@drift-labs/sdk 2.74.0-beta.1 → 2.74.0-beta.11

package/lib/index.d.ts

@@ -98,4 +98,5 @@ export * from './auctionSubscriber';
 export * from './auctionSubscriber/types';
 export * from './memcmp';
 export * from './decode/user';
+export * from './blockhashSubscriber';
 export { BN, PublicKey, pyth };

package/lib/index.js

@@ -121,3 +121,4 @@ __exportStar(require("./auctionSubscriber"), exports);
 __exportStar(require("./auctionSubscriber/types"), exports);
 __exportStar(require("./memcmp"), exports);
 __exportStar(require("./decode/user"), exports);
+__exportStar(require("./blockhashSubscriber"), exports);

package/lib/math/funding.js

@@ -148,12 +148,6 @@ function getMaxPriceDivergenceForFundingRate(market, oracleTwap) {
     else if ((0, types_1.isVariant)(market.contractTier, 'c')) {
         return oracleTwap.divn(20);
     }
-    else if ((0, types_1.isVariant)(market.contractTier, 'speculative')) {
-        return oracleTwap.divn(10);
-    }
-    else if ((0, types_1.isVariant)(market.contractTier, 'isolated')) {
-        return oracleTwap.divn(10);
-    }
     else {
         return oracleTwap.divn(10);
     }

package/lib/math/oracles.js

@@ -28,7 +28,7 @@ function getMaxConfidenceIntervalMultiplier(market) {
     else if ((0, types_1.isVariant)(market.contractTier, 'speculative')) {
         maxConfidenceIntervalMultiplier = new index_1.BN(10);
     }
-    else if ((0, types_1.isVariant)(market.contractTier, 'isolated')) {
+    else {
         maxConfidenceIntervalMultiplier = new index_1.BN(50);
     }
     return maxConfidenceIntervalMultiplier;

package/lib/math/tiers.js

@@ -15,7 +15,7 @@ function getPerpMarketTierNumber(perpMarket) {
     else if ((0, types_1.isVariant)(perpMarket.contractTier, 'speculative')) {
         return 3;
     }
-    else if ((0, types_1.isVariant)(perpMarket.contractTier, 'isolated')) {
+    else if ((0, types_1.isVariant)(perpMarket.contractTier, 'highlySpeculative')) {
         return 4;
     }
     else {

package/lib/oracles/prelaunchOracleClient.js

@@ -17,6 +17,7 @@ class PrelaunchOracleClient {
             slot: prelaunchOracle.ammLastUpdateSlot,
             confidence: prelaunchOracle.confidence,
             hasSufficientNumberOfDataPoints: true,
+            maxPrice: prelaunchOracle.maxPrice,
         };
     }
 }

package/lib/oracles/types.d.ts

@@ -10,6 +10,7 @@ export type OraclePriceData = {
     hasSufficientNumberOfDataPoints: boolean;
     twap?: BN;
     twapConfidence?: BN;
+    maxPrice?: BN;
 };
 export type OracleInfo = {
     publicKey: PublicKey;

package/lib/tx/baseTxSender.d.ts

@@ -22,7 +22,7 @@ export declare abstract class BaseTxSender implements TxSender {
     });
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions, preSigned?: boolean, extraConfirmationOptions?: ExtraConfirmationOptions): Promise<TxSigAndSlot>;
     prepareTx(tx: Transaction, additionalSigners: Array<Signer>, opts: ConfirmOptions): Promise<Transaction>;
-    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<VersionedTransaction>;
+    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions, blockhash?: string): Promise<VersionedTransaction>;
     sendVersionedTransaction(tx: VersionedTransaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions, preSigned?: boolean, extraConfirmationOptions?: ExtraConfirmationOptions): Promise<TxSigAndSlot>;
     sendRawTransaction(rawTransaction: Buffer | Uint8Array, opts: ConfirmOptions): Promise<TxSigAndSlot>;
     simulateTransaction(tx: VersionedTransaction): Promise<boolean>;

