@drift-labs/sdk 2.6.0-beta.0 → 2.6.0-beta.1

package/lib/dlob/DLOBNode.js

@@ -7,7 +7,8 @@ class OrderNode {
     constructor(order, userAccount) {
         this.haveFilled = false;
         this.haveTrigger = false;
-        this.order = order;
+        // Copy the order over to the node
+        this.order = { ...order };
         this.userAccount = userAccount;
         this.sortValue = this.getSortValue(order);
     }

package/lib/driftClient.d.ts

@@ -163,9 +163,10 @@ export declare class DriftClient {
      * @param orderParams
      * @param userAccountPublicKey
      * @param userAccount
+     * @param makerInfo
      * @returns
      */
-    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount): Promise<{
+    sendMarketOrderAndGetSignedFillTx(orderParams: OptionalOrderParams, userAccountPublicKey: PublicKey, userAccount: UserAccount, makerInfo?: MakerInfo): Promise<{
         txSig: TransactionSignature;
         signedFillTx: Transaction;
     }>;

package/lib/driftClient.js

@@ -1019,16 +1019,17 @@ class DriftClient {
      * @param orderParams
      * @param userAccountPublicKey
      * @param userAccount
+     * @param makerInfo
      * @returns
      */
-    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount) {
+    async sendMarketOrderAndGetSignedFillTx(orderParams, userAccountPublicKey, userAccount, makerInfo) {
         const marketIndex = orderParams.marketIndex;
         const orderId = userAccount.nextOrderId;
         const marketOrderTx = (0, utils_1.wrapInTx)(await this.getPlacePerpOrderIx(orderParams));
         const fillTx = (0, utils_1.wrapInTx)(await this.getFillPerpOrderIx(userAccountPublicKey, userAccount, {
             orderId,
             marketIndex,
-        }));
+        }, makerInfo));
         // Apply the latest blockhash to the txs so that we can sign before sending them
         const currentBlockHash = (await this.connection.getLatestBlockhash('finalized')).blockhash;
         marketOrderTx.recentBlockhash = currentBlockHash;

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.6.0-beta.0",
+    "version": "2.6.0-beta.1",
     "name": "drift",
     "instructions": [
         {

package/lib/math/amm.d.ts

@@ -59,8 +59,8 @@ export declare function calculateSpreadBN(baseSpread: number, lastOracleReserveP
     longSpread: number;
     shortSpread: number;
 };
-export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData): [number, number];
-export declare function calculateSpreadReserves(amm: AMM, oraclePriceData: OraclePriceData): {
+export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData, now?: BN): [number, number];
+export declare function calculateSpreadReserves(amm: AMM, oraclePriceData: OraclePriceData, now?: BN): {
     baseAssetReserve: any;
     quoteAssetReserve: any;
 }[];
@@ -88,6 +88,6 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
  * @returns cost : Precision PRICE_PRECISION
  */
 export declare function calculateTerminalPrice(market: PerpMarketAccount): BN;
-export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData): [BN, PositionDirection];
+export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData, now?: BN): [BN, PositionDirection];
 export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
 export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;

