@drift-labs/sdk 2.83.0-beta.10 → 2.83.0-beta.12

package/VERSION

@@ -1 +1 @@
-2.83.0-beta.10
+2.83.0-beta.12

package/lib/dlob/DLOB.d.ts

@@ -31,7 +31,7 @@ type OrderBookCallback = () => void;
  *  Receives a DLOBNode and is expected to return true if the node should
  *  be taken into account when generating, or false otherwise.
  *
- * Currently used in getRestingLimitBids and getRestingLimitAsks.
+ * Currently used in functions that rely on getBestNode
  */
 export type DLOBFilterFcn = (node: DLOBNode) => boolean;
 export type NodeToFill = {
@@ -79,13 +79,13 @@ export declare class DLOB {
     findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode>, doesCross: (nodePrice: BN | undefined) => boolean, minAuctionDuration: number): NodeToFill[];
     findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType): NodeToFill[];
     findJitAuctionNodesToFill(marketIndex: number, slot: number, oraclePriceData: OraclePriceData, marketType: MarketType): NodeToFill[];
-    getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     private getBestNode;
     getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
-    getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
-    getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
     findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[];
     determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
         takerNode: DLOBNode;

package/lib/dlob/DLOB.js

@@ -565,7 +565,7 @@ class DLOB {
         }
         return nodesToFill;
     }
-    *getTakingBids(marketIndex, marketType, slot, oraclePriceData) {
+    *getTakingBids(marketIndex, marketType, slot, oraclePriceData, filterFcn) {
         const marketTypeStr = (0, __1.getVariant)(marketType);
         const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
         if (!orderLists) {
@@ -578,9 +578,9 @@ class DLOB {
         ];
         yield* this.getBestNode(generatorList, oraclePriceData, slot, (bestNode, currentNode) => {
             return bestNode.order.slot.lt(currentNode.order.slot);
-        });
+        }, filterFcn);
     }
-    *getTakingAsks(marketIndex, marketType, slot, oraclePriceData) {
+    *getTakingAsks(marketIndex, marketType, slot, oraclePriceData, filterFcn) {
         const marketTypeStr = (0, __1.getVariant)(marketType);
         const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
         if (!orderLists) {
@@ -593,7 +593,7 @@ class DLOB {
         ];
         yield* this.getBestNode(generatorList, oraclePriceData, slot, (bestNode, currentNode) => {
             return bestNode.order.slot.lt(currentNode.order.slot);
-        });
+        }, filterFcn);
     }
     *getBestNode(generatorList, oraclePriceData, slot, compareFcn, filterFcn) {
         const generators = generatorList.map((generator) => {
@@ -675,7 +675,7 @@ class DLOB {
                 .gt(currentNode.getPrice(oraclePriceData, slot));
         }, filterFcn);
     }
-    *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
+    *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData, filterFcn) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot asks');
         }
@@ -706,9 +706,9 @@ class DLOB {
             return bestNode
                 .getPrice(oraclePriceData, slot)
                 .lt(currentNode.getPrice(oraclePriceData, slot));
-        });
+        }, filterFcn);
     }
-    *getBids(marketIndex, fallbackBid, slot, marketType, oraclePriceData) {
+    *getBids(marketIndex, fallbackBid, slot, marketType, oraclePriceData, filterFcn) {
         if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
             throw new Error('Must provide OraclePriceData to get spot bids');
         }
@@ -739,7 +739,7 @@ class DLOB {
             return bestNode
                 .getPrice(oraclePriceData, slot)
                 .gt(currentNode.getPrice(oraclePriceData, slot));
-        });
+        }, filterFcn);
     }
     findCrossingRestingLimitOrders(marketIndex, slot, marketType, oraclePriceData) {
         const nodesToFill = new Array();

package/lib/driftClient.d.ts

@@ -593,7 +593,7 @@ export declare class DriftClient {
         settleeUserAccount: UserAccount;
     }[], marketIndexes: number[], opts?: {
         filterInvalidMarkets?: boolean;
-    }): Promise<TransactionSignature>;
+    }, txParams?: TxParams): Promise<TransactionSignature>;
     getSettlePNLsIxs(users: {
         settleeUserAccountPublicKey: PublicKey;
         settleeUserAccount: UserAccount;

