@drift-labs/sdk 2.43.0-beta.0 → 2.43.0-beta.10

package/README.md

@@ -244,3 +244,4 @@ Drift Protocol v2 is licensed under [Apache 2.0](./LICENSE).
 Unless you explicitly state otherwise, any contribution intentionally submitted
 for inclusion in Drift SDK by you, as defined in the Apache-2.0 license, shall be
 licensed as above, without any additional terms or conditions.
+

package/VERSION

@@ -1 +1 @@
-2.43.0-beta.0
+2.43.0-beta.10

package/get_events.ts

@@ -0,0 +1,47 @@
+import { Connection, Keypair, PublicKey } from '@solana/web3.js';
+import {
+  configs,
+  DriftClient,
+  Wallet,
+} from "@drift-labs/sdk";
+
+
+async function main() {
+
+  const driftConfig = configs['mainnet-beta'];
+  const connection = new Connection('https://api.mainnet-beta.solana.com');
+
+  const driftClient = new DriftClient({
+    connection: connection,
+    wallet: new Wallet(new Keypair()),
+    programID: new PublicKey(driftConfig.DRIFT_PROGRAM_ID),
+    userStats: true,
+    env: 'mainnet-beta',
+  });
+  console.log(`driftClientSubscribed: ${await driftClient.subscribe()}`);
+
+  const txHash = "3gvGQufckXGHrFDv4dNWEXuXKRMy3NZkKHMyFrAhLoYScaXXTGCp9vq58kWkfyJ8oDYZrz4bTyGayjUy9PKigeLS";
+
+  const tx = await driftClient.connection.getParsedTransaction(txHash, {
+    commitment: "confirmed",
+    maxSupportedTransactionVersion: 0,
+  });
+
+  let logIdx = 0;
+  // @ts-ignore
+  for (const event of driftClient.program._events._eventParser.parseLogs(tx!.meta!.logMessages)) {
+    console.log("----------------------------------------");
+    console.log(`Log ${logIdx++}`);
+    console.log("----------------------------------------");
+    console.log(`${JSON.stringify(event, null, 2)}`);
+  }
+
+  console.log("========================================");
+  console.log("Raw transaction logs");
+  console.log("========================================");
+  console.log(JSON.stringify(tx!.meta!.logMessages, null, 2));
+
+  process.exit(0);
+}
+
+main().catch(console.error);

package/lib/constants/perpMarkets.js

@@ -174,6 +174,16 @@ exports.DevnetPerpMarkets = [
         launchTs: 1698074659000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'Rollbit',
+        category: ['Exchange'],
+        symbol: 'RLB-PERP',
+        baseAssetSymbol: 'RLB',
+        marketIndex: 17,
+        oracle: new web3_js_1.PublicKey('6BmJozusMugAySsfNfMFsU1YRWcGwyP3oycNX9Pv9oCz'),
+        launchTs: 11699265968000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];
 exports.MainnetPerpMarkets = [
     {
@@ -346,6 +356,16 @@ exports.MainnetPerpMarkets = [
         launchTs: 1698074659000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'Rollbit',
+        category: ['Exchange'],
+        symbol: 'RLB-PERP',
+        baseAssetSymbol: 'RLB',
+        marketIndex: 17,
+        oracle: new web3_js_1.PublicKey('4BA3RcS4zE32WWgp49vvvre2t6nXY1W1kMyKZxeeuUey'),
+        launchTs: 11699265968000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];
 exports.PerpMarkets = {
     devnet: exports.DevnetPerpMarkets,

package/lib/constants/spotMarkets.js

@@ -107,7 +107,7 @@ exports.MainnetSpotMarkets = [
         mint: new web3_js_1.PublicKey('J1toso1uCk3RLmjorhTtrVwY9HJ7X8V9yYac6Y7kGCPn'),
         precision: new __1.BN(10).pow(numericConstants_1.NINE),
         precisionExp: numericConstants_1.NINE,
-        serumMarket: new web3_js_1.PublicKey('JAmhJbmBzLp2aTp9mNJodPsTcpCJsmq5jpr6CuCbWHvR'),
+        serumMarket: new web3_js_1.PublicKey('DkbVbMhFxswS32xnn1K2UY4aoBugXooBTxdzkWWDWRkH'),
     },
 ];
 exports.SpotMarkets = {

package/lib/dlob/DLOB.js

@@ -600,7 +600,7 @@ class DLOB {
                     bestGenerator.next = bestGenerator.generator.next();
                     continue;
                 }
-                if (filterFcn && filterFcn(bestGenerator.next.value)) {
+                if (filterFcn && !filterFcn(bestGenerator.next.value)) {
                     bestGenerator.next = bestGenerator.generator.next();
                     continue;
                 }
@@ -956,6 +956,7 @@ class DLOB {
         return {
             bids,
             asks,
+            slot,
         };
     }
     /**
@@ -990,6 +991,7 @@ class DLOB {
         return {
             bids,
             asks,
+            slot,
         };
     }
     estimateFillExactBaseAmountInForSide(baseAmountIn, oraclePriceData, slot, dlobSide) {

