@drift-labs/sdk 2.52.0-beta.2 → 2.52.0-beta.4

package/VERSION

@@ -1 +1 @@
-2.52.0-beta.2
+2.52.0-beta.4

package/examples/phoenix.ts

@@ -1,5 +1,5 @@
 import { Connection, PublicKey } from '@solana/web3.js';
-import { PRICE_PRECISION, PhoenixSubscriber } from '../src';
+import { BASE_PRECISION, PRICE_PRECISION, PhoenixSubscriber } from '../src';
 import { PROGRAM_ID } from '@ellipsis-labs/phoenix-sdk';
 
 export async function listenToBook(): Promise<void> {
@@ -19,9 +19,16 @@ export async function listenToBook(): Promise<void> {
 	await phoenixSubscriber.subscribe();
 
 	for (let i = 0; i < 10; i++) {
-		const bid = phoenixSubscriber.getBestBid().toNumber() / PRICE_PRECISION;
-		const ask = phoenixSubscriber.getBestAsk().toNumber() / PRICE_PRECISION;
-		console.log(`iter ${i}:`, bid.toFixed(3), '@', ask.toFixed(3));
+		const bids = phoenixSubscriber.getL2Levels("bids");
+		const asks = phoenixSubscriber.getL2Levels("asks");
+		console.log("bids");
+		for (const bid of bids) {
+			console.log(bid.price.toNumber() / PRICE_PRECISION.toNumber(), bid.size.toNumber() / BASE_PRECISION.toNumber());
+		}
+		console.log("asks");
+		for (const ask of asks) {
+			console.log(ask.price.toNumber() / PRICE_PRECISION.toNumber(), ask.size.toNumber() / BASE_PRECISION.toNumber());
+		}
 		await new Promise((r) => setTimeout(r, 2000));
 	}
 

package/lib/phoenix/phoenixSubscriber.js

@@ -99,14 +99,18 @@ class PhoenixSubscriber {
         return this.getL2Levels('asks');
     }
     *getL2Levels(side) {
-        const basePrecision = Math.pow(10, this.market.data.header.baseParams.decimals);
-        const pricePrecision = numericConstants_1.PRICE_PRECISION.toNumber();
-        const ladder = (0, phoenix_sdk_1.getMarketUiLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
+        const tickSize = this.market.data.header
+            .tickSizeInQuoteAtomsPerBaseUnit;
+        const baseLotsToRawBaseUnits = this.market.baseLotsToRawBaseUnits(1);
+        const basePrecision = new anchor_1.BN(Math.pow(10, this.market.data.header.baseParams.decimals) *
+            baseLotsToRawBaseUnits);
+        const pricePrecision = numericConstants_1.PRICE_PRECISION.div(tickSize);
+        const ladder = (0, phoenix_sdk_1.getMarketLadder)(this.market, this.lastSlot, this.lastUnixTimestamp, 20);
         for (let i = 0; i < ladder[side].length; i++) {
-            const { price, quantity } = ladder[side][i];
-            const size = new anchor_1.BN(quantity).mul(new anchor_1.BN(basePrecision));
+            const { priceInTicks, sizeInBaseLots } = ladder[side][i];
+            const size = sizeInBaseLots.mul(basePrecision);
             yield {
-                price: new anchor_1.BN(price).mul(new anchor_1.BN(pricePrecision)),
+                price: priceInTicks.mul(new anchor_1.BN(pricePrecision)),
                 size,
                 sources: {
                     phoenix: size,

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

@@ -1645,7 +1645,7 @@ 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 +1660,19 @@ 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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.52.0-beta.2",
+	"version": "2.52.0-beta.4",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/phoenix/phoenixSubscriber.ts

@@ -6,6 +6,7 @@ import {
 	toNum,
 	getMarketUiLadder,
 	Market,
+	getMarketLadder,
 } from '@ellipsis-labs/phoenix-sdk';
 import { PRICE_PRECISION } from '../constants/numericConstants';
 import { BN } from '@coral-xyz/anchor';
@@ -163,13 +164,18 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
 	}
 
