@drift-labs/sdk 2.52.0-beta.1 → 2.52.0-beta.11

package/lib/slot/SlotSubscriber.js

@@ -3,28 +3,64 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.SlotSubscriber = void 0;
 const events_1 = require("events");
 class SlotSubscriber {
-    constructor(connection, _config) {
+    constructor(connection, config) {
         this.connection = connection;
+        this.isUnsubscribing = false;
+        this.receivingData = false;
         this.eventEmitter = new events_1.EventEmitter();
+        this.resubTimeoutMs = config === null || config === void 0 ? void 0 : config.resubTimeoutMs;
     }
     async subscribe() {
-        if (this.subscriptionId) {
+        if (this.subscriptionId != null) {
             return;
         }
         this.currentSlot = await this.connection.getSlot('confirmed');
         this.subscriptionId = this.connection.onSlotChange((slotInfo) => {
             if (!this.currentSlot || this.currentSlot < slotInfo.slot) {
+                if (this.resubTimeoutMs && !this.isUnsubscribing) {
+                    this.receivingData = true;
+                    clearTimeout(this.timeoutId);
+                    this.setTimeout();
+                }
                 this.currentSlot = slotInfo.slot;
                 this.eventEmitter.emit('newSlot', slotInfo.slot);
             }
         });
+        if (this.resubTimeoutMs) {
+            this.setTimeout();
+        }
+    }
+    setTimeout() {
+        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 new slot in ${this.resubTimeoutMs}ms, slot subscriber resubscribing`);
+                await this.unsubscribe(true);
+                this.receivingData = false;
+                await this.subscribe();
+            }
+        }, this.resubTimeoutMs);
     }
     getSlot() {
         return this.currentSlot;
     }
-    async unsubscribe() {
-        if (this.subscriptionId) {
+    async unsubscribe(onResub = false) {
+        if (!onResub) {
+            this.resubTimeoutMs = undefined;
+        }
+        this.isUnsubscribing = true;
+        clearTimeout(this.timeoutId);
+        this.timeoutId = undefined;
+        if (this.subscriptionId != null) {
             await this.connection.removeSlotChangeListener(this.subscriptionId);
+            this.subscriptionId = undefined;
+            this.isUnsubscribing = false;
+        }
+        else {
+            this.isUnsubscribing = false;
         }
     }
 }

package/lib/types.d.ts

@@ -278,6 +278,9 @@ export declare class DepositExplanation {
     static readonly TRANSFER: {
         transfer: {};
     };
+    static readonly BORROW: {
+        borrow: {};
+    };
 }
 export declare class SettlePnlExplanation {
     static readonly NONE: {
@@ -767,7 +770,7 @@ export type AMM = {
     pegMultiplier: BN;
     cumulativeFundingRateLong: BN;
     cumulativeFundingRateShort: BN;
-    last24hAvgFundingRate: BN;
+    last24HAvgFundingRate: BN;
     lastFundingRateShort: BN;
     lastFundingRateLong: BN;
     totalLiquidationFee: BN;

package/lib/types.js

@@ -183,6 +183,7 @@ class DepositExplanation {
 exports.DepositExplanation = DepositExplanation;
 DepositExplanation.NONE = { none: {} };
 DepositExplanation.TRANSFER = { transfer: {} };
+DepositExplanation.BORROW = { borrow: {} };
 class SettlePnlExplanation {
 }
 exports.SettlePnlExplanation = SettlePnlExplanation;

package/lib/user.d.ts

@@ -353,7 +353,7 @@ export declare class User {
      * @param quoteAmount
      * @returns feeForQuote : Precision QUOTE_PRECISION
      */
-    calculateFeeForQuoteAmount(quoteAmount: BN): BN;
+    calculateFeeForQuoteAmount(quoteAmount: BN, marketIndex?: number): BN;
     /**
      * Calculates a user's max withdrawal amounts for a spot market. If reduceOnly is true,
      * it will return the max withdrawal amount without opening a liability for the user

