@sonarwatch/portfolio-plugins 0.12.37 → 0.12.39

package/src/plugins/drift/perpHelpers/position.js

@@ -0,0 +1,184 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.hasOpenOrders = exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.calculateBreakEvenPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+const bn_js_1 = __importDefault(require("bn.js"));
+const constants_1 = require("./constants");
+const types_1 = require("./types");
+const amm_1 = require("./amm");
+const margin_1 = require("./margin");
+function calculateBaseAssetValue(market, userPosition, oraclePriceData, useSpread = true, skipUpdate = false) {
+    if (userPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return constants_1.ZERO;
+    }
+    const directionToClose = findDirectionToClose(userPosition);
+    let prepegAmm;
+    if (!skipUpdate) {
+        if (market.amm.baseSpread > 0 && useSpread) {
+            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, oraclePriceData);
+            prepegAmm = {
+                baseAssetReserve,
+                quoteAssetReserve,
+                sqrtK,
+                pegMultiplier: newPeg,
+            };
+        }
+        else {
+            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
+        }
+    }
+    else {
+        prepegAmm = market.amm;
+    }
+    const [newQuoteAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(prepegAmm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
+    switch (directionToClose) {
+        case types_1.PositionDirection.SHORT:
+            return prepegAmm.quoteAssetReserve
+                .sub(newQuoteAssetReserve)
+                .mul(prepegAmm.pegMultiplier)
+                .div(constants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
+        case types_1.PositionDirection.LONG:
+            return newQuoteAssetReserve
+                .sub(prepegAmm.quoteAssetReserve)
+                .mul(prepegAmm.pegMultiplier)
+                .div(constants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+                .add(constants_1.ONE);
+        default:
+            throw new Error('Failed to calculateBaseAssetValue');
+    }
+}
+exports.calculateBaseAssetValue = calculateBaseAssetValue;
+/**
+ * calculatePositionPNL
+ * = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)
+ * @param market
+ * @param PerpPosition
+ * @param withFunding (adds unrealized funding payment pnl to result)
+ * @param oraclePriceData
+ * @returns BaseAssetAmount : Precision QUOTE_PRECISION
+ */
+function calculatePositionPNL(market, perpPosition, oraclePriceData, withFunding = false) {
+    if (perpPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return perpPosition.quoteAssetAmount;
+    }
+    const baseAssetValue = (0, margin_1.calculateBaseAssetValueWithOracle)(market, perpPosition, oraclePriceData);
+    const baseAssetValueSign = perpPosition.baseAssetAmount.isNeg()
+        ? new bn_js_1.default(-1)
+        : new bn_js_1.default(1);
+    let pnl = baseAssetValue
+        .mul(baseAssetValueSign)
+        .add(perpPosition.quoteAssetAmount);
+    if (withFunding) {
+        const fundingRatePnL = calculatePositionFundingPNL(market, perpPosition);
+        pnl = pnl.add(fundingRatePnL);
+    }
+    return pnl;
+}
+exports.calculatePositionPNL = calculatePositionPNL;
+/**
+ *
+ * @param market
+ * @param PerpPosition
+ * @returns // QUOTE_PRECISION
+ */
+function calculatePositionFundingPNL(market, perpPosition) {
+    if (perpPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return constants_1.ZERO;
+    }
+    let ammCumulativeFundingRate;
+    if (perpPosition.baseAssetAmount.gt(constants_1.ZERO)) {
+        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+    }
+    else {
+        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
+    }
+    const perPositionFundingRate = ammCumulativeFundingRate
+        .sub(perpPosition.lastCumulativeFundingRate)
+        .mul(perpPosition.baseAssetAmount)
+        .div(constants_1.AMM_RESERVE_PRECISION)
+        .div(constants_1.FUNDING_RATE_BUFFER_PRECISION)
+        .mul(new bn_js_1.default(-1));
+    return perPositionFundingRate;
+}
+exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
+function positionIsAvailable(position) {
+    return (position.baseAssetAmount.eq(constants_1.ZERO) &&
+        position.openOrders === 0 &&
+        position.quoteAssetAmount.eq(constants_1.ZERO) &&
+        position.lpShares.eq(constants_1.ZERO));
+}
+exports.positionIsAvailable = positionIsAvailable;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: PRICE_PRECISION (10^6)
+ */
+function calculateBreakEvenPrice(userPosition) {
+    if (userPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return constants_1.ZERO;
+    }
+    return userPosition.quoteBreakEvenAmount
+        .mul(constants_1.PRICE_PRECISION)
+        .mul(constants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateBreakEvenPrice = calculateBreakEvenPrice;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: PRICE_PRECISION (10^6)
+ */
+function calculateEntryPrice(userPosition) {
+    if (userPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return constants_1.ZERO;
+    }
+    return userPosition.quoteEntryAmount
+        .mul(constants_1.PRICE_PRECISION)
+        .mul(constants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateEntryPrice = calculateEntryPrice;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: PRICE_PRECISION (10^10)
+ */
+function calculateCostBasis(userPosition, includeSettledPnl = false) {
+    if (userPosition.baseAssetAmount.eq(constants_1.ZERO)) {
+        return constants_1.ZERO;
+    }
+    return userPosition.quoteAssetAmount
+        .add(includeSettledPnl ? userPosition.settledPnl : constants_1.ZERO)
+        .mul(constants_1.PRICE_PRECISION)
+        .mul(constants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateCostBasis = calculateCostBasis;
+function findDirectionToClose(userPosition) {
+    return userPosition.baseAssetAmount.gt(constants_1.ZERO)
+        ? types_1.PositionDirection.SHORT
+        : types_1.PositionDirection.LONG;
+}
+exports.findDirectionToClose = findDirectionToClose;
+function positionCurrentDirection(userPosition) {
+    return userPosition.baseAssetAmount.gte(constants_1.ZERO)
+        ? types_1.PositionDirection.LONG
+        : types_1.PositionDirection.SHORT;
+}
+exports.positionCurrentDirection = positionCurrentDirection;
+function isEmptyPosition(userPosition) {
+    return userPosition.baseAssetAmount.eq(constants_1.ZERO) && userPosition.openOrders === 0;
+}
+exports.isEmptyPosition = isEmptyPosition;
+function hasOpenOrders(position) {
+    return (position.openOrders !== 0 ||
+        !position.openBids.eq(constants_1.ZERO) ||
+        !position.openAsks.eq(constants_1.ZERO));
+}
+exports.hasOpenOrders = hasOpenOrders;
+//# sourceMappingURL=position.js.map

