@drift-labs/sdk 2.42.0-beta.1 → 2.42.0-beta.10

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (64) hide show
  1. package/VERSION +1 -1
  2. package/bun.lockb +0 -0
  3. package/lib/addresses/pda.d.ts +1 -0
  4. package/lib/adminClient.d.ts +1 -0
  5. package/lib/constants/numericConstants.d.ts +62 -59
  6. package/lib/constants/numericConstants.js +2 -1
  7. package/lib/constants/spotMarkets.d.ts +1 -0
  8. package/lib/dlob/DLOB.d.ts +10 -16
  9. package/lib/dlob/DLOB.js +9 -39
  10. package/lib/dlob/DLOBNode.d.ts +1 -0
  11. package/lib/dlob/NodeList.d.ts +1 -0
  12. package/lib/dlob/orderBookLevels.d.ts +2 -1
  13. package/lib/driftClient.d.ts +12 -4
  14. package/lib/driftClient.js +51 -38
  15. package/lib/factory/bigNum.d.ts +8 -7
  16. package/lib/jupiter/jupiterClient.d.ts +1 -0
  17. package/lib/marinade/index.d.ts +1 -0
  18. package/lib/math/amm.d.ts +2 -1
  19. package/lib/math/auction.d.ts +1 -0
  20. package/lib/math/conversion.d.ts +2 -1
  21. package/lib/math/funding.d.ts +1 -0
  22. package/lib/math/funding.js +2 -1
  23. package/lib/math/insurance.d.ts +1 -0
  24. package/lib/math/margin.d.ts +1 -0
  25. package/lib/math/market.d.ts +2 -1
  26. package/lib/math/market.js +3 -2
  27. package/lib/math/oracles.d.ts +1 -0
  28. package/lib/math/orders.d.ts +1 -0
  29. package/lib/math/position.d.ts +1 -0
  30. package/lib/math/repeg.d.ts +1 -0
  31. package/lib/math/spotBalance.d.ts +3 -2
  32. package/lib/math/spotMarket.d.ts +2 -1
  33. package/lib/math/spotMarket.js +9 -3
  34. package/lib/math/spotPosition.d.ts +4 -3
  35. package/lib/math/spotPosition.js +18 -7
  36. package/lib/math/superStake.d.ts +1 -0
  37. package/lib/math/trade.d.ts +1 -0
  38. package/lib/math/utils.d.ts +1 -0
  39. package/lib/oracles/pythClient.d.ts +2 -1
  40. package/lib/oracles/strictOraclePrice.d.ts +1 -0
  41. package/lib/oracles/types.d.ts +1 -0
  42. package/lib/orderParams.d.ts +1 -0
  43. package/lib/phoenix/phoenixSubscriber.d.ts +1 -0
  44. package/lib/serum/serumSubscriber.d.ts +1 -0
  45. package/lib/tokenFaucet.d.ts +1 -0
  46. package/lib/types.d.ts +7 -0
  47. package/lib/types.js +2 -0
  48. package/lib/user.d.ts +3 -2
  49. package/lib/user.js +29 -26
  50. package/package.json +2 -1
  51. package/src/constants/numericConstants.ts +1 -0
  52. package/src/dlob/DLOB.ts +23 -67
  53. package/src/driftClient.ts +79 -53
  54. package/src/math/funding.ts +6 -1
  55. package/src/math/market.ts +12 -7
  56. package/src/math/spotMarket.ts +13 -3
  57. package/src/math/spotPosition.ts +29 -7
  58. package/src/types.ts +2 -0
  59. package/src/user.ts +64 -31
  60. package/tests/amm/test.ts +7 -5
  61. package/tests/auctions/test.ts +22 -11
  62. package/tests/dlob/helpers.ts +15 -13
  63. package/tests/tx/priorityFeeCalculator.ts +1 -1
  64. package/tests/user/test.ts +171 -24
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.42.0-beta.1
1
+ 2.42.0-beta.10
package/bun.lockb CHANGED
Binary file
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { PublicKey } from '@solana/web3.js';
2
3
  import { BN } from '@coral-xyz/anchor';
3
4
  export declare function getDriftStateAccountPublicKeyAndNonce(programId: PublicKey): Promise<[PublicKey, number]>;
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { PublicKey, TransactionSignature } from '@solana/web3.js';
2
3
  import { FeeStructure, OracleGuardRails, OracleSource, ExchangeStatus, MarketStatus, ContractTier, AssetTier, SpotFulfillmentConfigStatus } from './types';
3
4
  import { BN } from '@coral-xyz/anchor';
@@ -1,60 +1,63 @@
1
- export declare const ZERO: any;
2
- export declare const ONE: any;
3
- export declare const TWO: any;
4
- export declare const THREE: any;
5
- export declare const FOUR: any;
6
- export declare const FIVE: any;
7
- export declare const SIX: any;
8
- export declare const SEVEN: any;
9
- export declare const EIGHT: any;
10
- export declare const NINE: any;
11
- export declare const TEN: any;
12
- export declare const TEN_THOUSAND: any;
13
- export declare const BN_MAX: any;
14
- export declare const TEN_MILLION: any;
15
- export declare const MAX_LEVERAGE: any;
16
