQuoteAmounts, }) {
+    let numBaseOrders = numOrders;
+    if (topOfBookQuoteAmounts) {
+        numBaseOrders = numOrders - topOfBookQuoteAmounts.length;
+        (0, assert_1.assert)(topOfBookQuoteAmounts.length < numOrders);
+    }
     const updatedAmm = (0, __1.calculateUpdatedAMM)(marketAccount.amm, oraclePriceData);
     const [openBids, openAsks] = (0, __1.calculateMarketOpenBidAsk)(updatedAmm.baseAssetReserve, updatedAmm.minBaseAssetReserve, updatedAmm.maxBaseAssetReserve, updatedAmm.orderStepSize);
     now = now !== null && now !== void 0 ? now : new __1.BN(Date.now() / 1000);
     const [bidReserves, askReserves] = (0, __1.calculateSpreadReserves)(updatedAmm, oraclePriceData, now);
     let numBids = 0;
-    const baseSize = openBids.div(new __1.BN(numOrders));
+    let topOfBookBidSize = __1.ZERO;
+    let bidSize = openBids.div(new __1.BN(numBaseOrders));
     const bidAmm = {
         baseAssetReserve: bidReserves.baseAssetReserve,
         quoteAssetReserve: bidReserves.quoteAssetReserve,
@@ -92,22 +105,45 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, })
         pegMultiplier: updatedAmm.pegMultiplier,
     };
     const getL2Bids = function* () {
-        while (numBids < numOrders && baseSize.gt(__1.ZERO)) {
-            const [afterSwapQuoteReserves, afterSwapBaseReserves] = (0, __1.calculateAmmReservesAfterSwap)(bidAmm, 'base', baseSize, __1.SwapDirection.ADD);
-            const quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(bidAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), bidAmm.pegMultiplier, __1.SwapDirection.ADD);
-            const price = quoteSwapped.mul(__1.BASE_PRECISION).div(baseSize);
+        while (numBids < numOrders && bidSize.gt(__1.ZERO)) {
+            let quoteSwapped = __1.ZERO;
+            let baseSwapped = __1.ZERO;
+            let [afterSwapQuoteReserves, afterSwapBaseReserves] = [__1.ZERO, __1.ZERO];
+            if (topOfBookQuoteAmounts && numBids < (topOfBookQuoteAmounts === null || topOfBookQuoteAmounts === void 0 ? void 0 : topOfBookQuoteAmounts.length)) {
+                const remainingBaseLiquidity = openBids.sub(topOfBookBidSize);
+                quoteSwapped = topOfBookQuoteAmounts[numBids];
+                [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                    (0, __1.calculateAmmReservesAfterSwap)(bidAmm, 'quote', quoteSwapped, __1.SwapDirection.REMOVE);
+                baseSwapped = bidAmm.baseAssetReserve.sub(afterSwapBaseReserves).abs();
+                if (remainingBaseLiquidity.lt(baseSwapped)) {
+                    baseSwapped = remainingBaseLiquidity;
+                    [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                        (0, __1.calculateAmmReservesAfterSwap)(bidAmm, 'base', baseSwapped, __1.SwapDirection.ADD);
+                    quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(bidAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), bidAmm.pegMultiplier, __1.SwapDirection.ADD);
+                }
+                topOfBookBidSize = topOfBookBidSize.add(baseSwapped);
+                bidSize = openBids.sub(topOfBookBidSize).div(new __1.BN(numBaseOrders));
+            }
+            else {
+                baseSwapped = bidSize;
+                [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                    (0, __1.calculateAmmReservesAfterSwap)(bidAmm, 'base', baseSwapped, __1.SwapDirection.ADD);
+                quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(bidAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), bidAmm.pegMultiplier, __1.SwapDirection.ADD);
+            }
+            const price = quoteSwapped.mul(__1.BASE_PRECISION).div(baseSwapped);
             bidAmm.baseAssetReserve = afterSwapBaseReserves;
             bidAmm.quoteAssetReserve = afterSwapQuoteReserves;
             yield {
                 price,
-                size: baseSize,
-                sources: { vamm: baseSize },
+                size: baseSwapped,
+                sources: { vamm: baseSwapped },
             };
             numBids++;
         }
     };
     let numAsks = 0;
-    const askSize = openAsks.abs().div(new __1.BN(numOrders));
+    let topOfBookAskSize = __1.ZERO;
+    let askSize = openAsks.abs().div(new __1.BN(numBaseOrders));
     const askAmm = {
         baseAssetReserve: askReserves.baseAssetReserve,
         quoteAssetReserve: askReserves.quoteAssetReserve,
@@ -116,15 +152,42 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, })
     };
     const getL2Asks = function* () {
         while (numAsks < numOrders && askSize.gt(__1.ZERO)) {
-            const [afterSwapQuoteReserves, afterSwapBaseReserves] = (0, __1.calculateAmmReservesAfterSwap)(askAmm, 'base', askSize, __1.SwapDirection.REMOVE);
-            const quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(askAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), askAmm.pegMultiplier, __1.SwapDirection.REMOVE);
-            const price = quoteSwapped.mul(__1.BASE_PRECISION).div(askSize);
+            let quoteSwapped = __1.ZERO;
+            let baseSwapped = __1.ZERO;
+            let [afterSwapQuoteReserves, afterSwapBaseReserves] = [__1.ZERO, __1.ZERO];
+            if (topOfBookQuoteAmounts && numAsks < (topOfBookQuoteAmounts === null || topOfBookQuoteAmounts === void 0 ? void 0 : topOfBookQuoteAmounts.length)) {
+                const remainingBaseLiquidity = openAsks
+                    .mul(new __1.BN(-1))
+                    .sub(topOfBookAskSize);
+                quoteSwapped = topOfBookQuoteAmounts[numAsks];
+                [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                    (0, __1.calculateAmmReservesAfterSwap)(askAmm, 'quote', quoteSwapped, __1.SwapDirection.ADD);
+                baseSwapped = askAmm.baseAssetReserve.sub(afterSwapBaseReserves).abs();
+                if (remainingBaseLiquidity.lt(baseSwapped)) {
+                    baseSwapped = remainingBaseLiquidity;
+                    [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                        (0, __1.calculateAmmReservesAfterSwap)(bidAmm, 'base', baseSwapped, __1.SwapDirection.REMOVE);
+                    quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(bidAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), bidAmm.pegMultiplier, __1.SwapDirection.REMOVE);
+                }
+                topOfBookAskSize = topOfBookAskSize.add(baseSwapped);
+                askSize = openAsks
+                    .abs()
+                    .sub(topOfBookAskSize)
+                    .div(new __1.BN(numBaseOrders));
+            }
+            else {
+                baseSwapped = askSize;
+                [afterSwapQuoteReserves, afterSwapBaseReserves] =
+                    (0, __1.calculateAmmReservesAfterSwap)(askAmm, 'base', askSize, __1.SwapDirection.REMOVE);
+                quoteSwapped = (0, __1.calculateQuoteAssetAmountSwapped)(askAmm.quoteAssetReserve.sub(afterSwapQuoteReserves).abs(), askAmm.pegMultiplier, __1.SwapDirection.REMOVE);
+            }
+            const price = quoteSwapped.mul(__1.BASE_PRECISION).div(baseSwapped);
             askAmm.baseAssetReserve = afterSwapBaseReserves;
             askAmm.quoteAssetReserve = afterSwapQuoteReserves;
             yield {
                 price,
-                size: askSize,
-                sources: { vamm: baseSize },
+                size: baseSwapped,
+                sources: { vamm: baseSwapped },
             };
             numAsks++;
         }

