@drift-labs/sdk 2.49.0-beta.1 → 2.49.0-beta.11

package/src/userMap/userMap.ts

@@ -3,7 +3,6 @@ import {
 	DriftClient,
 	UserAccount,
 	OrderRecord,
-	UserSubscriptionConfig,
 	WrappedEvent,
 	DepositRecord,
 	FundingPaymentRecord,
@@ -14,11 +13,24 @@ import {
 	LPRecord,
 	StateAccount,
 	DLOB,
+	BasicUserAccountSubscriber,
+	BN,
 } from '..';
 
-import { PublicKey, RpcResponseAndContext } from '@solana/web3.js';
+import {
+	Commitment,
+	Connection,
+	PublicKey,
+	RpcResponseAndContext,
+} from '@solana/web3.js';
 import { Buffer } from 'buffer';
 import { getNonIdleUserFilter, getUserFilter } from '../memcmp';
+import {
+	UserAccountFilterCriteria as UserFilterCriteria,
+	UserMapConfig,
+} from './userMapConfig';
+import { WebsocketSubscription } from './WebsocketSubscription';
+import { PollingSubscription } from './PollingSubscription';
 
 export interface UserMapInterface {
 	subscribe(): Promise<void>;
@@ -32,59 +44,51 @@ export interface UserMapInterface {
 	values(): IterableIterator<User>;
 }
 
-// filter users that meet these criteria when passing into syncCallback
-export type SyncCallbackCriteria = {
-	// only sync users that have open orders
-	hasOpenOrders: boolean;
-};
-
 export class UserMap implements UserMapInterface {
 	private userMap = new Map<string, User>();
-	private driftClient: DriftClient;
-	private accountSubscription: UserSubscriptionConfig;
+	driftClient: DriftClient;
+	private connection: Connection;
+	private commitment: Commitment;
 	private includeIdle: boolean;
-	private lastNumberOfSubAccounts;
+	private lastNumberOfSubAccounts: BN;
+	private subscription: PollingSubscription | WebsocketSubscription;
 	private stateAccountUpdateCallback = async (state: StateAccount) => {
-		if (state.numberOfSubAccounts !== this.lastNumberOfSubAccounts) {
+		if (!state.numberOfSubAccounts.eq(this.lastNumberOfSubAccounts)) {
 			await this.sync();
 			this.lastNumberOfSubAccounts = state.numberOfSubAccounts;
 		}
 	};
-	private syncCallback: (authorities: PublicKey[]) => Promise<void>;
-	private syncCallbackCriteria: SyncCallbackCriteria;
 
 	private syncPromise?: Promise<void>;
 	private syncPromiseResolver: () => void;
 
 	/**
 	 * Constructs a new UserMap instance.
-	 *
-	 * @param {DriftClient} driftClient - The DriftClient instance.
-	 * @param {UserSubscriptionConfig} accountSubscription - The UserSubscriptionConfig instance.
-	 * @param {boolean} includeIdle - Whether idle users are subscribed to. Defaults to false to decrease # of user subscriptions.
-	 * @param {(authorities: PublicKey[]) => Promise<void>} syncCallback - Called after `sync` completes, will pas in unique list of authorities. Useful for using it to sync UserStatsMap.
-	 * @param {SyncCallbackCriteria} syncCallbackCriteria - The criteria for the sync callback. Defaults to having no filters
 	 */
-	constructor(
-		driftClient: DriftClient,
-		accountSubscription: UserSubscriptionConfig,
-		includeIdle = false,
-		syncCallback?: (authorities: PublicKey[]) => Promise<void>,
-		syncCallbackCriteria: SyncCallbackCriteria = { hasOpenOrders: false }
-	) {
-		this.driftClient = driftClient;
-		this.accountSubscription = accountSubscription;
-		this.includeIdle = includeIdle;
-		this.syncCallback = syncCallback;
-		this.syncCallbackCriteria = syncCallbackCriteria;
-	}
-
-	public addSyncCallback(
-		syncCallback?: (authorities: PublicKey[]) => Promise<void>,
-		syncCallbackCriteria: SyncCallbackCriteria = { hasOpenOrders: false }
-	) {
-		this.syncCallback = syncCallback;
-		this.syncCallbackCriteria = syncCallbackCriteria;
+	constructor(config: UserMapConfig) {
+		this.driftClient = config.driftClient;
+		if (config.connection) {
+			this.connection = config.connection;
+		} else {
+			this.connection = this.driftClient.connection;
+		}
+		this.commitment =
+			config.subscriptionConfig.commitment ?? this.driftClient.opts.commitment;
+		this.includeIdle = config.includeIdle ?? false;
+		if (config.subscriptionConfig.type === 'polling') {
+			this.subscription = new PollingSubscription({
+				userMap: this,
+				frequency: config.subscriptionConfig.frequency,
+				skipInitialLoad: config.skipInitialLoad,
+			});
+		} else {
+			this.subscription = new WebsocketSubscription({
+				userMap: this,
+				commitment: this.commitment,
+				resubTimeoutMs: config.subscriptionConfig.resubTimeoutMs,
+				skipInitialLoad: config.skipInitialLoad,
+			});
+		}
 	}
 
