@drift-labs/sdk 2.96.0-beta.2 → 2.96.0-beta.20

package/src/driftClientConfig.ts

@@ -11,7 +11,7 @@ import { BulkAccountLoader } from './accounts/bulkAccountLoader';
 import { DriftEnv } from './config';
 import { TxSender } from './tx/types';
 import { TxHandler, TxHandlerConfig } from './tx/txHandler';
-import { GrpcConfigs } from './accounts/types';
+import { DelistedMarketSetting } from './accounts/types';
 
 export type DriftClientConfig = {
 	connection: Connection;
@@ -37,6 +37,7 @@ export type DriftClientConfig = {
 	txParams?: TxParams; // default tx params to use
 	enableMetricsEvents?: boolean;
 	txHandlerConfig?: TxHandlerConfig;
+	delistedMarketSetting?: DelistedMarketSetting;
 };
 
 export type DriftClientSubscriptionConfig =
@@ -49,10 +50,4 @@ export type DriftClientSubscriptionConfig =
 	| {
 			type: 'polling';
 			accountLoader: BulkAccountLoader;
-	  }
-	| {
-			type: 'grpc';
-			configs: GrpcConfigs;
-			resubTimeoutMs?: number;
-			logResubMessages?: boolean;
 	  };

package/src/events/eventSubscriber.ts

@@ -9,10 +9,10 @@ import {
 	LogProvider,
 	EventSubscriberEvents,
 	WebSocketLogProviderConfig,
-	PollingLogProviderConfig,
 	EventsServerLogProviderConfig,
 	LogProviderType,
 	StreamingLogProviderConfig,
+	PollingLogProviderConfig,
 } from './types';
 import { TxEventCache } from './txEventCache';
 import { EventList } from './eventList';
@@ -54,32 +54,39 @@ export class EventSubscriber {
 	}
 
 	private initializeLogProvider(subscribe = false) {
+		const logProviderConfig = this.options.logProviderConfig;
+
 		if (this.currentProviderType === 'websocket') {
-			const logProviderConfig = this.options
-				.logProviderConfig as WebSocketLogProviderConfig;
 			this.logProvider = new WebSocketLogProvider(
 				// @ts-ignore
 				this.connection,
 				this.address,
 				this.options.commitment,
-				logProviderConfig.resubTimeoutMs
+				(
+					this.options.logProviderConfig as WebSocketLogProviderConfig
+				).resubTimeoutMs
 			);
 		} else if (this.currentProviderType === 'polling') {
-			const logProviderConfig = this.options
-				.logProviderConfig as PollingLogProviderConfig;
+			const frequency =
+				'frequency' in logProviderConfig
+					? (logProviderConfig as PollingLogProviderConfig).frequency
+					: (logProviderConfig as StreamingLogProviderConfig).fallbackFrequency;
+			const batchSize =
+				'batchSize' in logProviderConfig
+					? (logProviderConfig as PollingLogProviderConfig).batchSize
+					: (logProviderConfig as StreamingLogProviderConfig).fallbackBatchSize;
+
 			this.logProvider = new PollingLogProvider(
 				// @ts-ignore
 				this.connection,
 				this.address,
 				this.options.commitment,
-				logProviderConfig.frequency,
-				logProviderConfig.batchSize
+				frequency,
+				batchSize
 			);
 		} else if (this.currentProviderType === 'events-server') {
-			const logProviderConfig = this.options
-				.logProviderConfig as EventsServerLogProviderConfig;
 			this.logProvider = new EventsServerLogProvider(
-				logProviderConfig.url,
+				(logProviderConfig as EventsServerLogProviderConfig).url,
 				this.options.eventTypes,
 				this.options.address ? this.options.address.toString() : undefined
 			);

