@drift-labs/sdk 2.60.0-beta.12 → 2.60.0-beta.14

package/VERSION

@@ -1 +1 @@
-2.60.0-beta.12
+2.60.0-beta.14

package/lib/math/trade.d.ts

@@ -1,5 +1,5 @@
 /// <reference types="bn.js" />
-import { PerpMarketAccount, PositionDirection, SpotMarketAccount } from '../types';
+import { PerpMarketAccount, PositionDirection, SpotMarketAccount, UserStatsAccount } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { AssetType } from './amm';
 import { OraclePriceData } from '../oracles/types';
@@ -114,3 +114,4 @@ export declare function calculateEstimatedEntryPriceWithL2(assetType: AssetType,
     baseFilled: BN;
     quoteFilled: BN;
 };
+export declare function getUser30dRollingVolumeEstimate(userStatsAccount: UserStatsAccount, now?: BN): BN;

package/lib/math/trade.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateEstimatedEntryPriceWithL2 = exports.calculateEstimatedSpotEntryPrice = exports.calculateEstimatedPerpEntryPrice = exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
+exports.getUser30dRollingVolumeEstimate = exports.calculateEstimatedEntryPriceWithL2 = exports.calculateEstimatedSpotEntryPrice = exports.calculateEstimatedPerpEntryPrice = exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
 const types_1 = require("../types");
 const anchor_1 = require("@coral-xyz/anchor");
 const assert_1 = require("../assert/assert");
@@ -621,3 +621,17 @@ function calculateEstimatedEntryPriceWithL2(assetType, amount, direction, basePr
     };
 }
 exports.calculateEstimatedEntryPriceWithL2 = calculateEstimatedEntryPriceWithL2;
+function getUser30dRollingVolumeEstimate(userStatsAccount, now) {
+    now = now || new anchor_1.BN(new Date().getTime() / 1000);
+    const sinceLastTaker = anchor_1.BN.max(now.sub(userStatsAccount.lastTakerVolume30DTs), numericConstants_1.ZERO);
+    const sinceLastMaker = anchor_1.BN.max(now.sub(userStatsAccount.lastMakerVolume30DTs), numericConstants_1.ZERO);
+    const thirtyDaysInSeconds = new anchor_1.BN(60 * 60 * 24 * 30);
+    const last30dVolume = userStatsAccount.takerVolume30D
+        .mul(anchor_1.BN.max(thirtyDaysInSeconds.sub(sinceLastTaker), numericConstants_1.ZERO))
+        .div(thirtyDaysInSeconds)
+        .add(userStatsAccount.makerVolume30D
+        .mul(anchor_1.BN.max(thirtyDaysInSeconds.sub(sinceLastMaker), numericConstants_1.ZERO))
+        .div(thirtyDaysInSeconds));
+    return last30dVolume;
+}
+exports.getUser30dRollingVolumeEstimate = getUser30dRollingVolumeEstimate;

package/lib/user.d.ts

@@ -340,7 +340,7 @@ export declare class User {
      * @returns leverageRatio : Precision TEN_THOUSAND
      */
     accountLeverageRatioAfterTrade(targetMarketIndex: number, targetMarketType: MarketType, tradeQuoteAmount: BN, tradeSide: PositionDirection, includeOpenOrders?: boolean): BN;
-    getUserFeeTier(marketType: MarketType): import("./types").FeeTier;
+    getUserFeeTier(marketType: MarketType, now?: BN): import("./types").FeeTier;
     /**
      * Calculates taker / maker fee (as a percentage, e.g. .001 = 10 basis points) for particular marketType
      * @param marketType

package/lib/user.js

@@ -1136,6 +1136,8 @@ class User {
                 freeCollateralChange = costBasis.sub(newPositionValue);
             }
             else {
+                console.log('newPositionValue', newPositionValue.toString());
+                console.log('costBasis', costBasis.toString());
                 freeCollateralChange = newPositionValue.sub(costBasis);
             }
             // assume worst fee tier
@@ -1146,17 +1148,12 @@ class User {
             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
+        freeCollateralChange = freeCollateralChange.sub(newWorstCaseBaseAssetAmount
+            .abs()
+            .sub(worstCaseBaseAssetAmount.abs())
             .mul(oraclePrice)
             .div(numericConstants_1.BASE_PRECISION)
             .mul(new _1.BN(newMarginRatio))
@@ -1643,14 +1640,14 @@ class User {
             .div(netAssetValue);
         return newLeverage;
     }
-    getUserFeeTier(marketType) {
+    getUserFeeTier(marketType, now) {
         const state = this.driftClient.getStateAccount();
         let feeTierIndex = 0;
         if ((0, types_1.isVariant)(marketType, 'perp')) {
             const userStatsAccount = this.driftClient
                 .getUserStats()
                 .getAccount();
-            const total30dVolume = userStatsAccount.takerVolume30D.add(userStatsAccount.makerVolume30D); // todo: update using now and lastTs?
+            const total30dVolume = (0, _1.getUser30dRollingVolumeEstimate)(userStatsAccount, now);
             const stakedQuoteAssetAmount = userStatsAccount.ifStakedQuoteAssetAmount;
             const volumeTiers = [
                 new _1.BN(100000000).mul(numericConstants_1.QUOTE_PRECISION),