package/lib/user.js

@@ -768,8 +768,7 @@ class User {
      * @returns : Precision QUOTE_PRECISION
      */
     getPerpPositionValue(marketIndex, oraclePriceData, includeOpenOrders = false) {
-        const userPosition = this.getPerpPositionWithLPSettle(marketIndex)[0] ||
-            this.getEmptyPosition(marketIndex);
+        const userPosition = this.getPerpPositionWithLPSettle(marketIndex, undefined, false, true)[0] || this.getEmptyPosition(marketIndex);
         const market = this.driftClient.getPerpMarketAccount(userPosition.marketIndex);
         return (0, margin_1.calculateBaseAssetValueWithOracle)(market, userPosition, oraclePriceData, includeOpenOrders);
     }
@@ -1645,7 +1644,7 @@ class User {
         const feeTier = this.getUserFeeTier(marketType);
         let takerFee = feeTier.feeNumerator / feeTier.feeDenominator;
         let makerFee = feeTier.makerRebateNumerator / feeTier.makerRebateDenominator;
-        if (marketIndex && (0, types_1.isVariant)(marketType, 'perp')) {
+        if (marketIndex !== undefined && (0, types_1.isVariant)(marketType, 'perp')) {
             const marketAccount = this.driftClient.getPerpMarketAccount(marketIndex);
             takerFee += (takerFee * marketAccount.feeAdjustment) / 100;
             makerFee += (makerFee * marketAccount.feeAdjustment) / 100;
@@ -1660,11 +1659,19 @@ class User {
      * @param quoteAmount
      * @returns feeForQuote : Precision QUOTE_PRECISION
      */
-    calculateFeeForQuoteAmount(quoteAmount) {
-        const feeTier = this.getUserFeeTier(_1.MarketType.PERP);
-        return quoteAmount
-            .mul(new _1.BN(feeTier.feeNumerator))
-            .div(new _1.BN(feeTier.feeDenominator));
+    calculateFeeForQuoteAmount(quoteAmount, marketIndex) {
+        if (marketIndex !== undefined) {
+            const takerFeeMultiplier = this.getMarketFees(_1.MarketType.PERP, marketIndex).takerFee;
+            const feeAmountNum = _1.BigNum.from(quoteAmount, numericConstants_1.QUOTE_PRECISION_EXP).toNum() *
+                takerFeeMultiplier;
+            return _1.BigNum.fromPrint(feeAmountNum.toString(), numericConstants_1.QUOTE_PRECISION_EXP).val;
+        }
+        else {
+            const feeTier = this.getUserFeeTier(_1.MarketType.PERP);
+            return quoteAmount
+                .mul(new _1.BN(feeTier.feeNumerator))
+                .div(new _1.BN(feeTier.feeDenominator));
+        }
     }
     /**
      * Calculates a user's max withdrawal amounts for a spot market. If reduceOnly is true,

package/lib/userMap/userMap.d.ts

@@ -22,6 +22,7 @@ export declare class UserMap implements UserMapInterface {
     private subscription;
     private stateAccountUpdateCallback;
     private decode;
+    private mostRecentSlot;
     private syncPromise?;
     private syncPromiseResolver;
     /**
@@ -68,4 +69,6 @@ export declare class UserMap implements UserMapInterface {
     sync(): Promise<void>;
     unsubscribe(): Promise<void>;
     updateUserAccount(key: string, userAccount: UserAccount, slot: number): Promise<void>;
+    updateLatestSlot(slot: number): void;
+    getSlot(): number;
 }