package/lib/tx/baseTxSender.js

@@ -47,16 +47,23 @@ class BaseTxSender {
         const signedTx = await this.wallet.signTransaction(tx);
         return signedTx;
     }
-    async getVersionedTransaction(ixs, lookupTableAccounts, additionalSigners, opts) {
+    async getVersionedTransaction(ixs, lookupTableAccounts, additionalSigners, opts, blockhash) {
         if (additionalSigners === undefined) {
             additionalSigners = [];
         }
         if (opts === undefined) {
             opts = this.opts;
         }
+        let recentBlockhash = '';
+        if (blockhash) {
+            recentBlockhash = blockhash;
+        }
+        else {
+            recentBlockhash = (await this.connection.getLatestBlockhash(opts.preflightCommitment)).blockhash;
+        }
         const message = new web3_js_1.TransactionMessage({
             payerKey: this.wallet.publicKey,
-            recentBlockhash: (await this.connection.getLatestBlockhash(opts.preflightCommitment)).blockhash,
+            recentBlockhash,
             instructions: ixs,
         }).compileToV0Message(lookupTableAccounts);
         const tx = new web3_js_1.VersionedTransaction(message);

package/lib/tx/fastSingleTxSender.d.ts

@@ -27,6 +27,6 @@ export declare class FastSingleTxSender extends BaseTxSender {
     });
     startBlockhashRefreshLoop(): void;
     prepareTx(tx: Transaction, additionalSigners: Array<Signer>, _opts: ConfirmOptions): Promise<Transaction>;
-    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<VersionedTransaction>;
+    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions, blockhash?: string): Promise<VersionedTransaction>;
     sendRawTransaction(rawTransaction: Buffer | Uint8Array, opts: ConfirmOptions): Promise<TxSigAndSlot>;
 }

package/lib/tx/fastSingleTxSender.js

@@ -52,7 +52,7 @@ class FastSingleTxSender extends baseTxSender_1.BaseTxSender {
         const signedTx = await this.wallet.signTransaction(tx);
         return signedTx;
     }
-    async getVersionedTransaction(ixs, lookupTableAccounts, additionalSigners, opts) {
+    async getVersionedTransaction(ixs, lookupTableAccounts, additionalSigners, opts, blockhash) {
         var _a;
         if (additionalSigners === undefined) {
             additionalSigners = [];
@@ -60,10 +60,18 @@ class FastSingleTxSender extends baseTxSender_1.BaseTxSender {
         if (opts === undefined) {
             opts = this.opts;
         }
+        let recentBlockhash = '';
+        if (blockhash) {
+            recentBlockhash = blockhash;
+        }
+        else {
+            recentBlockhash =
+                (_a = this.recentBlockhash) !== null && _a !== void 0 ? _a : (await this.connection.getLatestBlockhash(opts.preflightCommitment))
+                    .blockhash;
+        }
         const message = new web3_js_1.TransactionMessage({
             payerKey: this.wallet.publicKey,
-            recentBlockhash: (_a = this.recentBlockhash) !== null && _a !== void 0 ? _a : (await this.connection.getLatestBlockhash(opts.preflightCommitment))
-                .blockhash,
+            recentBlockhash,
             instructions: ixs,
         }).compileToV0Message(lookupTableAccounts);
         const tx = new web3_js_1.VersionedTransaction(message);

package/lib/tx/types.d.ts

@@ -17,7 +17,7 @@ export interface TxSender {
     wallet: IWallet;
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions, preSigned?: boolean, extraConfirmationOptions?: ExtraConfirmationOptions): Promise<TxSigAndSlot>;
     sendVersionedTransaction(tx: VersionedTransaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions, preSigned?: boolean, extraConfirmationOptions?: ExtraConfirmationOptions): Promise<TxSigAndSlot>;
-    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<VersionedTransaction>;
+    getVersionedTransaction(ixs: TransactionInstruction[], lookupTableAccounts: AddressLookupTableAccount[], additionalSigners?: Array<Signer>, opts?: ConfirmOptions, blockhash?: string): Promise<VersionedTransaction>;
     sendRawTransaction(rawTransaction: Buffer | Uint8Array, opts: ConfirmOptions): Promise<TxSigAndSlot>;
     simulateTransaction(tx: VersionedTransaction): Promise<boolean>;
     getTimeoutCount(): number;

