@drift-labs/sdk 2.43.0-beta.13 → 2.43.0-beta.14

package/VERSION

@@ -1 +1 @@
-2.43.0-beta.13
+2.43.0-beta.14

package/lib/driftClient.d.ts

@@ -275,11 +275,13 @@ export declare class DriftClient {
      * @param makerInfo
      * @param txParams
      * @param bracketOrdersParams
+     * @param cancelExistingOrders - Builds and returns an extra transaciton to cancel the existing orders in the same market. Intended use is to auto-cancel TP/SL orders when closing a position
      * @returns
      */
-    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo | MakerInfo[], txParams?: TxParams, bracketOrdersParams?: OptionalOrderParams[], referrerInfo?: ReferrerInfo): Promise<{
+    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo | MakerInfo[], txParams?: TxParams, bracketOrdersParams?: OptionalOrderParams[], referrerInfo?: ReferrerInfo, cancelExistingOrders?: boolean): Promise<{
         txSig: TransactionSignature;
         signedFillTx: Transaction;
+        signedCancelExistingOrdersTx?: Transaction;
     }>;
     placePerpOrder(orderParams: OptionalOrderParams, txParams?: TxParams): Promise<TransactionSignature>;
     getPlacePerpOrderIx(orderParams: OptionalOrderParams): Promise<TransactionInstruction>;

package/lib/driftClient.js

@@ -1366,9 +1366,10 @@ class DriftClient {
      * @param makerInfo
      * @param txParams
      * @param bracketOrdersParams
+     * @param cancelExistingOrders - Builds and returns an extra transaciton to cancel the existing orders in the same market. Intended use is to auto-cancel TP/SL orders when closing a position
      * @returns
      */
-    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams, bracketOrdersParams = new Array(), referrerInfo) {
+    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo, txParams, bracketOrdersParams = new Array(), referrerInfo, cancelExistingOrders) {
         const marketIndex = orderParams.marketIndex;
         const orderId = userAccount.nextOrderId;
         const bracketOrderIxs = [];
@@ -1381,20 +1382,31 @@ class DriftClient {
             orderId,
             marketIndex,
         }, makerInfo, referrerInfo);
+        let cancelOrdersIx;
+        let cancelExistingOrdersTx;
+        if (cancelExistingOrders) {
+            cancelOrdersIx = await this.getCancelOrdersIx(orderParams.marketType, orderParams.marketIndex, null);
+            //@ts-ignore
+            cancelExistingOrdersTx = await this.buildTransaction([cancelOrdersIx], txParams, this.txVersion);
+        }
         // use versioned transactions if there is a lookup table account and wallet is compatible
         if (this.txVersion === 0) {
             const versionedMarketOrderTx = await this.buildTransaction([placePerpOrderIx].concat(bracketOrderIxs), txParams, 0);
             const versionedFillTx = await this.buildTransaction([fillPerpOrderIx], txParams, 0);
-            const [signedVersionedMarketOrderTx, signedVersionedFillTx] = await this.provider.wallet.signAllTransactions([
-                //@ts-ignore
+            const [signedVersionedMarketOrderTx, signedVersionedFillTx, signedCancelExistingOrdersTx,] = await this.provider.wallet.signAllTransactions([
                 versionedMarketOrderTx,
-                //@ts-ignore
                 versionedFillTx,
-            ]);
+                cancelExistingOrdersTx,
+            ].filter((tx) => tx !== undefined));
             const { txSig, slot } = await this.txSender.sendRawTransaction(signedVersionedMarketOrderTx.serialize(), this.opts);
             this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
-            // @ts-ignore
-            return { txSig, signedFillTx: signedVersionedFillTx };
+            return {
+                txSig,
+                // @ts-ignore
+                signedFillTx: signedVersionedFillTx,
+                // @ts-ignore
+                signedCancelExistingOrdersTx,
+            };
         }
         else {
             const marketOrderTx = (0, utils_1.wrapInTx)(placePerpOrderIx, txParams === null || txParams === void 0 ? void 0 : txParams.computeUnits, txParams === null || txParams === void 0 ? void 0 : txParams.computeUnitsPrice);
@@ -1408,10 +1420,10 @@ class DriftClient {
             fillTx.recentBlockhash = currentBlockHash;
             marketOrderTx.feePayer = userAccount.authority;
             fillTx.feePayer = userAccount.authority;
-            const [signedMarketOrderTx, signedFillTx] = await this.provider.wallet.signAllTransactions([marketOrderTx, fillTx]);
+            const [signedMarketOrderTx, signedFillTx, signedCancelExistingOrdersTx] = await this.provider.wallet.signAllTransactions([marketOrderTx, fillTx, cancelExistingOrdersTx].filter((tx) => tx !== undefined));
             const { txSig, slot } = await this.sendTransaction(signedMarketOrderTx, [], this.opts, true);
             this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
-            return { txSig, signedFillTx };
+            return { txSig, signedFillTx, signedCancelExistingOrdersTx };
         }
     }
     async placePerpOrder(orderParams, txParams) {