package/src/plugins/drift/perpHelpers/position.js.map

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package/src/plugins/drift/perpHelpers/prelaunchOracle.d.ts

@@ -0,0 +1,3 @@
+/// <reference types="node" />
+import { OraclePriceData } from './types';
+export declare function getPreLaunchOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;

package/src/plugins/drift/perpHelpers/prelaunchOracle.js

@@ -0,0 +1,20 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPreLaunchOraclePriceDataFromBuffer = void 0;
+const bn_js_1 = __importDefault(require("bn.js"));
+const struct_1 = require("../struct");
+function getPreLaunchOraclePriceDataFromBuffer(buffer) {
+    const [prelaunchOracle] = struct_1.preLaunchOracleStruct.deserialize(buffer);
+    return {
+        price: new bn_js_1.default(prelaunchOracle.price.toString(10), 10),
+        slot: new bn_js_1.default(prelaunchOracle.ammLastUpdateSlot.toString(10), 10),
+        confidence: new bn_js_1.default(prelaunchOracle.confidence.toString(10), 10),
+        hasSufficientNumberOfDataPoints: true,
+        maxPrice: new bn_js_1.default(prelaunchOracle.maxPrice.toString(10), 10),
+    };
+}
+exports.getPreLaunchOraclePriceDataFromBuffer = getPreLaunchOraclePriceDataFromBuffer;
+//# sourceMappingURL=prelaunchOracle.js.map

package/src/plugins/drift/perpHelpers/prelaunchOracle.js.map

@@ -0,0 +1 @@
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package/src/plugins/drift/perpHelpers/pyth.d.ts