package/lib/types.d.ts

@@ -80,6 +80,9 @@ export declare class ContractTier {
     static readonly SPECULATIVE: {
         speculative: {};
     };
+    static readonly HIGHLY_SPECULATIVE: {
+        highlySpeculative: {};
+    };
     static readonly ISOLATED: {
         isolated: {};
     };

package/lib/types.js

@@ -60,6 +60,7 @@ ContractTier.A = { a: {} };
 ContractTier.B = { b: {} };
 ContractTier.C = { c: {} };
 ContractTier.SPECULATIVE = { speculative: {} };
+ContractTier.HIGHLY_SPECULATIVE = { highlySpeculative: {} };
 ContractTier.ISOLATED = { isolated: {} };
 class AssetTier {
 }

package/lib/user.d.ts

@@ -246,13 +246,15 @@ export declare class User {
     /**
      * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
      * @param marketIndex
-     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^9
+     * @param estimatedEntryPrice
      * @param marginCategory // allow Initial to be passed in if we are trying to calculate price for DLP de-risking
+     * @param includeOpenOrders
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN, estimatedEntryPrice?: BN, marginCategory?: MarginCategory): BN;
-    calculateEntriesEffectOnFreeCollateral(market: PerpMarketAccount, oraclePrice: BN, perpPosition: PerpPosition, positionBaseSizeChange: BN, estimatedEntryPrice: BN): BN;
-    calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN, marginCategory?: MarginCategory): BN | undefined;
+    liquidationPrice(marketIndex: number, positionBaseSizeChange?: BN, estimatedEntryPrice?: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN;
+    calculateEntriesEffectOnFreeCollateral(market: PerpMarketAccount, oraclePrice: BN, perpPosition: PerpPosition, positionBaseSizeChange: BN, estimatedEntryPrice: BN, includeOpenOrders: boolean): BN;
+    calculateFreeCollateralDeltaForPerp(market: PerpMarketAccount, perpPosition: PerpPosition, positionBaseSizeChange: BN, marginCategory?: MarginCategory, includeOpenOrders?: boolean): BN | undefined;
     calculateFreeCollateralDeltaForSpot(market: SpotMarketAccount, signedTokenAmount: BN, marginCategory?: MarginCategory): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.

