@drift-labs/sdk 2.65.0-beta.0 → 2.65.0-beta.2

package/VERSION

@@ -1 +1 @@
-2.65.0-beta.0
+2.65.0-beta.2

package/lib/dlob/orderBookLevels.js

@@ -324,7 +324,7 @@ function uncrossL2(bids, asks, oraclePrice, oracleTwap5Min, markTwap5Min, groupi
             bidIndex++;
             continue;
         }
-        if (nextBid.price.gt(nextAsk.price)) {
+        if (nextBid.price.gte(nextAsk.price)) {
             if (userBids.has(nextBid.price.toString())) {
                 newBids.push(nextBid);
                 bidIndex++;

package/lib/userMap/userMap.d.ts

@@ -1,4 +1,4 @@
-import { User, DriftClient, UserAccount, OrderRecord, WrappedEvent, DLOB, UserSubscriptionConfig } from '..';
+import { User, DriftClient, UserAccount, OrderRecord, WrappedEvent, DLOB, UserSubscriptionConfig, DataAndSlot } from '..';
 import { PublicKey } from '@solana/web3.js';
 import { UserAccountFilterCriteria as UserFilterCriteria, UserMapConfig } from './userMapConfig';
 export interface UserMapInterface {
@@ -7,10 +7,14 @@ export interface UserMapInterface {
     addPubkey(userAccountPublicKey: PublicKey): Promise<void>;
     has(key: string): boolean;
     get(key: string): User | undefined;
+    getWithSlot(key: string): DataAndSlot<User> | undefined;
     mustGet(key: string): Promise<User>;
     getUserAuthority(key: string): PublicKey | undefined;
     updateWithOrderRecord(record: OrderRecord): Promise<void>;
     values(): IterableIterator<User>;
+    valuesWithSlot(): IterableIterator<DataAndSlot<User>>;
+    entries(): IterableIterator<[string, User]>;
+    entriesWithSlot(): IterableIterator<[string, DataAndSlot<User>]>;
 }
 export declare class UserMap implements UserMapInterface {
     private userMap;
@@ -39,6 +43,7 @@ export declare class UserMap implements UserMapInterface {
      * @returns user User | undefined
      */
     get(key: string): User | undefined;
+    getWithSlot(key: string): DataAndSlot<User> | undefined;
     /**
      * gets the User for a particular userAccountPublicKey, if no User exists, new one is created
      * @param key userAccountPublicKey to get User for
@@ -60,6 +65,9 @@ export declare class UserMap implements UserMapInterface {
     updateWithOrderRecord(record: OrderRecord): Promise<void>;
     updateWithEventRecord(record: WrappedEvent<any>): Promise<void>;
     values(): IterableIterator<User>;
+    valuesWithSlot(): IterableIterator<DataAndSlot<User>>;
+    entries(): IterableIterator<[string, User]>;
+    entriesWithSlot(): IterableIterator<[string, DataAndSlot<User>]>;
     size(): number;
     /**
      * Returns a unique list of authorities for all users in the UserMap that meet the filter criteria

