@drift-labs/sdk 2.60.0-beta.0 → 2.60.0-beta.10

package/VERSION

@@ -1 +1 @@
-2.60.0-beta.0
+2.60.0-beta.10

package/lib/constants/perpMarkets.js

@@ -486,6 +486,16 @@ exports.MainnetPerpMarkets = [
         launchTs: 1706219971000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'JUP',
+        category: ['Exchange', 'Infra'],
+        symbol: 'JUP-PERP',
+        baseAssetSymbol: 'JUP',
+        marketIndex: 24,
+        oracle: new web3_js_1.PublicKey('g6eRCbboSwK4tSWngn773RCMexr1APQr4uA9bGZBYfo'),
+        launchTs: 1706713201000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];
 exports.PerpMarkets = {
     devnet: exports.DevnetPerpMarkets,

package/lib/constants/spotMarkets.d.ts

@@ -11,6 +11,7 @@ export type SpotMarketConfig = {
     precisionExp: BN;
     serumMarket?: PublicKey;
     phoenixMarket?: PublicKey;
+    launchTs?: number;
 };
 export declare const WRAPPED_SOL_MINT: PublicKey;
 export declare const DevnetSpotMarkets: SpotMarketConfig[];

package/lib/constants/spotMarkets.js

@@ -139,6 +139,7 @@ exports.MainnetSpotMarkets = [
         precision: new __1.BN(10).pow(numericConstants_1.NINE),
         precisionExp: numericConstants_1.NINE,
         serumMarket: new web3_js_1.PublicKey('H87FfmHABiZLRGrDsXRZtqq25YpARzaokCzL1vMYGiep'),
+        phoenixMarket: new web3_js_1.PublicKey('BRLLmdtPGuuFn3BU6orYw4KHaohAEptBToi3dwRUnHQZ'),
     },
     {
         symbol: 'WIF',
@@ -149,6 +150,18 @@ exports.MainnetSpotMarkets = [
         precision: new __1.BN(10).pow(numericConstants_1.SIX),
         precisionExp: numericConstants_1.SIX,
         serumMarket: new web3_js_1.PublicKey('2BtDHBTCTUxvdur498ZEcMgimasaFrY5GzLv8wS8XgCb'),
+        phoenixMarket: new web3_js_1.PublicKey('6ojSigXF7nDPyhFRgmn3V9ywhYseKF9J32ZrranMGVSX'),
+    },
+    {
+        symbol: 'JUP',
+        marketIndex: 11,
+        oracle: new web3_js_1.PublicKey('g6eRCbboSwK4tSWngn773RCMexr1APQr4uA9bGZBYfo'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey('JUPyiwrYJFskUPiHa7hkeR8VUtAeFoSYbKedZNsDvCN'),
+        precision: new __1.BN(10).pow(numericConstants_1.SIX),
+        precisionExp: numericConstants_1.SIX,
+        phoenixMarket: new web3_js_1.PublicKey('2pspvjWWaf3dNgt3jsgSzFCNvMGPb7t8FrEYvLGjvcCe'),
+        launchTs: 1706731200000,
     },
 ];
 exports.SpotMarkets = {

package/lib/driftClient.js

@@ -55,6 +55,7 @@ const spotMarket_1 = require("./math/spotMarket");
 const memcmp_1 = require("./memcmp");
 const marinade_1 = require("./marinade");
 const orderParams_1 = require("./orderParams");
+const utils_2 = require("./math/utils");
 /**
  * # DriftClient
  * This class is the main way to interact with Drift Protocol. It allows you to subscribe to the various accounts where the Market's state is stored, as well as: opening positions, liquidating, settling funding, depositing & withdrawing, and more.
@@ -794,16 +795,24 @@ class DriftClient {
      * @param amount
      */
     convertToPerpPrecision(amount) {
-        amount = typeof amount === 'number' ? new anchor_1.BN(amount) : amount;
-        return amount.mul(numericConstants_1.BASE_PRECISION);
+        if (typeof amount === 'number') {
+            return (0, utils_2.numberToSafeBN)(amount, numericConstants_1.BASE_PRECISION);
+        }
+        else {
+            return amount.mul(numericConstants_1.BASE_PRECISION);
+        }
     }
     /**
      * Converts an amount to the price precision. The perp market precision is {@link PRICE_PRECISION} (1e6).
      * @param amount
      */
     convertToPricePrecision(amount) {
-        amount = typeof amount === 'number' ? new anchor_1.BN(amount) : amount;
-        return amount.mul(numericConstants_1.PRICE_PRECISION);
+        if (typeof amount === 'number') {
+            return (0, utils_2.numberToSafeBN)(amount, numericConstants_1.PRICE_PRECISION);
+        }
+        else {
+            return amount.mul(numericConstants_1.BASE_PRECISION);
+        }
     }
     /**
      * Each drift instruction must include perp and sport market accounts in the ix remaining accounts.

