@drift-labs/sdk 2.42.0-beta.7 → 2.42.0-beta.9

package/VERSION

@@ -1 +1 @@
-2.42.0-beta.7
+2.42.0-beta.9

package/lib/addresses/pda.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { PublicKey } from '@solana/web3.js';
 import { BN } from '@coral-xyz/anchor';
 export declare function getDriftStateAccountPublicKeyAndNonce(programId: PublicKey): Promise<[PublicKey, number]>;

package/lib/adminClient.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { PublicKey, TransactionSignature } from '@solana/web3.js';
 import { FeeStructure, OracleGuardRails, OracleSource, ExchangeStatus, MarketStatus, ContractTier, AssetTier, SpotFulfillmentConfigStatus } from './types';
 import { BN } from '@coral-xyz/anchor';

package/lib/constants/numericConstants.d.ts

@@ -1,60 +1,63 @@
-export declare const ZERO: any;
-export declare const ONE: any;
-export declare const TWO: any;
-export declare const THREE: any;
-export declare const FOUR: any;
-export declare const FIVE: any;
-export declare const SIX: any;
-export declare const SEVEN: any;
-export declare const EIGHT: any;
-export declare const NINE: any;
-export declare const TEN: any;
-export declare const TEN_THOUSAND: any;
-export declare const BN_MAX: any;
-export declare const TEN_MILLION: any;
-export declare const MAX_LEVERAGE: any;
-export declare const MAX_LEVERAGE_ORDER_SIZE: any;
-export declare const PERCENTAGE_PRECISION_EXP: any;
-export declare const PERCENTAGE_PRECISION: any;
-export declare const CONCENTRATION_PRECISION: any;
-export declare const QUOTE_PRECISION_EXP: any;
-export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: any;
-export declare const PRICE_PRECISION_EXP: any;
-export declare const FUNDING_RATE_PRECISION_EXP: any;
-export declare const PEG_PRECISION_EXP: any;
-export declare const AMM_RESERVE_PRECISION_EXP: any;
-export declare const SPOT_MARKET_RATE_PRECISION_EXP: any;
-export declare const SPOT_MARKET_RATE_PRECISION: any;
-export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: any;
-export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: any;
-export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: any;
-export declare const SPOT_MARKET_UTILIZATION_PRECISION: any;
-export declare const SPOT_MARKET_WEIGHT_PRECISION: any;
-export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: any;
-export declare const SPOT_MARKET_BALANCE_PRECISION: any;
-export declare const SPOT_MARKET_IMF_PRECISION_EXP: any;
-export declare const SPOT_MARKET_IMF_PRECISION: any;
-export declare const LIQUIDATION_FEE_PRECISION: any;
-export declare const QUOTE_PRECISION: any;
-export declare const PRICE_PRECISION: any;
-export declare const FUNDING_RATE_PRECISION: any;
-export declare const FUNDING_RATE_BUFFER_PRECISION: any;
-export declare const PEG_PRECISION: any;
-export declare const AMM_RESERVE_PRECISION: any;
-export declare const BASE_PRECISION: any;
-export declare const BASE_PRECISION_EXP: any;
-export declare const AMM_TO_QUOTE_PRECISION_RATIO: any;
-export declare const PRICE_DIV_PEG: any;
-export declare const PRICE_TO_QUOTE_PRECISION: any;
-export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: any;
-export declare const MARGIN_PRECISION: any;