- export declare const MAX_LEVERAGE_ORDER_SIZE: any;
17
- export declare const PERCENTAGE_PRECISION_EXP: any;
18
- export declare const PERCENTAGE_PRECISION: any;
19
- export declare const CONCENTRATION_PRECISION: any;
20
- export declare const QUOTE_PRECISION_EXP: any;
21
- export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: any;
22
- export declare const PRICE_PRECISION_EXP: any;
23
- export declare const FUNDING_RATE_PRECISION_EXP: any;
24
- export declare const PEG_PRECISION_EXP: any;
25
- export declare const AMM_RESERVE_PRECISION_EXP: any;
26
- export declare const SPOT_MARKET_RATE_PRECISION_EXP: any;
27
- export declare const SPOT_MARKET_RATE_PRECISION: any;
28
- export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: any;
29
- export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: any;
30
- export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: any;
31
- export declare const SPOT_MARKET_UTILIZATION_PRECISION: any;
32
- export declare const SPOT_MARKET_WEIGHT_PRECISION: any;
33
- export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: any;
34
- export declare const SPOT_MARKET_BALANCE_PRECISION: any;
35
- export declare const SPOT_MARKET_IMF_PRECISION_EXP: any;
36
- export declare const SPOT_MARKET_IMF_PRECISION: any;
37
- export declare const LIQUIDATION_FEE_PRECISION: any;
38
- export declare const QUOTE_PRECISION: any;
39
- export declare const PRICE_PRECISION: any;
40
- export declare const FUNDING_RATE_PRECISION: any;
41
- export declare const FUNDING_RATE_BUFFER_PRECISION: any;
42
- export declare const PEG_PRECISION: any;
43
- export declare const AMM_RESERVE_PRECISION: any;
44
- export declare const BASE_PRECISION: any;
45
- export declare const BASE_PRECISION_EXP: any;
46
- export declare const AMM_TO_QUOTE_PRECISION_RATIO: any;
47
- export declare const PRICE_DIV_PEG: any;
48
- export declare const PRICE_TO_QUOTE_PRECISION: any;
49
- export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: any;
50
- export declare const MARGIN_PRECISION: any;
51
- export declare const BID_ASK_SPREAD_PRECISION: any;
52
- export declare const LIQUIDATION_PCT_PRECISION: any;
53
- export declare const FIVE_MINUTE: any;
54
- export declare const ONE_HOUR: any;
55
- export declare const ONE_YEAR: any;
1
+ /// <reference types="bn.js" />
2
+ import { BN } from '../';
3
+ export declare const ZERO: BN;
4
+ export declare const ONE: BN;
5
+ export declare const TWO: BN;
6
+ export declare const THREE: BN;
7
+ export declare const FOUR: BN;
8
+ export declare const FIVE: BN;
9
+ export declare const SIX: BN;
10
+ export declare const SEVEN: BN;
11
+ export declare const EIGHT: BN;
12
+ export declare const NINE: BN;
13
+ export declare const TEN: BN;
14
+ export declare const TEN_THOUSAND: BN;
15
+ export declare const BN_MAX: BN;
16
+ export declare const TEN_MILLION: BN;
17
+ export declare const MAX_LEVERAGE: BN;
18
+ export declare const MAX_LEVERAGE_ORDER_SIZE: BN;
19
+ export declare const PERCENTAGE_PRECISION_EXP: BN;
20
+ export declare const PERCENTAGE_PRECISION: BN;
21
+ export declare const CONCENTRATION_PRECISION: BN;
22
+ export declare const QUOTE_PRECISION_EXP: BN;
23
+ export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: BN;
24
+ export declare const PRICE_PRECISION_EXP: BN;
25
+ export declare const FUNDING_RATE_PRECISION_EXP: BN;
26
+ export declare const PEG_PRECISION_EXP: BN;
27
+ export declare const AMM_RESERVE_PRECISION_EXP: BN;
28
+ export declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
29
+ export declare const SPOT_MARKET_RATE_PRECISION: BN;
30
+ export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
31
+ export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: BN;
32
+ export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
33
+ export declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
34
+ export declare const SPOT_MARKET_WEIGHT_PRECISION: BN;
35
+ export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: BN;
36
+ export declare const SPOT_MARKET_BALANCE_PRECISION: BN;
37
+ export declare const SPOT_MARKET_IMF_PRECISION_EXP: BN;
38
+ export declare const SPOT_MARKET_IMF_PRECISION: BN;