package/lib/index.d.ts

@@ -96,4 +96,5 @@ export * from './orderSubscriber/types';
 export * from './auctionSubscriber';
 export * from './auctionSubscriber/types';
 export * from './memcmp';
+export * from './decode/user';
 export { BN, PublicKey, pyth };

package/lib/index.js

@@ -119,3 +119,4 @@ __exportStar(require("./orderSubscriber/types"), exports);
 __exportStar(require("./auctionSubscriber"), exports);
 __exportStar(require("./auctionSubscriber/types"), exports);
 __exportStar(require("./memcmp"), exports);
+__exportStar(require("./decode/user"), exports);

package/lib/math/amm.js

@@ -425,16 +425,13 @@ function calculateSpread(amm, oraclePriceData, now, reservePrice) {
         reservePrice = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
     }
     const targetPrice = (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.price) || reservePrice;
-    const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
     const targetMarkSpreadPct = reservePrice
         .sub(targetPrice)
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
         .div(reservePrice);
-    const confIntervalPct = confInterval
-        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
-        .div(reservePrice);
     now = now || new anchor_1.BN(new Date().getTime() / 1000); //todo
     const liveOracleStd = (0, oracles_1.calculateLiveOracleStd)(amm, oraclePriceData, now);
+    const confIntervalPct = (0, oracles_1.getNewOracleConfPct)(amm, oraclePriceData, reservePrice, 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];
     const shortSpread = spreads[1];

package/lib/math/oracles.d.ts

@@ -7,3 +7,4 @@ export declare function isOracleValid(amm: AMM, oraclePriceData: OraclePriceData
 export declare function isOracleTooDivergent(amm: AMM, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, now: BN): boolean;
 export declare function calculateLiveOracleTwap(histOracleData: HistoricalOracleData, oraclePriceData: OraclePriceData, now: BN, period: BN): BN;
 export declare function calculateLiveOracleStd(amm: AMM, oraclePriceData: OraclePriceData, now: BN): BN;
+export declare function getNewOracleConfPct(amm: AMM, oraclePriceData: OraclePriceData, reservePrice: BN, now: BN): BN;

package/lib/math/oracles.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.oraclePriceBands = void 0;
+exports.getNewOracleConfPct = exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.oraclePriceBands = void 0;
 const numericConstants_1 = require("../constants/numericConstants");
 const index_1 = require("../index");
 const assert_1 = require("../assert/assert");
@@ -80,3 +80,18 @@ function calculateLiveOracleStd(amm, oraclePriceData, now) {
     return oracleStd;
 }
 exports.calculateLiveOracleStd = calculateLiveOracleStd;
+function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
+    const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
+    const sinceLastUpdate = index_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
+    let lowerBoundConfPct = amm.lastOracleConfPct;
+    if (sinceLastUpdate.gt(numericConstants_1.ZERO)) {
+        const lowerBoundConfDivisor = index_1.BN.max(new index_1.BN(21).sub(sinceLastUpdate), new index_1.BN(5));
+        lowerBoundConfPct = amm.lastOracleConfPct.sub(amm.lastOracleConfPct.div(lowerBoundConfDivisor));
+    }
+    const confIntervalPct = confInterval
+        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
+        .div(reservePrice);
+    const confIntervalPctResult = index_1.BN.max(confIntervalPct, lowerBoundConfPct);
+    return confIntervalPctResult;
+}
+exports.getNewOracleConfPct = getNewOracleConfPct;