-export declare const BID_ASK_SPREAD_PRECISION: any;
-export declare const LIQUIDATION_PCT_PRECISION: any;
-export declare const FIVE_MINUTE: any;
-export declare const ONE_HOUR: any;
-export declare const ONE_YEAR: any;
+/// <reference types="bn.js" />
+import { BN } from '../';
+export declare const ZERO: BN;
+export declare const ONE: BN;
+export declare const TWO: BN;
+export declare const THREE: BN;
+export declare const FOUR: BN;
+export declare const FIVE: BN;
+export declare const SIX: BN;
+export declare const SEVEN: BN;
+export declare const EIGHT: BN;
+export declare const NINE: BN;
+export declare const TEN: BN;
+export declare const TEN_THOUSAND: BN;
+export declare const BN_MAX: BN;
+export declare const TEN_MILLION: BN;
+export declare const MAX_LEVERAGE: BN;
+export declare const MAX_LEVERAGE_ORDER_SIZE: BN;
+export declare const PERCENTAGE_PRECISION_EXP: BN;
+export declare const PERCENTAGE_PRECISION: BN;
+export declare const CONCENTRATION_PRECISION: BN;
+export declare const QUOTE_PRECISION_EXP: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: BN;
+export declare const PRICE_PRECISION_EXP: BN;
+export declare const FUNDING_RATE_PRECISION_EXP: BN;
+export declare const PEG_PRECISION_EXP: BN;
+export declare const AMM_RESERVE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_RATE_PRECISION: BN;
+export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: BN;
+export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
+export declare const SPOT_MARKET_WEIGHT_PRECISION: BN;
+export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_BALANCE_PRECISION: BN;
+export declare const SPOT_MARKET_IMF_PRECISION_EXP: BN;
+export declare const SPOT_MARKET_IMF_PRECISION: BN;
+export declare const LIQUIDATION_FEE_PRECISION: BN;
+export declare const QUOTE_PRECISION: BN;
+export declare const PRICE_PRECISION: BN;
+export declare const FUNDING_RATE_PRECISION: BN;
+export declare const FUNDING_RATE_BUFFER_PRECISION: BN;
+export declare const PEG_PRECISION: BN;
+export declare const AMM_RESERVE_PRECISION: BN;
+export declare const BASE_PRECISION: BN;
+export declare const BASE_PRECISION_EXP: BN;
+export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
+export declare const PRICE_DIV_PEG: BN;
+export declare const PRICE_TO_QUOTE_PRECISION: BN;
+export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
+export declare const MARGIN_PRECISION: BN;
+export declare const BID_ASK_SPREAD_PRECISION: BN;
+export declare const LIQUIDATION_PCT_PRECISION: BN;
+export declare const FUNDING_RATE_OFFSET_DENOMINATOR: BN;
+export declare const FIVE_MINUTE: BN;
+export declare const ONE_HOUR: BN;
+export declare const ONE_YEAR: BN;
 export declare const QUOTE_SPOT_MARKET_INDEX = 0;
-export declare const LAMPORTS_PRECISION: any;
-export declare const LAMPORTS_EXP: any;
-export declare const OPEN_ORDER_MARGIN_REQUIREMENT: any;
-export declare const DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT: any;
+export declare const LAMPORTS_PRECISION: BN;
+export declare const LAMPORTS_EXP: BN;
+export declare const OPEN_ORDER_MARGIN_REQUIREMENT: BN;
+export declare const DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT: BN;