package/src/events/types.ts

@@ -56,11 +56,7 @@ export const DefaultEventSubscriptionOptions: EventSubscriptionOptions = {
 	commitment: 'confirmed',
 	maxTx: 4096,
 	logProviderConfig: {
-		type: 'events-server',
-		url: 'wss://events.drift.trade/ws',
-		maxReconnectAttempts: 5,
-		fallbackFrequency: 1000,
-		fallbackBatchSize: 100,
+		type: 'websocket',
 	},
 };
 

package/src/idl/drift.json

@@ -554,7 +554,7 @@
           }
         },
         {
-          "name": "makerOrderId",
+          "name": "successCondition",
           "type": {
             "option": "u32"
           }
@@ -608,6 +608,60 @@
         }
       ]
     },
+    {
+      "name": "placeSwiftTakerOrder",
+      "accounts": [
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "user",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "userStats",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "authority",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "ixSysvar",
+          "isMut": false,
+          "isSigner": false,
+          "docs": [
+            "the supplied Sysvar could be anything else.",
+            "The Instruction Sysvar has not been implemented",
+            "in the Anchor framework yet, so this is the safe approach."
+          ]
+        }
+      ],
+      "args": [
+        {
+          "name": "swiftMessageBytes",
+          "type": "bytes"
+        },
+        {
+          "name": "swiftOrderParamsMessageBytes",
+          "type": "bytes"
+        },
+        {
+          "name": "swiftMessageSignature",
+          "type": {
+            "array": [
+              "u8",
+              64
+            ]
+          }
+        }
+      ]
+    },
     {
       "name": "placeSpotOrder",
       "accounts": [
@@ -8050,6 +8104,81 @@
         ]
       }
     },
+    {
+      "name": "SwiftServerMessage",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "swiftOrderSignature",
+            "type": {
+              "array": [
+                "u8",
+                64
+              ]
+            }
+          },
+          {
+            "name": "slot",
+            "type": "u64"
+          }
+        ]
+      }
+    },
+    {
+      "name": "SwiftOrderParamsMessage",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "swiftOrderParams",
+            "type": {
+              "defined": "OrderParams"
+            }
+          },
+          {
+            "name": "expectedOrderId",
+            "type": "i32"
+          },
+          {
+            "name": "subAccountId",
+            "type": "u16"
+          },
+          {
+            "name": "takeProfitOrderParams",
+            "type": {
+              "option": {
+                "defined": "SwiftTriggerOrderParams"
+              }
+            }
+          },
+          {
+            "name": "stopLossOrderParams",
+            "type": {
+              "option": {
+                "defined": "SwiftTriggerOrderParams"
+              }
+            }
+          }
+        ]
+      }
+    },
+    {
+      "name": "SwiftTriggerOrderParams",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "triggerPrice",
+            "type": "u64"
+          },
+          {
+            "name": "baseAssetAmount",
+            "type": "u64"
+          }
+        ]
+      }
+    },
     {
       "name": "ModifyOrderParams",
       "type": {
@@ -10122,6 +10251,20 @@
         ]
       }
     },
+    {
+      "name": "PlaceAndTakeOrderSuccessCondition",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "PartialFill"
+          },
+          {
+            "name": "FullFill"
+          }
+        ]
+      }
+    },
     {
       "name": "PerpOperation",
       "type": {
@@ -12958,6 +13101,31 @@
       "code": 6284,
       "name": "InvalidPredictionMarketOrder",
       "msg": "Invalid prediction market order"
+    },
+    {
+      "code": 6285,
+      "name": "InvalidVerificationIxIndex",
+      "msg": "Ed25519 Ix must be before place and make swift order ix"
+    },
+    {
+      "code": 6286,
+      "name": "SigVerificationFailed",
+      "msg": "Swift message verificaiton failed"
+    },
+    {
+      "code": 6287,
+      "name": "MismatchedSwiftOrderParamsMarketIndex",
+      "msg": "Market index mismatched b/w taker and maker swift order params"
+    },
+    {
+      "code": 6288,
+      "name": "InvalidSwiftOrderParam",
+      "msg": "Swift only available for market/oracle perp orders"
+    },
+    {
+      "code": 6289,
+      "name": "PlaceAndTakeOrderSuccessConditionFailed",
+      "msg": "Place and take order success condition failed"
     }
   ],
   "metadata": {

