@reflectmoney/stable.ts 2.8.4 → 2.9.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/helpers/drift/accounts/index.d.ts +10 -0
- package/dist/helpers/drift/accounts/index.js +26 -0
- package/dist/helpers/drift/accounts/spotMarket.d.ts +541 -0
- package/dist/helpers/drift/accounts/spotMarket.js +213 -0
- package/dist/helpers/drift/accounts/user.d.ts +193 -0
- package/dist/helpers/drift/accounts/user.js +147 -0
- package/dist/helpers/drift/accounts/userStats.d.ts +165 -0
- package/dist/helpers/drift/accounts/userStats.js +137 -0
- package/dist/helpers/drift/index.d.ts +10 -0
- package/dist/helpers/drift/index.js +26 -0
- package/dist/helpers/drift/mappers.d.ts +14 -0
- package/dist/helpers/drift/mappers.js +137 -0
- package/dist/helpers/drift/types/aMM.d.ts +656 -0
- package/dist/helpers/drift/types/aMM.js +199 -0
- package/dist/helpers/drift/types/addAmmConstituentMappingDatum.d.ts +21 -0
- package/dist/helpers/drift/types/addAmmConstituentMappingDatum.js +30 -0
- package/dist/helpers/drift/types/ammCacheFixed.d.ts +17 -0
- package/dist/helpers/drift/types/ammCacheFixed.js +30 -0
- package/dist/helpers/drift/types/ammConstituentDatum.d.ts +27 -0
- package/dist/helpers/drift/types/ammConstituentDatum.js +34 -0
- package/dist/helpers/drift/types/ammConstituentMappingFixed.d.ts +18 -0
- package/dist/helpers/drift/types/ammConstituentMappingFixed.js +32 -0
- package/dist/helpers/drift/types/assetTier.d.ts +19 -0
- package/dist/helpers/drift/types/assetTier.js +31 -0
- package/dist/helpers/drift/types/assetType.d.ts +16 -0
- package/dist/helpers/drift/types/assetType.js +28 -0
- package/dist/helpers/drift/types/builderInfo.d.ts +17 -0
- package/dist/helpers/drift/types/builderInfo.js +30 -0
- package/dist/helpers/drift/types/cacheInfo.d.ts +59 -0
- package/dist/helpers/drift/types/cacheInfo.js +66 -0
- package/dist/helpers/drift/types/constituentCorrelationsFixed.d.ts +19 -0
- package/dist/helpers/drift/types/constituentCorrelationsFixed.js +32 -0
- package/dist/helpers/drift/types/constituentLpOperation.d.ts +17 -0
- package/dist/helpers/drift/types/constituentLpOperation.js +29 -0
- package/dist/helpers/drift/types/constituentSpotBalance.d.ts +48 -0
- package/dist/helpers/drift/types/constituentSpotBalance.js +35 -0
- package/dist/helpers/drift/types/constituentStatus.d.ts +16 -0
- package/dist/helpers/drift/types/constituentStatus.js +28 -0
- package/dist/helpers/drift/types/constituentTargetBaseFixed.d.ts +19 -0
- package/dist/helpers/drift/types/constituentTargetBaseFixed.js +32 -0
- package/dist/helpers/drift/types/contractTier.d.ts +20 -0
- package/dist/helpers/drift/types/contractTier.js +32 -0
- package/dist/helpers/drift/types/contractType.d.ts +17 -0
- package/dist/helpers/drift/types/contractType.js +29 -0
- package/dist/helpers/drift/types/depositDirection.d.ts +16 -0
- package/dist/helpers/drift/types/depositDirection.js +28 -0
- package/dist/helpers/drift/types/depositExplanation.d.ts +19 -0
- package/dist/helpers/drift/types/depositExplanation.js +31 -0
- package/dist/helpers/drift/types/driftAction.d.ts +29 -0
- package/dist/helpers/drift/types/driftAction.js +41 -0
- package/dist/helpers/drift/types/exchangeStatus.d.ts +22 -0
- package/dist/helpers/drift/types/exchangeStatus.js +34 -0
- package/dist/helpers/drift/types/featureBitFlags.d.ts +18 -0
- package/dist/helpers/drift/types/featureBitFlags.js +30 -0
- package/dist/helpers/drift/types/feeStructure.d.ts +24 -0
- package/dist/helpers/drift/types/feeStructure.js +33 -0
- package/dist/helpers/drift/types/feeTier.d.ts +22 -0
- package/dist/helpers/drift/types/feeTier.js +40 -0
- package/dist/helpers/drift/types/fillMode.d.ts +29 -0
- package/dist/helpers/drift/types/fillMode.js +52 -0
- package/dist/helpers/drift/types/fuelOverflowStatus.d.ts +15 -0
- package/dist/helpers/drift/types/fuelOverflowStatus.js +27 -0
- package/dist/helpers/drift/types/historicalIndexData.d.ts +35 -0
- package/dist/helpers/drift/types/historicalIndexData.js +34 -0
- package/dist/helpers/drift/types/historicalOracleData.d.ts +39 -0
- package/dist/helpers/drift/types/historicalOracleData.js +36 -0
- package/dist/helpers/drift/types/ifRebalanceConfigParams.d.ts +31 -0
- package/dist/helpers/drift/types/ifRebalanceConfigParams.js +40 -0
- package/dist/helpers/drift/types/index.d.ts +114 -0
- package/dist/helpers/drift/types/index.js +130 -0
- package/dist/helpers/drift/types/insuranceClaim.d.ts +63 -0
- package/dist/helpers/drift/types/insuranceClaim.js +34 -0
- package/dist/helpers/drift/types/insuranceFund.d.ts +33 -0
- package/dist/helpers/drift/types/insuranceFund.js +42 -0
- package/dist/helpers/drift/types/insuranceFundOperation.d.ts +18 -0
- package/dist/helpers/drift/types/insuranceFundOperation.js +30 -0
- package/dist/helpers/drift/types/lPAction.d.ts +18 -0
- package/dist/helpers/drift/types/lPAction.js +30 -0
- package/dist/helpers/drift/types/liquidateBorrowForPerpPnlRecord.d.ts +27 -0
- package/dist/helpers/drift/types/liquidateBorrowForPerpPnlRecord.js +36 -0
- package/dist/helpers/drift/types/liquidatePerpPnlForDepositRecord.d.ts +27 -0
- package/dist/helpers/drift/types/liquidatePerpPnlForDepositRecord.js +36 -0
- package/dist/helpers/drift/types/liquidatePerpRecord.d.ts +41 -0
- package/dist/helpers/drift/types/liquidatePerpRecord.js +44 -0
- package/dist/helpers/drift/types/liquidateSpotRecord.d.ts +33 -0
- package/dist/helpers/drift/types/liquidateSpotRecord.js +38 -0
- package/dist/helpers/drift/types/liquidationBitFlag.d.ts +15 -0
- package/dist/helpers/drift/types/liquidationBitFlag.js +27 -0
- package/dist/helpers/drift/types/liquidationMultiplierType.d.ts +16 -0
- package/dist/helpers/drift/types/liquidationMultiplierType.js +28 -0
- package/dist/helpers/drift/types/liquidationType.d.ts +20 -0
- package/dist/helpers/drift/types/liquidationType.js +32 -0
- package/dist/helpers/drift/types/logMode.d.ts +19 -0
- package/dist/helpers/drift/types/logMode.js +31 -0
- package/dist/helpers/drift/types/lpPoolFeatureBitFlags.d.ts +17 -0
- package/dist/helpers/drift/types/lpPoolFeatureBitFlags.js +29 -0