package/lib/constants/numericConstants.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 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;
-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;
+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;
 const web3_js_1 = require("@solana/web3.js");
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
@@ -56,6 +56,7 @@ exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.m
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
 exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000); // 10^6
 exports.LIQUIDATION_PCT_PRECISION = exports.TEN_THOUSAND;
+exports.FUNDING_RATE_OFFSET_DENOMINATOR = new __1.BN(5000);
 exports.FIVE_MINUTE = new __1.BN(60 * 5);
 exports.ONE_HOUR = new __1.BN(60 * 60);
 exports.ONE_YEAR = new __1.BN(31536000);

package/lib/constants/spotMarkets.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { PublicKey } from '@solana/web3.js';
 import { BN, DriftEnv, OracleSource } from '../';
 export type SpotMarketConfig = {

package/lib/dlob/DLOB.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { NodeList } from './NodeList';
 import { BN, DLOBNode, DLOBNodeType, DriftClient, MarketType, MarketTypeStr, OraclePriceData, Order, OrderActionRecord, OrderRecord, PerpMarketAccount, PositionDirection, SlotSubscriber, SpotMarketAccount, StateAccount, TriggerOrderNode, UserMap } from '..';
 import { PublicKey } from '@solana/web3.js';
@@ -26,6 +27,13 @@ export type MarketNodeLists = {
     };
 };
 type OrderBookCallback = () => void;
+/**
+ *  Receives a DLOBNode and is expected to return true if the node should
+ *  be taken into account when generating, or false otherwise.
+ *
+ * Currently used in getRestingLimitBids and getRestingLimitAsks.
+ */
+export type DLOBFilterFcn = (node: DLOBNode) => boolean;
 export type NodeToFill = {
     node: DLOBNode;
     makerNodes: DLOBNode[];
@@ -70,22 +78,8 @@ export declare class DLOB {
     getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     private getBestNode;
-    getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    /**
-     * Filters the limit asks that are resting and do not cross fallback bid
-     * Taking orders can only fill against orders that meet this criteria
-     *
-     * @returns
-     */
-    getMakerLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackBid?: BN): Generator<DLOBNode>;
-    getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    /**
-     * Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask
-     * Market orders can only fill against orders that meet this criteria
-     *
-     * @returns
-     */
-    getMakerLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackAsk?: BN): Generator<DLOBNode>;
+    getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
     findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];

package/lib/dlob/DLOB.js

@@ -572,7 +572,7 @@ class DLOB {
             return bestNode.order.slot.lt(currentNode.order.slot);
         });
     }
-    *getBestNode(generatorList, oraclePriceData, slot, compareFcn) {
+    *getBestNode(generatorList, oraclePriceData, slot, compareFcn, filterFcn) {
         const generators = generatorList.map((generator) => {
             return {
                 next: generator.next(),
@@ -600,6 +600,10 @@ class DLOB {
                     bestGenerator.next = bestGenerator.generator.next();
                     continue;
                 }
+                if (filterFcn && filterFcn(bestGenerator.next.value)) {
+                    bestGenerator.next = bestGenerator.generator.next();
+                    continue;
+                }
                 yield bestGenerator.next.value;
                 bestGenerator.next = bestGenerator.generator.next();
             }
@@ -608,7 +612,7 @@ class DLOB {
             }
         }
     }
-    *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData) {
+    *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData, filterFcn) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot asks');
         }
@@ -626,26 +630,9 @@ class DLOB {
             return bestNode
                 .getPrice(oraclePriceData, slot)
                 .lt(currentNode.getPrice(oraclePriceData, slot));
-        });
+        }, filterFcn);
     }
-    /**
-     * Filters the limit asks that are resting and do not cross fallback bid
-     * Taking orders can only fill against orders that meet this criteria
-     *
-     * @returns
-     */
-    *getMakerLimitAsks(marketIndex, slot, marketType, oraclePriceData, fallbackBid) {
-        const isPerpMarket = (0, __1.isVariant)(marketType, 'perp');
-        for (const node of this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData)) {
-            if (isPerpMarket &&
-                fallbackBid &&
-                node.getPrice(oraclePriceData, slot).lte(fallbackBid)) {
-                continue;
-            }
-            yield node;
-        }
-    }
-    *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData) {
+    *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData, filterFcn) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot bids');
         }
@@ -663,24 +650,7 @@ class DLOB {
             return bestNode
                 .getPrice(oraclePriceData, slot)
                 .gt(currentNode.getPrice(oraclePriceData, slot));
-        });
-    }
-    /**
-     * Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask
-     * Market orders can only fill against orders that meet this criteria
-     *
-     * @returns
-     */
-    *getMakerLimitBids(marketIndex, slot, marketType, oraclePriceData, fallbackAsk) {
-        const isPerpMarket = (0, __1.isVariant)(marketType, 'perp');
-        for (const node of this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData)) {
-            if (isPerpMarket &&
-                fallbackAsk &&
-                node.getPrice(oraclePriceData, slot).gte(fallbackAsk)) {
-                continue;
-            }
-            yield node;
-        }
+        }, filterFcn);
     }
     *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {

package/lib/dlob/DLOBNode.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN, OraclePriceData, Order } from '..';
 import { PublicKey } from '@solana/web3.js';
 export interface DLOBNode {