package/lib/math/amm.js

@@ -365,7 +365,7 @@ function calculateSpreadBN(baseSpread, lastOracleReservePriceSpreadPct, lastOrac
     return [longSpread, shortSpread];
 }
 exports.calculateSpreadBN = calculateSpreadBN;
-function calculateSpread(amm, oraclePriceData) {
+function calculateSpread(amm, oraclePriceData, now) {
     if (amm.baseSpread == 0 || amm.curveUpdateIntensity == 0) {
         return [amm.baseSpread / 2, amm.baseSpread / 2];
     }
@@ -379,7 +379,7 @@ function calculateSpread(amm, oraclePriceData) {
     const confIntervalPct = confInterval
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(reservePrice);
-    const now = new anchor_1.BN(new Date().getTime() / 1000); //todo
+    now = now || new anchor_1.BN(new Date().getTime() / 1000); //todo
     const liveOracleStd = (0, oracles_1.calculateLiveOracleStd)(amm, oraclePriceData, now);
     const spreads = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.baseAssetAmountWithAmm, reservePrice, amm.totalFeeMinusDistributions, amm.netRevenueSinceLastFunding, amm.baseAssetReserve, amm.minBaseAssetReserve, amm.maxBaseAssetReserve, amm.markStd, liveOracleStd, amm.longIntensityVolume, amm.shortIntensityVolume, amm.volume24H);
     const longSpread = spreads[0];
@@ -387,7 +387,7 @@ function calculateSpread(amm, oraclePriceData) {
     return [longSpread, shortSpread];
 }
 exports.calculateSpread = calculateSpread;
-function calculateSpreadReserves(amm, oraclePriceData) {
+function calculateSpreadReserves(amm, oraclePriceData, now) {
     function calculateSpreadReserve(spread, direction, amm) {
         if (spread === 0) {
             return {
@@ -409,7 +409,7 @@ function calculateSpreadReserves(amm, oraclePriceData) {
             quoteAssetReserve,
         };
     }
-    const [longSpread, shortSpread] = calculateSpread(amm, oraclePriceData);
+    const [longSpread, shortSpread] = calculateSpread(amm, oraclePriceData, now);
     const askReserves = calculateSpreadReserve(longSpread, types_1.PositionDirection.LONG, amm);
     const bidReserves = calculateSpreadReserve(shortSpread, types_1.PositionDirection.SHORT, amm);
     return [bidReserves, askReserves];
@@ -471,7 +471,7 @@ function calculateTerminalPrice(market) {
     return terminalPrice;
 }
 exports.calculateTerminalPrice = calculateTerminalPrice;
-function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oraclePriceData) {
+function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oraclePriceData, now) {
     const invariant = amm.sqrtK.mul(amm.sqrtK);
     const newBaseAssetReserveSquared = invariant
         .mul(numericConstants_1.PRICE_PRECISION)
@@ -479,7 +479,7 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oracleP
         .div(limit_price)
         .div(numericConstants_1.PEG_PRECISION);
     const newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
-    const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, oraclePriceData);
+    const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(amm, oraclePriceData, now);
     const baseAssetReserveBefore = (0, types_1.isVariant)(direction, 'long')
         ? longSpreadReserves.baseAssetReserve
         : shortSpreadReserves.baseAssetReserve;

package/lib/math/spotBalance.js

@@ -5,6 +5,7 @@ const types_1 = require("../types");
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const margin_1 = require("./margin");
+const numericConstants_2 = require("../constants/numericConstants");
 function getBalance(tokenAmount, spotMarket, balanceType) {
     const precisionIncrease = numericConstants_1.TEN.pow(new anchor_1.BN(19 - spotMarket.decimals));
     const cumulativeInterest = (0, types_1.isVariant)(balanceType, 'deposit')
@@ -139,8 +140,10 @@ function calculateDepositRate(bank) {
     const utilization = calculateUtilization(bank);
     const borrowRate = calculateBorrowRate(bank);
     const depositRate = borrowRate
+        .mul(numericConstants_2.PERCENTAGE_PRECISION.sub(new anchor_1.BN(bank.insuranceFund.totalFactor)))
         .mul(utilization)
-        .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION);
+        .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION)
+        .div(numericConstants_2.PERCENTAGE_PRECISION);
     return depositRate;
 }
 exports.calculateDepositRate = calculateDepositRate;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.6.0-beta.0",
+	"version": "2.6.0-beta.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/DLOBNode.ts

@@ -29,7 +29,8 @@ export abstract class OrderNode implements DLOBNode {
 	haveTrigger = false;
 
 	constructor(order: Order, userAccount: PublicKey) {
-		this.order = order;
+		// Copy the order over to the node
+		this.order = { ...order };
 		this.userAccount = userAccount;
 		this.sortValue = this.getSortValue(order);
 	}

package/src/driftClient.ts

@@ -1741,22 +1741,29 @@ export class DriftClient {
 	 * @param orderParams
 	 * @param userAccountPublicKey
 	 * @param userAccount
+	 * @param makerInfo
 	 * @returns
 	 */
 	public async sendMarketOrderAndGetSignedFillTx(
 		orderParams: OptionalOrderParams,
 		userAccountPublicKey: PublicKey,
-		userAccount: UserAccount
+		userAccount: UserAccount,
+		makerInfo?: MakerInfo
 	): Promise<{ txSig: TransactionSignature; signedFillTx: Transaction }> {
 		const marketIndex = orderParams.marketIndex;
 		const orderId = userAccount.nextOrderId;
 
 		const marketOrderTx = wrapInTx(await this.getPlacePerpOrderIx(orderParams));
 		const fillTx = wrapInTx(
-			await this.getFillPerpOrderIx(userAccountPublicKey, userAccount, {
-				orderId,
-				marketIndex,
-			})
+			await this.getFillPerpOrderIx(
+				userAccountPublicKey,
+				userAccount,
+				{
+					orderId,
+					marketIndex,
+				},
+				makerInfo
+			)
 		);
 