package/lib/math/spotMarket.js

@@ -5,9 +5,10 @@ const anchor_1 = require("@coral-xyz/anchor");
 const types_1 = require("../types");
 const spotBalance_1 = require("./spotBalance");
 const numericConstants_1 = require("../constants/numericConstants");
+const utils_1 = require("./utils");
 function castNumberToSpotPrecision(value, spotMarket) {
     if (typeof value === 'number') {
-        return new anchor_1.BN(value * Math.pow(10, spotMarket.decimals));
+        return (0, utils_1.numberToSafeBN)(value, new anchor_1.BN(Math.pow(10, spotMarket.decimals)));
     }
     else {
         return value.mul(new anchor_1.BN(Math.pow(10, spotMarket.decimals)));

package/lib/math/superStake.d.ts

@@ -93,22 +93,18 @@ export declare function findBestLstSuperStakeIxs({ amount, jupiterClient, driftC
     method: 'jupiter' | 'marinade';
 }>;
 export type JITO_SOL_METRICS_ENDPOINT_RESPONSE = {
-    data: {
-        getStakePoolStats: {
-            tvl: {
-                data: number;
-                date: string;
-            }[];
-            supply: {
-                data: number;
-                date: string;
-            }[];
-            apy: {
-                data: number;
-                date: string;
-            }[];
-        };
-    };
+    tvl: {
+        data: number;
+        date: string;
+    }[];
+    supply: {
+        data: number;
+        date: string;
+    }[];
+    apy: {
+        data: number;
+        date: string;
+    }[];
 };
 export declare function fetchJitoSolMetrics(): Promise<JITO_SOL_METRICS_ENDPOINT_RESPONSE>;
 export type MSOL_METRICS_ENDPOINT_RESPONSE = {

package/lib/math/superStake.js

@@ -151,42 +151,35 @@ async function findBestLstSuperStakeIxs({ amount, jupiterClient, driftClient, us
     };
 }
 exports.findBestLstSuperStakeIxs = findBestLstSuperStakeIxs;
-const JITO_SOL_START_DATE = '2022-10-31T00:00:00Z';
+/**
+ * Removes hours, minutes, seconds from a date, and returns the ISO string value (with milliseconds trimmed from the output (required by Jito API))
+ * @param inDate
+ * @returns
+ */
+const getNormalizedDateString = (inDate) => {
+    const date = new Date(inDate.getTime());
+    date.setUTCHours(0, 0, 0, 0);
+    return date.toISOString().slice(0, 19) + 'Z';
+};
+const get30DAgo = () => {
+    const date = new Date(Date.now() - 30 * 24 * 60 * 60 * 1000);
+    return date;
+};
 async function fetchJitoSolMetrics() {
-    const res = await (0, node_fetch_1.default)('https://kobe.mainnet.jito.network/', {
+    const res = await (0, node_fetch_1.default)('https://kobe.mainnet.jito.network/api/v1/stake_pool_stats', {
+        headers: {
+            'Content-Type': 'application/json',
+        },
         body: JSON.stringify({
-            operationName: 'QueryRoot',
-            variables: {
-                request: {
-                    bucketType: 'DAILY',
-                    rangeFilter: {
-                        start: JITO_SOL_START_DATE,
-                        end: new Date().toISOString(),
-                    },
-                    sortBy: {
-                        order: 'ASC',
-                        field: 'BLOCK_TIME',
-                    },
-                },
+            bucket_type: 'Daily',
+            range_filter: {
+                start: getNormalizedDateString(get30DAgo()),
+                end: getNormalizedDateString(new Date()),
+            },
+            sort_by: {
+                order: 'Asc',
+                field: 'BlockTime',
             },
-            query: `
-						query QueryRoot($request: GetStakePoolStatsRequest!) {
-								getStakePoolStats(req: $request) {
-										tvl {
-												data
-												date
-										}
-										apy {
-												data
-												date
-										}
-										supply {
-												data
-												date
-										}
-								}
-						}
-				`,
         }),
         method: 'POST',
     });
@@ -205,13 +198,11 @@ const getJitoSolHistoricalPriceMap = async (timestamps) => {
         const data = await fetchJitoSolMetrics();
         const jitoSolHistoricalPriceMap = new Map();
         const jitoSolHistoricalPriceInSol = [];
-        for (let i = 0; i < data.data.getStakePoolStats.supply.length; i++) {
-            const priceInSol = data.data.getStakePoolStats.tvl[i].data /
-                10 ** 9 /
-                data.data.getStakePoolStats.supply[i].data;
+        for (let i = 0; i < data.supply.length; i++) {
+            const priceInSol = data.tvl[i].data / 10 ** 9 / data.supply[i].data;
             jitoSolHistoricalPriceInSol.push({
                 price: priceInSol,
-                ts: data.data.getStakePoolStats.tvl[i].date,
+                ts: data.tvl[i].date,
             });
         }
         for (const timestamp of timestamps) {