package/lib/driftClient.js

@@ -2949,7 +2949,7 @@ class DriftClient {
             remainingAccounts,
         });
     }
-    async settlePNLs(users, marketIndexes, opts) {
+    async settlePNLs(users, marketIndexes, opts, txParams) {
         const filterInvalidMarkets = opts === null || opts === void 0 ? void 0 : opts.filterInvalidMarkets;
         // # Filter market indexes by markets with valid oracle
         const marketIndexToSettle = filterInvalidMarkets
@@ -2969,7 +2969,7 @@ class DriftClient {
         }
         // # Settle filtered market indexes
         const ixs = await this.getSettlePNLsIxs(users, marketIndexToSettle);
-        const tx = await this.buildTransaction(ixs, {
+        const tx = await this.buildTransaction(ixs, txParams !== null && txParams !== void 0 ? txParams : {
             computeUnits: 1400000,
         });
         const { txSig } = await this.sendTransaction(tx, [], this.opts);

package/lib/math/auction.js

@@ -69,7 +69,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
     const deltaDenominator = new _1.BN(order.auctionDuration);
     const deltaNumerator = _1.BN.min(slotsElapsed, deltaDenominator);
     if (deltaDenominator.eq(_1.ZERO)) {
-        return oraclePrice.add(order.auctionEndPrice);
+        return _1.BN.max(oraclePrice.add(order.auctionEndPrice), _1.ONE);
     }
     let priceOffsetDelta;
     if ((0, types_1.isVariant)(order.direction, 'long')) {
@@ -91,7 +91,7 @@ function getAuctionPriceForOracleOffsetAuction(order, slot, oraclePrice) {
     else {
         priceOffset = order.auctionStartPrice.sub(priceOffsetDelta);
     }
-    return oraclePrice.add(priceOffset);
+    return _1.BN.max(oraclePrice.add(priceOffset), _1.ONE);
 }
 exports.getAuctionPriceForOracleOffsetAuction = getAuctionPriceForOracleOffsetAuction;
 function deriveOracleAuctionParams({ direction, oraclePrice, auctionStartPrice, auctionEndPrice, limitPrice, }) {

package/lib/math/orders.js

@@ -102,7 +102,7 @@ function getLimitPrice(order, oraclePriceData, slot, fallbackPrice) {
         limitPrice = (0, auction_1.getAuctionPrice)(order, slot, oraclePriceData.price);
     }
     else if (order.oraclePriceOffset !== 0) {
-        limitPrice = oraclePriceData.price.add(new anchor_1.BN(order.oraclePriceOffset));
+        limitPrice = anchor_1.BN.max(oraclePriceData.price.add(new anchor_1.BN(order.oraclePriceOffset)), numericConstants_1.ONE);
     }
     else if (order.price.eq(numericConstants_1.ZERO)) {
         limitPrice = fallbackPrice;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.83.0-beta.10",
+	"version": "2.83.0-beta.12",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/DLOB.ts

@@ -76,7 +76,7 @@ type OrderBookCallback = () => void;
  *  Receives a DLOBNode and is expected to return true if the node should
  *  be taken into account when generating, or false otherwise.
  *
- * Currently used in getRestingLimitBids and getRestingLimitAsks.
+ * Currently used in functions that rely on getBestNode
  */
 export type DLOBFilterFcn = (node: DLOBNode) => boolean;
 
@@ -1046,7 +1046,8 @@ export class DLOB {
 		marketIndex: number,
 		marketType: MarketType,
 		slot: number,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
 		const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
@@ -1067,7 +1068,8 @@ export class DLOB {
 			slot,
 			(bestNode, currentNode) => {
 				return bestNode.order.slot.lt(currentNode.order.slot);
-			}
+			},
+			filterFcn
 		);
 	}
 