package/lib/userMap/userMap.js

@@ -82,7 +82,10 @@ class UserMap {
             },
         });
         await user.subscribe(userAccount);
-        this.userMap.set(userAccountPublicKey.toString(), user);
+        this.userMap.set(userAccountPublicKey.toString(), {
+            data: user,
+            slot: slot !== null && slot !== void 0 ? slot : -1,
+        });
     }
     has(key) {
         return this.userMap.has(key);
@@ -93,6 +96,10 @@ class UserMap {
      * @returns user User | undefined
      */
     get(key) {
+        var _a;
+        return (_a = this.userMap.get(key)) === null || _a === void 0 ? void 0 : _a.data;
+    }
+    getWithSlot(key) {
         return this.userMap.get(key);
     }
     /**
@@ -104,8 +111,7 @@ class UserMap {
         if (!this.has(key)) {
             await this.addPubkey(new web3_js_1.PublicKey(key), undefined, undefined, accountSubscription);
         }
-        const user = this.userMap.get(key);
-        return user;
+        return this.userMap.get(key).data;
     }
     /**
      * gets the Authority for a particular userAccountPublicKey, if no User exists, undefined is returned
@@ -113,11 +119,11 @@ class UserMap {
      * @returns authority PublicKey | undefined
      */
     getUserAuthority(key) {
-        const chUser = this.userMap.get(key);
-        if (!chUser) {
+        const user = this.userMap.get(key);
+        if (!user) {
             return undefined;
         }
-        return chUser.getUserAccount().authority;
+        return user.data.getUserAccount().authority;
     }
     /**
      * implements the {@link DLOBSource} interface
@@ -174,9 +180,22 @@ class UserMap {
             await this.mustGet(lpRecord.user.toString());
         }
     }
-    values() {
+    *values() {
+        for (const dataAndSlot of this.userMap.values()) {
+            yield dataAndSlot.data;
+        }
+    }
+    valuesWithSlot() {
         return this.userMap.values();
     }
+    *entries() {
+        for (const [key, dataAndSlot] of this.userMap.entries()) {
+            yield [key, dataAndSlot.data];
+        }
+    }
+    entriesWithSlot() {
+        return this.userMap.entries();
+    }
     size() {
         return this.userMap.size;
     }
@@ -186,7 +205,7 @@ class UserMap {
      * @returns
      */
     getUniqueAuthorities(filterCriteria) {
-        const usersMeetingCriteria = Array.from(this.userMap.values()).filter((user) => {
+        const usersMeetingCriteria = Array.from(this.values()).filter((user) => {
             let pass = true;
             if (filterCriteria && filterCriteria.hasOpenOrders) {
                 pass = pass && user.getUserAccount().hasOpenOrder;
@@ -233,17 +252,17 @@ class UserMap {
             for (const [key, buffer] of programAccountBufferMap.entries()) {
                 if (!this.has(key)) {
                     const userAccount = this.decode('User', buffer);
-                    await this.addPubkey(new web3_js_1.PublicKey(key), userAccount);
-                    this.userMap.get(key).accountSubscriber.updateData(userAccount, slot);
+                    await this.addPubkey(new web3_js_1.PublicKey(key), userAccount, slot);
+                    this.get(key).accountSubscriber.updateData(userAccount, slot);
                 }
                 else {
                     const userAccount = this.decode('User', buffer);
-                    this.userMap.get(key).accountSubscriber.updateData(userAccount, slot);
+                    this.get(key).accountSubscriber.updateData(userAccount, slot);
                 }
                 // give event loop a chance to breathe
                 await new Promise((resolve) => setTimeout(resolve, 0));
             }
-            for (const [key, user] of this.userMap.entries()) {
+            for (const [key, user] of this.entries()) {
                 if (!programAccountBufferMap.has(key)) {
                     await user.unsubscribe();
                     this.userMap.delete(key);
@@ -263,7 +282,7 @@ class UserMap {
     }
     async unsubscribe() {
         await this.subscription.unsubscribe();
-        for (const [key, user] of this.userMap.entries()) {
+        for (const [key, user] of this.entries()) {
             await user.unsubscribe();
             this.userMap.delete(key);
         }
@@ -276,12 +295,16 @@ class UserMap {
     }
     async updateUserAccount(key, userAccount, slot) {
         this.updateLatestSlot(slot);
-        if (!this.userMap.has(key)) {
+        if (!this.has(key)) {
             this.addPubkey(new web3_js_1.PublicKey(key), userAccount, slot);
         }
         else {
-            const user = this.userMap.get(key);
+            const user = this.get(key);
             user.accountSubscriber.updateData(userAccount, slot);
+            this.userMap.set(key, {
+                data: user,
+                slot,
+            });
         }
     }
     updateLatestSlot(slot) {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.65.0-beta.0",
+	"version": "2.65.0-beta.2",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/orderBookLevels.ts

@@ -508,7 +508,7 @@ export function uncrossL2(
 			continue;
 		}
 
-		if (nextBid.price.gt(nextAsk.price)) {
+		if (nextBid.price.gte(nextAsk.price)) {
 			if (userBids.has(nextBid.price.toString())) {
 				newBids.push(nextBid);
 				bidIndex++;

package/src/userMap/userMap.ts

@@ -16,6 +16,7 @@ import {
 	OneShotUserAccountSubscriber,
 	BN,
 	UserSubscriptionConfig,
+	DataAndSlot,
 } from '..';
 
 import {
@@ -40,14 +41,18 @@ export interface UserMapInterface {
 	addPubkey(userAccountPublicKey: PublicKey): Promise<void>;
 	has(key: string): boolean;
 	get(key: string): User | undefined;
+	getWithSlot(key: string): DataAndSlot<User> | undefined;
 	mustGet(key: string): Promise<User>;
 	getUserAuthority(key: string): PublicKey | undefined;
 	updateWithOrderRecord(record: OrderRecord): Promise<void>;
 	values(): IterableIterator<User>;
+	valuesWithSlot(): IterableIterator<DataAndSlot<User>>;
+	entries(): IterableIterator<[string, User]>;
+	entriesWithSlot(): IterableIterator<[string, DataAndSlot<User>]>;
 }
 