package/lib/math/utils.d.ts

@@ -14,3 +14,10 @@ export declare const sigNum: (x: BN) => BN;
  */
 export declare function timeRemainingUntilUpdate(now: BN, lastUpdateTs: BN, updatePeriod: BN): BN;
 export declare const checkSameDate: (dateString1: string, dateString2: string) => boolean;
+export declare function isBNSafe(number: number): boolean;
+/**
+ * Converts a number to BN makes sure the number is safe to convert to BN (that it does not overflow number after multiplying by precision)
+ * @param number the number to convert to BN
+ * @param precision the BN precision to use (i.e. QUOTE_PRECISION and BASE_PRECISION from drift sdk)
+ */
+export declare function numberToSafeBN(number: number, precision: BN): BN;

package/lib/math/utils.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.checkSameDate = exports.timeRemainingUntilUpdate = exports.sigNum = exports.divCeil = exports.squareRootBN = exports.clampBN = void 0;
+exports.numberToSafeBN = exports.isBNSafe = exports.checkSameDate = exports.timeRemainingUntilUpdate = exports.sigNum = exports.divCeil = exports.squareRootBN = exports.clampBN = void 0;
 const __1 = require("../");
 function clampBN(x, min, max) {
     return __1.BN.max(min, __1.BN.min(x, max));
@@ -85,3 +85,28 @@ const checkSameDate = (dateString1, dateString2) => {
     return isSameDate;
 };
 exports.checkSameDate = checkSameDate;
+function isBNSafe(number) {
+    return number <= 0x1fffffffffffff;
+}
+exports.isBNSafe = isBNSafe;
+/**
+ * Converts a number to BN makes sure the number is safe to convert to BN (that it does not overflow number after multiplying by precision)
+ * @param number the number to convert to BN
+ * @param precision the BN precision to use (i.e. QUOTE_PRECISION and BASE_PRECISION from drift sdk)
+ */
+function numberToSafeBN(number, precision) {
+    // check if number has decimals
+    const candidate = number * precision.toNumber();
+    if (isBNSafe(candidate)) {
+        return new __1.BN(candidate);
+    }
+    else {
+        if (number % 1 === 0) {
+            return new __1.BN(number.toString()).mul(precision);
+        }
+        else {
+            return new __1.BN(number).mul(precision);
+        }
+    }
+}
+exports.numberToSafeBN = numberToSafeBN;

package/lib/user.d.ts

@@ -248,7 +248,8 @@ export declare class User {
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN): BN;
+    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN, estimatedEntryPrice?: BN): BN;
+    calculateEntriesEffectOnFreeCollateral(market: PerpMarketAccount, oraclePrice: BN, perpPosition: PerpPosition, positionBaseSizeChange: BN, estimatedEntryPrice: BN): BN;
     calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN): BN | undefined;
     calculateFreeCollateralDeltaForSpot(market: SpotMarketAccount, signedTokenAmount: BN): BN;
     /**
@@ -257,7 +258,7 @@ export declare class User {
      * @param closeQuoteAmount
      * @returns : Precision PRICE_PRECISION
      */
-    liquidationPriceAfterClose(positionMarketIndex: number, closeQuoteAmount: BN): BN;
+    liquidationPriceAfterClose(positionMarketIndex: number, closeQuoteAmount: BN, estimatedEntryPrice?: BN): BN;
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
      *