39
+ export declare const LIQUIDATION_FEE_PRECISION: BN;
40
+ export declare const QUOTE_PRECISION: BN;
41
+ export declare const PRICE_PRECISION: BN;
42
+ export declare const FUNDING_RATE_PRECISION: BN;
43
+ export declare const FUNDING_RATE_BUFFER_PRECISION: BN;
44
+ export declare const PEG_PRECISION: BN;
45
+ export declare const AMM_RESERVE_PRECISION: BN;
46
+ export declare const BASE_PRECISION: BN;
47
+ export declare const BASE_PRECISION_EXP: BN;
48
+ export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
49
+ export declare const PRICE_DIV_PEG: BN;
50
+ export declare const PRICE_TO_QUOTE_PRECISION: BN;
51
+ export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
52
+ export declare const MARGIN_PRECISION: BN;
53
+ export declare const BID_ASK_SPREAD_PRECISION: BN;
54
+ export declare const LIQUIDATION_PCT_PRECISION: BN;
55
+ export declare const FUNDING_RATE_OFFSET_DENOMINATOR: BN;
56
+ export declare const FIVE_MINUTE: BN;
57
+ export declare const ONE_HOUR: BN;
58
+ export declare const ONE_YEAR: BN;
56
59
  export declare const QUOTE_SPOT_MARKET_INDEX = 0;
57
- export declare const LAMPORTS_PRECISION: any;
58
- export declare const LAMPORTS_EXP: any;
59
- export declare const OPEN_ORDER_MARGIN_REQUIREMENT: any;
60
- export declare const DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT: any;
60
+ export declare const LAMPORTS_PRECISION: BN;
61
+ export declare const LAMPORTS_EXP: BN;
62
+ export declare const OPEN_ORDER_MARGIN_REQUIREMENT: BN;
63
+ export declare const DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT: BN;
@@ -1,7 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_RATE_BUFFER_PRECISION = exports.FUNDING_RATE_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.CONCENTRATION_PRECISION = exports.PERCENTAGE_PRECISION = exports.PERCENTAGE_PRECISION_EXP = exports.MAX_LEVERAGE_ORDER_SIZE = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.NINE = exports.EIGHT = exports.SEVEN = exports.SIX = exports.FIVE = exports.FOUR = exports.THREE = exports.TWO = exports.ONE = exports.ZERO = void 0;
4
- exports.DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT = exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.ONE_HOUR = exports.FIVE_MINUTE = exports.LIQUIDATION_PCT_PRECISION = exports.BID_ASK_SPREAD_PRECISION = void 0;
4
+ exports.DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT = exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.ONE_HOUR = exports.FIVE_MINUTE = exports.FUNDING_RATE_OFFSET_DENOMINATOR = exports.LIQUIDATION_PCT_PRECISION = exports.BID_ASK_SPREAD_PRECISION = void 0;
5
5
  const web3_js_1 = require("@solana/web3.js");
6
6
  const __1 = require("../");
7
7
  exports.ZERO = new __1.BN(0);
@@ -56,6 +56,7 @@ exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.m
56
56
  exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
57
57
  exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000); // 10^6
58
58
  exports.LIQUIDATION_PCT_PRECISION = exports.TEN_THOUSAND;
59
+ exports.FUNDING_RATE_OFFSET_DENOMINATOR = new __1.BN(5000);
59
60
  exports.FIVE_MINUTE = new __1.BN(60 * 5);
60
61
  exports.ONE_HOUR = new __1.BN(60 * 60);
61
62
  exports.ONE_YEAR = new __1.BN(31536000);
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { PublicKey } from '@solana/web3.js';
2
3
  import { BN, DriftEnv, OracleSource } from '../';
3
4
  export type SpotMarketConfig = {
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { NodeList } from './NodeList';
2
3
  import { BN, DLOBNode, DLOBNodeType, DriftClient, MarketType, MarketTypeStr, OraclePriceData, Order, OrderActionRecord, OrderRecord, PerpMarketAccount, PositionDirection, SlotSubscriber, SpotMarketAccount, StateAccount, TriggerOrderNode, UserMap } from '..';
3
4
  import { PublicKey } from '@solana/web3.js';
@@ -26,6 +27,13 @@ export type MarketNodeLists = {
26
27
  };
27
28
  };
28
29
  type OrderBookCallback = () => void;
30
+ /**
31
+ * Receives a DLOBNode and is expected to return true if the node should
32
+ * be taken into account when generating, or false otherwise.
33
+ *
34
+ * Currently used in getRestingLimitBids and getRestingLimitAsks.