package/lib/dlob/NodeList.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN, MarketTypeStr, Order } from '..';
 import { PublicKey } from '@solana/web3.js';
 import { DLOBNode, DLOBNodeMap } from './DLOBNode';

package/lib/dlob/orderBookLevels.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN, DLOBNode, OraclePriceData, PerpMarketAccount } from '..';
 import { PublicKey } from '@solana/web3.js';
 type liquiditySource = 'serum' | 'vamm' | 'dlob' | 'phoenix';
@@ -26,7 +27,7 @@ export type L3OrderBook = {
     asks: L3Level[];
     bids: L3Level[];
 };
-export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: any[];
+export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
 /**
  * Get an {@link Generator<L2Level>} generator from a {@link Generator<DLOBNode>}
  * @param dlobNodes e.g. {@link DLOB#getRestingLimitAsks} or {@link DLOB#getRestingLimitBids}

package/lib/driftClient.d.ts

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="bn.js" />
 import { AnchorProvider, BN, Program, ProgramAccount } from '@coral-xyz/anchor';
 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';
 import * as anchor from '@coral-xyz/anchor';

package/lib/factory/bigNum.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 export declare class BigNum {
     val: BN;
@@ -43,11 +44,11 @@ export declare class BigNum {
     gte(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
     lte(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
     eq(bn: BigNum | BN, ignorePrecision?: boolean): boolean;
-    eqZero(): any;
-    gtZero(): any;
-    ltZero(): any;
-    gteZero(): any;
-    lteZero(): any;
+    eqZero(): boolean;
+    gtZero(): boolean;
+    ltZero(): boolean;
+    gteZero(): boolean;
+    lteZero(): boolean;
     abs(): BigNum;
     neg(): BigNum;
     toString: (base?: number | 'hex', length?: number) => string;
@@ -87,8 +88,8 @@ export declare class BigNum {
     toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
     toMillified(precision?: number, rounded?: boolean): string;
     toJSON(): {
-        val: any;
-        precision: any;
+        val: string;
+        precision: string;
     };
     isNeg(): boolean;
     isPos(): boolean;

package/lib/jupiter/jupiterClient.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { AddressLookupTableAccount, Connection, PublicKey, TransactionInstruction, TransactionMessage, VersionedTransaction } from '@solana/web3.js';
 import { BN } from '@coral-xyz/anchor';
 export type SwapMode = 'ExactIn' | 'ExactOut';

package/lib/marinade/index.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { AnchorProvider, BN, Program } from '@coral-xyz/anchor';
 import { MarinadeFinance } from './types';
 import { PublicKey, TransactionInstruction } from '@solana/web3.js';

package/lib/math/amm.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { AMM, PositionDirection, SwapDirection, PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
@@ -86,7 +87,7 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
  * @param market
  * @returns cost : Precision PRICE_PRECISION
  */
-export declare function calculateTerminalPrice(market: PerpMarketAccount): any;
+export declare function calculateTerminalPrice(market: PerpMarketAccount): BN;
 export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData, now?: BN): [BN, PositionDirection];
 export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
 export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;

package/lib/math/auction.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { Order, PositionDirection } from '../types';
 import { BN } from '../.';
 export declare function isAuctionComplete(order: Order, slot: number): boolean;

package/lib/math/conversion.d.ts

@@ -1 +1,2 @@
-export declare const convertToNumber: (bigNumber: BN, precision?: BN) => any;
+import { BN } from '../';
+export declare const convertToNumber: (bigNumber: BN, precision?: BN) => number;

package/lib/math/funding.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/funding.js