package/src/index.ts

@@ -108,6 +108,7 @@ export * from './memcmp';
 export * from './decode/user';
 export * from './blockhashSubscriber';
 export * from './util/chainClock';
+export * from './util/TransactionConfirmationManager';
 export * from './clock/clockSubscriber';
 
 export { BN, PublicKey, pyth };

package/src/math/margin.ts

@@ -7,10 +7,19 @@ import {
 	AMM_RESERVE_PRECISION,
 	MAX_PREDICTION_PRICE,
 	BASE_PRECISION,
+	MARGIN_PRECISION,
+	PRICE_PRECISION,
+	QUOTE_PRECISION,
 } from '../constants/numericConstants';
 import { BN } from '@coral-xyz/anchor';
 import { OraclePriceData } from '../oracles/types';
-import { PerpMarketAccount, PerpPosition } from '..';
+import {
+	calculateMarketMarginRatio,
+	calculateScaledInitialAssetWeight,
+	DriftClient,
+	PerpMarketAccount,
+	PerpPosition,
+} from '..';
 import { isVariant } from '../types';
 import { assert } from '../assert/assert';
 
@@ -194,3 +203,130 @@ export function calculatePerpLiabilityValue(
 		return baseAssetAmount.abs().mul(oraclePrice).div(BASE_PRECISION);
 	}
 }
+
+/**
+ * Calculates the margin required to open a trade, in quote amount. Only accounts for the trade size as a scalar value, does not account for the trade direction or current open positions and whether the trade would _actually_ be risk-increasing and use any extra collateral.
+ * @param targetMarketIndex
+ * @param baseSize
+ * @returns
+ */
+export function calculateMarginUSDCRequiredForTrade(
+	driftClient: DriftClient,
+	targetMarketIndex: number,
+	baseSize: BN,
+	userMaxMarginRatio?: number
+): BN {
+	const targetMarket = driftClient.getPerpMarketAccount(targetMarketIndex);
+	const oracleData = driftClient.getOracleDataForPerpMarket(
+		targetMarket.marketIndex
+	);
+
+	const perpLiabilityValue = calculatePerpLiabilityValue(
+		baseSize,
+		oracleData.price,
+		isVariant(targetMarket.contractType, 'prediction')
+	);
+
+	const marginRequired = new BN(
+		calculateMarketMarginRatio(
+			targetMarket,
+			baseSize.abs(),
+			'Initial',
+			userMaxMarginRatio
+		)
+	)
+		.mul(perpLiabilityValue)
+		.div(MARGIN_PRECISION);
+
+	return marginRequired;
+}
+
+/**
+ * Similar to calculatetMarginUSDCRequiredForTrade, but calculates how much of a given collateral is required to cover the margin requirements for a given trade. Basically does the same thing as getMarginUSDCRequiredForTrade but also accounts for asset weight of the selected collateral.
+ *
+ * Returns collateral required in the precision of the target collateral market.
+ */
+export function calculateCollateralDepositRequiredForTrade(
+	driftClient: DriftClient,
+	targetMarketIndex: number,
+	baseSize: BN,
+	collateralIndex: number,
+	userMaxMarginRatio?: number
+): BN {
+	const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(
+		driftClient,
+		targetMarketIndex,
+		baseSize,
+		userMaxMarginRatio
+	);
+
+	const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
+
+	const collateralOracleData =
+		driftClient.getOracleDataForSpotMarket(collateralIndex);
+
+	const scaledAssetWeight = calculateScaledInitialAssetWeight(
+		collateralMarket,
+		collateralOracleData.price
+	);
+
+	// Base amount required to deposit = (marginRequiredUsdc / priceOfAsset) / assetWeight .. (E.g. $100 required / $10000 price / 0.5 weight)
+	const baseAmountRequired = driftClient
+		.convertToSpotPrecision(collateralIndex, marginRequiredUsdc)
+		.mul(PRICE_PRECISION) // adjust for division by oracle price
+		.mul(SPOT_MARKET_WEIGHT_PRECISION) // adjust for division by scaled asset weight
+		.div(collateralOracleData.price)
+		.div(scaledAssetWeight)
+		.div(QUOTE_PRECISION); // adjust for marginRequiredUsdc value's QUOTE_PRECISION
+
+	// TODO : Round by step size?
+
+	return baseAmountRequired;
+}
+
+export function calculateCollateralValueOfDeposit(
+	driftClient: DriftClient,
+	collateralIndex: number,
+	baseSize: BN
+): BN {
+	const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
+
+	const collateralOracleData =
+		driftClient.getOracleDataForSpotMarket(collateralIndex);
+
+	const scaledAssetWeight = calculateScaledInitialAssetWeight(
+		collateralMarket,
+		collateralOracleData.price
+	);
+
+	// CollateralBaseValue = oracle price * collateral base amount (and shift to QUOTE_PRECISION)
+	const collateralBaseValue = collateralOracleData.price
+		.mul(baseSize)
+		.mul(QUOTE_PRECISION)
+		.div(PRICE_PRECISION)
+		.div(new BN(10).pow(new BN(collateralMarket.decimals)));
+
+	const depositCollateralValue = collateralBaseValue
+		.mul(scaledAssetWeight)
+		.div(SPOT_MARKET_WEIGHT_PRECISION);
+
+	return depositCollateralValue;
+}
+
+export function calculateLiquidationPrice(
+	freeCollateral: BN,
+	freeCollateralDelta: BN,
+	oraclePrice: BN
+): BN {
+	const liqPriceDelta = freeCollateral
+		.mul(QUOTE_PRECISION)
+		.div(freeCollateralDelta);
+
+	const liqPrice = oraclePrice.sub(liqPriceDelta);
+
+	if (liqPrice.lt(ZERO)) {
+		return new BN(-1);
+	}
+
+	return liqPrice;
+}