- package/dist/helpers/drift/types/lpStatus.d.ts +17 -0
- package/dist/helpers/drift/types/lpStatus.js +29 -0
- package/dist/helpers/drift/types/marginCalculationMode.d.ts +29 -0
- package/dist/helpers/drift/types/marginCalculationMode.js +55 -0
- package/dist/helpers/drift/types/marginMode.d.ts +17 -0
- package/dist/helpers/drift/types/marginMode.js +29 -0
- package/dist/helpers/drift/types/marginRequirementType.d.ts +17 -0
- package/dist/helpers/drift/types/marginRequirementType.js +29 -0
- package/dist/helpers/drift/types/marketIdentifier.d.ts +20 -0
- package/dist/helpers/drift/types/marketIdentifier.js +29 -0
- package/dist/helpers/drift/types/marketStatus.d.ts +23 -0
- package/dist/helpers/drift/types/marketStatus.js +35 -0
- package/dist/helpers/drift/types/marketType.d.ts +16 -0
- package/dist/helpers/drift/types/marketType.js +28 -0
- package/dist/helpers/drift/types/modifyOrderId.d.ts +24 -0
- package/dist/helpers/drift/types/modifyOrderId.js +50 -0
- package/dist/helpers/drift/types/modifyOrderParams.d.ts +44 -0
- package/dist/helpers/drift/types/modifyOrderParams.js +53 -0
- package/dist/helpers/drift/types/modifyOrderPolicy.d.ts +16 -0
- package/dist/helpers/drift/types/modifyOrderPolicy.js +28 -0
- package/dist/helpers/drift/types/oracleGuardRails.d.ts +20 -0
- package/dist/helpers/drift/types/oracleGuardRails.js +29 -0
- package/dist/helpers/drift/types/oracleSource.d.ts +30 -0
- package/dist/helpers/drift/types/oracleSource.js +42 -0
- package/dist/helpers/drift/types/oracleValidity.d.ts +39 -0
- package/dist/helpers/drift/types/oracleValidity.js +60 -0
- package/dist/helpers/drift/types/order.d.ts +178 -0
- package/dist/helpers/drift/types/order.js +77 -0
- package/dist/helpers/drift/types/orderAction.d.ts +19 -0
- package/dist/helpers/drift/types/orderAction.js +31 -0
- package/dist/helpers/drift/types/orderActionExplanation.d.ts +35 -0
- package/dist/helpers/drift/types/orderActionExplanation.js +47 -0
- package/dist/helpers/drift/types/orderBitFlag.d.ts +20 -0
- package/dist/helpers/drift/types/orderBitFlag.js +32 -0
- package/dist/helpers/drift/types/orderFillerRewardStructure.d.ts +21 -0
- package/dist/helpers/drift/types/orderFillerRewardStructure.js +30 -0
- package/dist/helpers/drift/types/orderParams.d.ts +50 -0
- package/dist/helpers/drift/types/orderParams.js +59 -0
- package/dist/helpers/drift/types/orderParamsBitFlag.d.ts +16 -0
- package/dist/helpers/drift/types/orderParamsBitFlag.js +28 -0
- package/dist/helpers/drift/types/orderStatus.d.ts +18 -0
- package/dist/helpers/drift/types/orderStatus.js +30 -0
- package/dist/helpers/drift/types/orderTriggerCondition.d.ts +18 -0
- package/dist/helpers/drift/types/orderTriggerCondition.js +30 -0
- package/dist/helpers/drift/types/orderType.d.ts +19 -0
- package/dist/helpers/drift/types/orderType.js +31 -0
- package/dist/helpers/drift/types/perpBankruptcyRecord.d.ts +27 -0
- package/dist/helpers/drift/types/perpBankruptcyRecord.js +36 -0
- package/dist/helpers/drift/types/perpFulfillmentMethod.d.ts +30 -0
- package/dist/helpers/drift/types/perpFulfillmentMethod.js +72 -0
- package/dist/helpers/drift/types/perpLpOperation.d.ts +16 -0
- package/dist/helpers/drift/types/perpLpOperation.js +28 -0
- package/dist/helpers/drift/types/perpOperation.d.ts +22 -0
- package/dist/helpers/drift/types/perpOperation.js +34 -0
- package/dist/helpers/drift/types/perpPosition.d.ts +149 -0
- package/dist/helpers/drift/types/perpPosition.js +56 -0
- package/dist/helpers/drift/types/placeAndTakeOrderSuccessCondition.d.ts +16 -0
- package/dist/helpers/drift/types/placeAndTakeOrderSuccessCondition.js +28 -0
- package/dist/helpers/drift/types/poolBalance.d.ts +33 -0
- package/dist/helpers/drift/types/poolBalance.js +30 -0
- package/dist/helpers/drift/types/positionDirection.d.ts +16 -0
- package/dist/helpers/drift/types/positionDirection.js +28 -0
- package/dist/helpers/drift/types/positionFlag.d.ts +17 -0
- package/dist/helpers/drift/types/positionFlag.js +29 -0
- package/dist/helpers/drift/types/positionUpdateType.d.ts +19 -0
- package/dist/helpers/drift/types/positionUpdateType.js +31 -0
- package/dist/helpers/drift/types/postOnlyParam.d.ts +18 -0
- package/dist/helpers/drift/types/postOnlyParam.js +30 -0
- package/dist/helpers/drift/types/prelaunchOracleParams.d.ts +21 -0
- package/dist/helpers/drift/types/prelaunchOracleParams.js +30 -0
- package/dist/helpers/drift/types/priceDivergenceGuardRails.d.ts +19 -0
- package/dist/helpers/drift/types/priceDivergenceGuardRails.js +28 -0
- package/dist/helpers/drift/types/referrerStatus.d.ts +17 -0
- package/dist/helpers/drift/types/referrerStatus.js +29 -0
- package/dist/helpers/drift/types/revenueShareEscrowFixed.d.ts +21 -0
- package/dist/helpers/drift/types/revenueShareEscrowFixed.js +38 -0
- package/dist/helpers/drift/types/revenueShareOrder.d.ts +80 -0
- package/dist/helpers/drift/types/revenueShareOrder.js +45 -0
- package/dist/helpers/drift/types/revenueShareOrderBitFlag.d.ts +18 -0
- package/dist/helpers/drift/types/revenueShareOrderBitFlag.js +30 -0
- package/dist/helpers/drift/types/settlePnlExplanation.d.ts +16 -0
- package/dist/helpers/drift/types/settlePnlExplanation.js +28 -0
- package/dist/helpers/drift/types/settlePnlMode.d.ts +16 -0
- package/dist/helpers/drift/types/settlePnlMode.js +28 -0
- package/dist/helpers/drift/types/settlementDirection.d.ts +17 -0
- package/dist/helpers/drift/types/settlementDirection.js +29 -0
- package/dist/helpers/drift/types/signatureVerificationError.d.ts +26 -0
- package/dist/helpers/drift/types/signatureVerificationError.js +38 -0
- package/dist/helpers/drift/types/signedMsgOrderId.d.ts +23 -0
- package/dist/helpers/drift/types/signedMsgOrderId.js +32 -0
- package/dist/helpers/drift/types/signedMsgOrderParamsDelegateMessage.d.ts +36 -0
- package/dist/helpers/drift/types/signedMsgOrderParamsDelegateMessage.js +57 -0
- package/dist/helpers/drift/types/signedMsgOrderParamsMessage.d.ts +36 -0
- package/dist/helpers/drift/types/signedMsgOrderParamsMessage.js +57 -0
- package/dist/helpers/drift/types/signedMsgTriggerOrderParams.d.ts +19 -0