package/lib/user.js

@@ -1082,18 +1082,22 @@ class User {
      * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO) {
+    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO, estimatedEntryPrice = numericConstants_1.ZERO) {
         const totalCollateral = this.getTotalCollateral('Maintenance');
         const maintenanceMarginRequirement = this.getMaintenanceMarginRequirement();
-        const freeCollateral = _1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(maintenanceMarginRequirement));
+        let freeCollateral = _1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(maintenanceMarginRequirement));
+        const oracle = this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
+        const oraclePrice = this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
         const market = this.driftClient.getPerpMarketAccount(marketIndex);
         const currentPerpPosition = this.getPerpPositionWithLPSettle(marketIndex, undefined, true)[0] ||
             this.getEmptyPosition(marketIndex);
+        positionBaseSizeChange = (0, _1.standardizeBaseAssetAmount)(positionBaseSizeChange, market.amm.orderStepSize);
+        const freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(market, oraclePrice, currentPerpPosition, positionBaseSizeChange, estimatedEntryPrice);
+        freeCollateral = freeCollateral.add(freeCollateralChangeFromNewPosition);
         let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange);
         if (!freeCollateralDelta) {
             return new _1.BN(-1);
         }
-        const oracle = this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
         const spotMarketWithSameOracle = this.driftClient
             .getSpotMarketAccounts()
             .find((market) => market.oracle.equals(oracle));
@@ -1108,7 +1112,6 @@ class User {
         if (freeCollateralDelta.eq(numericConstants_1.ZERO)) {
             return new _1.BN(-1);
         }
-        const oraclePrice = this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
         const liqPriceDelta = freeCollateral
             .mul(numericConstants_1.QUOTE_PRECISION)
             .div(freeCollateralDelta);
@@ -1118,6 +1121,47 @@ class User {
         }
         return liqPrice;
     }
+    calculateEntriesEffectOnFreeCollateral(market, oraclePrice, perpPosition, positionBaseSizeChange, estimatedEntryPrice) {
+        let freeCollateralChange = numericConstants_1.ZERO;
+        // update free collateral to account for change in pnl from new position
+        if (!estimatedEntryPrice.eq(numericConstants_1.ZERO) && !positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
+            const costBasis = oraclePrice
+                .mul(positionBaseSizeChange.abs())
+                .div(numericConstants_1.BASE_PRECISION);
+            const newPositionValue = estimatedEntryPrice
+                .mul(positionBaseSizeChange.abs())
+                .div(numericConstants_1.BASE_PRECISION);
+            if (positionBaseSizeChange.gt(numericConstants_1.ZERO)) {
+                freeCollateralChange = costBasis.sub(newPositionValue);
+            }
+            else {
+                freeCollateralChange = newPositionValue.sub(costBasis);
+            }
+            // assume worst fee tier
+            const takerFeeTier = this.driftClient.getStateAccount().perpFeeStructure.feeTiers[0];
+            const takerFee = newPositionValue
+                .muln(takerFeeTier.feeNumerator)
+                .divn(takerFeeTier.feeDenominator);
+            freeCollateralChange = freeCollateralChange.sub(takerFee);
+        }
+        const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition);
+        const marginRatioBefore = (0, _1.calculateMarketMarginRatio)(market, worstCaseBaseAssetAmount.abs(), 'Maintenance');
+        const newWorstCaseBaseAssetAmount = worstCaseBaseAssetAmount.add(positionBaseSizeChange);
+        const newMarginRatio = (0, _1.calculateMarketMarginRatio)(market, newWorstCaseBaseAssetAmount.abs(), 'Maintenance');
+        // update free collateral to account for change in margin ratio from position change
+        freeCollateralChange = freeCollateralChange.sub(worstCaseBaseAssetAmount
+            .mul(oraclePrice)
+            .div(numericConstants_1.BASE_PRECISION)
+            .mul(new _1.BN(newMarginRatio - marginRatioBefore))
+            .div(numericConstants_1.MARGIN_PRECISION));
+        // update free collateral to account for new margin requirement from position change
+        freeCollateralChange = freeCollateralChange.sub(positionBaseSizeChange
+            .mul(oraclePrice)
+            .div(numericConstants_1.BASE_PRECISION)
+            .mul(new _1.BN(newMarginRatio))
+            .div(numericConstants_1.MARGIN_PRECISION));
+        return freeCollateralChange;
+    }
     calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange) {
         const currentBaseAssetAmount = perpPosition.baseAssetAmount;
         const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition);
@@ -1174,7 +1218,7 @@ class User {
      * @param closeQuoteAmount
      * @returns : Precision PRICE_PRECISION
      */
-    liquidationPriceAfterClose(positionMarketIndex, closeQuoteAmount) {
+    liquidationPriceAfterClose(positionMarketIndex, closeQuoteAmount, estimatedEntryPrice = numericConstants_1.ZERO) {
         const currentPosition = this.getPerpPositionWithLPSettle(positionMarketIndex, undefined, true)[0] || this.getEmptyPosition(positionMarketIndex);
         const closeBaseAmount = currentPosition.baseAssetAmount
             .mul(closeQuoteAmount)
@@ -1183,7 +1227,7 @@ class User {
             .mul(closeQuoteAmount)
             .mod(currentPosition.quoteAssetAmount.abs()))
             .neg();
-        return this.liquidationPrice(positionMarketIndex, closeBaseAmount);
+        return this.liquidationPrice(positionMarketIndex, closeBaseAmount, estimatedEntryPrice);
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.60.0-beta.0",
+	"version": "2.60.0-beta.10",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/constants/perpMarkets.ts

