@drift-labs/sdk 2.62.0-beta.2 → 2.63.0-beta.1

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Files changed (6) hide show
  1. package/VERSION +1 -1
  2. package/lib/idl/drift.json +1 -1
  3. package/lib/math/amm.js +5 -1
  4. package/package.json +1 -1
  5. package/src/idl/drift.json +1 -1
  6. package/src/math/amm.ts +13 -1
package/VERSION CHANGED
@@ -1 +1 @@
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- 2.62.0-beta.2
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+ 2.63.0-beta.1
package/lib/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
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  {
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- "version": "2.61.0",
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+ "version": "2.62.0",
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  "name": "drift",
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  "instructions": [
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  {
package/lib/math/amm.js CHANGED
@@ -339,7 +339,11 @@ function calculateSpreadBN(baseSpread, lastOracleReservePriceSpreadPct, lastOrac
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  }
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  spreadTerms.longSpreadwPS = longSpread;
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  spreadTerms.shortSpreadwPS = shortSpread;
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- const maxTargetSpread = Math.floor(Math.max(maxSpread, lastOracleReservePriceSpreadPct.abs().toNumber()));
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+ const maxSpreadBaseline = Math.min(Math.max(lastOracleReservePriceSpreadPct.abs().toNumber(), lastOracleConfPct.muln(2).toNumber(), anchor_1.BN.max(markStd, oracleStd)
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+ .mul(numericConstants_1.PERCENTAGE_PRECISION)
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+ .div(reservePrice)
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+ .toNumber()), numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber());
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+ const maxTargetSpread = Math.floor(Math.max(maxSpread, maxSpreadBaseline));
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  const inventorySpreadScale = calculateInventoryScale(baseAssetAmountWithAmm, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve, baseAssetAmountWithAmm.gt(numericConstants_1.ZERO) ? longSpread : shortSpread, maxTargetSpread);
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  if (baseAssetAmountWithAmm.gt(numericConstants_1.ZERO)) {
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  longSpread *= inventorySpreadScale;
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@drift-labs/sdk",
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- "version": "2.62.0-beta.2",
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+ "version": "2.63.0-beta.1",
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  "main": "lib/index.js",
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  "types": "lib/index.d.ts",
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  "author": "crispheaney",
package/src/idl/drift.json CHANGED
@@ -1,5 +1,5 @@
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  {
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- "version": "2.61.0",
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+ "version": "2.62.0",
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  "name": "drift",
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  "instructions": [
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  {
package/src/math/amm.ts CHANGED
@@ -658,8 +658,20 @@ export function calculateSpreadBN(
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  spreadTerms.longSpreadwPS = longSpread;
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  spreadTerms.shortSpreadwPS = shortSpread;
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+ const maxSpreadBaseline = Math.min(
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+ Math.max(
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+ lastOracleReservePriceSpreadPct.abs().toNumber(),
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+ lastOracleConfPct.muln(2).toNumber(),
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+ BN.max(markStd, oracleStd)
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+ .mul(PERCENTAGE_PRECISION)
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+ .div(reservePrice)
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+ .toNumber()
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+ ),
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+ BID_ASK_SPREAD_PRECISION.toNumber()
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+ );
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+
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  const maxTargetSpread: number = Math.floor(
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- Math.max(maxSpread, lastOracleReservePriceSpreadPct.abs().toNumber())
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+ Math.max(maxSpread, maxSpreadBaseline)
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  );
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  const inventorySpreadScale = calculateInventoryScale(