package/lib/factory/bigNum.js

@@ -419,19 +419,21 @@ class BigNum {
      * @returns
      */
     static fromPrint(val, precisionShift) {
-        var _a;
+        var _a, _b;
         // Handle empty number edge cases
         if (!val)
             return BigNum.from(numericConstants_1.ZERO, precisionShift);
         if (!val.replace(BigNum.delim, '')) {
             return BigNum.from(numericConstants_1.ZERO, precisionShift);
         }
+        if (val.includes('e'))
+            val = (+val).toFixed((_a = precisionShift === null || precisionShift === void 0 ? void 0 : precisionShift.toNumber()) !== null && _a !== void 0 ? _a : 9); // prevent small numbers e.g. 3.1e-8, use assume max precision 9 as default
         const sides = val.split(BigNum.delim);
         const rightSide = sides[1];
         const leftSide = sides[0].replace(/\s/g, '');
         const bnInput = `${leftSide !== null && leftSide !== void 0 ? leftSide : ''}${rightSide !== null && rightSide !== void 0 ? rightSide : ''}`;
         const rawBn = new anchor_1.BN(bnInput);
-        const rightSideLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
+        const rightSideLength = (_b = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _b !== void 0 ? _b : 0;
         const totalShift = precisionShift
             ? precisionShift.sub(new anchor_1.BN(rightSideLength))
             : numericConstants_1.ZERO;