35
+ */
36
+ export type DLOBFilterFcn = (node: DLOBNode) => boolean;
29
37
  export type NodeToFill = {
30
38
  node: DLOBNode;
31
39
  makerNodes: DLOBNode[];
@@ -70,22 +78,8 @@ export declare class DLOB {
70
78
  getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
71
79
  getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
72
80
  private getBestNode;
73
- getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
74
- /**
75
- * Filters the limit asks that are resting and do not cross fallback bid
76
- * Taking orders can only fill against orders that meet this criteria
77
- *
78
- * @returns
79
- */
80
- getMakerLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackBid?: BN): Generator<DLOBNode>;
81
- getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
82
- /**
83
- * Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask
84
- * Market orders can only fill against orders that meet this criteria
85
- *
86
- * @returns
87
- */
88
- getMakerLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackAsk?: BN): Generator<DLOBNode>;
81
+ getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
82
+ getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
89
83
  getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
90
84
  getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
91
85
  findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
package/lib/dlob/DLOB.js CHANGED
@@ -572,7 +572,7 @@ class DLOB {
572
572
  return bestNode.order.slot.lt(currentNode.order.slot);
573
573
  });
574
574
  }
575
- *getBestNode(generatorList, oraclePriceData, slot, compareFcn) {
575
+ *getBestNode(generatorList, oraclePriceData, slot, compareFcn, filterFcn) {
576
576
  const generators = generatorList.map((generator) => {
577
577
  return {
578
578
  next: generator.next(),
@@ -600,6 +600,10 @@ class DLOB {
600
600
  bestGenerator.next = bestGenerator.generator.next();
601
601
  continue;
602
602
  }
603
+ if (filterFcn && filterFcn(bestGenerator.next.value)) {
604
+ bestGenerator.next = bestGenerator.generator.next();
605
+ continue;
606
+ }
603
607
  yield bestGenerator.next.value;
604
608
  bestGenerator.next = bestGenerator.generator.next();
605
609
  }
@@ -608,7 +612,7 @@ class DLOB {
608
612
  }
609
613
  }
610
614
  }
611
- *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData) {
615
+ *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData, filterFcn) {
612
616
  if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
613
617
  throw new Error('Must provide OraclePriceData to get spot asks');
614
618
  }
@@ -626,26 +630,9 @@ class DLOB {
626
630
  return bestNode
627
631
  .getPrice(oraclePriceData, slot)
628
632
  .lt(currentNode.getPrice(oraclePriceData, slot));
629
- });
633
+ }, filterFcn);
630
634
  }
631
- /**
632
- * Filters the limit asks that are resting and do not cross fallback bid
633
- * Taking orders can only fill against orders that meet this criteria
634
- *
635
- * @returns
636
- */
637
- *getMakerLimitAsks(marketIndex, slot, marketType, oraclePriceData, fallbackBid) {
638
- const isPerpMarket = (0, __1.isVariant)(marketType, 'perp');
639
- for (const node of this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData)) {
640
- if (isPerpMarket &&
641
- fallbackBid &&
642
- node.getPrice(oraclePriceData, slot).lte(fallbackBid)) {
643
- continue;
644
- }
645
- yield node;
646
- }
647
- }
648
- *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData) {
635
+ *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData, filterFcn) {
649
636
  if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
650
637
  throw new Error('Must provide OraclePriceData to get spot bids');
651
638
  }
@@ -663,24 +650,7 @@ class DLOB {
663
650
  return bestNode
664
651
  .getPrice(oraclePriceData, slot)
665
652
  .gt(currentNode.getPrice(oraclePriceData, slot));
666
- });
667
- }
668
- /**
669
- * Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask
670
- * Market orders can only fill against orders that meet this criteria
671
- *
672
- * @returns
673
- */
674
- *getMakerLimitBids(marketIndex, slot, marketType, oraclePriceData, fallbackAsk) {
675
- const isPerpMarket = (0, __1.isVariant)(marketType, 'perp');
676
- for (const node of this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData)) {
677
- if (isPerpMarket &&
678
- fallbackAsk &&
679
- node.getPrice(oraclePriceData, slot).gte(fallbackAsk)) {
680
- continue;
681
- }