- package/dist/helpers/drift/types/signedMsgTriggerOrderParams.js +28 -0
- package/dist/helpers/drift/types/signedMsgUserOrdersFixed.d.ts +17 -0
- package/dist/helpers/drift/types/signedMsgUserOrdersFixed.js +30 -0
- package/dist/helpers/drift/types/spotBalanceType.d.ts +16 -0
- package/dist/helpers/drift/types/spotBalanceType.js +28 -0
- package/dist/helpers/drift/types/spotBankruptcyRecord.d.ts +23 -0
- package/dist/helpers/drift/types/spotBankruptcyRecord.js +32 -0
- package/dist/helpers/drift/types/spotFulfillmentConfigStatus.d.ts +16 -0
- package/dist/helpers/drift/types/spotFulfillmentConfigStatus.js +28 -0
- package/dist/helpers/drift/types/spotFulfillmentMethod.d.ts +23 -0
- package/dist/helpers/drift/types/spotFulfillmentMethod.js +48 -0
- package/dist/helpers/drift/types/spotFulfillmentType.d.ts +18 -0
- package/dist/helpers/drift/types/spotFulfillmentType.js +30 -0
- package/dist/helpers/drift/types/spotOperation.d.ts +19 -0
- package/dist/helpers/drift/types/spotOperation.js +31 -0
- package/dist/helpers/drift/types/spotPosition.d.ts +72 -0
- package/dist/helpers/drift/types/spotPosition.js +41 -0
- package/dist/helpers/drift/types/stakeAction.d.ts +21 -0
- package/dist/helpers/drift/types/stakeAction.js +33 -0
- package/dist/helpers/drift/types/swapDirection.d.ts +16 -0
- package/dist/helpers/drift/types/swapDirection.js +28 -0
- package/dist/helpers/drift/types/swapReduceOnly.d.ts +16 -0
- package/dist/helpers/drift/types/swapReduceOnly.js +28 -0
- package/dist/helpers/drift/types/targetsDatum.d.ts +25 -0
- package/dist/helpers/drift/types/targetsDatum.js +34 -0
- package/dist/helpers/drift/types/tokenProgramFlag.d.ts +16 -0
- package/dist/helpers/drift/types/tokenProgramFlag.js +28 -0
- package/dist/helpers/drift/types/twapPeriod.d.ts +16 -0
- package/dist/helpers/drift/types/twapPeriod.js +28 -0
- package/dist/helpers/drift/types/userFees.d.ts +75 -0
- package/dist/helpers/drift/types/userFees.js +36 -0
- package/dist/helpers/drift/types/userStatsPausedOperations.d.ts +17 -0
- package/dist/helpers/drift/types/userStatsPausedOperations.js +29 -0
- package/dist/helpers/drift/types/userStatus.d.ts +19 -0
- package/dist/helpers/drift/types/userStatus.js +31 -0
- package/dist/helpers/drift/types/validityGuardRails.d.ts +23 -0
- package/dist/helpers/drift/types/validityGuardRails.js +32 -0
- package/dist/helpers/index.d.ts +1 -0
- package/dist/helpers/index.js +17 -0
- package/dist/stablecoins/UsdcPlusStablecoin.d.ts +2 -1
- package/dist/stablecoins/UsdcPlusStablecoin.js +19 -23
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +3 -2
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/**
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* This code was AUTOGENERATED using the Codama library.
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* Please DO NOT EDIT THIS FILE, instead use visitors
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* to add features, then rerun Codama to update it.
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*
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* @see https://github.com/codama-idl/codama
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*/
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import { type Address, type FixedSizeCodec, type FixedSizeDecoder, type FixedSizeEncoder, type ReadonlyUint8Array } from "@solana/kit";
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import { type HistoricalOracleData, type HistoricalOracleDataArgs, type OracleSource, type OracleSourceArgs, type PoolBalance, type PoolBalanceArgs } from ".";
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export type AMM = {
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/** oracle price data public key */
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oracle: Address;
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/** stores historically witnessed oracle data */
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historicalOracleData: HistoricalOracleData;
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/**
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* accumulated base asset amount since inception per lp share
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* precision: QUOTE_PRECISION
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*/
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baseAssetAmountPerLp: bigint;
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/**
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* accumulated quote asset amount since inception per lp share
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* precision: QUOTE_PRECISION
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*/
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quoteAssetAmountPerLp: bigint;
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/** partition of fees from perp market trading moved from pnl settlements */
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feePool: PoolBalance;
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/**
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* `x` reserves for constant product mm formula (x * y = k)
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* precision: AMM_RESERVE_PRECISION
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*/
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baseAssetReserve: bigint;
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/**
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* `y` reserves for constant product mm formula (x * y = k)
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* precision: AMM_RESERVE_PRECISION
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*/
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quoteAssetReserve: bigint;
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/**
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* determines how close the min/max base asset reserve sit vs base reserves
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* allow for decreasing slippage without increasing liquidity and v.v.