 export class UserMap implements UserMapInterface {
-	private userMap = new Map<string, User>();
+	private userMap = new Map<string, DataAndSlot<User>>();
 	driftClient: DriftClient;
 	private connection: Connection;
 	private commitment: Commitment;
@@ -150,7 +155,10 @@ export class UserMap implements UserMapInterface {
 			},
 		});
 		await user.subscribe(userAccount);
-		this.userMap.set(userAccountPublicKey.toString(), user);
+		this.userMap.set(userAccountPublicKey.toString(), {
+			data: user,
+			slot: slot ?? -1,
+		});
 	}
 
 	public has(key: string): boolean {
@@ -163,6 +171,9 @@ export class UserMap implements UserMapInterface {
 	 * @returns user User | undefined
 	 */
 	public get(key: string): User | undefined {
+		return this.userMap.get(key)?.data;
+	}
+	public getWithSlot(key: string): DataAndSlot<User> | undefined {
 		return this.userMap.get(key);
 	}
 
@@ -183,8 +194,7 @@ export class UserMap implements UserMapInterface {
 				accountSubscription
 			);
 		}
-		const user = this.userMap.get(key);
-		return user;
+		return this.userMap.get(key).data;
 	}
 
 	/**
@@ -193,11 +203,11 @@ export class UserMap implements UserMapInterface {
 	 * @returns authority PublicKey | undefined
 	 */
 	public getUserAuthority(key: string): PublicKey | undefined {
-		const chUser = this.userMap.get(key);
-		if (!chUser) {
+		const user = this.userMap.get(key);
+		if (!user) {
 			return undefined;
 		}
-		return chUser.getUserAccount().authority;
+		return user.data.getUserAccount().authority;
 	}
 
 	/**
@@ -253,10 +263,24 @@ export class UserMap implements UserMapInterface {
 		}
 	}
 
-	public values(): IterableIterator<User> {
+	public *values(): IterableIterator<User> {
+		for (const dataAndSlot of this.userMap.values()) {
+			yield dataAndSlot.data;
+		}
+	}
+	public valuesWithSlot(): IterableIterator<DataAndSlot<User>> {
 		return this.userMap.values();
 	}
 
+	public *entries(): IterableIterator<[string, User]> {
+		for (const [key, dataAndSlot] of this.userMap.entries()) {
+			yield [key, dataAndSlot.data];
+		}
+	}
+	public entriesWithSlot(): IterableIterator<[string, DataAndSlot<User>]> {
+		return this.userMap.entries();
+	}
+
 	public size(): number {
 		return this.userMap.size;
 	}
@@ -269,15 +293,13 @@ export class UserMap implements UserMapInterface {
 	public getUniqueAuthorities(
 		filterCriteria?: UserFilterCriteria
 	): PublicKey[] {
-		const usersMeetingCriteria = Array.from(this.userMap.values()).filter(
-			(user) => {
-				let pass = true;
-				if (filterCriteria && filterCriteria.hasOpenOrders) {
-					pass = pass && user.getUserAccount().hasOpenOrder;
-				}
-				return pass;
+		const usersMeetingCriteria = Array.from(this.values()).filter((user) => {
+			let pass = true;
+			if (filterCriteria && filterCriteria.hasOpenOrders) {
+				pass = pass && user.getUserAccount().hasOpenOrder;
 			}
-		);
+			return pass;
+		});
 		const userAuths = new Set(
 			usersMeetingCriteria.map((user) =>
 				user.getUserAccount().authority.toBase58()
@@ -345,17 +367,17 @@ export class UserMap implements UserMapInterface {
 			for (const [key, buffer] of programAccountBufferMap.entries()) {
 				if (!this.has(key)) {
 					const userAccount = this.decode('User', buffer);
-					await this.addPubkey(new PublicKey(key), userAccount);
-					this.userMap.get(key).accountSubscriber.updateData(userAccount, slot);
+					await this.addPubkey(new PublicKey(key), userAccount, slot);
+					this.get(key).accountSubscriber.updateData(userAccount, slot);
 				} else {
 					const userAccount = this.decode('User', buffer);
-					this.userMap.get(key).accountSubscriber.updateData(userAccount, slot);
+					this.get(key).accountSubscriber.updateData(userAccount, slot);
 				}
 				// give event loop a chance to breathe
 				await new Promise((resolve) => setTimeout(resolve, 0));
 			}
 