682
- yield node;
683
- }
653
+ }, filterFcn);
684
654
  }
685
655
  *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
686
656
  if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN, OraclePriceData, Order } from '..';
2
3
  import { PublicKey } from '@solana/web3.js';
3
4
  export interface DLOBNode {
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN, MarketTypeStr, Order } from '..';
2
3
  import { PublicKey } from '@solana/web3.js';
3
4
  import { DLOBNode, DLOBNodeMap } from './DLOBNode';
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN, DLOBNode, OraclePriceData, PerpMarketAccount } from '..';
2
3
  import { PublicKey } from '@solana/web3.js';
3
4
  type liquiditySource = 'serum' | 'vamm' | 'dlob' | 'phoenix';
@@ -26,7 +27,7 @@ export type L3OrderBook = {
26
27
  asks: L3Level[];
27
28
  bids: L3Level[];
28
29
  };
29
- export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: any[];
30
+ export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
30
31
  /**
31
32
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
32
33
  * @param dlobNodes e.g. {@link DLOB#getRestingLimitAsks} or {@link DLOB#getRestingLimitBids}
@@ -1,4 +1,5 @@
1
1
  /// <reference types="node" />
2
+ /// <reference types="bn.js" />
2
3
  import { AnchorProvider, BN, Program, ProgramAccount } from '@coral-xyz/anchor';
3
4
  import { StateAccount, IWallet, PositionDirection, UserAccount, PerpMarketAccount, OrderParams, Order, SpotMarketAccount, SpotPosition, MakerInfo, TakerInfo, OptionalOrderParams, ReferrerInfo, MarketType, TxParams, SerumV3FulfillmentConfigAccount, ReferrerNameAccount, OrderTriggerCondition, PerpMarketExtendedInfo, UserStatsAccount, PhoenixV1FulfillmentConfigAccount, ModifyOrderPolicy, SwapReduceOnly } from './types';
4
5
  import * as anchor from '@coral-xyz/anchor';
@@ -103,7 +104,7 @@ export declare class DriftClient {
103
104
  * @param includeDelegates
104
105
  */
105
106
  updateWallet(newWallet: IWallet, subAccountIds?: number[], activeSubAccountId?: number, includeDelegates?: boolean, authoritySubaccountMap?: Map<string, number[]>): Promise<boolean>;
106
- switchActiveUser(subAccountId: number, authority?: PublicKey): void;
107
+ switchActiveUser(subAccountId: number, authority?: PublicKey): Promise<void>;
107
108
  addUser(subAccountId: number, authority?: PublicKey, userAccount?: UserAccount): Promise<boolean>;
108
109
  /**
109
110
  * Adds and subscribes to users based on params set by the constructor or by updateWallet.
@@ -115,9 +116,16 @@ export declare class DriftClient {
115
116
  getNextSubAccountId(): Promise<number>;
116
117
  initializeReferrerName(name: string): Promise<TransactionSignature>;
117
118
  updateUserName(name: string, subAccountId?: number): Promise<TransactionSignature>;
118
- updateUserCustomMarginRatio(marginRatio: number, subAccountId?: number): Promise<TransactionSignature>;
119
+ updateUserCustomMarginRatio(updates: {
120
+ marginRatio: number;
121
+ subAccountId: number;
122
+ }[]): Promise<TransactionSignature>;
123
+ getUpdateUserCustomMarginRatioIx(marginRatio: number, subAccountId?: number): Promise<TransactionInstruction>;
119
124
  getUpdateUserMarginTradingEnabledIx(marginTradingEnabled: boolean, subAccountId?: number, userAccountPublicKey?: PublicKey): Promise<TransactionInstruction>;
120
- updateUserMarginTradingEnabled(marginTradingEnabled: boolean, subAccountId?: number): Promise<TransactionSignature>;
125
+ updateUserMarginTradingEnabled(updates: {
126
+ marginTradingEnabled: boolean;
127
+ subAccountId: number;
128
+ }[]): Promise<TransactionSignature>;
121
129
  updateUserDelegate(delegate: PublicKey, subAccountId?: number): Promise<TransactionSignature>;
122
130
  fetchAllUserAccounts(includeIdle?: boolean): Promise<ProgramAccount<UserAccount>[]>;
123
131
  getUserAccountsForDelegate(delegate: PublicKey): Promise<UserAccount[]>;
@@ -269,7 +277,7 @@ export declare class DriftClient {
269
277
  * @param bracketOrdersParams
270
278
  * @returns
271
279
  */
272
- sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo | MakerInfo[], txParams?: TxParams, bracketOrdersParams?: OptionalOrderParams[], referrerInfo?: ReferrerInfo, useVersionedTx?: boolean): Promise<{
280
+ sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo | MakerInfo[], txParams?: TxParams, bracketOrdersParams?: OptionalOrderParams[], referrerInfo?: ReferrerInfo): Promise<{
273
281
  txSig: TransactionSignature;