package/src/orderParams.ts

@@ -10,9 +10,11 @@ import { BN } from '@coral-xyz/anchor';
 export function getLimitOrderParams(
 	params: Omit<OptionalOrderParams, 'orderType'> & { price: BN }
 ): OptionalOrderParams {
-	return Object.assign({}, params, {
-		orderType: OrderType.LIMIT,
-	});
+	return getOrderParams(
+		Object.assign({}, params, {
+			orderType: OrderType.LIMIT,
+		})
+	);
 }
 
 export function getTriggerMarketOrderParams(
@@ -21,9 +23,11 @@ export function getTriggerMarketOrderParams(
 		triggerPrice: BN;
 	}
 ): OptionalOrderParams {
-	return Object.assign({}, params, {
-		orderType: OrderType.TRIGGER_MARKET,
-	});
+	return getOrderParams(
+		Object.assign({}, params, {
+			orderType: OrderType.TRIGGER_MARKET,
+		})
+	);
 }
 
 export function getTriggerLimitOrderParams(
@@ -33,17 +37,21 @@ export function getTriggerLimitOrderParams(
 		price: BN;
 	}
 ): OptionalOrderParams {
-	return Object.assign({}, params, {
-		orderType: OrderType.TRIGGER_LIMIT,
-	});
+	return getOrderParams(
+		Object.assign({}, params, {
+			orderType: OrderType.TRIGGER_LIMIT,
+		})
+	);
 }
 
 export function getMarketOrderParams(
 	params: Omit<OptionalOrderParams, 'orderType'>
 ): OptionalOrderParams {
-	return Object.assign({}, params, {
-		orderType: OrderType.MARKET,
-	});
+	return getOrderParams(
+		Object.assign({}, params, {
+			orderType: OrderType.MARKET,
+		})
+	);
 }
 