@@ -497,6 +497,16 @@ export const MainnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1706219971000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'JUP',
+		category: ['Exchange', 'Infra'],
+		symbol: 'JUP-PERP',
+		baseAssetSymbol: 'JUP',
+		marketIndex: 24,
+		oracle: new PublicKey('g6eRCbboSwK4tSWngn773RCMexr1APQr4uA9bGZBYfo'),
+		launchTs: 1706713201000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {

package/src/constants/spotMarkets.ts

@@ -20,6 +20,7 @@ export type SpotMarketConfig = {
 	precisionExp: BN;
 	serumMarket?: PublicKey;
 	phoenixMarket?: PublicKey;
+	launchTs?: number;
 };
 
 export const WRAPPED_SOL_MINT = new PublicKey(
@@ -169,6 +170,9 @@ export const MainnetSpotMarkets: SpotMarketConfig[] = [
 		precision: new BN(10).pow(NINE),
 		precisionExp: NINE,
 		serumMarket: new PublicKey('H87FfmHABiZLRGrDsXRZtqq25YpARzaokCzL1vMYGiep'),
+		phoenixMarket: new PublicKey(
+			'BRLLmdtPGuuFn3BU6orYw4KHaohAEptBToi3dwRUnHQZ'
+		),
 	},
 	{
 		symbol: 'WIF',
@@ -179,6 +183,22 @@ export const MainnetSpotMarkets: SpotMarketConfig[] = [
 		precision: new BN(10).pow(SIX),
 		precisionExp: SIX,
 		serumMarket: new PublicKey('2BtDHBTCTUxvdur498ZEcMgimasaFrY5GzLv8wS8XgCb'),
+		phoenixMarket: new PublicKey(
+			'6ojSigXF7nDPyhFRgmn3V9ywhYseKF9J32ZrranMGVSX'
+		),
+	},
+	{
+		symbol: 'JUP',
+		marketIndex: 11,
+		oracle: new PublicKey('g6eRCbboSwK4tSWngn773RCMexr1APQr4uA9bGZBYfo'),
+		oracleSource: OracleSource.PYTH,
+		mint: new PublicKey('JUPyiwrYJFskUPiHa7hkeR8VUtAeFoSYbKedZNsDvCN'),
+		precision: new BN(10).pow(SIX),
+		precisionExp: SIX,
+		phoenixMarket: new PublicKey(
+			'2pspvjWWaf3dNgt3jsgSzFCNvMGPb7t8FrEYvLGjvcCe'
+		),
+		launchTs: 1706731200000,
 	},
 ];
 