 	public async subscribe() {
@@ -100,17 +104,25 @@ export class UserMap implements UserMapInterface {
 			this.stateAccountUpdateCallback
 		);
 
-		await this.sync();
+		await this.subscription.subscribe();
 	}
 
 	public async addPubkey(
 		userAccountPublicKey: PublicKey,
-		userAccount?: UserAccount
+		userAccount?: UserAccount,
+		slot?: number
 	) {
 		const user = new User({
 			driftClient: this.driftClient,
 			userAccountPublicKey,
-			accountSubscription: this.accountSubscription,
+			accountSubscription: {
+				type: 'custom',
+				userAccountSubscriber: new BasicUserAccountSubscriber(
+					userAccountPublicKey,
+					userAccount,
+					slot
+				),
+			},
 		});
 		await user.subscribe(userAccount);
 		this.userMap.set(userAccountPublicKey.toString(), user);
@@ -216,14 +228,18 @@ export class UserMap implements UserMapInterface {
 		return this.userMap.size;
 	}
 
-	public getUniqueAuthorities(useSyncCallbackCriteria = true): PublicKey[] {
+	/**
+	 * Returns a unique list of authorities for all users in the UserMap that meet the filter criteria
+	 * @param filterCriteria: Users must meet these criteria to be included
+	 * @returns
+	 */
+	public getUniqueAuthorities(
+		filterCriteria?: UserFilterCriteria
+	): PublicKey[] {
 		const usersMeetingCriteria = Array.from(this.userMap.values()).filter(
 			(user) => {
 				let pass = true;
-				if (
-					useSyncCallbackCriteria &&
-					this.syncCallbackCriteria.hasOpenOrders
-				) {
+				if (filterCriteria && filterCriteria.hasOpenOrders) {
 					pass = pass && user.getUserAccount().hasOpenOrder;
 				}
 				return pass;
@@ -257,7 +273,7 @@ export class UserMap implements UserMapInterface {
 			const rpcRequestArgs = [
 				this.driftClient.program.programId.toBase58(),
 				{
-					commitment: this.driftClient.connection.commitment,
+					commitment: this.commitment,
 					filters,
 					encoding: 'base64',
 					withContext: true,
@@ -266,10 +282,7 @@ export class UserMap implements UserMapInterface {
 
 			const rpcJSONResponse: any =
 				// @ts-ignore
-				await this.driftClient.connection._rpcRequest(
-					'getProgramAccounts',
-					rpcRequestArgs
-				);
+				await this.connection._rpcRequest('getProgramAccounts', rpcRequestArgs);
 