package/lib/dlob/orderBookLevels.d.ts

@@ -12,6 +12,7 @@ export type L2Level = {
 export type L2OrderBook = {
     asks: L2Level[];
     bids: L2Level[];
+    slot?: number;
 };
 export interface L2OrderBookGenerator {
     getL2Asks(): Generator<L2Level>;
@@ -26,6 +27,7 @@ export type L3Level = {
 export type L3OrderBook = {
     asks: L3Level[];
     bids: L3Level[];
+    slot?: number;
 };
 export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
 /**

package/lib/dlob/orderBookLevels.js

@@ -92,7 +92,14 @@ function getVammL2Generator({ marketAccount, oraclePriceData, numOrders, now, to
         (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);
+    let [openBids, openAsks] = (0, __1.calculateMarketOpenBidAsk)(updatedAmm.baseAssetReserve, updatedAmm.minBaseAssetReserve, updatedAmm.maxBaseAssetReserve, updatedAmm.orderStepSize);
+    const minOrderSize = marketAccount.amm.orderStepSize;
+    if (openBids.lt(minOrderSize.muln(2))) {
+        openBids = __1.ZERO;
+    }
+    if (openAsks.abs().lt(minOrderSize.muln(2))) {
+        openAsks = __1.ZERO;
+    }
     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;
@@ -202,6 +209,7 @@ function groupL2(l2, grouping, depth) {
     return {
         bids: groupL2Levels(l2.bids, grouping, __1.PositionDirection.LONG, depth),
         asks: groupL2Levels(l2.asks, grouping, __1.PositionDirection.SHORT, depth),
+        slot: l2.slot,
     };
 }
 exports.groupL2 = groupL2;

package/lib/user.js

@@ -1564,7 +1564,10 @@ class User {
             this.getEmptyPosition(targetMarketIndex);
         const oracleData = this.getOracleDataForPerpMarket(targetMarketIndex);
         let currentPositionQuoteAmount = this.getPerpPositionValue(targetMarketIndex, oracleData, includeOpenOrders);
-        const currentSide = currentPosition && currentPosition.baseAssetAmount.isNeg()
+        const worstCaseBase = (0, margin_1.calculateWorstCaseBaseAssetAmount)(currentPosition);
+        // current side is short if position base asset amount is negative OR there is no position open but open orders are short
+        const currentSide = currentPosition.baseAssetAmount.isNeg() ||
+            (currentPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && worstCaseBase.isNeg())
             ? _1.PositionDirection.SHORT
             : _1.PositionDirection.LONG;
         if (currentSide === _1.PositionDirection.SHORT)

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.43.0-beta.0",
+	"version": "2.43.0-beta.10",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -52,6 +52,7 @@
 		"@typescript-eslint/eslint-plugin": "^4.28.0",
 		"@typescript-eslint/parser": "^4.28.0",
 		"chai": "^4.3.6",
+		"encoding": "^0.1.13",
 		"eslint": "^7.29.0",
 		"eslint-config-prettier": "^8.3.0",
 		"eslint-plugin-prettier": "^3.4.0",

package/src/constants/perpMarkets.ts

@@ -184,6 +184,16 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1698074659000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Rollbit',
+		category: ['Exchange'],
+		symbol: 'RLB-PERP',
+		baseAssetSymbol: 'RLB',
+		marketIndex: 17,
+		oracle: new PublicKey('6BmJozusMugAySsfNfMFsU1YRWcGwyP3oycNX9Pv9oCz'),
+		launchTs: 11699265968000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const MainnetPerpMarkets: PerpMarketConfig[] = [
@@ -357,6 +367,16 @@ export const MainnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1698074659000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Rollbit',
+		category: ['Exchange'],
+		symbol: 'RLB-PERP',
+		baseAssetSymbol: 'RLB',
+		marketIndex: 17,
+		oracle: new PublicKey('4BA3RcS4zE32WWgp49vvvre2t6nXY1W1kMyKZxeeuUey'),
+		launchTs: 11699265968000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {

