@drift-labs/sdk 2.41.0-beta.0 → 2.41.0-beta.1

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/driftClient.d.ts

@@ -319,7 +319,7 @@ export declare class DriftClient {
      * @param reduceOnly specify if In or Out token on the drift account must reduceOnly, checked at end of swap
      * @param txParams
      */
-    swap({ jupiterClient, outMarketIndex, inMarketIndex, outAssociatedTokenAccount, inAssociatedTokenAccount, amount, slippageBps, swapMode, route, reduceOnly, txParams, v6, }: {
+    swap({ jupiterClient, outMarketIndex, inMarketIndex, outAssociatedTokenAccount, inAssociatedTokenAccount, amount, slippageBps, swapMode, route, reduceOnly, txParams, v6, onlyDirectRoutes, }: {
         jupiterClient: JupiterClient;
         outMarketIndex: number;
         inMarketIndex: number;
@@ -331,6 +331,7 @@ export declare class DriftClient {
         route?: Route;
         reduceOnly?: SwapReduceOnly;
         txParams?: TxParams;
+        onlyDirectRoutes?: boolean;
         v6?: {
             quote?: QuoteResponse;
         };

package/lib/driftClient.js

@@ -66,7 +66,7 @@ class DriftClient {
         this._isSubscribed = val;
     }
     constructor(config) {
-        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s, _t, _u;
+        var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l, _m, _o, _p, _q, _r, _s, _t, _u, _v;
         this.users = new Map();
         this._isSubscribed = false;
         this.perpMarketLastSlotCache = new Map();
@@ -139,11 +139,11 @@ class DriftClient {
             this.accountSubscriber = new pollingDriftClientAccountSubscriber_1.PollingDriftClientAccountSubscriber(this.program, config.accountSubscription.accountLoader, (_o = config.perpMarketIndexes) !== null && _o !== void 0 ? _o : [], (_p = config.spotMarketIndexes) !== null && _p !== void 0 ? _p : [], (_q = config.oracleInfos) !== null && _q !== void 0 ? _q : [], noMarketsAndOraclesSpecified);
         }
         else {
-            this.accountSubscriber = new webSocketDriftClientAccountSubscriber_1.WebSocketDriftClientAccountSubscriber(this.program, (_r = config.perpMarketIndexes) !== null && _r !== void 0 ? _r : [], (_s = config.spotMarketIndexes) !== null && _s !== void 0 ? _s : [], (_t = config.oracleInfos) !== null && _t !== void 0 ? _t : [], noMarketsAndOraclesSpecified);
+            this.accountSubscriber = new webSocketDriftClientAccountSubscriber_1.WebSocketDriftClientAccountSubscriber(this.program, (_r = config.perpMarketIndexes) !== null && _r !== void 0 ? _r : [], (_s = config.spotMarketIndexes) !== null && _s !== void 0 ? _s : [], (_t = config.oracleInfos) !== null && _t !== void 0 ? _t : [], noMarketsAndOraclesSpecified, (_u = config.accountSubscription) === null || _u === void 0 ? void 0 : _u.resubTimeoutMs);
         }
         this.eventEmitter = this.accountSubscriber.eventEmitter;
         this.txSender =
-            (_u = config.txSender) !== null && _u !== void 0 ? _u : new retryTxSender_1.RetryTxSender({
+            (_v = config.txSender) !== null && _v !== void 0 ? _v : new retryTxSender_1.RetryTxSender({
                 connection: this.connection,
                 wallet: this.wallet,
                 opts: this.opts,
@@ -1975,7 +1975,7 @@ class DriftClient {
      * @param reduceOnly specify if In or Out token on the drift account must reduceOnly, checked at end of swap
      * @param txParams
      */
-    async swap({ jupiterClient, outMarketIndex, inMarketIndex, outAssociatedTokenAccount, inAssociatedTokenAccount, amount, slippageBps, swapMode, route, reduceOnly, txParams, v6, }) {
+    async swap({ jupiterClient, outMarketIndex, inMarketIndex, outAssociatedTokenAccount, inAssociatedTokenAccount, amount, slippageBps, swapMode, route, reduceOnly, txParams, v6, onlyDirectRoutes = false, }) {
         let ixs;
         let lookupTables;
         if (v6) {
@@ -1990,6 +1990,7 @@ class DriftClient {
                 swapMode,
                 quote: v6.quote,
                 reduceOnly,
+                onlyDirectRoutes,
             });
             ixs = res.ixs;
             lookupTables = res.lookupTables;

package/lib/driftClientConfig.d.ts

@@ -28,6 +28,7 @@ export type DriftClientConfig = {
 };
 export type DriftClientSubscriptionConfig = {
     type: 'websocket';
+    resubTimeoutMs?: number;
 } | {
     type: 'polling';
     accountLoader: BulkAccountLoader;