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.39.0",
+    "version": "2.40.0",
     "name": "drift",
     "instructions": [
         {
@@ -2376,6 +2376,61 @@
                 }
             ]
         },
+        {
+            "name": "transferProtocolIfShares",
+            "accounts": [
+                {
+                    "name": "signer",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "transferConfig",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "spotMarket",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "insuranceFundStake",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userStats",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "insuranceFundVault",
+                    "isMut": false,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "marketIndex",
+                    "type": "u16"
+                },
+                {
+                    "name": "shares",
+                    "type": "u128"
+                }
+            ]
+        },
         {
             "name": "initialize",
             "accounts": [
@@ -4542,6 +4597,76 @@
                     "type": "u64"
                 }
             ]
+        },
+        {
+            "name": "initializeProtocolIfSharesTransferConfig",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": true,
+                    "isSigner": true
+                },
+                {
+                    "name": "protocolIfSharesTransferConfig",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "rent",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "systemProgram",
+                    "isMut": false,
+                    "isSigner": false
+                }
+            ],
+            "args": []
+        },
+        {
+            "name": "updateProtocolIfSharesTransferConfig",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": true,
+                    "isSigner": true
+                },
+                {
+                    "name": "protocolIfSharesTransferConfig",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "whitelistedSigners",
+                    "type": {
+                        "option": {
+                            "array": [
+                                "publicKey",
+                                4
+                            ]
+                        }
+                    }
+                },
+                {
+                    "name": "maxTransferPerEpoch",
+                    "type": {
+                        "option": "u128"
+                    }
+                }
+            ]
         }
     ],
     "accounts": [
@@ -4732,6 +4857,44 @@
                 ]
             }
         },
+        {
+            "name": "ProtocolIfSharesTransferConfig",
+            "type": {
+                "kind": "struct",
+                "fields": [
+                    {
+                        "name": "whitelistedSigners",
+                        "type": {
+                            "array": [
+                                "publicKey",
+                                4
+                            ]
+                        }
+                    },
+                    {
+                        "name": "maxTransferPerEpoch",
+                        "type": "u128"
+                    },
+                    {
+                        "name": "currentEpochTransfer",
+                        "type": "u128"
+                    },
+                    {
+                        "name": "nextEpochTs",
+                        "type": "i64"
+                    },
+                    {
+                        "name": "padding",
+                        "type": {
+                            "array": [
+                                "u128",
+                                8
+                            ]
+                        }
+                    }
+                ]
+            }
+        },
         {
             "name": "PerpMarket",
             "type": {
@@ -5004,7 +5167,7 @@
                     {
                         "name": "name",
                         "docs": [
-                            "The encoded display name fo the market e.g. SOL"
+                            "The encoded display name for the market e.g. SOL"
                         ],
                         "type": {
                             "array": [
@@ -8175,6 +8338,12 @@
                     },
                     {
                         "name": "Unstake"
+                    },
+                    {
+                        "name": "UnstakeTransfer"
+                    },
+                    {
+                        "name": "StakeTransfer"
                     }
                 ]
             }

package/lib/jupiter/jupiterClient.d.ts

@@ -229,8 +229,8 @@ export declare class JupiterClient {
      * @param swapMode the swap mode (ExactIn or ExactOut)
      * @param onlyDirectRoutes whether to only return direct routes
      */
-    getQuote({ inputMint, outputMint, amount, maxAccounts, // 52 is an estimated amount with buffer
-    slippageBps, swapMode, onlyDirectRoutes, }: {
+    getQuote({ inputMint, outputMint, amount, maxAccounts, // 50 is an estimated amount with buffer
+    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