@@ -0,0 +1,5 @@
+/// <reference types="node" />
+import BN from 'bn.js';
+import { OraclePriceData } from './types';
+export declare function getPythOraclePriceDataFromBuffer(buffer: Buffer, multiple: BN, stableCoin: boolean): OraclePriceData;
+export declare function convertPythPrice(price: number, exponent: number, multiple: BN): BN;

package/src/plugins/drift/perpHelpers/pyth.js

@@ -0,0 +1,42 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertPythPrice = exports.getPythOraclePriceDataFromBuffer = void 0;
+/* eslint-disable no-param-reassign */
+const bn_js_1 = __importDefault(require("bn.js"));
+const helpers_1 = require("../../../utils/solana/pyth/helpers");
+const constants_1 = require("./constants");
+function getPythOraclePriceDataFromBuffer(buffer, multiple, stableCoin) {
+    const priceData = (0, helpers_1.parsePriceData)(buffer);
+    const confidence = convertPythPrice(priceData.confidence || 0, priceData.exponent, multiple);
+    const minPublishers = Math.min(priceData.numComponentPrices, 3);
+    let price = convertPythPrice(priceData.aggregate.price, priceData.exponent, multiple);
+    if (stableCoin) {
+        price = getStableCoinPrice(price, confidence);
+    }
+    return {
+        price,
+        slot: new bn_js_1.default(priceData.lastSlot.toString()),
+        confidence,
+        twap: convertPythPrice(priceData.emaPrice.value, priceData.exponent, multiple),
+        twapConfidence: convertPythPrice(priceData.emaConfidence.value, priceData.exponent, multiple),
+        hasSufficientNumberOfDataPoints: priceData.numQuoters >= minPublishers,
+    };
+}
+exports.getPythOraclePriceDataFromBuffer = getPythOraclePriceDataFromBuffer;
+function convertPythPrice(price, exponent, multiple) {
+    exponent = Math.abs(exponent);
+    const pythPrecision = constants_1.TEN.pow(new bn_js_1.default(exponent).abs()).div(multiple);
+    return new bn_js_1.default(price * Math.pow(10, exponent)).mul(constants_1.PRICE_PRECISION).div(pythPrecision);
+}
+exports.convertPythPrice = convertPythPrice;
+const fiveBPS = new bn_js_1.default(500);
+function getStableCoinPrice(price, confidence) {
+    if (price.sub(constants_1.QUOTE_PRECISION).abs().lt(bn_js_1.default.min(confidence, fiveBPS))) {
+        return constants_1.QUOTE_PRECISION;
+    }
+    return price;
+}
+//# sourceMappingURL=pyth.js.map

package/src/plugins/drift/perpHelpers/pyth.js.map

@@ -0,0 +1 @@
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package/src/plugins/drift/perpHelpers/repeg.d.ts

@@ -0,0 +1,14 @@
+import BN from 'bn.js';
+import { AMM } from '../struct';
+export declare function calculateAdjustKCost(amm: AMM, numerator: BN, denomenator: BN): BN;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param amm
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateRepegCost(amm: AMM, newPeg: BN): BN;
+export declare function calculateBudgetedKBN(x: BN, y: BN, budget: BN, Q: BN, d: BN): [BN, BN];
+export declare function calculateBudgetedK(amm: AMM, cost: BN): [BN, BN];
+export declare function calculateBudgetedPeg(amm: AMM, budget: BN, targetPrice: BN): BN;