package/lib/math/trade.js

@@ -415,14 +415,12 @@ function calculateEstimatedPerpEntryPrice(assetType, amount, direction, market,
             limitOrder = limitOrders.next().value;
         }
     }
-    const entryPrice = cumulativeQuoteFilled
-        .mul(numericConstants_1.BASE_PRECISION)
-        .div(cumulativeBaseFilled);
-    const priceImpact = entryPrice
-        .sub(bestPrice)
-        .mul(numericConstants_1.PRICE_PRECISION)
-        .div(bestPrice)
-        .abs();
+    const entryPrice = cumulativeBaseFilled && cumulativeBaseFilled.gt(numericConstants_1.ZERO)
+        ? cumulativeQuoteFilled.mul(numericConstants_1.BASE_PRECISION).div(cumulativeBaseFilled)
+        : numericConstants_1.ZERO;
+    const priceImpact = bestPrice && bestPrice.gt(numericConstants_1.ZERO)
+        ? entryPrice.sub(bestPrice).mul(numericConstants_1.PRICE_PRECISION).div(bestPrice).abs()
+        : numericConstants_1.ZERO;
     return {
         entryPrice,
         priceImpact,
@@ -551,14 +549,12 @@ function calculateEstimatedSpotEntryPrice(assetType, amount, direction, market,
             }
         }
     }
-    const entryPrice = cumulativeQuoteFilled
-        .mul(basePrecision)
-        .div(cumulativeBaseFilled);
-    const priceImpact = entryPrice
-        .sub(bestPrice)
-        .mul(numericConstants_1.PRICE_PRECISION)
-        .div(bestPrice)
-        .abs();
+    const entryPrice = cumulativeBaseFilled && cumulativeBaseFilled.gt(numericConstants_1.ZERO)
+        ? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+        : numericConstants_1.ZERO;
+    const priceImpact = bestPrice && bestPrice.gt(numericConstants_1.ZERO)
+        ? entryPrice.sub(bestPrice).mul(numericConstants_1.PRICE_PRECISION).div(bestPrice).abs()
+        : numericConstants_1.ZERO;
     return {
         entryPrice,
         priceImpact,
@@ -609,14 +605,12 @@ function calculateEstimatedEntryPriceWithL2(assetType, amount, direction, basePr
             nextLevel = levels.shift();
         }
     }
-    const entryPrice = cumulativeQuoteFilled
-        .mul(basePrecision)
-        .div(cumulativeBaseFilled);
-    const priceImpact = entryPrice
-        .sub(bestPrice)
-        .mul(numericConstants_1.PRICE_PRECISION)
-        .div(bestPrice)
-        .abs();
+    const entryPrice = cumulativeBaseFilled && cumulativeBaseFilled.gt(numericConstants_1.ZERO)
+        ? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+        : numericConstants_1.ZERO;
+    const priceImpact = bestPrice && bestPrice.gt(numericConstants_1.ZERO)
+        ? entryPrice.sub(bestPrice).mul(numericConstants_1.PRICE_PRECISION).div(bestPrice).abs()
+        : numericConstants_1.ZERO;
     return {
         entryPrice,
         priceImpact,

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.43.0-beta.13",
+	"version": "2.43.0-beta.14",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/driftClient.ts