274
282
  signedFillTx: Transaction;
275
283
  }>;
@@ -294,6 +294,7 @@ class DriftClient {
294
294
  * @param includeDelegates
295
295
  */
296
296
  async updateWallet(newWallet, subAccountIds, activeSubAccountId, includeDelegates, authoritySubaccountMap) {
297
+ var _a, _b;
297
298
  const newProvider = new anchor_1.AnchorProvider(this.connection,
298
299
  // @ts-ignore
299
300
  newWallet, this.opts);
@@ -308,6 +309,10 @@ class DriftClient {
308
309
  this.activeSubAccountId = activeSubAccountId;
309
310
  this.userStatsAccountPublicKey = undefined;
310
311
  this.includeDelegates = includeDelegates !== null && includeDelegates !== void 0 ? includeDelegates : false;
312
+ const walletSupportsVersionedTxns =
313
+ //@ts-ignore
314
+ (_b = (_a = this.wallet.supportedTransactionVersions) === null || _a === void 0 ? void 0 : _a.size) !== null && _b !== void 0 ? _b : 0 > 1;
315
+ this.txVersion = walletSupportsVersionedTxns ? 0 : 'legacy';
311
316
  if (includeDelegates && subAccountIds) {
312
317
  throw new Error('Can only pass one of includeDelegates or subAccountIds. If you want to specify subaccount ids for multiple authorities, pass authoritySubaccountMap instead');
313
318
  }
@@ -339,10 +344,24 @@ class DriftClient {
339
344
  }
340
345
  return success;
341
346
  }
342
- switchActiveUser(subAccountId, authority) {
347
+ async switchActiveUser(subAccountId, authority) {
348
+ var _a;
349
+ const authorityChanged = authority && !((_a = this.authority) === null || _a === void 0 ? void 0 : _a.equals(authority));
343
350
  this.activeSubAccountId = subAccountId;
344
351
  this.authority = authority !== null && authority !== void 0 ? authority : this.authority;
345
352
  this.userStatsAccountPublicKey = (0, pda_1.getUserStatsAccountPublicKey)(this.program.programId, this.authority);
353
+ /* If changing the user authority ie switching from delegate to non-delegate account, need to re-subscribe to the user stats account */
354
+ if (authorityChanged) {
355
+ if (this.userStats && this.userStats.isSubscribed) {
356
+ await this.userStats.unsubscribe();
357
+ }
358
+ this.userStats = new userStats_1.UserStats({
359
+ driftClient: this,
360
+ userStatsAccountPublicKey: this.userStatsAccountPublicKey,
361
+ accountSubscription: this.userAccountSubscriptionConfig,
362
+ });
363
+ this.userStats.subscribe();
364
+ }
346
365
  }
347
366
  async addUser(subAccountId, authority, userAccount) {
348
367
  authority = authority !== null && authority !== void 0 ? authority : this.authority;
@@ -503,15 +522,25 @@ class DriftClient {
503
522
  const { txSig } = await this.sendTransaction(tx, [], this.opts);
504
523
  return txSig;
505
524
  }
506
- async updateUserCustomMarginRatio(marginRatio, subAccountId = 0) {
507
- const tx = await this.program.transaction.updateUserCustomMarginRatio(subAccountId, marginRatio, {
525
+ async updateUserCustomMarginRatio(updates) {
526
+ const ixs = await Promise.all(updates.map(async ({ marginRatio, subAccountId }) => {
527
+ const ix = await this.getUpdateUserCustomMarginRatioIx(marginRatio, subAccountId);
528
+ return ix;
529
+ }));
530
+ const tx = await this.buildTransaction(ixs, this.txParams);
531
+ const { txSig } = await this.sendTransaction(tx, [], this.opts);
532
+ return txSig;
533
+ }
534
+ async getUpdateUserCustomMarginRatioIx(marginRatio, subAccountId = 0) {
535
+ const userAccountPublicKey = (0, pda_1.getUserAccountPublicKeySync)(this.program.programId, this.wallet.publicKey, subAccountId);
536
+ await this.addUser(subAccountId, this.wallet.publicKey);
537
+ const ix = this.program.instruction.updateUserCustomMarginRatio(subAccountId, marginRatio, {
508
538
  accounts: {
509
- user: await this.getUserAccountPublicKey(),
539
+ user: userAccountPublicKey,
510
540
  authority: this.wallet.publicKey,
511
541
  },
512
542
  });
513
- const { txSig } = await this.sendTransaction(tx, [], this.opts);
514
- return txSig;
543
+ return ix;
515
544
  }
516
545
  async getUpdateUserMarginTradingEnabledIx(marginTradingEnabled, subAccountId = 0, userAccountPublicKey) {
517
546
  const userAccountPublicKeyToUse = userAccountPublicKey ||
@@ -534,19 +563,11 @@ class DriftClient {
534
563
  remainingAccounts,
535
564
  });
536
565
  }
537
- async updateUserMarginTradingEnabled(marginTradingEnabled, subAccountId = 0) {
538
- const userAccountPublicKey = (0, pda_1.getUserAccountPublicKeySync)(this.program.programId, this.wallet.publicKey, subAccountId);