package/lib/userMap/userMap.js

@@ -21,6 +21,7 @@ class UserMap {
                 this.lastNumberOfSubAccounts = state.numberOfSubAccounts;
             }
         };
+        this.mostRecentSlot = 0;
         this.driftClient = config.driftClient;
         if (config.connection) {
             this.connection = config.connection;
@@ -218,6 +219,7 @@ class UserMap {
             await this.connection._rpcRequest('getProgramAccounts', rpcRequestArgs);
             const rpcResponseAndContext = rpcJSONResponse.result;
             const slot = rpcResponseAndContext.context.slot;
+            this.updateLatestSlot(slot);
             const programAccountBufferMap = new Map();
             for (const programAccount of rpcResponseAndContext.value) {
                 programAccountBufferMap.set(programAccount.pubkey.toString(), 
@@ -263,6 +265,7 @@ class UserMap {
         }
     }
     async updateUserAccount(key, userAccount, slot) {
+        this.updateLatestSlot(slot);
         if (!this.userMap.has(key)) {
             this.addPubkey(new web3_js_1.PublicKey(key), userAccount, slot);
         }
@@ -271,5 +274,11 @@ class UserMap {
             user.accountSubscriber.updateData(userAccount, slot);
         }
     }
+    updateLatestSlot(slot) {
+        this.mostRecentSlot = Math.max(slot, this.mostRecentSlot);
+    }
+    getSlot() {
+        return this.mostRecentSlot;
+    }
 }
 exports.UserMap = UserMap;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.52.0-beta.1",
+	"version": "2.52.0-beta.11",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/webSocketAccountSubscriber.ts

@@ -40,7 +40,7 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 	}
 
 	async subscribe(onChange: (data: T) => void): Promise<void> {
-		if (this.listenerId || this.isUnsubscribing) {
+		if (this.listenerId != null || this.isUnsubscribing) {
 			return;
 		}
 
@@ -95,7 +95,7 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 				console.log(
 					`No ws data from ${this.accountName} in ${this.resubTimeoutMs}ms, resubscribing`
 				);
-				await this.unsubscribe();
+				await this.unsubscribe(true);
 				this.receivingData = false;
 				await this.subscribe(this.onChange);
 			}
@@ -164,12 +164,15 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 		}
 	}
 
-	unsubscribe(): Promise<void> {
+	unsubscribe(onResub = false): Promise<void> {
+		if (!onResub) {
+			this.resubTimeoutMs = undefined;
+		}
 		this.isUnsubscribing = true;
 		clearTimeout(this.timeoutId);
 		this.timeoutId = undefined;
 
-		if (this.listenerId) {
+		if (this.listenerId != null) {
 			const promise = this.program.provider.connection
 				.removeAccountChangeListener(this.listenerId)
 				.then(() => {

package/src/accounts/webSocketProgramAccountSubscriber.ts

@@ -49,7 +49,7 @@ export class WebSocketProgramAccountSubscriber<T>
 	async subscribe(
 		onChange: (accountId: PublicKey, data: T, context: Context) => void
 	): Promise<void> {
-		if (this.listenerId || this.isUnsubscribing) {
+		if (this.listenerId != null || this.isUnsubscribing) {
 			return;
 		}
 
@@ -91,7 +91,7 @@ export class WebSocketProgramAccountSubscriber<T>
 				console.log(
 					`No ws data from ${this.subscriptionName} in ${this.resubTimeoutMs}ms, resubscribing`
 				);
-				await this.unsubscribe();
+				await this.unsubscribe(true);
 				this.receivingData = false;
 				await this.subscribe(this.onChange);
 			}
@@ -145,12 +145,15 @@ export class WebSocketProgramAccountSubscriber<T>
 		}
 	}
 
-	unsubscribe(): Promise<void> {
+	unsubscribe(onResub = false): Promise<void> {
+		if (!onResub) {
+			this.resubTimeoutMs = undefined;
+		}
 		this.isUnsubscribing = true;
 		clearTimeout(this.timeoutId);
 		this.timeoutId = undefined;
 