@@ -1075,7 +1077,8 @@ export class DLOB {
 		marketIndex: number,
 		marketType: MarketType,
 		slot: number,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
 		const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
@@ -1096,7 +1099,8 @@ export class DLOB {
 			slot,
 			(bestNode, currentNode) => {
 				return bestNode.order.slot.lt(currentNode.order.slot);
-			}
+			},
+			filterFcn
 		);
 	}
 
@@ -1241,7 +1245,8 @@ export class DLOB {
 		fallbackAsk: BN | undefined,
 		slot: number,
 		marketType: MarketType,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		if (isVariant(marketType, 'spot') && !oraclePriceData) {
 			throw new Error('Must provide OraclePriceData to get spot asks');
@@ -1284,7 +1289,8 @@ export class DLOB {
 				return bestNode
 					.getPrice(oraclePriceData, slot)
 					.lt(currentNode.getPrice(oraclePriceData, slot));
-			}
+			},
+			filterFcn
 		);
 	}
 
@@ -1293,7 +1299,8 @@ export class DLOB {
 		fallbackBid: BN | undefined,
 		slot: number,
 		marketType: MarketType,
-		oraclePriceData: OraclePriceData
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
 	): Generator<DLOBNode> {
 		if (isVariant(marketType, 'spot') && !oraclePriceData) {
 			throw new Error('Must provide OraclePriceData to get spot bids');
@@ -1336,7 +1343,8 @@ export class DLOB {
 				return bestNode
 					.getPrice(oraclePriceData, slot)
 					.gt(currentNode.getPrice(oraclePriceData, slot));
-			}
+			},
+			filterFcn
 		);
 	}
 

package/src/driftClient.ts

@@ -5385,7 +5385,8 @@ export class DriftClient {
 		marketIndexes: number[],
 		opts?: {
 			filterInvalidMarkets?: boolean;
-		}
+		},
+		txParams?: TxParams
 	): Promise<TransactionSignature> {
 		const filterInvalidMarkets = opts?.filterInvalidMarkets;
 
@@ -5418,9 +5419,12 @@ export class DriftClient {
 		// # Settle filtered market indexes
 		const ixs = await this.getSettlePNLsIxs(users, marketIndexToSettle);
 
-		const tx = await this.buildTransaction(ixs, {
-			computeUnits: 1_400_000,
-		});
+		const tx = await this.buildTransaction(
+			ixs,
+			txParams ?? {
+				computeUnits: 1_400_000,
+			}
+		);
 
 		const { txSig } = await this.sendTransaction(tx, [], this.opts);
 		return txSig;

package/src/math/auction.ts

@@ -88,7 +88,7 @@ export function getAuctionPriceForOracleOffsetAuction(
 	const deltaNumerator = BN.min(slotsElapsed, deltaDenominator);
 
 	if (deltaDenominator.eq(ZERO)) {
-		return oraclePrice.add(order.auctionEndPrice);
+		return BN.max(oraclePrice.add(order.auctionEndPrice), ONE);
 	}
 
 	let priceOffsetDelta;
@@ -111,7 +111,7 @@ export function getAuctionPriceForOracleOffsetAuction(
 		priceOffset = order.auctionStartPrice.sub(priceOffsetDelta);
 	}
 
-	return oraclePrice.add(priceOffset);
+	return BN.max(oraclePrice.add(priceOffset), ONE);
 }
 
 export function deriveOracleAuctionParams({

package/src/math/orders.ts

@@ -7,7 +7,7 @@ import {
 	Order,
 	PositionDirection,
 } from '../types';
-import { ZERO, TWO } from '../constants/numericConstants';
+import { ZERO, TWO, ONE } from '../constants/numericConstants';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
 import {
@@ -160,7 +160,10 @@ export function getLimitPrice(
 	if (hasAuctionPrice(order, slot)) {
 		limitPrice = getAuctionPrice(order, slot, oraclePriceData.price);
 	} else if (order.oraclePriceOffset !== 0) {
-		limitPrice = oraclePriceData.price.add(new BN(order.oraclePriceOffset));
+		limitPrice = BN.max(
+			oraclePriceData.price.add(new BN(order.oraclePriceOffset)),
+			ONE
+		);
 	} else if (order.price.eq(ZERO)) {
 		limitPrice = fallbackPrice;
 	} else {