package/src/plugins/drift/perpHelpers/repeg.js

@@ -0,0 +1,162 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
+/* eslint-disable @typescript-eslint/naming-convention */
+const bn_js_1 = __importDefault(require("bn.js"));
+const constants_1 = require("./constants");
+const assert_1 = require("./assert");
+function calculateAdjustKCost(amm, numerator, denomenator) {
+    // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
+    const x = amm.baseAssetReserve;
+    const y = amm.quoteAssetReserve;
+    const d = amm.baseAssetAmountWithAmm;
+    const Q = amm.pegMultiplier;
+    const quoteScale = y.mul(d).mul(Q); // .div(AMM_RESERVE_PRECISION);
+    const p = numerator.mul(constants_1.PRICE_PRECISION).div(denomenator);
+    const cost = quoteScale
+        .mul(constants_1.PERCENTAGE_PRECISION)
+        .mul(constants_1.PERCENTAGE_PRECISION)
+        .div(x.add(d))
+        .sub(quoteScale
+        .mul(p)
+        .mul(constants_1.PERCENTAGE_PRECISION)
+        .mul(constants_1.PERCENTAGE_PRECISION)
+        .div(constants_1.PRICE_PRECISION)
+        .div(x.mul(p).div(constants_1.PRICE_PRECISION).add(d)))
+        .div(constants_1.PERCENTAGE_PRECISION)
+        .div(constants_1.PERCENTAGE_PRECISION)
+        .div(constants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(constants_1.PEG_PRECISION);
+    return cost.mul(new bn_js_1.default(-1));
+}
+exports.calculateAdjustKCost = calculateAdjustKCost;
+// /**
+//  * Helper function calculating adjust k cost
+//  * @param amm
+//  * @param numerator
+//  * @param denomenator
+//  * @returns cost : Precision QUOTE_ASSET_PRECISION
+//  */
+// export function calculateAdjustKCost2(
+// 	amm: AMM,
+// 	numerator: BN,
+// 	denomenator: BN
+// ): BN {
+// 	// const k = market.amm.sqrtK.mul(market.amm.sqrtK);
+// 	const directionToClose = amm.baseAssetAmountWithAmm.gt(ZERO)
+// 		? PositionDirection.SHORT
+// 		: PositionDirection.LONG;
+// 	const [newQuoteAssetReserve, _newBaseAssetReserve] =
+// 		calculateAmmReservesAfterSwap(
+// 			amm,
+// 			'base',
+// 			amm.baseAssetAmountWithAmm.abs(),
+// 			getSwapDirection('base', directionToClose)
+// 		);
+// }
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param amm
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateRepegCost(amm, newPeg) {
+    const dqar = amm.quoteAssetReserve.sub(amm.terminalQuoteAssetReserve);
+    const cost = dqar
+        .mul(newPeg.sub(amm.pegMultiplier))
+        .div(constants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(constants_1.PEG_PRECISION);
+    return cost;
+}
+exports.calculateRepegCost = calculateRepegCost;
+function calculateBudgetedKBN(x, y, budget, Q, d) {
+    (0, assert_1.assert)(Q.gt(new bn_js_1.default(0)));
+    const C = budget.mul(new bn_js_1.default(-1));
+    let dSign = new bn_js_1.default(1);
+    if (d.lt(new bn_js_1.default(0))) {
+        dSign = new bn_js_1.default(-1);
+    }
+    const pegged_y_d_d = y
+        .mul(d)
+        .mul(d)
+        .mul(Q)
+        .div(constants_1.AMM_RESERVE_PRECISION)
+        .div(constants_1.AMM_RESERVE_PRECISION)
+        .div(constants_1.PEG_PRECISION);
+    const numer1 = pegged_y_d_d;
+    const numer2 = C.mul(d)
+        .div(constants_1.QUOTE_PRECISION)
+        .mul(x.add(d))
+        .div(constants_1.AMM_RESERVE_PRECISION)
+        .mul(dSign);
+    const denom1 = C.mul(x)
+        .mul(x.add(d))
+        .div(constants_1.AMM_RESERVE_PRECISION)
+        .div(constants_1.QUOTE_PRECISION);
+    const denom2 = pegged_y_d_d;
+    // protocol is spending to increase k
+    if (C.lt(constants_1.ZERO)) {
+        // thus denom1 is negative and solution is unstable
+        if (denom1.abs().gt(denom2.abs())) {
+            // console.log('denom1 > denom2', denom1.toString(), denom2.toString());
+            // console.log('budget cost exceeds stable K solution');
+            return [new bn_js_1.default(10000), new bn_js_1.default(1)];
+        }
+    }
+    const numerator = numer1.sub(numer2).div(constants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    const denominator = denom1.add(denom2).div(constants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    return [numerator, denominator];
+}
+exports.calculateBudgetedKBN = calculateBudgetedKBN;
+function calculateBudgetedK(amm, cost) {
+    // wolframalpha.com
+    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
+    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*d*d*Q)
+    // numer
+    //   =  y*d*d*Q - Cxd - Cdd
+    //   =  y/x*Q*d*d - Cd - Cd/x
+    //   = mark      - C/d - C/(x)
+    //   =  mark/C    - 1/d - 1/x
+    // denom
+    // = C*x*x + C*x*d + y*d*d*Q
+    // = x/d**2 + 1 / d + mark/C
+    // todo: assumes k = x * y
+    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
+    const x = amm.baseAssetReserve;
+    const y = amm.quoteAssetReserve;
+    const d = amm.baseAssetAmountWithAmm;
+    const Q = amm.pegMultiplier;
+    const [numerator, denominator] = calculateBudgetedKBN(x, y, cost, Q, d);
+    return [numerator, denominator];
+}
+exports.calculateBudgetedK = calculateBudgetedK;
+function calculateBudgetedPeg(amm, budget, targetPrice) {
+    let perPegCost = amm.quoteAssetReserve
+        .sub(amm.terminalQuoteAssetReserve)
+        .div(constants_1.AMM_RESERVE_PRECISION.div(constants_1.PRICE_PRECISION));
+    if (perPegCost.gt(constants_1.ZERO)) {
+        perPegCost = perPegCost.add(constants_1.ONE);
+    }
+    else if (perPegCost.lt(constants_1.ZERO)) {
+        perPegCost = perPegCost.sub(constants_1.ONE);
+    }
+    const targetPeg = targetPrice
+        .mul(amm.baseAssetReserve)
+        .div(amm.quoteAssetReserve)
+        .div(constants_1.PRICE_DIV_PEG);
+    const pegChangeDirection = targetPeg.sub(amm.pegMultiplier);
+    const useTargetPeg = (perPegCost.lt(constants_1.ZERO) && pegChangeDirection.gt(constants_1.ZERO)) ||
+        (perPegCost.gt(constants_1.ZERO) && pegChangeDirection.lt(constants_1.ZERO));
+    if (perPegCost.eq(constants_1.ZERO) || useTargetPeg) {
+        return targetPeg;
+    }
+    const budgetDeltaPeg = budget.mul(constants_1.PEG_PRECISION).div(perPegCost);
+    const newPeg = bn_js_1.default.max(constants_1.ONE, amm.pegMultiplier.add(budgetDeltaPeg));
+    return newPeg;
+}
+exports.calculateBudgetedPeg = calculateBudgetedPeg;
+//# sourceMappingURL=repeg.js.map