 			const rpcResponseAndContext: RpcResponseAndContext<
 				Array<{
@@ -297,12 +310,14 @@ export class UserMap implements UserMapInterface {
 			for (const [key, buffer] of programAccountBufferMap.entries()) {
 				if (!this.has(key)) {
 					const userAccount =
-						this.driftClient.program.account.user.coder.accounts.decode(
+						this.driftClient.program.account.user.coder.accounts.decodeUnchecked(
 							'User',
 							buffer
 						);
 					await this.addPubkey(new PublicKey(key), userAccount);
 				}
+				// give event loop a chance to breathe
+				await new Promise((resolve) => setTimeout(resolve, 0));
 			}
 
 			for (const [key, user] of this.userMap.entries()) {
@@ -311,19 +326,17 @@ export class UserMap implements UserMapInterface {
 					this.userMap.delete(key);
 				} else {
 					const userAccount =
-						this.driftClient.program.account.user.coder.accounts.decode(
+						this.driftClient.program.account.user.coder.accounts.decodeUnchecked(
 							'User',
 							programAccountBufferMap.get(key)
 						);
 					user.accountSubscriber.updateData(userAccount, slot);
 				}
-			}
-
-			if (this.syncCallback) {
-				await this.syncCallback(this.getUniqueAuthorities());
+				// give event loop a chance to breathe
+				await new Promise((resolve) => setTimeout(resolve, 0));
 			}
 		} catch (e) {
-			console.error(`Error in UserMap.sync()`);
+			console.error(`Error in UserMap.sync():`);
 			console.error(e);
 		} finally {
 			this.syncPromiseResolver();
@@ -332,6 +345,8 @@ export class UserMap implements UserMapInterface {
 	}
 
 	public async unsubscribe() {
+		await this.subscription.unsubscribe();
+
 		for (const [key, user] of this.userMap.entries()) {
 			await user.unsubscribe();
 			this.userMap.delete(key);
@@ -345,4 +360,17 @@ export class UserMap implements UserMapInterface {
 			this.lastNumberOfSubAccounts = undefined;
 		}
 	}
+
+	public async updateUserAccount(
+		key: string,
+		userAccount: UserAccount,
+		slot: number
+	) {
+		if (!this.userMap.has(key)) {
+			this.addPubkey(new PublicKey(key), userAccount, slot);
+		} else {
+			const user = this.userMap.get(key);
+			user.accountSubscriber.updateData(userAccount, slot);
+		}
+	}
 }

package/src/userMap/userMapConfig.ts

@@ -0,0 +1,31 @@
+import { Commitment, Connection } from '@solana/web3.js';
+import { DriftClient } from '../driftClient';
+
+// passed into UserMap.getUniqueAuthorities to filter users
+export type UserAccountFilterCriteria = {
+	// only return users that have open orders
+	hasOpenOrders: boolean;
+};
+
+export type UserMapConfig = {
+	driftClient: DriftClient;
+	// connection object to use specifically for the UserMap. If undefined, will use the driftClient's connection
+	connection?: Connection;
+	subscriptionConfig:
+		| {
+				type: 'polling';
+				frequency: number;
+				commitment?: Commitment;
+		  }
+		| {
+				type: 'websocket';
+				resubTimeoutMs?: number;
+				commitment?: Commitment;
+		  };
+
+	// True to skip the initial load of userAccounts via getProgramAccounts
+	skipInitialLoad?: boolean;
+
+	// True to include idle users when loading. Defaults to false to decrease # of accounts subscribed to.
+	includeIdle?: boolean;
+};

package/tests/amm/test.ts

@@ -361,7 +361,10 @@ describe('AMM Tests', () => {
 
 		console.log(terms2);
 		assert(terms2.effectiveLeverageCapped <= 1.000001);
-		assert(terms2.inventorySpreadScale == 1.013527);
+		assert(
+			terms2.inventorySpreadScale == 1.013527,
+			`got: ${terms2.inventorySpreadScale}`
+		);
 		assert(terms2.longSpread == 1146);
 		assert(terms2.shortSpread == 6686);
 	});
@@ -466,7 +469,7 @@ describe('AMM Tests', () => {
 
 		assert(markTwapLive.eq(new BN('1949826')));
 		assert(oracleTwapLive.eq(new BN('1942510')));
-		assert(est1.eq(new BN('15692')));
+		assert(est1.eq(new BN('15692')), `got: ${est1}`);
 		assert(est2.eq(new BN('15692')));
 	});
 