-		if (this.listenerId) {
+		if (this.listenerId != null) {
 			const promise = this.program.provider.connection
 				.removeAccountChangeListener(this.listenerId)
 				.then(() => {

package/src/dlob/orderBookLevels.ts

@@ -407,3 +407,139 @@ function groupL2Levels(
 	}
 	return groupedLevels;
 }
+
+/**
+ * The purpose of this function is uncross the L2 orderbook by modifying the bid/ask price at the top of the book
+ * This will make the liquidity look worse but more intuitive (users familiar with clob get confused w temporarily
+ * crossing book)
+ *
+ * Things to note about how it works:
+ * - it will not uncross the user's liquidity
+ * - it does the uncrossing by "shifting" the crossing liquidity to the nearest uncrossed levels. Thus the output liquidity maintains the same total size.
+ *
+ * @param bids
+ * @param asks
+ * @param oraclePrice
+ * @param oracleTwap5Min
+ * @param markTwap5Min
+ * @param grouping
+ * @param userBids
+ * @param userAsks
+ */
+export function uncrossL2(
+	bids: L2Level[],
+	asks: L2Level[],
+	oraclePrice: BN,
+	oracleTwap5Min: BN,
+	markTwap5Min: BN,
+	grouping: BN,
+	userBids: Set<string>,
+	userAsks: Set<string>
+): { bids: L2Level[]; asks: L2Level[] } {
+	// If there are no bids or asks, there is nothing to center
+	if (bids.length === 0 || asks.length === 0) {
+		return { bids, asks };
+	}
+
+	// If the top of the book is already centered, there is nothing to do
+	if (bids[0].price.lt(asks[0].price)) {
+		return { bids, asks };
+	}
+
+	const newBids = [];
+	const newAsks = [];
+
+	const updateLevels = (newPrice: BN, oldLevel: L2Level, levels: L2Level[]) => {
+		if (levels.length > 0 && levels[levels.length - 1].price.eq(newPrice)) {
+			levels[levels.length - 1].size = levels[levels.length - 1].size.add(
+				oldLevel.size
+			);
+			for (const [source, size] of Object.entries(oldLevel.sources)) {
+				if (levels[levels.length - 1].sources[source]) {
+					levels[levels.length - 1].sources = {
+						...levels[levels.length - 1].sources,
+						[source]: levels[levels.length - 1].sources[source].add(size),
+					};
+				} else {
+					levels[levels.length - 1].sources[source] = size;
+				}
+			}
+		} else {
+			levels.push({
+				price: newPrice,
+				size: oldLevel.size,
+				sources: oldLevel.sources,
+			});
+		}
+	};
+
+	// This is the best estimate of the premium in the market vs oracle to filter crossing around
+	const referencePrice = oraclePrice.add(markTwap5Min.sub(oracleTwap5Min));
+
+	let bidIndex = 0;
+	let askIndex = 0;
+	while (bidIndex < bids.length || askIndex < asks.length) {
+		const nextBid = bids[bidIndex];
+		const nextAsk = asks[askIndex];
+
+		if (!nextBid) {
+			newAsks.push(nextAsk);
+			askIndex++;
+			continue;
+		}
+
+		if (!nextAsk) {
+			newBids.push(nextBid);
+			bidIndex++;
+			continue;
+		}
+
+		if (nextBid.price.gt(nextAsk.price)) {
+			if (userBids.has(nextBid.price.toString())) {
+				newBids.push(nextBid);
+				bidIndex++;
+				continue;
+			}
+
+			if (userAsks.has(nextAsk.price.toString())) {
+				newAsks.push(nextAsk);
+				askIndex++;
+				continue;
+			}
+
+			if (
+				nextBid.price.gt(referencePrice) &&
+				nextAsk.price.gt(referencePrice)
+			) {
+				const newBidPrice = nextAsk.price.sub(grouping);
+				updateLevels(newBidPrice, nextBid, newBids);
+				bidIndex++;
+			} else if (
+				nextAsk.price.lt(referencePrice) &&
+				nextBid.price.lt(referencePrice)
+			) {
+				const newAskPrice = nextBid.price.add(grouping);
+				updateLevels(newAskPrice, nextAsk, newAsks);
+				askIndex++;
+			} else {
+				const newBidPrice = referencePrice.sub(grouping);
+				const newAskPrice = referencePrice.add(grouping);
+				updateLevels(newBidPrice, nextBid, newBids);
+				updateLevels(newAskPrice, nextAsk, newAsks);
+				bidIndex++;
+				askIndex++;
+			}
+		} else {
+			newAsks.push(nextAsk);
+			askIndex++;
+
+			newBids.push(nextBid);
+			bidIndex++;
+		}
+	}
+
+	return {
+		bids: newBids,
+		asks: newAsks,
+	};
+}