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* precision: PERCENTAGE_PRECISION
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*/
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concentrationCoef: bigint;
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/**
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* minimum base_asset_reserve allowed before AMM is unavailable
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* precision: AMM_RESERVE_PRECISION
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*/
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minBaseAssetReserve: bigint;
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/**
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* maximum base_asset_reserve allowed before AMM is unavailable
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* precision: AMM_RESERVE_PRECISION
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*/
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maxBaseAssetReserve: bigint;
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/**
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* `sqrt(k)` in constant product mm formula (x * y = k). stored to avoid drift caused by integer math issues
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* precision: AMM_RESERVE_PRECISION
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*/
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sqrtK: bigint;
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/**
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* normalizing numerical factor for y, its use offers lowest slippage in cp-curve when market is balanced
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* precision: PEG_PRECISION
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*/
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pegMultiplier: bigint;
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/**
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* y when market is balanced. stored to save computation
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* precision: AMM_RESERVE_PRECISION
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*/
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terminalQuoteAssetReserve: bigint;
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/**
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* always non-negative. tracks number of total longs in market (regardless of counterparty)
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* precision: BASE_PRECISION
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*/
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baseAssetAmountLong: bigint;
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/**
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* always non-positive. tracks number of total shorts in market (regardless of counterparty)
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* precision: BASE_PRECISION
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*/
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baseAssetAmountShort: bigint;
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/**
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* tracks net position (longs-shorts) in market with AMM as counterparty
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* precision: BASE_PRECISION
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*/
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baseAssetAmountWithAmm: bigint;
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/**
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|
84
|
+
* tracks net position (longs-shorts) in market with LPs as counterparty
|
|
85
|
+
* precision: BASE_PRECISION
|
|
86
|
+
*/
|
|
87
|
+
baseAssetAmountWithUnsettledLp: bigint;
|
|
88
|
+
/**
|
|
89
|
+
* max allowed open interest, blocks trades that breach this value
|
|
90
|
+
* precision: BASE_PRECISION
|
|
91
|
+
*/
|
|
92
|
+
maxOpenInterest: bigint;
|
|
93
|
+
/**
|
|
94
|
+
* sum of all user's perp quote_asset_amount in market
|
|
95
|
+
* precision: QUOTE_PRECISION
|
|
96
|
+
*/
|
|
97
|
+
quoteAssetAmount: bigint;
|
|
98
|
+
/**
|
|
99
|
+
* sum of all long user's quote_entry_amount in market
|
|
100
|
+
* precision: QUOTE_PRECISION
|
|
101
|
+
*/
|
|
102
|
+
quoteEntryAmountLong: bigint;
|
|
103
|
+
/**
|
|
104
|
+
* sum of all short user's quote_entry_amount in market
|
|
105
|
+
* precision: QUOTE_PRECISION
|
|
106
|
+
*/
|
|
107
|
+
quoteEntryAmountShort: bigint;
|
|
108
|
+
/**
|
|
109
|
+
* sum of all long user's quote_break_even_amount in market
|
|
110
|
+
* precision: QUOTE_PRECISION
|
|
111
|
+
*/
|
|
112
|
+
quoteBreakEvenAmountLong: bigint;
|
|
113
|
+
/**
|
|
114
|
+
* sum of all short user's quote_break_even_amount in market
|
|
115
|
+
* precision: QUOTE_PRECISION
|
|
116
|
+
*/
|
|
117
|
+
quoteBreakEvenAmountShort: bigint;
|
|
118
|
+
/**
|
|
119
|
+
* total user lp shares of sqrt_k (protocol owned liquidity = sqrt_k - last_funding_rate)
|
|
120
|
+
* precision: AMM_RESERVE_PRECISION
|
|
121
|
+
*/
|
|
122
|
+
userLpShares: bigint;
|
|
123
|
+
/**
|
|
124
|
+
* last funding rate in this perp market (unit is quote per base)
|
|
125
|
+
* precision: FUNDING_RATE_PRECISION
|
|
126
|
+
*/
|
|
127
|
+
lastFundingRate: bigint;
|
|
128
|
+
/**
|
|
129
|
+
* last funding rate for longs in this perp market (unit is quote per base)
|
|
130
|
+
* precision: FUNDING_RATE_PRECISION
|
|
131
|
+
*/
|
|
132
|
+
lastFundingRateLong: bigint;
|
|
133
|
+
/**
|
|
134
|
+
* last funding rate for shorts in this perp market (unit is quote per base)
|
|
135
|
+
* precision: QUOTE_PRECISION
|
|
136
|
+
*/
|
|
137
|
+
lastFundingRateShort: bigint;
|
|
138
|
+
/**
|
|
139
|
+
* estimate of last 24h of funding rate perp market (unit is quote per base)
|
|
140
|
+
* precision: QUOTE_PRECISION
|
|
141
|
+
*/
|
|
142
|
+
last24hAvgFundingRate: bigint;
|
|
143
|
+
/**
|
|
144
|
+
* total fees collected by this perp market
|
|
145
|
+
* precision: QUOTE_PRECISION
|
|
146
|
+
*/
|
|
147
|
+
totalFee: bigint;
|
|
148
|
+
/**
|
|
149
|
+
* total fees collected by the vAMM's bid/ask spread
|
|
150
|
+
* precision: QUOTE_PRECISION