 /**

package/src/orderSubscriber/OrderSubscriber.ts

@@ -11,12 +11,11 @@ import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import { BN } from '../index';
 import { decodeUser } from '../decode/user';
-import { grpcSubscription } from './grpcSubscription';
 
 export class OrderSubscriber {
 	driftClient: DriftClient;
 	usersAccounts = new Map<string, { slot: number; userAccount: UserAccount }>();
-	subscription: PollingSubscription | WebsocketSubscription | grpcSubscription;
+	subscription: PollingSubscription | WebsocketSubscription;
 	commitment: Commitment;
 	eventEmitter: StrictEventEmitter<EventEmitter, OrderSubscriberEvents>;
 
@@ -35,19 +34,6 @@ export class OrderSubscriber {
 				orderSubscriber: this,
 				frequency: config.subscriptionConfig.frequency,
 			});
-		} else if (config.subscriptionConfig.type === 'grpc') {
-			this.subscription = new grpcSubscription({
-				grpcConfigs: config.subscriptionConfig.configs,
-				orderSubscriber: this,
-				commitment: this.commitment,
-				skipInitialLoad: config.subscriptionConfig.skipInitialLoad,
-				resubOpts: {
-					resubTimeoutMs: config.subscriptionConfig?.resubTimeoutMs,
-					logResubMessages: config.subscriptionConfig?.logResubMessages,
-				},
-				resyncIntervalMs: config.subscriptionConfig.resyncIntervalMs,
-				decoded: config.decodeData,
-			});
 		} else {
 			this.subscription = new WebsocketSubscription({
 				orderSubscriber: this,

package/src/orderSubscriber/types.ts

@@ -1,7 +1,6 @@
 import { Commitment, PublicKey } from '@solana/web3.js';
 import { Order, UserAccount } from '../types';
 import { DriftClient } from '../driftClient';
-import { GrpcConfigs } from '../accounts/types';
 
 export type OrderSubscriberConfig = {
 	driftClient: DriftClient;
@@ -11,15 +10,6 @@ export type OrderSubscriberConfig = {
 				frequency: number;
 				commitment?: Commitment;
 		  }
-		| {
-				type: 'grpc';
-				skipInitialLoad?: boolean;
-				resubTimeoutMs?: number;
-				logResubMessages?: boolean;
-				resyncIntervalMs?: number;
-				configs: GrpcConfigs;
-				commitment?: Commitment;
-		  }
 		| {
 				type: 'websocket';
 				skipInitialLoad?: boolean;

package/src/tokenFaucet.ts

@@ -16,7 +16,7 @@ import {
 	TransactionInstruction,
 	TransactionSignature,
 } from '@solana/web3.js';
-import { BN } from '.';
+import { BN, DEFAULT_CONFIRMATION_OPTS } from '.';
 import tokenFaucet from './idl/token_faucet.json';
 import { IWallet } from './types';
 import { BankrunContextWrapper } from './bankrun/bankrunConnection';
@@ -41,7 +41,7 @@ export class TokenFaucet {
 		this.connection = connection;
 		this.context = context;
 		this.wallet = wallet;
-		this.opts = opts || AnchorProvider.defaultOptions();
+		this.opts = opts || DEFAULT_CONFIRMATION_OPTS;
 		// @ts-ignore
 		const provider = new AnchorProvider(
 			context ? context.connection.toConnection() : this.connection,

package/src/tx/baseTxSender.ts

@@ -20,12 +20,12 @@ import {
 	AddressLookupTableAccount,
 	BlockhashWithExpiryBlockHeight,
 } from '@solana/web3.js';
-import { AnchorProvider } from '@coral-xyz/anchor';
 import assert from 'assert';
 import bs58 from 'bs58';
 import { TxHandler } from './txHandler';
 import { IWallet } from '../types';
 import NodeCache from 'node-cache';
+import { DEFAULT_CONFIRMATION_OPTS } from '../config';
 
