@drift-labs/sdk 2.43.0-beta.9 → 2.45.0-beta.0

package/VERSION

@@ -1 +1 @@
-2.43.0-beta.9
+2.45.0-beta.0

package/lib/accounts/webSocketAccountSubscriber.d.ts

@@ -13,6 +13,7 @@ export declare class WebSocketAccountSubscriber<T> implements AccountSubscriber<
     onChange: (data: T) => void;
     listenerId?: number;
     resubTimeoutMs?: number;
+    isUnsubscribing: boolean;
     timeoutId?: NodeJS.Timeout;
     receivingData: boolean;
     constructor(accountName: string, program: Program, accountPublicKey: PublicKey, decodeBuffer?: (buffer: Buffer) => T, resubTimeoutMs?: number);

package/lib/accounts/webSocketAccountSubscriber.js

@@ -4,6 +4,7 @@ exports.WebSocketAccountSubscriber = void 0;
 const utils_1 = require("./utils");
 class WebSocketAccountSubscriber {
     constructor(accountName, program, accountPublicKey, decodeBuffer, resubTimeoutMs) {
+        this.isUnsubscribing = false;
         this.accountName = accountName;
         this.program = program;
         this.accountPublicKey = accountPublicKey;
@@ -12,7 +13,7 @@ class WebSocketAccountSubscriber {
         this.receivingData = false;
     }
     async subscribe(onChange) {
-        if (this.listenerId) {
+        if (this.listenerId || this.isUnsubscribing) {
             return;
         }
         this.onChange = onChange;
@@ -49,6 +50,10 @@ class WebSocketAccountSubscriber {
             throw new Error('onChange callback function must be set');
         }
         this.timeoutId = setTimeout(async () => {
+            if (this.isUnsubscribing) {
+                // If we are in the process of unsubscribing, do not attempt to resubscribe
+                return;
+            }
             if (this.receivingData) {
                 console.log(`No ws data from ${this.accountName} in ${this.resubTimeoutMs}ms, resubscribing`);
                 await this.unsubscribe();
@@ -108,11 +113,21 @@ class WebSocketAccountSubscriber {
         }
     }
     unsubscribe() {
+        this.isUnsubscribing = true;
+        clearTimeout(this.timeoutId);
+        this.timeoutId = undefined;
         if (this.listenerId) {
-            const promise = this.program.provider.connection.removeAccountChangeListener(this.listenerId);
-            this.listenerId = undefined;
+            const promise = this.program.provider.connection
+                .removeAccountChangeListener(this.listenerId)
+                .then(() => {
+                this.listenerId = undefined;
+                this.isUnsubscribing = false;
+            });
             return promise;
         }
+        else {
+            this.isUnsubscribing = false;
+        }
     }
 }
 exports.WebSocketAccountSubscriber = WebSocketAccountSubscriber;

package/lib/accounts/webSocketProgramAccountSubscriber.d.ts

@@ -15,6 +15,7 @@ export declare class WebSocketProgramAccountSubscriber<T> implements ProgramAcco
     onChange: (accountId: PublicKey, data: T, context: Context) => void;
     listenerId?: number;
     resubTimeoutMs?: number;
+    isUnsubscribing: boolean;
     timeoutId?: NodeJS.Timeout;
     options: {
         filters: MemcmpFilter[];

package/lib/accounts/webSocketProgramAccountSubscriber.js

@@ -5,6 +5,7 @@ class WebSocketProgramAccountSubscriber {
     constructor(subscriptionName, accountDiscriminator, program, decodeBufferFn, options = {
         filters: [],
     }, resubTimeoutMs) {
+        this.isUnsubscribing = false;
         this.receivingData = false;
         this.subscriptionName = subscriptionName;
         this.accountDiscriminator = accountDiscriminator;
@@ -16,7 +17,7 @@ class WebSocketProgramAccountSubscriber {
     }
     async subscribe(onChange) {
         var _a;
-        if (this.listenerId) {
+        if (this.listenerId || this.isUnsubscribing) {
             return;
         }
         this.onChange = onChange;
@@ -40,6 +41,10 @@ class WebSocketProgramAccountSubscriber {
             throw new Error('onChange callback function must be set');
         }
         this.timeoutId = setTimeout(async () => {
+            if (this.isUnsubscribing) {
+                // If we are in the process of unsubscribing, do not attempt to resubscribe
+                return;
+            }
             if (this.receivingData) {
                 console.log(`No ws data from ${this.subscriptionName} in ${this.resubTimeoutMs}ms, resubscribing`);
                 await this.unsubscribe();
@@ -89,11 +94,21 @@ class WebSocketProgramAccountSubscriber {
         }
     }
     unsubscribe() {
+        this.isUnsubscribing = true;
+        clearTimeout(this.timeoutId);
+        this.timeoutId = undefined;
         if (this.listenerId) {
-            const promise = this.program.provider.connection.removeAccountChangeListener(this.listenerId);
-            this.listenerId = undefined;
+            const promise = this.program.provider.connection
+                .removeAccountChangeListener(this.listenerId)
+                .then(() => {
+                this.listenerId = undefined;
+                this.isUnsubscribing = false;
+            });
             return promise;
         }
+        else {
+            this.isUnsubscribing = false;
+        }
     }
 }
 exports.WebSocketProgramAccountSubscriber = WebSocketProgramAccountSubscriber;

