@drift-labs/sdk 2.60.0-beta.5 → 2.60.0-beta.7

package/VERSION

@@ -1 +1 @@
-2.60.0-beta.5
+2.60.0-beta.7

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/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 +248,7 @@ 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;
     calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN): BN | undefined;
     calculateFreeCollateralDeltaForSpot(market: SpotMarketAccount, signedTokenAmount: BN): BN;
     /**

package/lib/user.js

@@ -1082,10 +1082,27 @@ 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;
+        // update free collateral to accoutn from pnl based on entry price
+        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)) {
+                freeCollateral = freeCollateral.add(costBasis.sub(newPositionValue));
+            }
+            else {
+                freeCollateral = freeCollateral.add(newPositionValue.sub(costBasis));
+            }
+        }
         const market = this.driftClient.getPerpMarketAccount(marketIndex);
         const currentPerpPosition = this.getPerpPositionWithLPSettle(marketIndex, undefined, true)[0] ||
             this.getEmptyPosition(marketIndex);
@@ -1093,7 +1110,6 @@ class User {
         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 +1124,6 @@ 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);

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.60.0-beta.5",
+	"version": "2.60.0-beta.7",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

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/math/spotMarket.ts

@@ -7,13 +7,14 @@ import {
 } from '../types';
 import { calculateAssetWeight, calculateLiabilityWeight } from './spotBalance';
 import { MARGIN_PRECISION } from '../constants/numericConstants';
+import { numberToSafeBN } from './utils';
 
 export function castNumberToSpotPrecision(
 	value: number | BN,
 	spotMarket: SpotMarketAccount
 ): BN {
 	if (typeof value === 'number') {
-		return new BN(value * Math.pow(10, spotMarket.decimals));
+		return numberToSafeBN(value, new BN(Math.pow(10, spotMarket.decimals)));
 	} else {
 		return value.mul(new BN(Math.pow(10, spotMarket.decimals)));
 	}

package/src/math/superStake.ts

@@ -267,66 +267,59 @@ export async function findBestLstSuperStakeIxs({
 }
 
 export type JITO_SOL_METRICS_ENDPOINT_RESPONSE = {
-	data: {
-		getStakePoolStats: {
-			tvl: {
-				// TVL in SOL, BN
-				data: number;
-				date: string;
-			}[];
-			supply: {
-				// jitoSOL supply
-				data: number;
-				date: string;
-			}[];
-			apy: {
-				data: number;
-				date: string;
-			}[];
-		};
-	};
+	tvl: {
+		// TVL in SOL, BN
+		data: number;
+		date: string;
+	}[];
+	supply: {
+		// jitoSOL supply
+		data: number;
+		date: string;
+	}[];
+	apy: {
+		data: number;
+		date: string;
+	}[];
 };
 
-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: Date) => {
+	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;
+};
 
 export async function fetchJitoSolMetrics() {
-	const res = await fetch('https://kobe.mainnet.jito.network/', {
-		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',
-					},
-				},
+	const res = await fetch(
+		'https://kobe.mainnet.jito.network/api/v1/stake_pool_stats',
+		{
+			headers: {
+				'Content-Type': 'application/json',
 			},
-			query: `
-						query QueryRoot($request: GetStakePoolStatsRequest!) {
-								getStakePoolStats(req: $request) {
-										tvl {
-												data
-												date
-										}
-										apy {
-												data
-												date
-										}
-										supply {
-												data
-												date
-										}
-								}
-						}
-				`,
-		}),
-		method: 'POST',
-	});
+			body: JSON.stringify({
+				bucket_type: 'Daily',
+				range_filter: {
+					start: getNormalizedDateString(get30DAgo()),
+					end: getNormalizedDateString(new Date()),
+				},
+				sort_by: {
+					order: 'Asc',
+					field: 'BlockTime',
+				},
+			}),
+			method: 'POST',
+		}
+	);
 
 	const data: JITO_SOL_METRICS_ENDPOINT_RESPONSE = await res.json();
 