 const BASELINE_TX_LAND_RATE = 0.9;
 const DEFAULT_TIMEOUT = 35000;
@@ -54,7 +54,7 @@ export abstract class BaseTxSender implements TxSender {
 	public constructor({
 		connection,
 		wallet,
-		opts = AnchorProvider.defaultOptions(),
+		opts = DEFAULT_CONFIRMATION_OPTS,
 		timeout = DEFAULT_TIMEOUT,
 		additionalConnections = new Array<Connection>(),
 		confirmationStrategy = ConfirmationStrategy.Combo,

package/src/tx/fastSingleTxSender.ts

@@ -6,10 +6,10 @@ import {
 	Commitment,
 	BlockhashWithExpiryBlockHeight,
 } from '@solana/web3.js';
-import { AnchorProvider } from '@coral-xyz/anchor';
 import { BaseTxSender } from './baseTxSender';
 import { TxHandler } from './txHandler';
 import { IWallet } from '../types';
+import { DEFAULT_CONFIRMATION_OPTS } from '../config';
 
 const DEFAULT_TIMEOUT = 35000;
 const DEFAULT_BLOCKHASH_REFRESH = 10000;
@@ -31,7 +31,7 @@ export class FastSingleTxSender extends BaseTxSender {
 	public constructor({
 		connection,
 		wallet,
-		opts = { ...AnchorProvider.defaultOptions(), maxRetries: 0 },
+		opts = { ...DEFAULT_CONFIRMATION_OPTS, maxRetries: 0 },
 		timeout = DEFAULT_TIMEOUT,
 		blockhashRefreshInterval = DEFAULT_BLOCKHASH_REFRESH,
 		additionalConnections = new Array<Connection>(),

package/src/tx/forwardOnlyTxSender.ts

@@ -1,4 +1,3 @@
-import { AnchorProvider } from '@coral-xyz/anchor';
 import {
 	ConfirmOptions,
 	Connection,
@@ -9,6 +8,7 @@ import { BaseTxSender } from './baseTxSender';
 import { ConfirmationStrategy, TxSigAndSlot } from './types';
 import { TxHandler } from './txHandler';
 import { IWallet } from '../types';
+import { DEFAULT_CONFIRMATION_OPTS } from '../config';
 
 const DEFAULT_TIMEOUT = 35000;
 const DEFAULT_RETRY = 5000;
@@ -29,7 +29,7 @@ export class ForwardOnlyTxSender extends BaseTxSender {
 	public constructor({
 		connection,
 		wallet,
-		opts = { ...AnchorProvider.defaultOptions(), maxRetries: 0 },
+		opts = { ...DEFAULT_CONFIRMATION_OPTS, maxRetries: 0 },
 		timeout = DEFAULT_TIMEOUT,
 		retrySleep = DEFAULT_RETRY,
 		confirmationStrategy = ConfirmationStrategy.Combo,

package/src/tx/retryTxSender.ts

@@ -1,9 +1,9 @@
 import { ConfirmationStrategy, TxSigAndSlot } from './types';
 import { ConfirmOptions, Connection } from '@solana/web3.js';
-import { AnchorProvider } from '@coral-xyz/anchor';
 import { BaseTxSender } from './baseTxSender';
 import { TxHandler } from './txHandler';
 import { IWallet } from '../types';
+import { DEFAULT_CONFIRMATION_OPTS } from '../config';
 
 const DEFAULT_TIMEOUT = 35000;
 const DEFAULT_RETRY = 2000;
@@ -24,7 +24,7 @@ export class RetryTxSender extends BaseTxSender {
 	public constructor({
 		connection,
 		wallet,
-		opts = { ...AnchorProvider.defaultOptions(), maxRetries: 0 },
+		opts = { ...DEFAULT_CONFIRMATION_OPTS, maxRetries: 0 },
 		timeout = DEFAULT_TIMEOUT,
 		retrySleep = DEFAULT_RETRY,
 		additionalConnections = new Array<Connection>(),