@@ -72,7 +72,8 @@ async function calculateAllEstimatedFundingRate(market, oraclePriceData, markPri
     // 	console.log('shrink orac:', liveOracleTwap.toString(), '->', oracleTwap.toString());
     // }
     const twapSpread = markTwap.sub(oracleTwap);
-    const twapSpreadPct = twapSpread
+    const twapSpreadWithOffset = twapSpread.add(oracleTwap.abs().div(numericConstants_1.FUNDING_RATE_OFFSET_DENOMINATOR));
+    const twapSpreadPct = twapSpreadWithOffset
         .mul(numericConstants_1.PRICE_PRECISION)
         .mul(new anchor_1.BN(100))
         .div(oracleTwap);

package/lib/math/insurance.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '../index';
 export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
 export declare function unstakeSharesToAmount(nShares: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;

package/lib/math/margin.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
 import { PerpMarketAccount, PerpPosition } from '..';

package/lib/math/market.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { PerpMarketAccount, PositionDirection, MarginCategory, SpotMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';

package/lib/math/oracles.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { AMM, OracleGuardRails } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { BN, HistoricalOracleData, PerpMarketAccount } from '../index';

package/lib/math/orders.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { User } from '../user';
 import { PerpMarketAccount, AMM, Order, PositionDirection } from '../types';
 import { BN } from '@coral-xyz/anchor';

package/lib/math/position.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN, SpotMarketAccount } from '../';
 import { OraclePriceData } from '../oracles/types';
 import { PerpMarketAccount, PositionDirection, PerpPosition } from '../types';

package/lib/math/repeg.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { AMM } from '../types';
 /**

package/lib/math/spotBalance.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { SpotMarketAccount, SpotBalanceType, MarginCategory } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
@@ -50,7 +51,7 @@ export declare function getTokenValue(tokenAmount: BN, spotDecimals: number, ora
 export declare function calculateAssetWeight(balanceAmount: BN, oraclePrice: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
 export declare function calculateScaledInitialAssetWeight(spotMarket: SpotMarketAccount, oraclePrice: BN): BN;
 export declare function calculateLiabilityWeight(size: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
-export declare function calculateUtilization(bank: SpotMarketAccount, delta?: any): BN;
+export declare function calculateUtilization(bank: SpotMarketAccount, delta?: BN): BN;
 /**
  * calculates max borrow amount where rate would stay below targetBorrowRate
  * @param spotMarketAccount
@@ -61,7 +62,7 @@ export declare function calculateSpotMarketBorrowCapacity(spotMarketAccount: Spo
     totalCapacity: BN;
     remainingCapacity: BN;
 };
-export declare function calculateInterestRate(bank: SpotMarketAccount, delta?: any): BN;
+export declare function calculateInterestRate(bank: SpotMarketAccount, delta?: BN): BN;
 export declare function calculateDepositRate(bank: SpotMarketAccount): BN;
 export declare function calculateBorrowRate(bank: SpotMarketAccount): BN;
 export declare function calculateInterestAccumulated(bank: SpotMarketAccount, now: BN): {

package/lib/math/spotMarket.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 import { MarginCategory, SpotBalanceType, SpotMarketAccount } from '../types';
 export declare function castNumberToSpotPrecision(value: number | BN, spotMarket: SpotMarketAccount): BN;

package/lib/math/spotPosition.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { MarginCategory, SpotMarketAccount, SpotPosition } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { StrictOraclePrice } from '../oracles/strictOraclePrice';

package/lib/math/superStake.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { AddressLookupTableAccount, PublicKey, TransactionInstruction } from '@solana/web3.js';
 import { JupiterClient } from '../jupiter/jupiterClient';
 import { DriftClient } from '../driftClient';

package/lib/math/trade.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { PerpMarketAccount, PositionDirection, SpotMarketAccount } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { AssetType } from './amm';

package/lib/math/utils.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '../';
 export declare function clampBN(x: BN, min: BN, max: BN): BN;
 export declare const squareRootBN: (n: BN) => BN;

package/lib/oracles/pythClient.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 /// <reference types="node" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
@@ -6,7 +7,7 @@ export declare class PythClient implements OracleClient {
     private connection;
     private multiple;
     private stableCoin;
-    constructor(connection: Connection, multiple?: any, stableCoin?: boolean);
+    constructor(connection: Connection, multiple?: BN, stableCoin?: boolean);
     getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
     getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
 }