package/lib/adminClient.d.ts

@@ -33,6 +33,7 @@ export declare class AdminClient extends DriftClient {
     updateSpotFeeStructure(feeStructure: FeeStructure): Promise<TransactionSignature>;
     updateInitialPctToLiquidate(initialPctToLiquidate: number): Promise<TransactionSignature>;
     updateLiquidationDuration(liquidationDuration: number): Promise<TransactionSignature>;
+    updateLiquidationMarginBufferRatio(updateLiquidationMarginBufferRatio: number): Promise<TransactionSignature>;
     updateOracleGuardRails(oracleGuardRails: OracleGuardRails): Promise<TransactionSignature>;
     updateStateSettlementDuration(settlementDuration: number): Promise<TransactionSignature>;
     updateWithdrawGuardThreshold(spotMarketIndex: number, withdrawGuardThreshold: BN): Promise<TransactionSignature>;

package/lib/adminClient.js

@@ -421,6 +421,14 @@ class AdminClient extends driftClient_1.DriftClient {
             },
         });
     }
+    async updateLiquidationMarginBufferRatio(updateLiquidationMarginBufferRatio) {
+        return await this.program.rpc.updateLiquidationMarginBufferRatio(updateLiquidationMarginBufferRatio, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+            },
+        });
+    }
     async updateOracleGuardRails(oracleGuardRails) {
         const tx = await this.program.transaction.updateOracleGuardRails(oracleGuardRails, {
             accounts: {

package/lib/dlob/DLOB.d.ts

@@ -87,10 +87,16 @@ export declare class DLOB {
         takerNode: DLOBNode;
         makerNode: DLOBNode;
     } | undefined;
-    getBestAsk(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
-    getBestBid(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    getBestAsk(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    getBestBid(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN;
+    getStopLosses(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getStopLossMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getStopLossLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfitMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfitLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
     findNodesToTrigger(marketIndex: number, slot: number, oraclePrice: BN, marketType: MarketType, stateAccount: StateAccount): NodeToTrigger[];
-    printTopOfOrderLists(sdkConfig: any, driftClient: DriftClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void;
+    printTop(driftClient: DriftClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void;
     getDLOBOrders(): DLOBOrders;
     getNodeLists(): Generator<NodeList<DLOBNodeType>>;
     /**