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.60.0-beta.12",
+	"version": "2.60.0-beta.14",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/math/trade.ts

@@ -3,6 +3,7 @@ import {
 	PerpMarketAccount,
 	PositionDirection,
 	SpotMarketAccount,
+	UserStatsAccount,
 } from '../types';
 import { BN } from '@coral-xyz/anchor';
 import { assert } from '../assert/assert';
@@ -964,3 +965,29 @@ export function calculateEstimatedEntryPriceWithL2(
 		quoteFilled: cumulativeQuoteFilled,
 	};
 }
+
+export function getUser30dRollingVolumeEstimate(
+	userStatsAccount: UserStatsAccount,
+	now?: BN
+) {
+	now = now || new BN(new Date().getTime() / 1000);
+	const sinceLastTaker = BN.max(
+		now.sub(userStatsAccount.lastTakerVolume30DTs),
+		ZERO
+	);
+	const sinceLastMaker = BN.max(
+		now.sub(userStatsAccount.lastMakerVolume30DTs),
+		ZERO
+	);
+	const thirtyDaysInSeconds = new BN(60 * 60 * 24 * 30);
+	const last30dVolume = userStatsAccount.takerVolume30D
+		.mul(BN.max(thirtyDaysInSeconds.sub(sinceLastTaker), ZERO))
+		.div(thirtyDaysInSeconds)
+		.add(
+			userStatsAccount.makerVolume30D
+				.mul(BN.max(thirtyDaysInSeconds.sub(sinceLastMaker), ZERO))
+				.div(thirtyDaysInSeconds)
+		);
+
+	return last30dVolume;
+}

package/src/user.ts

@@ -55,6 +55,7 @@ import {
 	getSignedTokenAmount,
 	getStrictTokenValue,
 	getTokenValue,
+	getUser30dRollingVolumeEstimate,
 	MarketType,
 	PositionDirection,
 	sigNum,
@@ -2092,6 +2093,8 @@ export class User {
 			if (positionBaseSizeChange.gt(ZERO)) {
 				freeCollateralChange = costBasis.sub(newPositionValue);
 			} else {
+				console.log('newPositionValue', newPositionValue.toString());
+				console.log('costBasis', costBasis.toString());
 				freeCollateralChange = newPositionValue.sub(costBasis);
 			}
 
@@ -2107,12 +2110,6 @@ export class User {
 		const worstCaseBaseAssetAmount =
 			calculateWorstCaseBaseAssetAmount(perpPosition);
 
-		const marginRatioBefore = calculateMarketMarginRatio(
-			market,
-			worstCaseBaseAssetAmount.abs(),
-			'Maintenance'
-		);
-
 		const newWorstCaseBaseAssetAmount = worstCaseBaseAssetAmount.add(
 			positionBaseSizeChange
 		);
@@ -2123,18 +2120,11 @@ export class User {
 			'Maintenance'
 		);
 
-		// update free collateral to account for change in margin ratio from position change
-		freeCollateralChange = freeCollateralChange.sub(
-			worstCaseBaseAssetAmount
-				.mul(oraclePrice)
-				.div(BASE_PRECISION)
-				.mul(new BN(newMarginRatio - marginRatioBefore))
-				.div(MARGIN_PRECISION)
-		);
-
 		// update free collateral to account for new margin requirement from position change
 		freeCollateralChange = freeCollateralChange.sub(
-			positionBaseSizeChange
+			newWorstCaseBaseAssetAmount
+				.abs()
+				.sub(worstCaseBaseAssetAmount.abs())
 				.mul(oraclePrice)
 				.div(BASE_PRECISION)
 				.mul(new BN(newMarginRatio))
@@ -3070,7 +3060,7 @@ export class User {
 		return newLeverage;
 	}
 
-	public getUserFeeTier(marketType: MarketType) {
+	public getUserFeeTier(marketType: MarketType, now?: BN) {
 		const state = this.driftClient.getStateAccount();
 
 		let feeTierIndex = 0;
@@ -3079,9 +3069,10 @@ export class User {
 				.getUserStats()
 				.getAccount();
 
-			const total30dVolume = userStatsAccount.takerVolume30D.add(
-				userStatsAccount.makerVolume30D
-			); // todo: update using now and lastTs?
+			const total30dVolume = getUser30dRollingVolumeEstimate(
+				userStatsAccount,
+				now
+			);
 
 			const stakedQuoteAssetAmount = userStatsAccount.ifStakedQuoteAssetAmount;
 			const volumeTiers = [