@@ -396,14 +389,11 @@ const getJitoSolHistoricalPriceMap = async (timestamps: number[]) => {
 		const jitoSolHistoricalPriceMap = new Map<number, number>();
 		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,
 			});
 		}
 

package/src/math/utils.ts

@@ -95,3 +95,26 @@ export const checkSameDate = (dateString1: string, dateString2: string) => {
 
 	return isSameDate;
 };
+
+export function isBNSafe(number: number): boolean {
+	return number <= 0x1fffffffffffff;
+}
+
+/**
+ * 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 function numberToSafeBN(number: number, precision: BN): BN {
+	// check if number has decimals
+	const candidate = number * precision.toNumber();
+	if (isBNSafe(candidate)) {
+		return new BN(candidate);
+	} else {
+		if (number % 1 === 0) {
+			return new BN(number.toString()).mul(precision);
+		} else {
+			return new BN(number).mul(precision);
+		}
+	}
+}

package/src/user.ts

@@ -1973,15 +1973,37 @@ export class User {
 	 */
 	public liquidationPrice(
 		marketIndex: number,
-		positionBaseSizeChange: BN = ZERO
+		positionBaseSizeChange: BN = ZERO,
+		estimatedEntryPrice: BN = ZERO
 	): BN {
 		const totalCollateral = this.getTotalCollateral('Maintenance');
 		const maintenanceMarginRequirement = this.getMaintenanceMarginRequirement();
-		const freeCollateral = BN.max(
+		let freeCollateral = BN.max(
 			ZERO,
 			totalCollateral.sub(maintenanceMarginRequirement)
 		);
 
+		const oracle =
+			this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
+
+		const oraclePrice =
+			this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
+
+		// update free collateral to accoutn from pnl based on entry price
+		if (!estimatedEntryPrice.eq(ZERO) && !positionBaseSizeChange.eq(ZERO)) {
+			const costBasis = oraclePrice
+				.mul(positionBaseSizeChange.abs())
+				.div(BASE_PRECISION);
+			const newPositionValue = estimatedEntryPrice
+				.mul(positionBaseSizeChange.abs())
+				.div(BASE_PRECISION);
+			if (positionBaseSizeChange.gt(ZERO)) {
+				freeCollateral = freeCollateral.add(costBasis.sub(newPositionValue));
+			} else {
+				freeCollateral = freeCollateral.add(newPositionValue.sub(costBasis));
+			}
+		}
+
 		const market = this.driftClient.getPerpMarketAccount(marketIndex);
 		const currentPerpPosition =
 			this.getPerpPositionWithLPSettle(marketIndex, undefined, true)[0] ||
@@ -1997,8 +2019,6 @@ export class User {
 			return new BN(-1);
 		}
 
-		const oracle =
-			this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
 		const spotMarketWithSameOracle = this.driftClient
 			.getSpotMarketAccounts()
 			.find((market) => market.oracle.equals(oracle));
@@ -2031,8 +2051,6 @@ export class User {
 			return new BN(-1);
 		}
 
-		const oraclePrice =
-			this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
 		const liqPriceDelta = freeCollateral
 			.mul(QUOTE_PRECISION)
 			.div(freeCollateralDelta);

package/tests/bn/test.ts

@@ -1,8 +1,9 @@
-import { BN } from '../../src/index';
+import { BN, numberToSafeBN } from '../../src/index';
 import { expect } from 'chai';
 import { BigNum } from '../../src/factory/bigNum';
 import {
 	AMM_RESERVE_PRECISION_EXP,
+	BASE_PRECISION,
 	BASE_PRECISION_EXP,
 	TEN_THOUSAND,
 } from '../../src/constants/numericConstants';
@@ -324,4 +325,17 @@ describe('BigNum Tests', () => {
 		const val6 = BigNum.from('0', 5);
 		expect(val6.toRounded(3).print()).to.equal('0.00000');
 	});
+
+	it('test numberToSafeBN', async () => {
+		expect(
+			numberToSafeBN(32445073.479281776, BASE_PRECISION).toString()
+		).to.equal(new BN('32445073000000000').toString());
+		expect(
+			// eslint-disable-next-line @typescript-eslint/no-loss-of-precision
+			numberToSafeBN(9999999999111111111, BASE_PRECISION).toString()
+		).to.equal(new BN('9999999999111110000000000000').toString());
+		expect(numberToSafeBN(123, BASE_PRECISION).toString()).to.equal(
+			new BN('123000000000').toString()
+		);
+	});
 });