539
- await this.addUser(subAccountId, this.wallet.publicKey);
540
- const remainingAccounts = this.getRemainingAccounts({
541
- userAccounts: [this.getUserAccount(subAccountId)],
542
- });
543
- const tx = await this.program.transaction.updateUserMarginTradingEnabled(subAccountId, marginTradingEnabled, {
544
- accounts: {
545
- user: userAccountPublicKey,
546
- authority: this.wallet.publicKey,
547
- },
548
- remainingAccounts,
549
- });
566
+ async updateUserMarginTradingEnabled(updates) {
567
+ const ixs = await Promise.all(updates.map(async ({ marginTradingEnabled, subAccountId }) => {
568
+ return await this.getUpdateUserMarginTradingEnabledIx(marginTradingEnabled, subAccountId);
569
+ }));
570
+ const tx = await this.buildTransaction(ixs, this.txParams);
550
571
  const { txSig } = await this.sendTransaction(tx, [], this.opts);
551
572
  return txSig;
552
573
  }
@@ -925,28 +946,25 @@ class DriftClient {
925
946
  * @param reduceOnly
926
947
  */
927
948
  async deposit(amount, marketIndex, associatedTokenAccount, subAccountId, reduceOnly = false) {
928
- const tx = new web3_js_1.Transaction();
929
- tx.add(web3_js_1.ComputeBudgetProgram.setComputeUnitLimit({
930
- units: 600000,
931
- }));
932
949
  const additionalSigners = [];
933
950
  const spotMarketAccount = this.getSpotMarketAccount(marketIndex);
934
951
  const isSolMarket = spotMarketAccount.mint.equals(spotMarkets_1.WRAPPED_SOL_MINT);
935
952
  const signerAuthority = this.wallet.publicKey;
936
953
  const createWSOLTokenAccount = isSolMarket && associatedTokenAccount.equals(signerAuthority);
954
+ const instructions = [];
937
955
  if (createWSOLTokenAccount) {
938
956
  const { ixs, pubkey } = await this.getWrappedSolAccountCreationIxs(amount, true);
939
957
  associatedTokenAccount = pubkey;
940
- ixs.forEach((ix) => {
941
- tx.add(ix);
942
- });
958
+ instructions.push(...ixs);
943
959
  }
944
960
  const depositCollateralIx = await this.getDepositInstruction(amount, marketIndex, associatedTokenAccount, subAccountId, reduceOnly, true);
945
- tx.add(depositCollateralIx);
961
+ instructions.push(depositCollateralIx);
946
962
  // Close the wrapped sol account at the end of the transaction
947
963
  if (createWSOLTokenAccount) {
948
- tx.add((0, spl_token_1.createCloseAccountInstruction)(associatedTokenAccount, signerAuthority, signerAuthority, []));
964
+ instructions.push((0, spl_token_1.createCloseAccountInstruction)(associatedTokenAccount, signerAuthority, signerAuthority, []));
949
965
  }
966
+ const txParams = { ...this.txParams, computeUnits: 600000 };
967
+ const tx = await this.buildTransaction(instructions, txParams);
950
968
  const { txSig, slot } = await this.sendTransaction(tx, additionalSigners, this.opts);
951
969
  this.spotMarketLastSlotCache.set(marketIndex, slot);
952
970
  return txSig;
@@ -1349,8 +1367,7 @@ class DriftClient {
1349
1367
  * @param bracketOrdersParams
1350
1368
  * @returns
1351
1369
  */
1352
- async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams, bracketOrdersParams = new Array(), referrerInfo, useVersionedTx = true) {
1353
- var _a, _b;
1370
+ async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams, bracketOrdersParams = new Array(), referrerInfo) {
1354
1371
  const marketIndex = orderParams.marketIndex;
1355
1372
  const orderId = userAccount.nextOrderId;
1356
1373
  const bracketOrderIxs = [];
@@ -1363,11 +1380,8 @@ class DriftClient {
1363
1380
  orderId,
1364
1381
  marketIndex,
1365
1382
  }, makerInfo, referrerInfo);
1366
- const walletSupportsVersionedTxns =
1367
- //@ts-ignore
1368
- (_b = (_a = this.wallet.supportedTransactionVersions) === null || _a === void 0 ? void 0 : _a.size) !== null && _b !== void 0 ? _b : 0 > 1;
1369
1383
  // use versioned transactions if there is a lookup table account and wallet is compatible
1370
- if (walletSupportsVersionedTxns && useVersionedTx) {
1384
+ if (this.txVersion === 0) {
1371
1385
  const versionedMarketOrderTx = await this.buildTransaction([placePerpOrderIx].concat(bracketOrderIxs), txParams, 0);
1372
1386
  const versionedFillTx = await this.buildTransaction([fillPerpOrderIx], txParams, 0);
1373
1387
  const [signedVersionedMarketOrderTx, signedVersionedFillTx] = await this.provider.wallet.signAllTransactions([
@@ -3238,12 +3252,11 @@ class DriftClient {
3238
3252
  return undefined;
3239
3253
  }
3240
3254
  sendTransaction(tx, additionalSigners, opts, preSigned) {