|
|
151
|
+
*/
|
|
152
|
+
totalMmFee: bigint;
|
|
153
|
+
/**
|
|
154
|
+
* total fees collected by exchange fee schedule
|
|
155
|
+
* precision: QUOTE_PRECISION
|
|
156
|
+
*/
|
|
157
|
+
totalExchangeFee: bigint;
|
|
158
|
+
/**
|
|
159
|
+
* total fees minus any recognized upnl and pool withdraws
|
|
160
|
+
* precision: QUOTE_PRECISION
|
|
161
|
+
*/
|
|
162
|
+
totalFeeMinusDistributions: bigint;
|
|
163
|
+
/**
|
|
164
|
+
* sum of all fees from fee pool withdrawn to revenue pool
|
|
165
|
+
* precision: QUOTE_PRECISION
|
|
166
|
+
*/
|
|
167
|
+
totalFeeWithdrawn: bigint;
|
|
168
|
+
/**
|
|
169
|
+
* all fees collected by market for liquidations
|
|
170
|
+
* precision: QUOTE_PRECISION
|
|
171
|
+
*/
|
|
172
|
+
totalLiquidationFee: bigint;
|
|
173
|
+
/** accumulated funding rate for longs since inception in market */
|
|
174
|
+
cumulativeFundingRateLong: bigint;
|
|
175
|
+
/** accumulated funding rate for shorts since inception in market */
|
|
176
|
+
cumulativeFundingRateShort: bigint;
|
|
177
|
+
/** accumulated social loss paid by users since inception in market */
|
|
178
|
+
totalSocialLoss: bigint;
|
|
179
|
+
/**
|
|
180
|
+
* transformed base_asset_reserve for users going long
|
|
181
|
+
* precision: AMM_RESERVE_PRECISION
|
|
182
|
+
*/
|
|
183
|
+
askBaseAssetReserve: bigint;
|
|
184
|
+
/**
|
|
185
|
+
* transformed quote_asset_reserve for users going long
|
|
186
|
+
* precision: AMM_RESERVE_PRECISION
|
|
187
|
+
*/
|
|
188
|
+
askQuoteAssetReserve: bigint;
|
|
189
|
+
/**
|
|
190
|
+
* transformed base_asset_reserve for users going short
|
|
191
|
+
* precision: AMM_RESERVE_PRECISION
|
|
192
|
+
*/
|
|
193
|
+
bidBaseAssetReserve: bigint;
|
|
194
|
+
/**
|
|
195
|
+
* transformed quote_asset_reserve for users going short
|
|
196
|
+
* precision: AMM_RESERVE_PRECISION
|
|
197
|
+
*/
|
|
198
|
+
bidQuoteAssetReserve: bigint;
|
|
199
|
+
/**
|
|
200
|
+
* the last seen oracle price partially shrunk toward the amm reserve price
|
|
201
|
+
* precision: PRICE_PRECISION
|
|
202
|
+
*/
|
|
203
|
+
lastOracleNormalisedPrice: bigint;
|
|
204
|
+
/** the gap between the oracle price and the reserve price = y * peg_multiplier / x */
|
|
205
|
+
lastOracleReservePriceSpreadPct: bigint;
|
|
206
|
+
/**
|
|
207
|
+
* average estimate of bid price over funding_period
|
|
208
|
+
* precision: PRICE_PRECISION
|
|
209
|
+
*/
|
|
210
|
+
lastBidPriceTwap: bigint;
|
|
211
|
+
/**
|
|
212
|
+
* average estimate of ask price over funding_period
|
|
213
|
+
* precision: PRICE_PRECISION
|
|
214
|
+
*/
|
|
215
|
+
lastAskPriceTwap: bigint;
|
|
216
|
+
/**
|
|
217
|
+
* average estimate of (bid+ask)/2 price over funding_period
|
|
218
|
+
* precision: PRICE_PRECISION
|
|
219
|
+
*/
|
|
220
|
+
lastMarkPriceTwap: bigint;
|
|
221
|
+
/** average estimate of (bid+ask)/2 price over FIVE_MINUTES */
|
|
222
|
+
lastMarkPriceTwap5min: bigint;
|
|
223
|
+
/** the last blockchain slot the amm was updated */
|
|
224
|
+
lastUpdateSlot: bigint;
|
|
225
|
+
/**
|
|
226
|
+
* the pct size of the oracle confidence interval
|
|
227
|
+
* precision: PERCENTAGE_PRECISION
|
|
228
|
+
*/
|
|
229
|
+
lastOracleConfPct: bigint;
|
|
230
|
+
/**
|
|
231
|
+
* the total_fee_minus_distribution change since the last funding update
|
|
232
|
+
* precision: QUOTE_PRECISION
|
|
233
|
+
*/
|
|
234
|
+
netRevenueSinceLastFunding: bigint;
|
|
235
|
+
/** the last funding rate update unix_timestamp */
|
|
236
|
+
lastFundingRateTs: bigint;
|
|
237
|
+
/** the peridocity of the funding rate updates */
|
|
238
|
+
fundingPeriod: bigint;
|
|
239
|
+
/**
|
|
240
|
+
* the base step size (increment) of orders
|
|
241
|
+
* precision: BASE_PRECISION
|
|
242
|
+
*/
|
|
243
|
+
orderStepSize: bigint;
|
|
244
|
+
/**
|
|
245
|
+
* the price tick size of orders
|
|
246
|
+
* precision: PRICE_PRECISION
|
|
247
|
+
*/
|
|
248
|
+
orderTickSize: bigint;
|
|
249
|
+
/**
|
|
250
|
+
* the minimum base size of an order
|
|
251
|
+
* precision: BASE_PRECISION
|
|
252
|
+
*/
|
|
253
|
+
minOrderSize: bigint;
|
|
254
|
+
/**
|
|
255
|
+
* the max base size a single user can have
|
|
256
|
+
* precision: BASE_PRECISION
|
|
257
|
+
*/
|
|
258
|
+
mmOracleSlot: bigint;
|
|
259
|
+
/**
|
|
260
|
+
* estimated total of volume in market
|
|
261
|
+
* QUOTE_PRECISION
|
|
262
|
+
*/
|
|
263
|
+
volume24h: bigint;
|
|
264
|
+
/** the volume intensity of long fills against AMM */
|
|
265
|
+
longIntensityVolume: bigint;
|
|
266
|
+
/** the volume intensity of short fills against AMM */
|
|
267
|
+
shortIntensityVolume: bigint;
|
|
268
|
+
/** the blockchain unix timestamp at the time of the last trade */
|
|
269
|
+
lastTradeTs: bigint;
|
|
270
|
+
/**
|
|
271
|
+
* estimate of standard deviation of the fill (mark) prices
|
|
272
|
+
* precision: PRICE_PRECISION
|
|
273
|
+
*/
|
|
274
|
+
markStd: bigint;
|
|
275
|
+
/**
|
|
276
|
+
* estimate of standard deviation of the oracle price at each update
|
|
277
|
+
* precision: PRICE_PRECISION
|
|
278
|
+
*/
|
|
279
|
+
oracleStd: bigint;
|
|
280
|
+
/** the last unix_timestamp the mark twap was updated */
|
|
281
|
+
lastMarkPriceTwapTs: bigint;
|
|
282
|
+
/** the minimum spread the AMM can quote. also used as step size for some spread logic increases. */
|
|
283
|
+
baseSpread: number;
|
|
284
|
+
/** the maximum spread the AMM can quote */
|
|
285
|
+
maxSpread: number;
|
|
286
|
+
/** the spread for asks vs the reserve price */
|
|
287
|
+
longSpread: number;
|
|
288
|
+
/** the spread for bids vs the reserve price */
|
|
289
|
+
shortSpread: number;
|
|
290
|
+
/** MM oracle price */
|
|
291
|
+
mmOraclePrice: bigint;
|
|
292
|
+
/** the fraction of total available liquidity a single fill on the AMM can consume */
|
|
293
|
+
maxFillReserveFraction: number;
|
|
294
|
+
/** the maximum slippage a single fill on the AMM can push */
|
|
295
|
+
maxSlippageRatio: number;
|
|
296
|
+
/** the update intensity of AMM formulaic updates (adjusting k). 0-100 */
|
|
297
|
+
curveUpdateIntensity: number;
|
|
298
|
+
/**
|
|
299
|
+
* the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation.
|
|
300
|
+
* (0, 100] is intensity for protocol-owned AMM. (100, 200] is intensity for user LP-owned AMM.