package/src/plugins/drift/perpHelpers/repeg.js.map

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package/src/plugins/drift/perpHelpers/switchboard.d.ts

@@ -0,0 +1,3 @@
+/// <reference types="node" />
+import { OraclePriceData } from './types';
+export declare function getSwitchboardOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;

package/src/plugins/drift/perpHelpers/switchboard.js

@@ -0,0 +1,31 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSwitchboardOraclePriceDataFromBuffer = void 0;
+const bn_js_1 = __importDefault(require("bn.js"));
+const constants_1 = require("./constants");
+const structs_1 = require("../../switchboard/structs");
+function getSwitchboardOraclePriceDataFromBuffer(buffer) {
+    const [aggregatorAccountData] = structs_1.aggregatorAccountStruct.deserialize(buffer);
+    const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
+    const confidence = bn_js_1.default.max(convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.stdDeviation), price.divn(1000));
+    const hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
+        aggregatorAccountData.minOracleResults;
+    const slot = new bn_js_1.default(aggregatorAccountData.latestConfirmedRound.roundOpenSlot.toString());
+    return {
+        price,
+        slot,
+        confidence,
+        hasSufficientNumberOfDataPoints,
+    };
+}
+exports.getSwitchboardOraclePriceDataFromBuffer = getSwitchboardOraclePriceDataFromBuffer;
+function convertSwitchboardDecimal(switchboardDecimal) {
+    const switchboardPrecision = constants_1.TEN.pow(new bn_js_1.default(switchboardDecimal.scale));
+    return new bn_js_1.default(switchboardDecimal.mantissa.toString(10), 10)
+        .mul(constants_1.PRICE_PRECISION)
+        .div(switchboardPrecision);
+}
+//# sourceMappingURL=switchboard.js.map