 		// Apply the latest blockhash to the txs so that we can sign before sending them

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.6.0-beta.0",
+  "version": "2.6.0-beta.1",
   "name": "drift",
   "instructions": [
     {

package/src/math/amm.ts

@@ -655,7 +655,8 @@ export function calculateSpreadBN(
 
 export function calculateSpread(
 	amm: AMM,
-	oraclePriceData: OraclePriceData
+	oraclePriceData: OraclePriceData,
+	now?: BN
 ): [number, number] {
 	if (amm.baseSpread == 0 || amm.curveUpdateIntensity == 0) {
 		return [amm.baseSpread / 2, amm.baseSpread / 2];
@@ -678,7 +679,7 @@ export function calculateSpread(
 		.mul(BID_ASK_SPREAD_PRECISION)
 		.div(reservePrice);
 
-	const now = new BN(new Date().getTime() / 1000); //todo
+	now = now || new BN(new Date().getTime() / 1000); //todo
 	const liveOracleStd = calculateLiveOracleStd(amm, oraclePriceData, now);
 
 	const spreads = calculateSpreadBN(
@@ -710,7 +711,8 @@ export function calculateSpread(
 
 export function calculateSpreadReserves(
 	amm: AMM,
-	oraclePriceData: OraclePriceData
+	oraclePriceData: OraclePriceData,
+	now?: BN
 ) {
 	function calculateSpreadReserve(
 		spread: number,
@@ -745,7 +747,7 @@ export function calculateSpreadReserves(
 		};
 	}
 
-	const [longSpread, shortSpread] = calculateSpread(amm, oraclePriceData);
+	const [longSpread, shortSpread] = calculateSpread(amm, oraclePriceData, now);
 	const askReserves = calculateSpreadReserve(
 		longSpread,
 		PositionDirection.LONG,
@@ -838,7 +840,8 @@ export function calculateMaxBaseAssetAmountToTrade(
 	amm: AMM,
 	limit_price: BN,
 	direction: PositionDirection,
-	oraclePriceData?: OraclePriceData
+	oraclePriceData?: OraclePriceData,
+	now?: BN
 ): [BN, PositionDirection] {
 	const invariant = amm.sqrtK.mul(amm.sqrtK);
 
@@ -851,7 +854,8 @@ export function calculateMaxBaseAssetAmountToTrade(
 	const newBaseAssetReserve = squareRootBN(newBaseAssetReserveSquared);
 	const [shortSpreadReserves, longSpreadReserves] = calculateSpreadReserves(
 		amm,
-		oraclePriceData
+		oraclePriceData,
+		now
 	);
 
 	const baseAssetReserveBefore: BN = isVariant(direction, 'long')

package/src/math/spotBalance.ts

@@ -20,6 +20,7 @@ import {
 	calculateSizePremiumLiabilityWeight,
 } from './margin';
 import { OraclePriceData } from '../oracles/types';
+import { PERCENTAGE_PRECISION } from '../constants/numericConstants';
 
 export function getBalance(
 	tokenAmount: BN,
@@ -228,8 +229,10 @@ export function calculateDepositRate(bank: SpotMarketAccount): BN {
 	const utilization = calculateUtilization(bank);
 	const borrowRate = calculateBorrowRate(bank);
 	const depositRate = borrowRate
+		.mul(PERCENTAGE_PRECISION.sub(new BN(bank.insuranceFund.totalFactor)))
 		.mul(utilization)
-		.div(SPOT_MARKET_UTILIZATION_PRECISION);
+		.div(SPOT_MARKET_UTILIZATION_PRECISION)
+		.div(PERCENTAGE_PRECISION);
 	return depositRate;
 }