@symmetry-hq/sdk 1.0.1

package/src/layouts/intents/rebalanceIntent.ts

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+import BN from "bn.js";
+import { PublicKey } from "@solana/web3.js";
+import { array, publicKey, str, struct, u128, u16, u64, u8 } from '@coral-xyz/borsh';
+import { Fraction, FractionLayout } from "../fraction";
+import { Bounty, BountyLayout } from "./bounty";
+import { OraclePriceLayout, OraclePriceOnChain } from "../oracle";
+import { MAX_SUPPORTED_TOKENS_PER_BASKET } from '../../constants';
+import { FeeSettings, FeeSettingsLayout } from "../config";
+import { FormattedFeeSettings } from "../basket";
+import { FormattedBountySchedule } from "./intent";
+
+export enum RebalanceType {
+    Deposit,
+    Withdraw,
+    Basket,
+    BasketCustom,
+};
+
+export enum RebalanceAction {
+    NotActive,
+    DepositTokens,
+    PlaceholderAction,
+    UpdatePrices,
+    Auction
+};
+
+export interface AuctionTimestamps {
+    startTime: BN; // u64
+    endTime: BN; // u64
+};
+
+export const AuctionTimestampsLayout = struct<AuctionTimestamps>([
+    u64('startTime'),
+    u64('endTime'),
+]);
+
+export interface TokenAuction {
+    mint: PublicKey;
+    amount: BN; // u64
+    targetAmount: BN; // u64
+    price: OraclePriceOnChain;
+    keepToken: number; // u8
+};
+
+export const TokenAuctionLayout = struct<TokenAuction>([
+    publicKey('mint'),
+    u64('amount'),
+    u64('targetAmount'),
+    OraclePriceLayout.replicate('price'),
+    u8('keepToken'),
+]);
+
+export interface TaskCompletion {
+    completedBy: PublicKey; //Pubkey
+    completedBounty: BN; //u64
+    completedTime: BN; //u64
+};
+
+export const TaskCompletionLayout = struct<TaskCompletion>([
+    publicKey('completedBy'),
+    u64('completedBounty'),
+    u64('completedTime'),
+]);
+
+export type FormattedRebalanceType = "deposit" | "withdraw" | "basket" | "basket_custom";
+export const REBALANCE_TYPE_STRINGS: Map<number, FormattedRebalanceType> = new Map([
+    [0, "deposit"],
+    [1, "withdraw"],
+    [2, "basket"],
+    [3, "basket_custom"],
+]);
+
+export type FormattedRebalanceAction = "not_active" | "deposit_tokens" | "placeholder_action" | "update_prices" | "auction";
+export const REBALANCE_ACTION_STRINGS: Map<number, FormattedRebalanceAction> = new Map([
+    [0, "not_active"],
+    [1, "deposit_tokens"],
+    [2, "placeholder_action"],
+    [3, "update_prices"],
+    [4, "auction"],
+]);
+
+export interface FormattedOraclePrice {
+    price: number;
+    conf: number;
+    update_time: number;
+}
+
+export interface FormattedTokenAuction {
+    mint: string;
+    amount: number;
+    target_amount: number;
+    price: FormattedOraclePrice;
+    keep_token: boolean;
+}
+
+export interface FormattedTaskCompletion {
+    completed_by: string;
+    completed_bounty: number;
+    completed_time: number;
+}
+
+export interface DepositData {
+   tokens: {
+        mint: string;
+        amount: number;
+    }[];
+};
+
+export interface PriceUpdatesData {
+    tokens: {
+        mint: string;
+        updated: boolean;
+        expiration: number;
+        update_time: number;
+        price: number;
+        conf: number;
+    }[];
+};
+
+export interface AuctionData {
+    auction_stages: {
+        start_time: number;
+        end_time: number;
+    }[];
+    tokens: {
+        mint: string;
+        amount: number;
+        target_amount: number;
+        price: number;
+        conf: number;
+    }[];
+};
+
+export interface MintData {
+    mintAmount: number;
+    mintValue: number;