package/src/driftClient.ts

@@ -1112,6 +1112,31 @@ export class DriftClient {
 		);
 	}
 
+	public async deleteUser(
+		subAccountId = 0,
+		txParams?: TxParams
+	): Promise<TransactionSignature> {
+		const userAccountPublicKey = getUserAccountPublicKeySync(
+			this.program.programId,
+			this.wallet.publicKey,
+			subAccountId
+		);
+
+		const ix = await this.getUserDeletionIx(userAccountPublicKey);
+
+		const { txSig } = await this.sendTransaction(
+			await this.buildTransaction(ix, txParams),
+			[],
+			this.opts
+		);
+
+		const userMapKey = this.getUserMapKey(subAccountId, this.wallet.publicKey);
+		await this.users.get(userMapKey)?.unsubscribe();
+		this.users.delete(userMapKey);
+
+		return txSig;
+	}
+
 	public async getUserDeletionIx(userAccountPublicKey: PublicKey) {
 		const ix = await this.program.instruction.deleteUser({
 			accounts: {
@@ -1125,7 +1150,7 @@ export class DriftClient {
 		return ix;
 	}
 
-	public async deleteUser(
+	public async reclaimRent(
 		subAccountId = 0,
 		txParams?: TxParams
 	): Promise<TransactionSignature> {
@@ -1135,7 +1160,7 @@ export class DriftClient {
 			subAccountId
 		);
 
-		const ix = await this.getUserDeletionIx(userAccountPublicKey);
+		const ix = await this.getReclaimRentIx(userAccountPublicKey);
 
 		const { txSig } = await this.sendTransaction(
 			await this.buildTransaction(ix, txParams),
@@ -1143,13 +1168,21 @@ export class DriftClient {
 			this.opts
 		);
 
-		const userMapKey = this.getUserMapKey(subAccountId, this.wallet.publicKey);
-		await this.users.get(userMapKey)?.unsubscribe();
-		this.users.delete(userMapKey);
-
 		return txSig;
 	}
 
+	public async getReclaimRentIx(userAccountPublicKey: PublicKey) {
+		return await this.program.instruction.reclaimRent({
+			accounts: {
+				user: userAccountPublicKey,
+				userStats: this.getUserStatsAccountPublicKey(),
+				authority: this.wallet.publicKey,
+				state: await this.getStatePublicKey(),
+				rent: anchor.web3.SYSVAR_RENT_PUBKEY,
+			},
+		});
+	}
+
 	public getUser(subAccountId?: number, authority?: PublicKey): User {
 		subAccountId = subAccountId ?? this.activeSubAccountId;
 		authority = authority ?? this.authority;
@@ -3959,9 +3992,14 @@ export class DriftClient {
 			userAccountPublicKey || (await this.getUserAccountPublicKey());
 
 		const userAccounts = [];
-		if (this.hasUser() && this.getUser().getUserAccountAndSlot()) {
-			userAccounts.push(this.getUser().getUserAccountAndSlot()!.data);
+		try {
+			if (this.hasUser() && this.getUser().getUserAccountAndSlot()) {
+				userAccounts.push(this.getUser().getUserAccountAndSlot()!.data);
+			}
+		} catch (err) {
+			// ignore
 		}
+
 		const remainingAccounts = this.getRemainingAccounts({
 			userAccounts,
 			writableSpotMarketIndexes: [outMarketIndex, inMarketIndex],

package/src/events/webSocketLogProvider.ts

@@ -23,7 +23,7 @@ export class WebSocketLogProvider implements LogProvider {
 	}
 
 	public async subscribe(callback: logProviderCallback): Promise<boolean> {
-		if (this.subscriptionId) {
+		if (this.subscriptionId != null) {
 			return true;
 		}
 