package/lib/oracles/strictOraclePrice.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { BN } from '@coral-xyz/anchor';
 export declare class StrictOraclePrice {
     current: BN;

package/lib/oracles/types.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 /// <reference types="node" />
 import { BN } from '@coral-xyz/anchor';
 import { PublicKey } from '@solana/web3.js';

package/lib/orderParams.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { OptionalOrderParams, OrderParams, OrderTriggerCondition } from './types';
 import { BN } from '@coral-xyz/anchor';
 export declare function getLimitOrderParams(params: Omit<OptionalOrderParams, 'orderType'> & {

package/lib/phoenix/phoenixSubscriber.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
 import { Client, Market } from '@ellipsis-labs/phoenix-sdk';

package/lib/serum/serumSubscriber.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { Connection, PublicKey } from '@solana/web3.js';
 import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
 import { Market, Orderbook } from '@project-serum/serum';

package/lib/tokenFaucet.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import * as anchor from '@coral-xyz/anchor';
 import { AnchorProvider, Program } from '@coral-xyz/anchor';
 import { Account } from '@solana/spl-token';

package/lib/types.d.ts

@@ -1,3 +1,4 @@
+/// <reference types="bn.js" />
 import { PublicKey, Transaction, VersionedTransaction } from '@solana/web3.js';
 import { BN } from '.';
 export declare enum ExchangeStatus {

package/lib/user.d.ts

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="bn.js" />
 import { PublicKey } from '@solana/web3.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
@@ -99,7 +100,7 @@ export declare class User {
      * calculates Buying Power = free collateral / initial margin ratio
      * @returns : Precision QUOTE_PRECISION
      */
-    getPerpBuyingPower(marketIndex: number, collateralBuffer?: any): BN;
+    getPerpBuyingPower(marketIndex: number, collateralBuffer?: BN): BN;
     getPerpBuyingPowerFromFreeCollateralAndBaseAssetAmount(marketIndex: number, freeCollateral: BN, baseAssetAmount: BN): BN;
     /**
      * calculates Free Collateral = Total collateral - margin requirement

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.42.0-beta.7",
+	"version": "2.42.0-beta.9",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -45,6 +45,7 @@
 	},
 	"devDependencies": {
 		"@types/big.js": "^6.2.0",
+		"@types/bn.js": "^5.1.3",
 		"@types/chai": "^4.3.1",
 		"@types/jest": "^28.1.3",
 		"@types/mocha": "^9.1.1",

package/src/constants/numericConstants.ts

@@ -83,6 +83,7 @@ export const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO =
 export const MARGIN_PRECISION = TEN_THOUSAND;
 export const BID_ASK_SPREAD_PRECISION = new BN(1000000); // 10^6
 export const LIQUIDATION_PCT_PRECISION = TEN_THOUSAND;
+export const FUNDING_RATE_OFFSET_DENOMINATOR = new BN(5000);
 
 export const FIVE_MINUTE = new BN(60 * 5);
 export const ONE_HOUR = new BN(60 * 60);

package/src/dlob/DLOB.ts

@@ -73,6 +73,14 @@ export type MarketNodeLists = {
 
 type OrderBookCallback = () => void;
 
+/**
+ *  Receives a DLOBNode and is expected to return true if the node should
+ *  be taken into account when generating, or false otherwise.
+ *
+ * Currently used in getRestingLimitBids and getRestingLimitAsks.
+ */
+export type DLOBFilterFcn = (node: DLOBNode) => boolean;
+
 export type NodeToFill = {
 	node: DLOBNode;
 	makerNodes: DLOBNode[];
@@ -1065,7 +1073,8 @@ export class DLOB {
 			currentDLOBNode: DLOBNode,
 			slot: number,
 			oraclePriceData: OraclePriceData
-		) => boolean
+		) => boolean,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		const generators = generatorList.map((generator) => {
 			return {
@@ -1102,6 +1111,11 @@ export class DLOB {
 					continue;
 				}
 