+    fees: {
+        host: number;
+        creator: number;
+        managers: number;
+        symmetry: number;
+        basket: number;
+    };
+    tokens: {
+        mint: string;
+        contribution_amount: number;
+        remaining_amount: number;
+    }[];
+}[];
+
+export interface RedeemData {
+    tokens: {
+        mint: string;
+        amount: number;
+    }[];
+}[];
+
+export interface ClaimBountyData {
+    bounty_mint: string;
+    keepers: {
+        pubkey: string;
+        bounty_amount: number;
+    }[];
+    unused_bounty: {
+        pubkey: string;
+        bounty_amount: number;
+    };
+    rent: {
+        pubkey: string;
+        sol_amount: number;
+    }
+}[];
+
+export interface UIRebalanceIntent {
+    rebalance_type: FormattedRebalanceType;
+
+    deposit_data: DepositData | null;
+    price_updates_data: PriceUpdatesData | null;
+    auction_data: AuctionData | null;
+    mint_data: MintData | null;
+    redeem_data: RedeemData | null;
+    claim_bounty_data: ClaimBountyData | null;
+
+    formatted_data: FormattedRebalanceIntent;
+    chain_data: RebalanceIntent;
+}
+
+export interface FormattedRebalanceIntent {
+    pubkey: string;
+    sol_balance: number;
+    basket: string;
+    owner: string;
+    rent_payer: string;
+    rebalance_type: FormattedRebalanceType;
+    current_action: FormattedRebalanceAction;
+    withdraw_params_burn_amount: number;
+    withdraw_params_amount_wo_fees: number;
+    withdraw_params_keep_tokens_bitmask: number[];
+    withdraw_params_keep_all_tokens: boolean;
+    basket_fee_settings: FormattedFeeSettings;
+    execution_start_time: number;
+    rebalance_threshold_slippage_bps: number;
+    per_trade_rebalance_threshold_slippage_bps: number;
+    initial_tvl: number;
+    auction_update_timestamp: number;
+    auctions: {
+        start_time: number;
+        end_time: number;
+    }[];
+    tokens: FormattedTokenAuction[];
+    last_action_timestamp: number;
+    bounty: {
+        bounty_depositor: string;
+        bounty_mint: string;
+        bounty_per_price_update_task: FormattedBountySchedule;
+        bounty_per_task: FormattedBountySchedule;
+        bounty_total: number;
+        bounty_left: number;
+    };
+    bounty_adjustment_amount: number;
+    placeholder_task: FormattedTaskCompletion;
+    price_update_tasks: FormattedTaskCompletion[];
+    finish_price_update_task: FormattedTaskCompletion;
+    auction_creation_task: FormattedTaskCompletion;
+    mint_basket_task: FormattedTaskCompletion;
+    cancel_rebalance_task: FormattedTaskCompletion;
+    token_settlement_tasks: FormattedTaskCompletion[];
+}
+
+export interface RebalanceIntent {
+    basket: PublicKey;
+    owner: PublicKey;
+    rentPayer: PublicKey;
+    rebalanceType: RebalanceType;
+    currentAction: RebalanceAction;
+
+    withdrawParamsBurnAmount: BN,
+    withdrawParamsAmountWoFees: BN,
+    withdrawParamsKeepTokensBitmask: number[],
+    withdrawParamsKeepAllTokens: u8,
+
+    basketFeeSettings: FeeSettings;
+    executionStartTime: BN; // u64
+    rebalanceThresholdSlippageBps: number; // u16
+    perTradeRebalanceThresholdSlippageBps: number; // u16
+    initialTvl: Fraction; // 
+    auctionUpdateTimestamp: BN; // u64
+    auctions: AuctionTimestamps[]; // AuctionTimestamps[]
+
+    tokens: TokenAuction[]; // MAX_SUPPORTED_TOKENS_PER_BASKET
+
+    lastActionTimestamp: BN; // u64
+    bounty: Bounty; // u64
+    bountyAdjustmentAmount: BN; // u64
+
+    placeholderTask: TaskCompletion;