|
|
301
|
+
*/
|
|
302
|
+
ammJitIntensity: number;
|
|
303
|
+
/** the oracle provider information. used to decode/scale the oracle public key */
|
|
304
|
+
oracleSource: OracleSource;
|
|
305
|
+
/** tracks whether the oracle was considered valid at the last AMM update */
|
|
306
|
+
lastOracleValid: boolean;
|
|
307
|
+
/**
|
|
308
|
+
* the target value for `base_asset_amount_per_lp`, used during AMM JIT with LP split
|
|
309
|
+
* precision: BASE_PRECISION
|
|
310
|
+
*/
|
|
311
|
+
targetBaseAssetAmountPerLp: number;
|
|
312
|
+
/** expo for unit of per_lp, base 10 (if per_lp_base=X, then per_lp unit is 10^X) */
|
|
313
|
+
perLpBase: number;
|
|
314
|
+
/**
|
|
315
|
+
* the override for the state.min_perp_auction_duration
|
|
316
|
+
* 0 is no override, -1 is disable speed bump, 1-100 is literal speed bump
|
|
317
|
+
*/
|
|
318
|
+
oracleLowRiskSlotDelayOverride: number;
|
|
319
|
+
/** signed scale amm_spread similar to fee_adjustment logic (-100 = 0, 100 = double) */
|
|
320
|
+
ammSpreadAdjustment: number;
|
|
321
|
+
oracleSlotDelayOverride: number;
|
|
322
|
+
mmOracleSequenceId: bigint;
|
|
323
|
+
netUnsettledFundingPnl: bigint;
|
|
324
|
+
quoteAssetAmountWithUnsettledLp: bigint;
|
|
325
|
+
referencePriceOffset: number;
|
|
326
|
+
/** signed scale amm_spread similar to fee_adjustment logic (-100 = 0, 100 = double) */
|
|
327
|
+
ammInventorySpreadAdjustment: number;
|
|
328
|
+
referencePriceOffsetDeadbandPct: number;
|
|
329
|
+
padding: ReadonlyUint8Array;
|
|
330
|
+
lastFundingOracleTwap: bigint;
|
|
331
|
+
};
|
|
332
|
+
export type AMMArgs = {
|
|
333
|
+
/** oracle price data public key */
|
|
334
|
+
oracle: Address;
|
|
335
|
+
/** stores historically witnessed oracle data */
|
|
336
|
+
historicalOracleData: HistoricalOracleDataArgs;
|
|
337
|
+
/**
|
|
338
|
+
* accumulated base asset amount since inception per lp share
|
|
339
|
+
* precision: QUOTE_PRECISION
|
|
340
|
+
*/
|
|
341
|
+
baseAssetAmountPerLp: number | bigint;
|
|
342
|
+
/**
|
|
343
|
+
* accumulated quote asset amount since inception per lp share
|
|
344
|
+
* precision: QUOTE_PRECISION
|
|
345
|
+
*/
|
|
346
|
+
quoteAssetAmountPerLp: number | bigint;
|
|
347
|
+
/** partition of fees from perp market trading moved from pnl settlements */
|
|
348
|
+
feePool: PoolBalanceArgs;
|
|
349
|
+
/**
|
|
350
|
+
* `x` reserves for constant product mm formula (x * y = k)
|
|
351
|
+
* precision: AMM_RESERVE_PRECISION
|
|
352
|
+
*/
|
|
353
|
+
baseAssetReserve: number | bigint;
|
|
354
|
+
/**
|
|
355
|
+
* `y` reserves for constant product mm formula (x * y = k)
|
|
356
|
+
* precision: AMM_RESERVE_PRECISION
|
|
357
|
+
*/
|
|
358
|
+
quoteAssetReserve: number | bigint;
|
|
359
|
+
/**
|
|
360
|
+
* determines how close the min/max base asset reserve sit vs base reserves
|
|
361
|
+
* allow for decreasing slippage without increasing liquidity and v.v.
|
|
362
|
+
* precision: PERCENTAGE_PRECISION
|
|
363
|
+
*/
|
|
364
|
+
concentrationCoef: number | bigint;
|
|
365
|
+
/**
|
|
366
|
+
* minimum base_asset_reserve allowed before AMM is unavailable
|
|
367
|
+
* precision: AMM_RESERVE_PRECISION
|
|
368
|
+
*/
|
|
369
|
+
minBaseAssetReserve: number | bigint;
|
|
370
|
+
/**
|
|
371
|
+
* maximum base_asset_reserve allowed before AMM is unavailable
|
|
372
|
+
* precision: AMM_RESERVE_PRECISION
|
|
373
|
+
*/
|
|
374
|
+
maxBaseAssetReserve: number | bigint;
|
|
375
|
+
/**
|
|
376
|
+
* `sqrt(k)` in constant product mm formula (x * y = k). stored to avoid drift caused by integer math issues
|
|
377
|
+
* precision: AMM_RESERVE_PRECISION
|
|
378
|
+
*/
|
|
379
|
+
sqrtK: number | bigint;
|
|
380
|
+
/**
|
|
381
|
+
* normalizing numerical factor for y, its use offers lowest slippage in cp-curve when market is balanced
|
|
382
|
+
* precision: PEG_PRECISION
|
|
383
|
+
*/
|
|
384
|
+
pegMultiplier: number | bigint;
|
|
385
|
+
/**
|
|
386
|
+
* y when market is balanced. stored to save computation
|
|
387
|
+
* precision: AMM_RESERVE_PRECISION
|
|
388
|
+
*/
|
|
389
|
+
terminalQuoteAssetReserve: number | bigint;
|
|
390
|
+
/**
|
|
391
|
+
* always non-negative. tracks number of total longs in market (regardless of counterparty)
|
|
392
|
+
* precision: BASE_PRECISION
|
|
393
|
+
*/
|
|
394
|
+
baseAssetAmountLong: number | bigint;
|
|
395
|
+
/**
|
|
396
|
+
* always non-positive. tracks number of total shorts in market (regardless of counterparty)
|
|
397
|
+
* precision: BASE_PRECISION
|
|
398
|
+
*/
|
|
399
|
+
baseAssetAmountShort: number | bigint;
|
|
400
|
+
/**
|
|
401
|
+
* tracks net position (longs-shorts) in market with AMM as counterparty
|
|
402
|
+
* precision: BASE_PRECISION
|
|
403
|
+
*/
|
|
404
|
+
baseAssetAmountWithAmm: number | bigint;
|
|
405
|
+
/**
|
|
406
|
+
* tracks net position (longs-shorts) in market with LPs as counterparty
|
|
407
|
+
* precision: BASE_PRECISION
|
|
408
|
+
*/
|
|
409
|
+
baseAssetAmountWithUnsettledLp: number | bigint;
|
|
410
|
+
/**
|
|
411
|
+
* max allowed open interest, blocks trades that breach this value
|
|
412
|
+
* precision: BASE_PRECISION
|
|
413
|
+
*/
|
|
414
|
+
maxOpenInterest: number | bigint;
|
|
415
|
+
/**
|
|
416
|
+
* sum of all user's perp quote_asset_amount in market
|
|
417
|
+
* precision: QUOTE_PRECISION
|
|
418
|
+
*/
|