@@ -556,7 +559,7 @@ describe('AMM Tests', () => {
 		assert(markTwapLive.eq(new BN('1222131')));
 		assert(oracleTwapLive.eq(new BN('1222586')));
 		assert(est1.eq(est2));
-		assert(est2.eq(new BN('-1550')));
+		assert(est2.eq(new BN('-1550')), `got: ${est2}`);
 	});
 
 	it('orderbook L2 gen (no topOfBookQuoteAmounts, 10 numOrders, low liquidity)', async () => {

package/tests/dlob/helpers.ts

@@ -539,15 +539,13 @@ export const mockStateAccount: StateAccount = {
 				feeNumerator: 0,
 				feeDenominator: 0,
 				makerRebateNumerator: 0,
-				makerRebateDenominator: 0,
+				makerRebateDenominator: 1,
 				referrerRewardNumerator: 0,
 				referrerRewardDenominator: 0,
 				refereeFeeNumerator: 0,
 				refereeFeeDenominator: 0,
 			},
 		],
-		makerRebateNumerator: new BN(0),
-		makerRebateDenominator: new BN(0),
 		fillerRewardStructure: {
 			rewardNumerator: new BN(0),
 			rewardDenominator: new BN(0),
@@ -565,15 +563,13 @@ export const mockStateAccount: StateAccount = {
 				feeNumerator: 0,
 				feeDenominator: 0,
 				makerRebateNumerator: 0,
-				makerRebateDenominator: 0,
+				makerRebateDenominator: 1,
 				referrerRewardNumerator: 0,
 				referrerRewardDenominator: 0,
 				refereeFeeNumerator: 0,
 				refereeFeeDenominator: 0,
 			},
 		],
-		makerRebateNumerator: new BN(0),
-		makerRebateDenominator: new BN(0),
 		fillerRewardStructure: {
 			rewardNumerator: new BN(0),
 			rewardDenominator: new BN(0),

package/tests/dlob/test.ts

@@ -1914,6 +1914,8 @@ describe('DLOB Perp Tests', () => {
 			},
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);
@@ -2059,6 +2061,8 @@ describe('DLOB Perp Tests', () => {
 			},
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);
@@ -2267,6 +2271,194 @@ describe('DLOB Perp Tests', () => {
 		expect(nodesToFillAfter[1].makerNodes[0]?.order?.orderId).to.equal(3);
 	});
 
+	it('Test post only bid fills against fallback', async () => {
+		const vAsk = new BN(150);
+		const vBid = new BN(100);
+
+		const user0 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+
+		const makerRebateNumerator = 1;
+		const makerRebateDenominator = 10;
+
+		// post only bid same as ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			vAsk, // same price as vAsk
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// post only bid crosses ask
+		const price = vAsk.add(
+			vAsk.muln(makerRebateNumerator).divn(makerRebateDenominator)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			price, // crosses vask
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillAfter = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillAfter.length).to.equal(1);
+	});
+
+	it('Test post only ask fills against fallback', async () => {
+		const vAsk = new BN(150);
+		const vBid = new BN(100);
+
+		const user0 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+
+		const makerRebateNumerator = 1;
+		const makerRebateDenominator = 10;
+
+		// post only bid same as ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			vBid, // same price as vAsk
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// post only bid crosses ask
+		const price = vBid.sub(
+			vAsk.muln(makerRebateNumerator).divn(makerRebateDenominator)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			price, // crosses vask
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillAfter = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillAfter.length).to.equal(1);
+	});
+
 	it('Test trigger orders', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(8);
@@ -2901,6 +3093,8 @@ describe('DLOB Perp Tests', () => {
 			oracle,
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);