+    priceUpdateTasks: TaskCompletion[]; // MAX_SUPPORTED_TOKENS_PER_BASKET
+    finishPriceUpdateTask: TaskCompletion;
+
+    auctionCreationTask: TaskCompletion;
+    mintBasketTask: TaskCompletion;
+    cancelRebalanceTask: TaskCompletion;
+
+    tokenSettlementTasks: TaskCompletion[]; // MAX_SUPPORTED_TOKENS_PER_BASKET
+
+    ownAddress?: PublicKey;
+    solBalance?: number;
+};
+
+
+export const RebalanceIntentLayout = struct<RebalanceIntent>([
+    publicKey('basket'),
+    publicKey('owner'),
+    publicKey('rentPayer'),
+    u8('rebalanceType'),
+    u8('currentAction'),
+
+    u64('withdrawParamsBurnAmount'),
+    u64('withdrawParamsAmountWoFees'),
+    array(u8(), 16, 'withdrawParamsKeepTokensBitmask'),
+    u8('withdrawParamsKeepAllTokens'),
+
+    FeeSettingsLayout.replicate('basketFeeSettings'),
+    u64('executionStartTime'),
+    u16('rebalanceThresholdSlippageBps'),
+    u16('perTradeRebalanceThresholdSlippageBps'),
+    FractionLayout.replicate('initialTvl'),
+    u64('auctionUpdateTimestamp'),
+    array(AuctionTimestampsLayout, 3, 'auctions'),
+
+    array(TokenAuctionLayout, MAX_SUPPORTED_TOKENS_PER_BASKET, 'tokens'),
+
+    u64('lastActionTimestamp'),
+    BountyLayout.replicate('bounty'),
+    u64('bountyAdjustmentAmount'),
+
+    TaskCompletionLayout.replicate('placeholderTask'),
+    array(TaskCompletionLayout, MAX_SUPPORTED_TOKENS_PER_BASKET, 'priceUpdateTasks'),
+    TaskCompletionLayout.replicate('finishPriceUpdateTask'),
+
+    TaskCompletionLayout.replicate('auctionCreationTask'),
+    TaskCompletionLayout.replicate('mintBasketTask'),
+    TaskCompletionLayout.replicate('cancelRebalanceTask'),
+
+    array(TaskCompletionLayout, MAX_SUPPORTED_TOKENS_PER_BASKET, 'tokenSettlementTasks'),
+]);

package/src/layouts/lookupTable.ts

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+import { publicKey, struct } from '@coral-xyz/borsh';
+import { PublicKey } from '@solana/web3.js';
+
+export interface LookupTableInfo {
+    lookupTable: PublicKey,
+    authority: PublicKey,
+    creator: PublicKey
+};
+
+export const LookupTableInfoLayout = struct<LookupTableInfo>([
+    publicKey("lookupTable"),
+    publicKey("authority"),
+    publicKey("creator")
+]);

package/src/layouts/oracle.ts

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+import BN from 'bn.js';
+import { array, struct, u16, u64, u8 } from '@coral-xyz/borsh';
+
+import { Fraction, FractionLayout } from './fraction';
+import { HUNDRED_PERCENT_BPS, USDC_DECIMALS, WSOL_DECIMALS } from '../constants';
+
+export const MAX_ORACLES_PER_TOKEN = 4;
+export const MAX_ACCOUNTS_PER_ORACLE = 4;
+
+export type FormattedOracleType = "pyth" | "raydium_clmm" | "raydium_cpmm" | "switchboard" | "example";
+export const ORACLE_TYPES_STRINGS: Map<number, FormattedOracleType> = new Map([
+    [0, "pyth"],
+    [1, "raydium_clmm"],
+    [2, "raydium_cpmm"],
+    [3, "switchboard"],
+    [255, "example"],
+]);
+
+export interface OraclePriceOnChain {
+    price: Fraction;
+    conf: Fraction;
+    updateTime: BN; // u64
+};
+
+export const OraclePriceLayout = struct<OraclePriceOnChain>([
+    FractionLayout.replicate('price'),
+    FractionLayout.replicate('conf'),
+    u64('updateTime'),
+]);
+
+
+export enum OracleType {
+    Pyth = 0,
+    RaydiumClmm = 1,
+    RaydiumCpmm = 2,
+    SwitchBoard = 3,
+    Example = 4,
+};
+
+export enum Quote {
+    Usdc = 0,
+    Wsol = 1,
+};
+
+export enum Side {
+    Base = 0,
+    Quote = 1,
+};
+
+export interface OracleSettings {
+    // type of the oracle (Pyth, CP swap, ...)