-			for (const [key, user] of this.userMap.entries()) {
+			for (const [key, user] of this.entries()) {
 				if (!programAccountBufferMap.has(key)) {
 					await user.unsubscribe();
 					this.userMap.delete(key);
@@ -375,7 +397,7 @@ export class UserMap implements UserMapInterface {
 	public async unsubscribe() {
 		await this.subscription.unsubscribe();
 
-		for (const [key, user] of this.userMap.entries()) {
+		for (const [key, user] of this.entries()) {
 			await user.unsubscribe();
 			this.userMap.delete(key);
 		}
@@ -398,11 +420,15 @@ export class UserMap implements UserMapInterface {
 		slot: number
 	) {
 		this.updateLatestSlot(slot);
-		if (!this.userMap.has(key)) {
+		if (!this.has(key)) {
 			this.addPubkey(new PublicKey(key), userAccount, slot);
 		} else {
-			const user = this.userMap.get(key);
+			const user = this.get(key);
 			user.accountSubscriber.updateData(userAccount, slot);
+			this.userMap.set(key, {
+				data: user,
+				slot,
+			});
 		}
 	}
 

package/tests/dlob/test.ts

@@ -24,11 +24,32 @@ import {
 	QUOTE_PRECISION,
 	isVariant,
 	uncrossL2,
+	L2Level,
 } from '../../src';
 
 import { mockPerpMarkets, mockSpotMarkets, mockStateAccount } from './helpers';
 import { DLOBOrdersCoder } from '../../src/dlob/DLOBOrders';
 
+// Returns true if asks are sorted ascending
+const asksAreSortedAsc = (asks: L2Level[]) => {
+	return asks.every((ask, i) => {
+		if (i === 0) {
+			return true;
+		}
+		return ask.price.gt(asks[i - 1].price);
+	});
+};
+
+// Returns true if asks are sorted descending
+const bidsAreSortedDesc = (bids: L2Level[]) => {
+	return bids.every((bid, i) => {
+		if (i === 0) {
+			return true;
+		}
+		return bid.price.lt(bids[i - 1].price);
+	});
+};
+
 function insertOrderToDLOB(
 	dlob: DLOB,
 	userAccount: PublicKey,
@@ -6592,4 +6613,68 @@ describe('Uncross L2', () => {
 			new BN(1).mul(BASE_PRECISION).toString()
 		);
 	});
+	
+	it('Handles edge case bide and asks with large cross and an overlapping level', () => {
+
+		const bids = [
+			"104411000",
+			"103835800",
+			"103826259",
+			"103825000",
+			"103822000",
+			"103821500",
+			"103820283",
+			"103816900",
+			"103816000",
+			"103815121",
+		  ].map(priceStr => (
+			{
+				price: new BN(priceStr),
+				size: new BN(1).mul(BASE_PRECISION),
+				sources: { vamm: new BN(1).mul(BASE_PRECISION) },
+			}
+		));
+
+		const asks = [
+			"103822000",
+			"103838354",
+			"103843087",
+			"103843351",
+			"103843880",
+			"103845114",
+			"103846148",
+			"103850100",
+			"103851300",
+			"103854304",
+		  ].map(priceStr => ({
+			price: new BN(priceStr),
+			size: new BN(1).mul(BASE_PRECISION),
+			sources: { vamm: new BN(1).mul(BASE_PRECISION) },
+		}));
+
+		expect(asksAreSortedAsc(asks), "Input asks are ascending").to.be.true;
+		expect(bidsAreSortedDesc(bids), "Input bids are descending").to.be.true;
+
+		const oraclePrice = new BN("103649895");
+		const oraclePrice5Min = new BN("103285000");
+		const markPrice5Min = new BN("103371000");
+
+		const groupingSize = new BN("100");
+
+		const userAsks = new Set<string>();
+
+		const { bids: newBids, asks: newAsks } = uncrossL2(
+			bids,
+			asks,
+			oraclePrice,
+			oraclePrice5Min,
+			markPrice5Min,
+			groupingSize,
+			new Set<string>(),
+			userAsks
+		);
+
+		expect(asksAreSortedAsc(newAsks), "Uncrossed asks are ascending").to.be.true;
+		expect(bidsAreSortedDesc(newBids), "Uncrossed bids are descending").to.be.true;
+	});
 });