@@ -62,7 +62,7 @@ export class WebSocketLogProvider implements LogProvider {
 	}
 
 	public isSubscribed(): boolean {
-		return this.subscriptionId !== undefined;
+		return this.subscriptionId != null;
 	}
 
 	public async unsubscribe(external = false): Promise<boolean> {
@@ -71,7 +71,7 @@ export class WebSocketLogProvider implements LogProvider {
 		clearTimeout(this.timeoutId);
 		this.timeoutId = undefined;
 
-		if (this.subscriptionId !== undefined) {
+		if (this.subscriptionId != null) {
 			try {
 				await this.connection.removeOnLogsListener(this.subscriptionId);
 				this.subscriptionId = undefined;

package/src/factory/bigNum.ts

@@ -497,7 +497,11 @@ export class BigNum {
 		return `${prefix}${val.replace('-', '')}`;
 	}
 
-	public toMillified(precision = 3, rounded = false): string {
+	public toMillified(
+		precision = 3,
+		rounded = false,
+		type: 'financial' | 'scientific' = 'financial'
+	): string {
 		if (rounded) {
 			return this.toRounded(precision).toMillified(precision);
 		}
@@ -520,7 +524,12 @@ export class BigNum {
 			return this.shift(new BN(precision)).toPrecision(precision, true);
 		}
 
-		const unitTicks = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+		const unitTicks =
+			type === 'financial'
+				? ['', 'K', 'M', 'B', 'T', 'Q']
+				: ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+		// TODO -- handle nubers which are larger than the max unit tick
+
 		const unitNumber = Math.floor((leftSide.length - 1) / 3);
 		const unit = unitTicks[unitNumber];
 

package/src/idl/drift.json

@@ -1173,6 +1173,37 @@
       ],
       "args": []
     },
+    {
+      "name": "reclaimRent",
+      "accounts": [
+        {
+          "name": "user",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "userStats",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "authority",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "rent",
+          "isMut": false,
+          "isSigner": false
+        }
+      ],
+      "args": []
+    },
     {
       "name": "fillPerpOrder",
       "accounts": [
@@ -7343,12 +7374,24 @@
             "name": "totalFeeEarnedPerLp",
             "type": "u64"
           },
+          {
+            "name": "netUnsettledFundingPnl",
+            "type": "i64"
+          },
+          {
+            "name": "quoteAssetAmountWithUnsettledLp",
+            "type": "i64"
+          },
+          {
+            "name": "referencePriceOffset",
+            "type": "i32"
+          },
           {
             "name": "padding",
             "type": {
               "array": [
                 "u8",
-                32
+                12
               ]
             }
           }
@@ -8232,6 +8275,9 @@
           },
           {
             "name": "Transfer"
+          },
+          {
+            "name": "Borrow"
           }
         ]
       }
@@ -11124,6 +11170,11 @@
       "code": 6256,
       "name": "CantPayUserInitFee",
       "msg": "CantPayUserInitFee"
+    },
+    {
+      "code": 6257,
+      "name": "CantReclaimRent",
+      "msg": "CantReclaimRent"
     }
   ]
 }

package/src/index.ts

@@ -69,7 +69,7 @@ export * from './constants/numericConstants';
 export * from './serum/serumSubscriber';
 export * from './serum/serumFulfillmentConfigMap';
 export * from './phoenix/phoenixSubscriber';
-export * from './priorityFee/priorityFeeSubscriber';
+export * from './priorityFee';
 export * from './phoenix/phoenixFulfillmentConfigMap';
 export * from './tx/fastSingleTxSender';
 export * from './tx/retryTxSender';