package/src/constants/spotMarkets.ts

@@ -135,7 +135,7 @@ export const MainnetSpotMarkets: SpotMarketConfig[] = [
 		mint: new PublicKey('J1toso1uCk3RLmjorhTtrVwY9HJ7X8V9yYac6Y7kGCPn'),
 		precision: new BN(10).pow(NINE),
 		precisionExp: NINE,
-		serumMarket: new PublicKey('JAmhJbmBzLp2aTp9mNJodPsTcpCJsmq5jpr6CuCbWHvR'),
+		serumMarket: new PublicKey('DkbVbMhFxswS32xnn1K2UY4aoBugXooBTxdzkWWDWRkH'),
 	},
 ];
 

package/src/dlob/DLOB.ts

@@ -1111,7 +1111,7 @@ export class DLOB {
 					continue;
 				}
 
-				if (filterFcn && filterFcn(bestGenerator.next.value)) {
+				if (filterFcn && !filterFcn(bestGenerator.next.value)) {
 					bestGenerator.next = bestGenerator.generator.next();
 					continue;
 				}
@@ -1725,6 +1725,7 @@ export class DLOB {
 		return {
 			bids,
 			asks,
+			slot,
 		};
 	}
 
@@ -1785,6 +1786,7 @@ export class DLOB {
 		return {
 			bids,
 			asks,
+			slot,
 		};
 	}
 

package/src/dlob/orderBookLevels.ts

@@ -29,6 +29,7 @@ export type L2Level = {
 export type L2OrderBook = {
 	asks: L2Level[];
 	bids: L2Level[];
+	slot?: number;
 };
 
 export interface L2OrderBookGenerator {
@@ -46,6 +47,7 @@ export type L3Level = {
 export type L3OrderBook = {
 	asks: L3Level[];
 	bids: L3Level[];
+	slot?: number;
 };
 
 export const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
@@ -164,13 +166,22 @@ export function getVammL2Generator({
 
 	const updatedAmm = calculateUpdatedAMM(marketAccount.amm, oraclePriceData);
 
-	const [openBids, openAsks] = calculateMarketOpenBidAsk(
+	let [openBids, openAsks] = calculateMarketOpenBidAsk(
 		updatedAmm.baseAssetReserve,
 		updatedAmm.minBaseAssetReserve,
 		updatedAmm.maxBaseAssetReserve,
 		updatedAmm.orderStepSize
 	);
 
+	const minOrderSize = marketAccount.amm.orderStepSize;
+	if (openBids.lt(minOrderSize.muln(2))) {
+		openBids = ZERO;
+	}
+
+	if (openAsks.abs().lt(minOrderSize.muln(2))) {
+		openAsks = ZERO;
+	}
+
 	now = now ?? new BN(Date.now() / 1000);
 	const [bidReserves, askReserves] = calculateSpreadReserves(
 		updatedAmm,
@@ -354,6 +365,7 @@ export function groupL2(
 	return {
 		bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG, depth),
 		asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT, depth),
+		slot: l2.slot,
 	};
 }
 

package/src/user.ts

@@ -2884,8 +2884,12 @@ export class User {
 			includeOpenOrders
 		);
 
+		const worstCaseBase = calculateWorstCaseBaseAssetAmount(currentPosition);
+
+		// current side is short if position base asset amount is negative OR there is no position open but open orders are short
 		const currentSide =
-			currentPosition && currentPosition.baseAssetAmount.isNeg()
+			currentPosition.baseAssetAmount.isNeg() ||
+			(currentPosition.baseAssetAmount.eq(ZERO) && worstCaseBase.isNeg())
 				? PositionDirection.SHORT
 				: PositionDirection.LONG;
 

