@drift-labs/sdk 2.52.0-beta.3 → 2.52.0-beta.4

package/VERSION

@@ -1 +1 @@
-2.52.0-beta.3
+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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.52.0-beta.3",
+	"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,