|
419
|
+
quoteAssetAmount: number | bigint;
|
|
420
|
+
/**
|
|
421
|
+
* sum of all long user's quote_entry_amount in market
|
|
422
|
+
* precision: QUOTE_PRECISION
|
|
423
|
+
*/
|
|
424
|
+
quoteEntryAmountLong: number | bigint;
|
|
425
|
+
/**
|
|
426
|
+
* sum of all short user's quote_entry_amount in market
|
|
427
|
+
* precision: QUOTE_PRECISION
|
|
428
|
+
*/
|
|
429
|
+
quoteEntryAmountShort: number | bigint;
|
|
430
|
+
/**
|
|
431
|
+
* sum of all long user's quote_break_even_amount in market
|
|
432
|
+
* precision: QUOTE_PRECISION
|
|
433
|
+
*/
|
|
434
|
+
quoteBreakEvenAmountLong: number | bigint;
|
|
435
|
+
/**
|
|
436
|
+
* sum of all short user's quote_break_even_amount in market
|
|
437
|
+
* precision: QUOTE_PRECISION
|
|
438
|
+
*/
|
|
439
|
+
quoteBreakEvenAmountShort: number | bigint;
|
|
440
|
+
/**
|
|
441
|
+
* total user lp shares of sqrt_k (protocol owned liquidity = sqrt_k - last_funding_rate)
|
|
442
|
+
* precision: AMM_RESERVE_PRECISION
|
|
443
|
+
*/
|
|
444
|
+
userLpShares: number | bigint;
|
|
445
|
+
/**
|
|
446
|
+
* last funding rate in this perp market (unit is quote per base)
|
|
447
|
+
* precision: FUNDING_RATE_PRECISION
|
|
448
|
+
*/
|
|
449
|
+
lastFundingRate: number | bigint;
|
|
450
|
+
/**
|
|
451
|
+
* last funding rate for longs in this perp market (unit is quote per base)
|
|
452
|
+
* precision: FUNDING_RATE_PRECISION
|
|
453
|
+
*/
|
|
454
|
+
lastFundingRateLong: number | bigint;
|
|
455
|
+
/**
|
|
456
|
+
* last funding rate for shorts in this perp market (unit is quote per base)
|
|
457
|
+
* precision: QUOTE_PRECISION
|
|
458
|
+
*/
|
|
459
|
+
lastFundingRateShort: number | bigint;
|
|
460
|
+
/**
|
|
461
|
+
* estimate of last 24h of funding rate perp market (unit is quote per base)
|
|
462
|
+
* precision: QUOTE_PRECISION
|
|
463
|
+
*/
|
|
464
|
+
last24hAvgFundingRate: number | bigint;
|
|
465
|
+
/**
|
|
466
|
+
* total fees collected by this perp market
|
|
467
|
+
* precision: QUOTE_PRECISION
|
|
468
|
+
*/
|
|
469
|
+
totalFee: number | bigint;
|
|
470
|
+
/**
|
|
471
|
+
* total fees collected by the vAMM's bid/ask spread
|
|
472
|
+
* precision: QUOTE_PRECISION
|
|
473
|
+
*/
|
|
474
|
+
totalMmFee: number | bigint;
|
|
475
|
+
/**
|
|
476
|
+
* total fees collected by exchange fee schedule
|
|
477
|
+
* precision: QUOTE_PRECISION
|
|
478
|
+
*/
|
|
479
|
+
totalExchangeFee: number | bigint;
|
|
480
|
+
/**
|
|
481
|
+
* total fees minus any recognized upnl and pool withdraws
|
|
482
|
+
* precision: QUOTE_PRECISION
|
|
483
|
+
*/
|
|
484
|
+
totalFeeMinusDistributions: number | bigint;
|
|
485
|
+
/**
|
|
486
|
+
* sum of all fees from fee pool withdrawn to revenue pool
|
|
487
|
+
* precision: QUOTE_PRECISION
|
|
488
|
+
*/
|
|
489
|
+
totalFeeWithdrawn: number | bigint;
|
|
490
|
+
/**
|
|
491
|
+
* all fees collected by market for liquidations
|
|
492
|
+
* precision: QUOTE_PRECISION
|
|
493
|
+
*/
|
|
494
|
+
totalLiquidationFee: number | bigint;
|
|
495
|
+
/** accumulated funding rate for longs since inception in market */
|
|
496
|
+
cumulativeFundingRateLong: number | bigint;
|
|
497
|
+
/** accumulated funding rate for shorts since inception in market */
|
|
498
|
+
cumulativeFundingRateShort: number | bigint;
|
|
499
|
+
/** accumulated social loss paid by users since inception in market */
|
|
500
|
+
totalSocialLoss: number | bigint;
|
|
501
|
+
/**
|
|
502
|
+
* transformed base_asset_reserve for users going long
|
|
503
|
+
* precision: AMM_RESERVE_PRECISION
|
|
504
|
+
*/
|
|
505
|
+
askBaseAssetReserve: number | bigint;
|
|
506
|
+
/**
|
|
507
|
+
* transformed quote_asset_reserve for users going long
|
|
508
|
+
* precision: AMM_RESERVE_PRECISION
|
|
509
|
+
*/
|
|
510
|
+
askQuoteAssetReserve: number | bigint;
|
|
511
|
+
/**
|
|
512
|
+
* transformed base_asset_reserve for users going short
|
|
513
|
+
* precision: AMM_RESERVE_PRECISION
|
|
514
|
+
*/
|
|
515
|
+
bidBaseAssetReserve: number | bigint;
|
|
516
|
+
/**
|
|
517
|
+
* transformed quote_asset_reserve for users going short
|
|
518
|
+
* precision: AMM_RESERVE_PRECISION
|
|
519
|
+
*/
|
|
520
|
+
bidQuoteAssetReserve: number | bigint;
|
|
521
|
+
/**
|
|
522
|
+
* the last seen oracle price partially shrunk toward the amm reserve price
|
|
523
|
+
* precision: PRICE_PRECISION
|
|
524
|
+
*/
|
|
525
|
+
lastOracleNormalisedPrice: number | bigint;
|
|
526
|
+
/** the gap between the oracle price and the reserve price = y * peg_multiplier / x */
|
|
527
|
+
lastOracleReservePriceSpreadPct: number | bigint;
|
|
528
|
+
/**
|
|
529
|
+
* average estimate of bid price over funding_period
|
|
530
|
+
* precision: PRICE_PRECISION
|
|
531
|
+
*/
|
|
532
|
+
lastBidPriceTwap: number | bigint;
|
|
533
|
+
/**
|
|
534
|
+
* average estimate of ask price over funding_period
|
|
535
|
+
* precision: PRICE_PRECISION
|
|
536
|
+
*/
|
|
537
|
+
lastAskPriceTwap: number | bigint;
|
|
538
|
+
/**
|
|
539
|
+
* average estimate of (bid+ask)/2 price over funding_period
|
|
540
|
+
* precision: PRICE_PRECISION
|
|
541
|
+
*/
|
|
542
|
+
lastMarkPriceTwap: number | bigint;
|
|
543
|
+
/** average estimate of (bid+ask)/2 price over FIVE_MINUTES */
|
|
544
|
+
lastMarkPriceTwap5min: number | bigint;
|
|
545
|
+
/** the last blockchain slot the amm was updated */