@@ -2448,6 +2448,7 @@ export class DriftClient {
 	 * @param makerInfo
 	 * @param txParams
 	 * @param bracketOrdersParams
+	 * @param cancelExistingOrders - Builds and returns an extra transaciton to cancel the existing orders in the same market. Intended use is to auto-cancel TP/SL orders when closing a position
 	 * @returns
 	 */
 	public async sendMarketOrderAndGetSignedFillTx(
@@ -2457,8 +2458,13 @@ export class DriftClient {
 		makerInfo?: MakerInfo | MakerInfo[],
 		txParams?: TxParams,
 		bracketOrdersParams = new Array<OptionalOrderParams>(),
-		referrerInfo?: ReferrerInfo
-	): Promise<{ txSig: TransactionSignature; signedFillTx: Transaction }> {
+		referrerInfo?: ReferrerInfo,
+		cancelExistingOrders?: boolean
+	): Promise<{
+		txSig: TransactionSignature;
+		signedFillTx: Transaction;
+		signedCancelExistingOrdersTx?: Transaction;
+	}> {
 		const marketIndex = orderParams.marketIndex;
 		const orderId = userAccount.nextOrderId;
 		const bracketOrderIxs = [];
@@ -2483,6 +2489,23 @@ export class DriftClient {
 			referrerInfo
 		);
 
+		let cancelOrdersIx: TransactionInstruction;
+		let cancelExistingOrdersTx: Transaction;
+		if (cancelExistingOrders) {
+			cancelOrdersIx = await this.getCancelOrdersIx(
+				orderParams.marketType,
+				orderParams.marketIndex,
+				null
+			);
+
+			//@ts-ignore
+			cancelExistingOrdersTx = await this.buildTransaction(
+				[cancelOrdersIx],
+				txParams,
+				this.txVersion
+			);
+		}
+
 		// use versioned transactions if there is a lookup table account and wallet is compatible
 		if (this.txVersion === 0) {
 			const versionedMarketOrderTx = await this.buildTransaction(
@@ -2495,21 +2518,31 @@ export class DriftClient {
 				txParams,
 				0
 			);
-			const [signedVersionedMarketOrderTx, signedVersionedFillTx] =
-				await this.provider.wallet.signAllTransactions([
-					//@ts-ignore
+
+			const [
+				signedVersionedMarketOrderTx,
+				signedVersionedFillTx,
+				signedCancelExistingOrdersTx,
+			] = await this.provider.wallet.signAllTransactions(
+				[
 					versionedMarketOrderTx,
-					//@ts-ignore
 					versionedFillTx,
-				]);
+					cancelExistingOrdersTx,
+				].filter((tx) => tx !== undefined)
+			);
 			const { txSig, slot } = await this.txSender.sendRawTransaction(
 				signedVersionedMarketOrderTx.serialize(),
 				this.opts
 			);
 			this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
 
-			// @ts-ignore
-			return { txSig, signedFillTx: signedVersionedFillTx };
+			return {
+				txSig,
+				// @ts-ignore
+				signedFillTx: signedVersionedFillTx,
+				// @ts-ignore
+				signedCancelExistingOrdersTx,
+			};
 		} else {
 			const marketOrderTx = wrapInTx(
 				placePerpOrderIx,
@@ -2537,8 +2570,12 @@ export class DriftClient {
 			marketOrderTx.feePayer = userAccount.authority;
 			fillTx.feePayer = userAccount.authority;
 
-			const [signedMarketOrderTx, signedFillTx] =
-				await this.provider.wallet.signAllTransactions([marketOrderTx, fillTx]);
+			const [signedMarketOrderTx, signedFillTx, signedCancelExistingOrdersTx] =
+				await this.provider.wallet.signAllTransactions(
+					[marketOrderTx, fillTx, cancelExistingOrdersTx].filter(
+						(tx) => tx !== undefined
+					)
+				);
 			const { txSig, slot } = await this.sendTransaction(
 				signedMarketOrderTx,
 				[],
@@ -2547,7 +2584,7 @@ export class DriftClient {
 			);
 			this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
 
-			return { txSig, signedFillTx };
+			return { txSig, signedFillTx, signedCancelExistingOrdersTx };
 		}
 	}
 

package/src/math/trade.ts

@@ -649,15 +649,15 @@ export function calculateEstimatedPerpEntryPrice(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(BASE_PRECISION)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(BASE_PRECISION).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,
@@ -858,15 +858,15 @@ export function calculateEstimatedSpotEntryPrice(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(basePrecision)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,
@@ -900,8 +900,8 @@ export function calculateEstimatedEntryPriceWithL2(
 	const levels = [...(takerIsLong ? l2.asks : l2.bids)];
 	let nextLevel = levels.shift();
 
-	let bestPrice;
-	let worstPrice;
+	let bestPrice: BN;
+	let worstPrice: BN;
 	if (nextLevel) {
 		bestPrice = nextLevel.price;
 		worstPrice = nextLevel.price;
@@ -945,15 +945,15 @@ export function calculateEstimatedEntryPriceWithL2(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(basePrecision)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,