package/tests/amm/test.ts

@@ -956,4 +956,82 @@ describe('AMM Tests', () => {
 		);
 		assert(totalAskSize.sub(openAsks.abs()).lte(new BN(5))); // only tiny rounding errors
 	});
+
+	it('orderbook L2 gen (no topOfBookQuoteAmounts, 10 numOrders, no liquidity)', async () => {
+		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
+
+		const mockMarket1: PerpMarketAccount = myMockPerpMarkets[0];
+		const cc = 38104569;
+		mockMarket1.amm.baseAssetReserve = new BN(cc).mul(BASE_PRECISION);
+		mockMarket1.amm.minOrderSize = new BN(5);
+		mockMarket1.amm.maxBaseAssetReserve = mockMarket1.amm.baseAssetReserve.add(
+			new BN(9)
+		);
+		mockMarket1.amm.minBaseAssetReserve =
+			mockMarket1.amm.baseAssetReserve.sub(new BN(9));
+		mockMarket1.amm.quoteAssetReserve = new BN(cc).mul(BASE_PRECISION);
+		mockMarket1.amm.pegMultiplier = new BN(18.32 * PEG_PRECISION.toNumber());
+		mockMarket1.amm.sqrtK = new BN(cc).mul(BASE_PRECISION);
+
+		const now = new BN(1688881915);
+
+		const oraclePriceData: OraclePriceData = {
+			price: new BN(18.624 * PRICE_PRECISION.toNumber()),
+			slot: new BN(0),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		mockMarket1.amm.historicalOracleData.lastOraclePrice = new BN(
+			18.5535 * PRICE_PRECISION.toNumber()
+		);
+
+		const updatedAmm = calculateUpdatedAMM(mockMarket1.amm, oraclePriceData);
+
+		const [openBids, openAsks] = calculateMarketOpenBidAsk(
+			updatedAmm.baseAssetReserve,
+			updatedAmm.minBaseAssetReserve,
+			updatedAmm.maxBaseAssetReserve,
+			updatedAmm.orderStepSize
+		);
+
+		const generator = getVammL2Generator({
+			marketAccount: mockMarket1,
+			oraclePriceData,
+			numOrders: 10,
+			now,
+			topOfBookQuoteAmounts: [],
+		});
+
+		const bids = Array.from(generator.getL2Bids());
+		// console.log(bids);
+
+		const totalBidSize = bids.reduce((total: BN, order: L2Level) => {
+			return total.add(order.size);
+		}, ZERO);
+
+		console.log(
+			'totalBidSize:',
+			totalBidSize.toString(),
+			'openBids:',
+			openBids.toString()
+		);
+		assert(openBids.eq(new BN(9)));
+		assert(totalBidSize.eq(ZERO));
+
+		const asks = Array.from(generator.getL2Asks());
+		// console.log(asks);
+
+		const totalAskSize = asks.reduce((total: BN, order: L2Level) => {
+			return total.add(order.size);
+		}, ZERO);
+		console.log(
+			'totalAskSize:',
+			totalAskSize.toString(),
+			'openAsks:',
+			openAsks.toString()
+		);
+
+		assert(openAsks.eq(new BN(-9)));
+		assert(totalAskSize.eq(ZERO));
+	});
 });

package/tests/user/test.ts

@@ -289,8 +289,9 @@ describe('User Tests', () => {
 			mockUser.getMaxLeverageForPerp(0).toString()
 		);
 		assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('50000'))); // 5x
-		assert(mockUser.getMaxLeverageForPerp(0, 'Maintenance').eq(new BN('100000'))); // 10x
-
+		assert(
+			mockUser.getMaxLeverageForPerp(0, 'Maintenance').eq(new BN('100000'))
+		); // 10x
 	});
 
 	it('worst case token amount', async () => {
@@ -399,8 +400,7 @@ describe('User Tests', () => {
 		); // -$2k
 	});
 
-
-	it('custom margin ratio (sol spot)', async() => {
+	it('custom margin ratio (sol spot)', async () => {
 		const myMockUserAccount = _.cloneDeep(mockUserAccount);
 
 		const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
@@ -427,12 +427,10 @@ describe('User Tests', () => {
 		);
 
 		console.log(worstCase);
-		assert(worstCase.weight.eq(new BN(8000))); 
-
+		assert(worstCase.weight.eq(new BN(8000)));
 
 		myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.toNumber(); // max 1x pls
 
-
 		const worstCaseAfter = getWorstCaseTokenAmounts(
 			spotPosition,
 			solMarket,
@@ -443,10 +441,9 @@ describe('User Tests', () => {
 
 		console.log(worstCaseAfter);
 		assert(worstCaseAfter.weight.eq(new BN(0))); // not allowed to increase exposure
-
 	});
 
-	it('custom margin ratio (sol perp)', async() => {
+	it('custom margin ratio (sol perp)', async () => {
 		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
 		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
 		const myMockUserAccount = _.cloneDeep(mockUserAccount);
@@ -469,7 +466,6 @@ describe('User Tests', () => {
 			[1, 1, 1, 1, 1, 1, 1, 1]
 		);
 
-
 		assert(mockUser.getTokenAmount(0).eq(new BN('10000000000')));
 		assert(mockUser.getNetSpotMarketValue().eq(new BN('10000000000')));
 		assert(
@@ -486,7 +482,9 @@ describe('User Tests', () => {
 		assert(iLev == 5000);
 		assert(mLev == 10000);
 
-		myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.div(new BN(2)).toNumber(); // 2x max pls
+		myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.div(
+			new BN(2)
+		).toNumber(); // 2x max pls
 
 		const mockUser2: User = await makeMockUser(
 			myMockPerpMarkets,
@@ -498,9 +496,8 @@ describe('User Tests', () => {
 		iLev = mockUser2.getMaxLeverageForPerp(0, 'Initial').toNumber();
 		mLev = mockUser2.getMaxLeverageForPerp(0, 'Maintenance').toNumber();
 		console.log(iLev, mLev);
-		
+
 		assert(iLev == 2000);
 		assert(mLev == 10000);
-
 	});
 });