|
|
546
|
+
lastUpdateSlot: number | bigint;
|
|
547
|
+
/**
|
|
548
|
+
* the pct size of the oracle confidence interval
|
|
549
|
+
* precision: PERCENTAGE_PRECISION
|
|
550
|
+
*/
|
|
551
|
+
lastOracleConfPct: number | bigint;
|
|
552
|
+
/**
|
|
553
|
+
* the total_fee_minus_distribution change since the last funding update
|
|
554
|
+
* precision: QUOTE_PRECISION
|
|
555
|
+
*/
|
|
556
|
+
netRevenueSinceLastFunding: number | bigint;
|
|
557
|
+
/** the last funding rate update unix_timestamp */
|
|
558
|
+
lastFundingRateTs: number | bigint;
|
|
559
|
+
/** the peridocity of the funding rate updates */
|
|
560
|
+
fundingPeriod: number | bigint;
|
|
561
|
+
/**
|
|
562
|
+
* the base step size (increment) of orders
|
|
563
|
+
* precision: BASE_PRECISION
|
|
564
|
+
*/
|
|
565
|
+
orderStepSize: number | bigint;
|
|
566
|
+
/**
|
|
567
|
+
* the price tick size of orders
|
|
568
|
+
* precision: PRICE_PRECISION
|
|
569
|
+
*/
|
|
570
|
+
orderTickSize: number | bigint;
|
|
571
|
+
/**
|
|
572
|
+
* the minimum base size of an order
|
|
573
|
+
* precision: BASE_PRECISION
|
|
574
|
+
*/
|
|
575
|
+
minOrderSize: number | bigint;
|
|
576
|
+
/**
|
|
577
|
+
* the max base size a single user can have
|
|
578
|
+
* precision: BASE_PRECISION
|
|
579
|
+
*/
|
|
580
|
+
mmOracleSlot: number | bigint;
|
|
581
|
+
/**
|
|
582
|
+
* estimated total of volume in market
|
|
583
|
+
* QUOTE_PRECISION
|
|
584
|
+
*/
|
|
585
|
+
volume24h: number | bigint;
|
|
586
|
+
/** the volume intensity of long fills against AMM */
|
|
587
|
+
longIntensityVolume: number | bigint;
|
|
588
|
+
/** the volume intensity of short fills against AMM */
|
|
589
|
+
shortIntensityVolume: number | bigint;
|
|
590
|
+
/** the blockchain unix timestamp at the time of the last trade */
|
|
591
|
+
lastTradeTs: number | bigint;
|
|
592
|
+
/**
|
|
593
|
+
* estimate of standard deviation of the fill (mark) prices
|
|
594
|
+
* precision: PRICE_PRECISION
|
|
595
|
+
*/
|
|
596
|
+
markStd: number | bigint;
|
|
597
|
+
/**
|
|
598
|
+
* estimate of standard deviation of the oracle price at each update
|
|
599
|
+
* precision: PRICE_PRECISION
|
|
600
|
+
*/
|
|
601
|
+
oracleStd: number | bigint;
|
|
602
|
+
/** the last unix_timestamp the mark twap was updated */
|
|
603
|
+
lastMarkPriceTwapTs: number | bigint;
|
|
604
|
+
/** the minimum spread the AMM can quote. also used as step size for some spread logic increases. */
|
|
605
|
+
baseSpread: number;
|
|
606
|
+
/** the maximum spread the AMM can quote */
|
|
607
|
+
maxSpread: number;
|
|
608
|
+
/** the spread for asks vs the reserve price */
|
|
609
|
+
longSpread: number;
|
|
610
|
+
/** the spread for bids vs the reserve price */
|
|
611
|
+
shortSpread: number;
|
|
612
|
+
/** MM oracle price */
|
|
613
|
+
mmOraclePrice: number | bigint;
|
|
614
|
+
/** the fraction of total available liquidity a single fill on the AMM can consume */
|
|
615
|
+
maxFillReserveFraction: number;
|
|
616
|
+
/** the maximum slippage a single fill on the AMM can push */
|
|
617
|
+
maxSlippageRatio: number;
|
|
618
|
+
/** the update intensity of AMM formulaic updates (adjusting k). 0-100 */
|
|
619
|
+
curveUpdateIntensity: number;
|
|
620
|
+
/**
|
|
621
|
+
* the jit intensity of AMM. larger intensity means larger participation in jit. 0 means no jit participation.
|
|
622
|
+
* (0, 100] is intensity for protocol-owned AMM. (100, 200] is intensity for user LP-owned AMM.
|
|
623
|
+
*/
|
|
624
|
+
ammJitIntensity: number;
|
|
625
|
+
/** the oracle provider information. used to decode/scale the oracle public key */
|
|
626
|
+
oracleSource: OracleSourceArgs;
|
|
627
|
+
/** tracks whether the oracle was considered valid at the last AMM update */
|
|
628
|
+
lastOracleValid: boolean;
|
|
629
|
+
/**
|
|
630
|
+
* the target value for `base_asset_amount_per_lp`, used during AMM JIT with LP split
|
|
631
|
+
* precision: BASE_PRECISION
|
|
632
|
+
*/
|
|
633
|
+
targetBaseAssetAmountPerLp: number;
|
|
634
|
+
/** expo for unit of per_lp, base 10 (if per_lp_base=X, then per_lp unit is 10^X) */
|
|
635
|
+
perLpBase: number;
|
|
636
|
+
/**
|
|
637
|
+
* the override for the state.min_perp_auction_duration
|
|
638
|
+
* 0 is no override, -1 is disable speed bump, 1-100 is literal speed bump
|
|
639
|
+
*/
|
|
640
|
+
oracleLowRiskSlotDelayOverride: number;
|
|
641
|
+
/** signed scale amm_spread similar to fee_adjustment logic (-100 = 0, 100 = double) */
|
|
642
|
+
ammSpreadAdjustment: number;
|
|
643
|
+
oracleSlotDelayOverride: number;
|
|
644
|
+
mmOracleSequenceId: number | bigint;
|
|
645
|
+
netUnsettledFundingPnl: number | bigint;
|
|
646
|
+
quoteAssetAmountWithUnsettledLp: number | bigint;
|
|
647
|
+
referencePriceOffset: number;
|
|
648
|
+
/** signed scale amm_spread similar to fee_adjustment logic (-100 = 0, 100 = double) */
|
|
649
|
+
ammInventorySpreadAdjustment: number;
|
|
650
|
+
referencePriceOffsetDeadbandPct: number;
|
|
651
|
+
padding: ReadonlyUint8Array;
|
|
652
|
+
lastFundingOracleTwap: number | bigint;
|
|
653
|
+
};
|
|
654
|
+
export declare function getAMMEncoder(): FixedSizeEncoder<AMMArgs>;
|
|
655
|
+
export declare function getAMMDecoder(): FixedSizeDecoder<AMM>;
|
|
656
|
+
export declare function getAMMCodec(): FixedSizeCodec<AMMArgs, AMM>;
|