@drift-labs/sdk 2.52.0-beta.3 → 2.52.0-beta.5

package/VERSION

@@ -1 +1 @@
-2.52.0-beta.3
+2.52.0-beta.5

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/orderSubscriber/OrderSubscriber.js

@@ -28,6 +28,7 @@ class OrderSubscriber {
                 commitment: this.commitment,
                 skipInitialLoad: config.subscriptionConfig.skipInitialLoad,
                 resubTimeoutMs: config.subscriptionConfig.resubTimeoutMs,
+                resyncIntervalMs: config.subscriptionConfig.resyncIntervalMs,
             });
         }
         if ((_a = config.fastDecode) !== null && _a !== void 0 ? _a : true) {

package/lib/orderSubscriber/WebsocketSubscription.d.ts

@@ -5,12 +5,15 @@ export declare class WebsocketSubscription {
     private commitment;
     private skipInitialLoad;
     private resubTimeoutMs?;
+    private resyncIntervalMs?;
     private subscriber?;
-    constructor({ orderSubscriber, commitment, skipInitialLoad, resubTimeoutMs, }: {
+    private resyncTimeoutId?;
+    constructor({ orderSubscriber, commitment, skipInitialLoad, resubTimeoutMs, resyncIntervalMs, }: {
         orderSubscriber: OrderSubscriber;
         commitment: Commitment;
         skipInitialLoad?: boolean;
         resubTimeoutMs?: number;
+        resyncIntervalMs?: number;
     });
     subscribe(): Promise<void>;
     unsubscribe(): Promise<void>;

package/lib/orderSubscriber/WebsocketSubscription.js

@@ -4,11 +4,12 @@ exports.WebsocketSubscription = void 0;
 const memcmp_1 = require("../memcmp");
 const webSocketProgramAccountSubscriber_1 = require("../accounts/webSocketProgramAccountSubscriber");
 class WebsocketSubscription {
-    constructor({ orderSubscriber, commitment, skipInitialLoad = false, resubTimeoutMs, }) {
+    constructor({ orderSubscriber, commitment, skipInitialLoad = false, resubTimeoutMs, resyncIntervalMs, }) {
         this.orderSubscriber = orderSubscriber;
         this.commitment = commitment;
         this.skipInitialLoad = skipInitialLoad;
         this.resubTimeoutMs = resubTimeoutMs;
+        this.resyncIntervalMs = resyncIntervalMs;
     }
     async subscribe() {
         if (this.subscriber) {
@@ -25,12 +26,35 @@ class WebsocketSubscription {
         if (!this.skipInitialLoad) {
             await this.orderSubscriber.fetch();
         }
+        if (this.resyncIntervalMs) {
+            const recursiveResync = () => {
+                this.resyncTimeoutId = setTimeout(() => {
+                    this.orderSubscriber
+                        .fetch()
+                        .catch((e) => {
+                        console.error('Failed to resync in OrderSubscriber');
+                        console.log(e);
+                    })
+                        .finally(() => {
+                        // eslint-disable-next-line @typescript-eslint/no-unused-vars
+                        if (!this.resyncTimeoutId)
+                            return;
+                        recursiveResync();
+                    });
+                }, this.resyncIntervalMs);
+            };
+            recursiveResync();
+        }
     }
     async unsubscribe() {
         if (!this.subscriber)
             return;
         await this.subscriber.unsubscribe();
         this.subscriber = undefined;
+        if (this.resyncTimeoutId !== undefined) {
+            clearTimeout(this.resyncTimeoutId);
+            this.resyncTimeoutId = undefined;
+        }
     }
 }
 exports.WebsocketSubscription = WebsocketSubscription;

package/lib/orderSubscriber/types.d.ts

@@ -11,6 +11,7 @@ export type OrderSubscriberConfig = {
         type: 'websocket';
         skipInitialLoad?: boolean;
         resubTimeoutMs?: number;
+        resyncIntervalMs?: number;
         commitment?: Commitment;
     };
     fastDecode?: boolean;

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.5",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/orderSubscriber/OrderSubscriber.ts

@@ -39,6 +39,7 @@ export class OrderSubscriber {
 				commitment: this.commitment,
 				skipInitialLoad: config.subscriptionConfig.skipInitialLoad,
 				resubTimeoutMs: config.subscriptionConfig.resubTimeoutMs,
+				resyncIntervalMs: config.subscriptionConfig.resyncIntervalMs,
 			});
 		}
 		if (config.fastDecode ?? true) {

package/src/orderSubscriber/WebsocketSubscription.ts

@@ -9,24 +9,29 @@ export class WebsocketSubscription {
 	private commitment: Commitment;
 	private skipInitialLoad: boolean;
 	private resubTimeoutMs?: number;
+	private resyncIntervalMs?: number;
 
 	private subscriber?: WebSocketProgramAccountSubscriber<UserAccount>;
+	private resyncTimeoutId?: NodeJS.Timeout;
 
 	constructor({
 		orderSubscriber,
 		commitment,
 		skipInitialLoad = false,
 		resubTimeoutMs,
+		resyncIntervalMs,
 	}: {
 		orderSubscriber: OrderSubscriber;
 		commitment: Commitment;
 		skipInitialLoad?: boolean;
 		resubTimeoutMs?: number;
+		resyncIntervalMs?: number;
 	}) {
 		this.orderSubscriber = orderSubscriber;
 		this.commitment = commitment;
 		this.skipInitialLoad = skipInitialLoad;
 		this.resubTimeoutMs = resubTimeoutMs;
+		this.resyncIntervalMs = resyncIntervalMs;
 	}
 
 	public async subscribe(): Promise<void> {
@@ -61,11 +66,34 @@ export class WebsocketSubscription {
 		if (!this.skipInitialLoad) {
 			await this.orderSubscriber.fetch();
 		}
+
+		if (this.resyncIntervalMs) {
+			const recursiveResync = () => {
+				this.resyncTimeoutId = setTimeout(() => {
+					this.orderSubscriber
+						.fetch()
+						.catch((e) => {
+							console.error('Failed to resync in OrderSubscriber');
+							console.log(e);
+						})
+						.finally(() => {
+							// eslint-disable-next-line @typescript-eslint/no-unused-vars
+							if (!this.resyncTimeoutId) return;
+							recursiveResync();
+						});
+				}, this.resyncIntervalMs);
+			};
+			recursiveResync();
+		}
 	}
 
 	public async unsubscribe(): Promise<void> {
 		if (!this.subscriber) return;
 		await this.subscriber.unsubscribe();
 		this.subscriber = undefined;
+		if (this.resyncTimeoutId !== undefined) {
+			clearTimeout(this.resyncTimeoutId);
+			this.resyncTimeoutId = undefined;
+		}
 	}
 }

package/src/orderSubscriber/types.ts

@@ -14,6 +14,7 @@ export type OrderSubscriberConfig = {
 				type: 'websocket';
 				skipInitialLoad?: boolean;
 				resubTimeoutMs?: number;
+				resyncIntervalMs?: number;
 				commitment?: Commitment;
 		  };
 	fastDecode?: boolean;

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,