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": [
@@ -6314,6 +6477,24 @@
                 ]
             }
         },
+        {
+            "name": "MarketIdentifier",
+            "type": {
+                "kind": "struct",
+                "fields": [
+                    {
+                        "name": "marketType",
+                        "type": {
+                            "defined": "MarketType"
+                        }
+                    },
+                    {
+                        "name": "marketIndex",
+                        "type": "u16"
+                    }
+                ]
+            }
+        },
         {
             "name": "HistoricalOracleData",
             "type": {
@@ -8157,6 +8338,12 @@
                     },
                     {
                         "name": "Unstake"
+                    },
+                    {
+                        "name": "UnstakeTransfer"
+                    },
+                    {
+                        "name": "StakeTransfer"
                     }
                 ]
             }
@@ -8198,6 +8385,34 @@
                 ]
             }
         },
+        {
+            "name": "MarginCalculationMode",
+            "type": {
+                "kind": "enum",
+                "variants": [
+                    {
+                        "name": "Standard"
+                    },
+                    {
+                        "name": "Liquidation",
+                        "fields": [
+                            {
+                                "name": "margin_buffer",
+                                "type": "u128"
+                            },
+                            {
+                                "name": "market_to_track_margin_requirement",
+                                "type": {
+                                    "option": {
+                                        "defined": "MarketIdentifier"
+                                    }
+                                }
+                            }
+                        ]
+                    }
+                ]
+            }
+        },
         {
             "name": "OracleSource",
             "type": {
@@ -10781,6 +10996,11 @@
             "code": 6254,
             "name": "UserReduceOnly",
             "msg": "UserReduceOnly"
+        },
+        {
+            "code": 6255,
+            "name": "InvalidMarginCalculation",
+            "msg": "InvalidMarginCalculation"
         }
     ]
 }

package/lib/jupiter/jupiterClient.d.ts

@@ -229,13 +229,16 @@ export declare class JupiterClient {
      * @param swapMode the swap mode (ExactIn or ExactOut)
      * @param onlyDirectRoutes whether to only return direct routes
      */
-    getQuote({ inputMint, outputMint, amount, 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;
+        maxAccounts?: number;
         slippageBps?: number;
         swapMode?: SwapMode;
         onlyDirectRoutes?: boolean;
+        excludeDexes?: string[];
     }): Promise<QuoteResponse>;
     /**
      * Get a swap transaction for quote

package/lib/jupiter/jupiterClient.js

@@ -43,7 +43,8 @@ class JupiterClient {
      * @param swapMode the swap mode (ExactIn or ExactOut)
      * @param onlyDirectRoutes whether to only return direct routes
      */
-    async getQuote({ inputMint, outputMint, amount, slippageBps = 50, swapMode = 'ExactIn', onlyDirectRoutes = false, }) {
+    async getQuote({ inputMint, outputMint, amount, maxAccounts = 50, // 50 is an estimated amount with buffer
+    slippageBps = 50, swapMode = 'ExactIn', onlyDirectRoutes = false, excludeDexes = [], }) {
         const params = new URLSearchParams({
             inputMint: inputMint.toString(),
             outputMint: outputMint.toString(),
@@ -51,6 +52,8 @@ class JupiterClient {
             slippageBps: slippageBps.toString(),
             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/amm.js

@@ -253,8 +253,13 @@ function calculateVolSpreadBN(lastOracleConfPct, reservePrice, markStd, oracleSt
     const clampMax = numericConstants_1.PERCENTAGE_PRECISION.mul(new anchor_1.BN(16)).div(new anchor_1.BN(10));
     const longVolSpreadFactor = (0, __1.clampBN)(longIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
     const shortVolSpreadFactor = (0, __1.clampBN)(shortIntensity.mul(numericConstants_1.PERCENTAGE_PRECISION).div(anchor_1.BN.max(numericConstants_1.ONE, volume24H)), clampMin, clampMax);
-    const longVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
-    const shortVolSpread = anchor_1.BN.max(lastOracleConfPct, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
+    // only consider confidence interval at full value when above 25 bps
+    let confComponent = lastOracleConfPct;
+    if (lastOracleConfPct.lte(numericConstants_1.PRICE_PRECISION.div(new anchor_1.BN(400)))) {
+        confComponent = lastOracleConfPct.div(new anchor_1.BN(10));
+    }
+    const longVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(longVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
+    const shortVolSpread = anchor_1.BN.max(confComponent, volSpread.mul(shortVolSpreadFactor).div(numericConstants_1.PERCENTAGE_PRECISION));
     return [longVolSpread, shortVolSpread];
 }
 exports.calculateVolSpreadBN = calculateVolSpreadBN;

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;
+};