package/src/driftClient.ts

@@ -124,6 +124,7 @@ import { getNonIdleUserFilter } from './memcmp';
 import { UserStatsSubscriptionConfig } from './userStatsConfig';
 import { getMarinadeDepositIx, getMarinadeFinanceProgram } from './marinade';
 import { getOrderParams } from './orderParams';
+import { numberToSafeBN } from './math/utils';
 
 type RemainingAccountParams = {
 	userAccounts: UserAccount[];
@@ -1339,8 +1340,11 @@ export class DriftClient {
 	 * @param amount
 	 */
 	public convertToPerpPrecision(amount: BN | number): BN {
-		amount = typeof amount === 'number' ? new BN(amount) : amount;
-		return amount.mul(BASE_PRECISION);
+		if (typeof amount === 'number') {
+			return numberToSafeBN(amount, BASE_PRECISION);
+		} else {
+			return amount.mul(BASE_PRECISION);
+		}
 	}
 
 	/**
@@ -1348,8 +1352,11 @@ export class DriftClient {
 	 * @param amount
 	 */
 	public convertToPricePrecision(amount: BN | number): BN {
-		amount = typeof amount === 'number' ? new BN(amount) : amount;
-		return amount.mul(PRICE_PRECISION);
+		if (typeof amount === 'number') {
+			return numberToSafeBN(amount, PRICE_PRECISION);
+		} else {
+			return amount.mul(BASE_PRECISION);
+		}
 	}
 
 	/**

package/src/index.ts

@@ -97,5 +97,6 @@ export * from './orderSubscriber/types';
 export * from './auctionSubscriber';
 export * from './auctionSubscriber/types';
 export * from './memcmp';
+export * from './decode/user';
 
 export { BN, PublicKey, pyth };

package/src/math/amm.ts

@@ -32,7 +32,7 @@ import {
 	calculateBudgetedPeg,
 } from './repeg';
 
-import { calculateLiveOracleStd } from './oracles';
+import { calculateLiveOracleStd, getNewOracleConfPct } from './oracles';
 
 export function calculatePegFromTargetPrice(
 	targetPrice: BN,
@@ -792,18 +792,19 @@ export function calculateSpread(
 	}
 
 	const targetPrice = oraclePriceData?.price || reservePrice;
-	const confInterval = oraclePriceData.confidence || ZERO;
 	const targetMarkSpreadPct = reservePrice
 		.sub(targetPrice)
 		.mul(BID_ASK_SPREAD_PRECISION)
 		.div(reservePrice);
 
-	const confIntervalPct = confInterval
-		.mul(BID_ASK_SPREAD_PRECISION)
-		.div(reservePrice);
-
 	now = now || new BN(new Date().getTime() / 1000); //todo
 	const liveOracleStd = calculateLiveOracleStd(amm, oraclePriceData, now);
+	const confIntervalPct = getNewOracleConfPct(
+		amm,
+		oraclePriceData,
+		reservePrice,
+		now
+	);
 
 	const spreads = calculateSpreadBN(
 		amm.baseSpread,

package/src/math/oracles.ts

@@ -151,3 +151,34 @@ export function calculateLiveOracleStd(
 
 	return oracleStd;
 }
+
+export function getNewOracleConfPct(
+	amm: AMM,
+	oraclePriceData: OraclePriceData,
+	reservePrice: BN,
+	now: BN
+): BN {
+	const confInterval = oraclePriceData.confidence || ZERO;
+
+	const sinceLastUpdate = BN.max(
+		ZERO,
+		now.sub(amm.historicalOracleData.lastOraclePriceTwapTs)
+	);
+	let lowerBoundConfPct = amm.lastOracleConfPct;
+	if (sinceLastUpdate.gt(ZERO)) {
+		const lowerBoundConfDivisor = BN.max(
+			new BN(21).sub(sinceLastUpdate),
+			new BN(5)
+		);
+		lowerBoundConfPct = amm.lastOracleConfPct.sub(
+			amm.lastOracleConfPct.div(lowerBoundConfDivisor)
+		);
+	}
+	const confIntervalPct = confInterval
+		.mul(BID_ASK_SPREAD_PRECISION)
+		.div(reservePrice);
+
+	const confIntervalPctResult = BN.max(confIntervalPct, lowerBoundConfPct);
+
+	return confIntervalPctResult;
+}