+				if (filterFcn && filterFcn(bestGenerator.next.value)) {
+					bestGenerator.next = bestGenerator.generator.next();
+					continue;
+				}
+
 				yield bestGenerator.next.value;
 				bestGenerator.next = bestGenerator.generator.next();
 			} else {
@@ -1114,7 +1128,8 @@ export class DLOB {
 		marketIndex: number,
 		slot: number,
 		marketType: MarketType,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		if (isVariant(marketType, 'spot') && !oraclePriceData) {
 			throw new Error('Must provide OraclePriceData to get spot asks');
@@ -1142,46 +1157,17 @@ export class DLOB {
 				return bestNode
 					.getPrice(oraclePriceData, slot)
 					.lt(currentNode.getPrice(oraclePriceData, slot));
-			}
+			},
+			filterFcn
 		);
 	}
 
-	/**
-	 * Filters the limit asks that are resting and do not cross fallback bid
-	 * Taking orders can only fill against orders that meet this criteria
-	 *
-	 * @returns
-	 */
-	*getMakerLimitAsks(
-		marketIndex: number,
-		slot: number,
-		marketType: MarketType,
-		oraclePriceData: OraclePriceData,
-		fallbackBid?: BN
-	): Generator<DLOBNode> {
-		const isPerpMarket = isVariant(marketType, 'perp');
-		for (const node of this.getRestingLimitAsks(
-			marketIndex,
-			slot,
-			marketType,
-			oraclePriceData
-		)) {
-			if (
-				isPerpMarket &&
-				fallbackBid &&
-				node.getPrice(oraclePriceData, slot).lte(fallbackBid)
-			) {
-				continue;
-			}
-			yield node;
-		}
-	}
-
 	*getRestingLimitBids(
 		marketIndex: number,
 		slot: number,
 		marketType: MarketType,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		if (isVariant(marketType, 'spot') && !oraclePriceData) {
 			throw new Error('Must provide OraclePriceData to get spot bids');
@@ -1209,41 +1195,11 @@ export class DLOB {
 				return bestNode
 					.getPrice(oraclePriceData, slot)
 					.gt(currentNode.getPrice(oraclePriceData, slot));
-			}
+			},
+			filterFcn
 		);
 	}
 
-	/**
-	 * Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask
-	 * Market orders can only fill against orders that meet this criteria
-	 *
-	 * @returns
-	 */
-	*getMakerLimitBids(
-		marketIndex: number,
-		slot: number,
-		marketType: MarketType,
-		oraclePriceData: OraclePriceData,
-		fallbackAsk?: BN
-	): Generator<DLOBNode> {
-		const isPerpMarket = isVariant(marketType, 'perp');
-		for (const node of this.getRestingLimitBids(
-			marketIndex,
-			slot,
-			marketType,
-			oraclePriceData
-		)) {
-			if (
-				isPerpMarket &&
-				fallbackAsk &&
-				node.getPrice(oraclePriceData, slot).gte(fallbackAsk)
-			) {
-				continue;
-			}
-			yield node;
-		}
-	}
-
 	*getAsks(
 		marketIndex: number,
 		fallbackAsk: BN | undefined,

package/src/math/funding.ts

@@ -5,6 +5,7 @@ import {
 	QUOTE_PRECISION,
 	ZERO,
 	ONE,
+	FUNDING_RATE_OFFSET_DENOMINATOR,
 } from '../constants/numericConstants';
 import { PerpMarketAccount, isVariant } from '../types';
 import { OraclePriceData } from '../oracles/types';
@@ -156,7 +157,11 @@ export async function calculateAllEstimatedFundingRate(
 	// }
 
 	const twapSpread = markTwap.sub(oracleTwap);
-	const twapSpreadPct = twapSpread
+	const twapSpreadWithOffset = twapSpread.add(
+		oracleTwap.abs().div(FUNDING_RATE_OFFSET_DENOMINATOR)
+	);
+
+	const twapSpreadPct = twapSpreadWithOffset
 		.mul(PRICE_PRECISION)
 		.mul(new BN(100))
 		.div(oracleTwap);