package/lib/dlob/DLOB.js

@@ -796,16 +796,80 @@ class DLOB {
             };
         }
     }
-    getBestAsk(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
-        return this.getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData)
+    getBestAsk(marketIndex, slot, marketType, oraclePriceData) {
+        return this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData)
             .next()
             .value.getPrice(oraclePriceData, slot);
     }
-    getBestBid(marketIndex, fallbackBid, slot, marketType, oraclePriceData) {
-        return this.getBids(marketIndex, fallbackBid, slot, marketType, oraclePriceData)
+    getBestBid(marketIndex, slot, marketType, oraclePriceData) {
+        return this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData)
             .next()
             .value.getPrice(oraclePriceData, slot);
     }
+    *getStopLosses(marketIndex, marketType, direction) {
+        const marketTypeStr = (0, __1.getVariant)(marketType);
+        const marketNodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+        if ((0, __1.isVariant)(direction, 'long') && marketNodeLists.trigger.below) {
+            for (const node of marketNodeLists.trigger.below.getGenerator()) {
+                if ((0, __1.isVariant)(node.order.direction, 'short')) {
+                    yield node;
+                }
+            }
+        }
+        else if ((0, __1.isVariant)(direction, 'short') && marketNodeLists.trigger.above) {
+            for (const node of marketNodeLists.trigger.above.getGenerator()) {
+                if ((0, __1.isVariant)(node.order.direction, 'long')) {
+                    yield node;
+                }
+            }
+        }
+    }
+    *getStopLossMarkets(marketIndex, marketType, direction) {
+        for (const node of this.getStopLosses(marketIndex, marketType, direction)) {
+            if ((0, __1.isVariant)(node.order.orderType, 'triggerMarket')) {
+                yield node;
+            }
+        }
+    }
+    *getStopLossLimits(marketIndex, marketType, direction) {
+        for (const node of this.getStopLosses(marketIndex, marketType, direction)) {
+            if ((0, __1.isVariant)(node.order.orderType, 'triggerLimit')) {
+                yield node;
+            }
+        }
+    }
+    *getTakeProfits(marketIndex, marketType, direction) {
+        const marketTypeStr = (0, __1.getVariant)(marketType);
+        const marketNodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+        if ((0, __1.isVariant)(direction, 'long') && marketNodeLists.trigger.above) {
+            for (const node of marketNodeLists.trigger.above.getGenerator()) {
+                if ((0, __1.isVariant)(node.order.direction, 'short')) {
+                    yield node;
+                }
+            }
+        }
+        else if ((0, __1.isVariant)(direction, 'short') && marketNodeLists.trigger.below) {
+            for (const node of marketNodeLists.trigger.below.getGenerator()) {
+                if ((0, __1.isVariant)(node.order.direction, 'long')) {
+                    yield node;
+                }
+            }
+        }
+    }
+    *getTakeProfitMarkets(marketIndex, marketType, direction) {
+        for (const node of this.getTakeProfits(marketIndex, marketType, direction)) {
+            if ((0, __1.isVariant)(node.order.orderType, 'triggerMarket')) {
+                yield node;
+            }
+        }
+    }
+    *getTakeProfitLimits(marketIndex, marketType, direction) {
+        for (const node of this.getTakeProfits(marketIndex, marketType, direction)) {
+            if ((0, __1.isVariant)(node.order.orderType, 'triggerLimit')) {
+                yield node;
+            }
+        }
+    }
     findNodesToTrigger(marketIndex, slot, oraclePrice, marketType, stateAccount) {
         if ((0, exchangeStatus_1.exchangePaused)(stateAccount)) {
             return [];
@@ -845,15 +909,12 @@ class DLOB {
         }
         return nodesToTrigger;
     }
-    printTopOfOrderLists(sdkConfig, driftClient, slotSubscriber, marketIndex, marketType) {
+    printTop(driftClient, slotSubscriber, marketIndex, marketType) {
         if ((0, __1.isVariant)(marketType, 'perp')) {
-            const market = driftClient.getPerpMarketAccount(marketIndex);
             const slot = slotSubscriber.getSlot();
             const oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex);
-            const fallbackAsk = (0, __1.calculateAskPrice)(market, oraclePriceData);
-            const fallbackBid = (0, __1.calculateBidPrice)(market, oraclePriceData);
-            const bestAsk = this.getBestAsk(marketIndex, fallbackAsk, slot, marketType, oraclePriceData);
-            const bestBid = this.getBestBid(marketIndex, fallbackBid, slot, marketType, oraclePriceData);
+            const bestAsk = this.getBestAsk(marketIndex, slot, marketType, oraclePriceData);
+            const bestBid = this.getBestBid(marketIndex, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new __1.BN(2));
             const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION) /
                 (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
@@ -863,7 +924,8 @@ class DLOB {
                 (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            console.log(`Market ${sdkConfig.MARKETS[marketIndex].symbol} Orders`);
+            const name = (0, __1.decodeName)(driftClient.getPerpMarketAccount(marketIndex).name);
+            console.log(`Market ${name} Orders`);
             console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
             console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.PRICE_PRECISION).toFixed(3));
             console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);
@@ -871,8 +933,8 @@ class DLOB {
         else if ((0, __1.isVariant)(marketType, 'spot')) {
             const slot = slotSubscriber.getSlot();
             const oraclePriceData = driftClient.getOracleDataForPerpMarket(marketIndex);
-            const bestAsk = this.getBestAsk(marketIndex, undefined, slot, marketType, oraclePriceData);
-            const bestBid = this.getBestBid(marketIndex, undefined, slot, marketType, oraclePriceData);
+            const bestAsk = this.getBestAsk(marketIndex, slot, marketType, oraclePriceData);
+            const bestBid = this.getBestBid(marketIndex, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new __1.BN(2));
             const bidSpread = ((0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION) /
                 (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
@@ -882,7 +944,8 @@ class DLOB {
                 (0, __1.convertToNumber)(oraclePriceData.price, __1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            console.log(`Market ${sdkConfig.MARKETS[marketIndex].symbol} Orders`);
+            const name = (0, __1.decodeName)(driftClient.getSpotMarketAccount(marketIndex).name);
+            console.log(`Market ${name} Orders`);
             console.log(`  Ask`, (0, __1.convertToNumber)(bestAsk, __1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
             console.log(`  Mid`, (0, __1.convertToNumber)(mid, __1.PRICE_PRECISION).toFixed(3));
             console.log(`  Bid`, (0, __1.convertToNumber)(bestBid, __1.PRICE_PRECISION).toFixed(3), `(${bidSpread.toFixed(4)}%)`);

package/lib/dlob/orderBookLevels.js

@@ -209,6 +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/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 perp market. Intended use is to auto-cancel TP/SL orders when closing a position. Ignored if orderParams.marketType is not MarketType.PERP
      * @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>;