+    oracleType: OracleType; // u8
+    numRequiredAccounts: number; // u8
+    // weight used in aggregation
+    weight: number; // u16
+    // whether oracle is required for aggregation
+    isRequired: number; // u8
+    // threshold for confidence ratio (conf / price < threshold)
+    confThreshBps: number; // u16
+    // how much internal price derivations can differ (≥ 1.0)
+    volatilityThreshBps: number; // u16
+    // max slippage allowed for min liquidity
+    maxSlippageBps: number; // u16
+    // minimum liquidity (in quote tokens) for valid price
+    minLiquidity: BN; //u64
+    // how old a price can be before it's invalid
+    stalenessThresh: BN; // u64
+    // rate (bps) that inflates confidence with time staleness
+    stalenessConfRateBps: number; // u16
+    tokenDecimals: number; // u8
+    // Special parameters specific to Raydium 
+    twapSecondsAgo: BN; // u64, primary twap window in seconds
+    twapSecondarySecondsAgo: BN; // u64, secondary twap window - to check volatility
+    quote: Quote; // u8, 1 = USDC, 2 = WSOL
+    side: Side; // 0 = base, 1 = quote
+}
+
+export const OracleSettingsLayout = struct<OracleSettings>([
+    u8('oracleType'),
+    u8('numRequiredAccounts'),
+    u16('weight'),
+    u8('isRequired'),
+    u16('confThreshBps'),
+    u16('volatilityThreshBps'),
+    u16('maxSlippageBps'),
+    u64('minLiquidity'),
+    u64('stalenessThresh'),
+    u16('stalenessConfRateBps'),
+    u8('tokenDecimals'),
+    u64('twapSecondsAgo'),
+    u64('twapSecondarySecondsAgo'),
+    u8('quote'),
+    u8('side'),
+]);
+
+export interface OracleData {
+    oracleSettings: OracleSettings;
+    accountsToLoadLutIds: number[]; // length MAX_ACCOUNTS_PER_ORACLE
+    accountsToLoadLutIndices: number[]; // length MAX_ACCOUNTS_PER_ORACLE
+};
+
+export const OracleDataLayout = struct<OracleData>([
+    OracleSettingsLayout.replicate('oracleSettings'),
+    array(u8(), MAX_ACCOUNTS_PER_ORACLE, 'accountsToLoadLutIds'),
+    array(u8(), MAX_ACCOUNTS_PER_ORACLE, 'accountsToLoadLutIndices'),
+]);
+
+export interface OracleAggregator {
+    numOracles: number; // u8
+    // minimum number of oracle results required for valid price
+    minOraclesThresh: number; // u8
+    oracles: OracleData[]; // [OracleData; MAX_ORACLES_PER_TOKEN]
+    // minimum confidence ratio allowed (conf / price)
+    minConfBps: number; // u16
+    // maximum confidence ratio allowed (conf / price)
+    confThreshBps: number; // u16
+    // factor to expand confidence bands (≥ 1.0)
+    confMultiplier: Fraction;
+}
+
+export const OracleAggregatorLayout = struct<OracleAggregator>([
+    u8('numOracles'),
+    u8('minOraclesThresh'),
+    array(OracleDataLayout, MAX_ORACLES_PER_TOKEN, 'oracles'),
+    u16('minConfBps'),
+    u16('confThreshBps'),
+    FractionLayout.replicate('confMultiplier')
+]);
+
+
+export const DEFAULT_ORACLE_SETTINGS: OracleSettings = {
+    oracleType: OracleType.Pyth,
+    numRequiredAccounts: 1,
+    weight: HUNDRED_PERCENT_BPS,
+    isRequired: 1,
+    confThreshBps: 100, // TODO: 1% ??
+    volatilityThreshBps: 50000,
+    maxSlippageBps: 1000,
+    minLiquidity: new BN(0),
+    stalenessThresh: new BN(120),
+    stalenessConfRateBps: 50,
+    tokenDecimals: WSOL_DECIMALS,
+    twapSecondsAgo:new BN(0),
+    twapSecondarySecondsAgo: new BN(0),
+    quote: Quote.Wsol,
+    side: Side.Base,
+};
+
+export const PYTH_WSOL_ORACLE_SETTINGS: OracleSettings = {
+    ...DEFAULT_ORACLE_SETTINGS,
+    tokenDecimals: WSOL_DECIMALS,
+}
+
+export const PYTH_USDC_ORACLE_SETTINGS: OracleSettings = {
+    ...DEFAULT_ORACLE_SETTINGS,
+    tokenDecimals: USDC_DECIMALS,
+}