 	*getL2Levels(side: 'bids' | 'asks'): Generator<L2Level> {
-		const basePrecision = Math.pow(
-			10,
-			this.market.data.header.baseParams.decimals
+		const tickSize = this.market.data.header
+			.tickSizeInQuoteAtomsPerBaseUnit as BN;
+		const baseLotsToRawBaseUnits = this.market.baseLotsToRawBaseUnits(1);
+
+		const basePrecision = new BN(
+			Math.pow(10, this.market.data.header.baseParams.decimals) *
+				baseLotsToRawBaseUnits
 		);
-		const pricePrecision = PRICE_PRECISION.toNumber();
 
-		const ladder = getMarketUiLadder(
+		const pricePrecision = PRICE_PRECISION.div(tickSize as BN);
+
+		const ladder = getMarketLadder(
 			this.market,
 			this.lastSlot,
 			this.lastUnixTimestamp,
@@ -177,10 +183,10 @@ export class PhoenixSubscriber implements L2OrderBookGenerator {
 		);
 
 		for (let i = 0; i < ladder[side].length; i++) {
-			const { price, quantity } = ladder[side][i];
-			const size = new BN(quantity).mul(new BN(basePrecision));
+			const { priceInTicks, sizeInBaseLots } = ladder[side][i];
+			const size = sizeInBaseLots.mul(basePrecision);
 			yield {
-				price: new BN(price).mul(new BN(pricePrecision)),
+				price: priceInTicks.mul(new BN(pricePrecision)),
 				size,
 				sources: {
 					phoenix: size,

package/src/user.ts

@@ -27,6 +27,7 @@ import {
 	OPEN_ORDER_MARGIN_REQUIREMENT,
 	PRICE_PRECISION,
 	QUOTE_PRECISION,
+	QUOTE_PRECISION_EXP,
 	QUOTE_SPOT_MARKET_INDEX,
 	SPOT_MARKET_WEIGHT_PRECISION,
 	TEN,
@@ -40,6 +41,7 @@ import {
 	UserAccountSubscriber,
 } from './accounts/types';
 import {
+	BigNum,
 	BN,
 	calculateBaseAssetValue,
 	calculateMarketMarginRatio,
@@ -3013,7 +3015,7 @@ export class User {
 		let makerFee =
 			feeTier.makerRebateNumerator / feeTier.makerRebateDenominator;
 
-		if (marketIndex && isVariant(marketType, 'perp')) {
+		if (marketIndex !== undefined && isVariant(marketType, 'perp')) {
 			const marketAccount = this.driftClient.getPerpMarketAccount(marketIndex);
 			takerFee += (takerFee * marketAccount.feeAdjustment) / 100;
 			makerFee += (makerFee * marketAccount.feeAdjustment) / 100;
@@ -3030,11 +3032,22 @@ export class User {
 	 * @param quoteAmount
 	 * @returns feeForQuote : Precision QUOTE_PRECISION
 	 */
-	public calculateFeeForQuoteAmount(quoteAmount: BN): BN {
-		const feeTier = this.getUserFeeTier(MarketType.PERP);
-		return quoteAmount
-			.mul(new BN(feeTier.feeNumerator))
-			.div(new BN(feeTier.feeDenominator));
+	public calculateFeeForQuoteAmount(quoteAmount: BN, marketIndex?: number): BN {
+		if (marketIndex !== undefined) {
+			const takerFeeMultiplier = this.getMarketFees(
+				MarketType.PERP,
+				marketIndex
+			).takerFee;
+			const feeAmountNum =
+				BigNum.from(quoteAmount, QUOTE_PRECISION_EXP).toNum() *
+				takerFeeMultiplier;
+			return BigNum.fromPrint(feeAmountNum.toString(), QUOTE_PRECISION_EXP).val;
+		} else {
+			const feeTier = this.getUserFeeTier(MarketType.PERP);
+			return quoteAmount
+				.mul(new BN(feeTier.feeNumerator))
+				.div(new BN(feeTier.feeDenominator));
+		}
 	}
 
 	/**