package/src/plugins/drift/perpHelpers/switchboard.js.map

@@ -0,0 +1 @@
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package/src/plugins/drift/perpHelpers/types.d.ts

@@ -0,0 +1,28 @@
+import BN from 'bn.js';
+export type OraclePriceData = {
+    price: BN;
+    slot: BN;
+    confidence: BN;
+    hasSufficientNumberOfDataPoints: boolean;
+    twap?: BN;
+    twapConfidence?: BN;
+    maxPrice?: BN;
+};
+export declare class PositionDirection {
+    static readonly LONG: {
+        long: {};
+    };
+    static readonly SHORT: {
+        short: {};
+    };
+}
+export declare class SwapDirection {
+    static readonly ADD: {
+        add: {};
+    };
+    static readonly REMOVE: {
+        remove: {};
+    };
+}
+export type AssetType = 'quote' | 'base';
+export declare function isVariant(object: object, type: string): boolean;

package/src/plugins/drift/perpHelpers/types.js

@@ -0,0 +1,19 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isVariant = exports.SwapDirection = exports.PositionDirection = void 0;
+class PositionDirection {
+}
+exports.PositionDirection = PositionDirection;
+PositionDirection.LONG = { long: {} };
+PositionDirection.SHORT = { short: {} };
+class SwapDirection {
+}
+exports.SwapDirection = SwapDirection;
+SwapDirection.ADD = { add: {} };
+SwapDirection.REMOVE = { remove: {} };
+function isVariant(object, type) {
+    // eslint-disable-next-line no-prototype-builtins
+    return object.hasOwnProperty(type);
+}
+exports.isVariant = isVariant;
+//# sourceMappingURL=types.js.map

package/src/plugins/drift/perpHelpers/types.js.map

@@ -0,0 +1 @@
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package/src/plugins/drift/prepMarketsJob.d.ts

@@ -0,0 +1,3 @@
+import { Job } from '../../Job';
+declare const job: Job;
+export default job;

package/src/plugins/drift/prepMarketsJob.js

@@ -0,0 +1,38 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const portfolio_core_1 = require("@sonarwatch/portfolio-core");
+const constants_1 = require("./constants");
+const struct_1 = require("./struct");
+const clients_1 = require("../../utils/clients");
+const solana_1 = require("../../utils/solana");
+const filters_1 = require("./filters");
+const getOraclePrice_1 = require("./perpHelpers/getOraclePrice");
+const executor = (cache) => __awaiter(void 0, void 0, void 0, function* () {
+    const client = (0, clients_1.getClientSolana)();
+    const marketAccounts = yield (0, solana_1.getParsedProgramAccounts)(client, struct_1.perpMarketStruct, constants_1.driftProgram, filters_1.perpMarketsFilters);
+    const indexes = marketAccounts.map((m) => [m.marketIndex, m.pubkey.toString()]);
+    yield cache.setItem(constants_1.perpMarketsIndexesKey, indexes, {
+        prefix: constants_1.platformId,
+        networkId: portfolio_core_1.NetworkId.solana,
+    });
+    for (let i = 0; i < marketAccounts.length; i++) {
+        const acc = marketAccounts[i];
+        yield (0, getOraclePrice_1.getOraclePrice)(acc.amm.oracle.toString(), acc.amm.oracleSource, client);
+    }
+});
+const job = {
+    id: `${constants_1.platformId}-perp-markets`,
+    executor,
+    label: 'normal',
+};
+exports.default = job;
+//# sourceMappingURL=prepMarketsJob.js.map

package/src/plugins/drift/prepMarketsJob.js.map

@@ -0,0 +1 @@
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