package/lib/user.js

@@ -1082,13 +1082,15 @@ class User {
     /**
      * Calculate the liquidation price of a perp position, with optional parameter to calculate the liquidation price after a trade
      * @param marketIndex
-     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^9
+     * @param estimatedEntryPrice
      * @param marginCategory // allow Initial to be passed in if we are trying to calculate price for DLP de-risking
+     * @param includeOpenOrders
      * @returns Precision : PRICE_PRECISION
      */
-    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO, estimatedEntryPrice = numericConstants_1.ZERO, marginCategory = 'Maintenance') {
+    liquidationPrice(marketIndex, positionBaseSizeChange = numericConstants_1.ZERO, estimatedEntryPrice = numericConstants_1.ZERO, marginCategory = 'Maintenance', includeOpenOrders = false) {
         const totalCollateral = this.getTotalCollateral(marginCategory);
-        const marginRequirement = this.getMarginRequirement(marginCategory, undefined, false);
+        const marginRequirement = this.getMarginRequirement(marginCategory, undefined, false, includeOpenOrders);
         let freeCollateral = _1.BN.max(numericConstants_1.ZERO, totalCollateral.sub(marginRequirement));
         const oracle = this.driftClient.getPerpMarketAccount(marketIndex).amm.oracle;
         const oraclePrice = this.driftClient.getOracleDataForPerpMarket(marketIndex).price;
@@ -1096,9 +1098,9 @@ class User {
         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);
+        const freeCollateralChangeFromNewPosition = this.calculateEntriesEffectOnFreeCollateral(market, oraclePrice, currentPerpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders);
         freeCollateral = freeCollateral.add(freeCollateralChangeFromNewPosition);
-        let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, marginCategory);
+        let freeCollateralDelta = this.calculateFreeCollateralDeltaForPerp(market, currentPerpPosition, positionBaseSizeChange, marginCategory, includeOpenOrders);
         if (!freeCollateralDelta) {
             return new _1.BN(-1);
         }
@@ -1125,7 +1127,7 @@ class User {
         }
         return liqPrice;
     }
-    calculateEntriesEffectOnFreeCollateral(market, oraclePrice, perpPosition, positionBaseSizeChange, estimatedEntryPrice) {
+    calculateEntriesEffectOnFreeCollateral(market, oraclePrice, perpPosition, positionBaseSizeChange, estimatedEntryPrice, includeOpenOrders) {
         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)) {
@@ -1139,8 +1141,6 @@ 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
@@ -1150,30 +1150,33 @@ class User {
                 .divn(takerFeeTier.feeDenominator);
             freeCollateralChange = freeCollateralChange.sub(takerFee);
         }
-        const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition);
-        const newWorstCaseBaseAssetAmount = worstCaseBaseAssetAmount.add(positionBaseSizeChange);
-        const newMarginRatio = (0, _1.calculateMarketMarginRatio)(market, newWorstCaseBaseAssetAmount.abs(), 'Maintenance');
+        const baseAssetAmount = includeOpenOrders
+            ? (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition)
+            : perpPosition.baseAssetAmount;
+        const newBaseAssetAmount = baseAssetAmount.add(positionBaseSizeChange);
+        const newMarginRatio = (0, _1.calculateMarketMarginRatio)(market, newBaseAssetAmount.abs(), 'Maintenance');
         // update free collateral to account for new margin requirement from position change
-        freeCollateralChange = freeCollateralChange.sub(newWorstCaseBaseAssetAmount
+        freeCollateralChange = freeCollateralChange.sub(newBaseAssetAmount
             .abs()
-            .sub(worstCaseBaseAssetAmount.abs())
+            .sub(baseAssetAmount.abs())
             .mul(oraclePrice)
             .div(numericConstants_1.BASE_PRECISION)
             .mul(new _1.BN(newMarginRatio))
             .div(numericConstants_1.MARGIN_PRECISION));
         return freeCollateralChange;
     }
-    calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange, marginCategory = 'Maintenance') {
-        const currentBaseAssetAmount = perpPosition.baseAssetAmount;
-        const worstCaseBaseAssetAmount = (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition);
-        const orderBaseAssetAmount = worstCaseBaseAssetAmount.sub(currentBaseAssetAmount);
-        const proposedBaseAssetAmount = currentBaseAssetAmount.add(positionBaseSizeChange);
-        const proposedWorstCaseBaseAssetAmount = worstCaseBaseAssetAmount.add(positionBaseSizeChange);
-        const marginRatio = (0, _1.calculateMarketMarginRatio)(market, proposedWorstCaseBaseAssetAmount.abs(), marginCategory, this.getUserAccount().maxMarginRatio);
+    calculateFreeCollateralDeltaForPerp(market, perpPosition, positionBaseSizeChange, marginCategory = 'Maintenance', includeOpenOrders = false) {
+        const baseAssetAmount = includeOpenOrders
+            ? (0, margin_1.calculateWorstCaseBaseAssetAmount)(perpPosition)
+            : perpPosition.baseAssetAmount;
+        // zero if include orders == false
+        const orderBaseAssetAmount = baseAssetAmount.sub(perpPosition.baseAssetAmount);
+        const proposedBaseAssetAmount = baseAssetAmount.add(positionBaseSizeChange);
+        const marginRatio = (0, _1.calculateMarketMarginRatio)(market, proposedBaseAssetAmount.abs(), marginCategory, this.getUserAccount().maxMarginRatio);
         const marginRatioQuotePrecision = new _1.BN(marginRatio)
             .mul(numericConstants_1.QUOTE_PRECISION)
             .div(numericConstants_1.MARGIN_PRECISION);
-        if (proposedWorstCaseBaseAssetAmount.eq(numericConstants_1.ZERO)) {
+        if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO)) {
             return undefined;
         }
         let freeCollateralDelta = numericConstants_1.ZERO;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.74.0-beta.1",
+	"version": "2.74.0-beta.11",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",