3241
- // @ts-ignore
3242
- if (!tx.message) {
3243
- return this.txSender.send(tx, additionalSigners, opts, preSigned);
3255
+ if (tx instanceof web3_js_1.VersionedTransaction) {
3256
+ return this.txSender.sendVersionedTransaction(tx, additionalSigners, opts, preSigned);
3244
3257
  }
3245
3258
  else {
3246
- return this.txSender.sendVersionedTransaction(tx, additionalSigners, opts, preSigned);
3259
+ return this.txSender.send(tx, additionalSigners, opts, preSigned);
3247
3260
  }
3248
3261
  }
3249
3262
  async buildTransaction(instructions, txParams, txVersion, lookupTables) {
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN } from '@coral-xyz/anchor';
2
3
  export declare class BigNum {
3
4
  val: BN;
@@ -43,11 +44,11 @@ export declare class BigNum {
43
44
  gte(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
44
45
  lte(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
45
46
  eq(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
46
- eqZero(): any;
47
- gtZero(): any;
48
- ltZero(): any;
49
- gteZero(): any;
50
- lteZero(): any;
47
+ eqZero(): boolean;
48
+ gtZero(): boolean;
49
+ ltZero(): boolean;
50
+ gteZero(): boolean;
51
+ lteZero(): boolean;
51
52
  abs(): BigNum;
52
53
  neg(): BigNum;
53
54
  toString: (base?: number | 'hex', length?: number) => string;
@@ -87,8 +88,8 @@ export declare class BigNum {
87
88
  toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
88
89
  toMillified(precision?: number, rounded?: boolean): string;
89
90
  toJSON(): {
90
- val: any;
91
- precision: any;
91
+ val: string;
92
+ precision: string;
92
93
  };
93
94
  isNeg(): boolean;
94
95
  isPos(): boolean;
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { AddressLookupTableAccount, Connection, PublicKey, TransactionInstruction, TransactionMessage, VersionedTransaction } from '@solana/web3.js';
2
3
  import { BN } from '@coral-xyz/anchor';
3
4
  export type SwapMode = 'ExactIn' | 'ExactOut';
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { AnchorProvider, BN, Program } from '@coral-xyz/anchor';
2
3
  import { MarinadeFinance } from './types';
3
4
  import { PublicKey, TransactionInstruction } from '@solana/web3.js';
package/lib/math/amm.d.ts CHANGED
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN } from '@coral-xyz/anchor';
2
3
  import { AMM, PositionDirection, SwapDirection, PerpMarketAccount } from '../types';
3
4
  import { OraclePriceData } from '../oracles/types';
@@ -86,7 +87,7 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
86
87
  * @param market
87
88
  * @returns cost : Precision PRICE_PRECISION
88
89
  */
89
- export declare function calculateTerminalPrice(market: PerpMarketAccount): any;
90
+ export declare function calculateTerminalPrice(market: PerpMarketAccount): BN;
90
91
  export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData, now?: BN): [BN, PositionDirection];
91
92
  export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
92
93
  export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { Order, PositionDirection } from '../types';
2
3
  import { BN } from '../.';
3
4
  export declare function isAuctionComplete(order: Order, slot: number): boolean;
@@ -1 +1,2 @@
1
- export declare const convertToNumber: (bigNumber: BN, precision?: BN) => any;
1
+ import { BN } from '../';
2
+ export declare const convertToNumber: (bigNumber: BN, precision?: BN) => number;
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN } from '@coral-xyz/anchor';
2
3
  import { PerpMarketAccount } from '../types';
3
4
  import { OraclePriceData } from '../oracles/types';
@@ -72,7 +72,8 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, markPri
72
72
  // console.log('shrink orac:', liveOracleTwap.toString(), '->', oracleTwap.toString());
73
73
  // }
74
74
  const twapSpread = markTwap.sub(oracleTwap);
75
- const twapSpreadPct = twapSpread
75
+ const twapSpreadWithOffset = twapSpread.add(oracleTwap.abs().div(numericConstants_1.FUNDING_RATE_OFFSET_DENOMINATOR));
76
+ const twapSpreadPct = twapSpreadWithOffset
76
77
  .mul(numericConstants_1.PRICE_PRECISION)
77
78
  .mul(new anchor_1.BN(100))
78
79
  .div(oracleTwap);
@@ -1,3 +1,4 @@
1
+ /// <reference types="bn.js" />
1
2
  import { BN } from '../index';
2
3
  export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
3
4
  export declare function unstakeSharesToAmount(nShares: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;