@velocity-exchange/sdk 0.0.1

package/lib/node/decode/user.js

@@ -0,0 +1,337 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.decodeUser = void 0;
+const anchor_1 = require("../isomorphic/anchor");
+const types_1 = require("../types");
+const web3_js_1 = require("@solana/web3.js");
+const numericConstants_1 = require("../constants/numericConstants");
+function readUnsignedBigInt64LE(buffer, offset) {
+    return new anchor_1.BN(buffer.subarray(offset, offset + 8), 10, 'le');
+}
+function readSignedBigInt64LE(buffer, offset) {
+    const unsignedValue = new anchor_1.BN(buffer.subarray(offset, offset + 8), 10, 'le');
+    if (unsignedValue.testn(63)) {
+        const inverted = unsignedValue.notn(64).addn(1);
+        return inverted.neg();
+    }
+    else {
+        return unsignedValue;
+    }
+}
+function decodeUser(buffer) {
+    let offset = 8;
+    const authority = new web3_js_1.PublicKey(buffer.slice(offset, offset + 32));
+    offset += 32;
+    const delegate = new web3_js_1.PublicKey(buffer.slice(offset, offset + 32));
+    offset += 32;
+    const name = [];
+    for (let i = 0; i < 32; i++) {
+        name.push(buffer.readUint8(offset + i));
+    }
+    offset += 32;
+    const spotPositions = [];
+    for (let i = 0; i < 8; i++) {
+        const scaledBalance = readUnsignedBigInt64LE(buffer, offset);
+        const openOrders = buffer.readUInt8(offset + 35);
+        if (scaledBalance.eq(numericConstants_1.ZERO) && openOrders === 0) {
+            offset += 40;
+            continue;
+        }
+        offset += 8;
+        const openBids = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const openAsks = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const cumulativeDeposits = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const marketIndex = buffer.readUInt16LE(offset);
+        offset += 2;
+        const balanceTypeNum = buffer.readUInt8(offset);
+        let balanceType;
+        if (balanceTypeNum === 0) {
+            balanceType = types_1.SpotBalanceType.DEPOSIT;
+        }
+        else {
+            balanceType = types_1.SpotBalanceType.BORROW;
+        }
+        offset += 6;
+        spotPositions.push({
+            scaledBalance,
+            openBids,
+            openAsks,
+            cumulativeDeposits,
+            marketIndex,
+            balanceType,
+            openOrders,
+        });
+    }
+    const perpPositions = [];
+    for (let i = 0; i < 8; i++) {
+        const baseAssetAmount = readSignedBigInt64LE(buffer, offset + 8);
+        const quoteAssetAmount = readSignedBigInt64LE(buffer, offset + 16);
+        const isolatedPositionScaledBalance = readUnsignedBigInt64LE(buffer, offset + 64);
+        const openOrders = buffer.readUInt8(offset + 78);
+        const positionFlag = buffer.readUInt8(offset + 79);
+        if (baseAssetAmount.eq(numericConstants_1.ZERO) &&
+            openOrders === 0 &&
+            quoteAssetAmount.eq(numericConstants_1.ZERO) &&
+            isolatedPositionScaledBalance.eq(numericConstants_1.ZERO) &&
+            !((positionFlag &
+                (types_1.PositionFlag.BeingLiquidated | types_1.PositionFlag.Bankruptcy)) >
+                0)) {
+            offset += 80;
+            continue;
+        }
+        const lastCumulativeFundingRate = readSignedBigInt64LE(buffer, offset);
+        offset += 24;
+        const quoteBreakEvenAmount = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const quoteEntryAmount = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const openBids = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const openAsks = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const settledPnl = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        offset += 8; // isolated_position_scaled_balance (already pre-read above)
+        offset += 2; // skip padding[u8; 2]
+        const maxMarginRatio = buffer.readUInt16LE(offset); // offset+74
+        offset += 2;
+        const marketIndex = buffer.readUInt16LE(offset); // offset+76
+        offset += 4; // advance past marketIndex(2) + openOrders(1) + positionFlag(1)
+        perpPositions.push({
+            lastCumulativeFundingRate,
+            baseAssetAmount,
+            quoteAssetAmount,
+            quoteBreakEvenAmount,
+            quoteEntryAmount,
+            openBids,
+            openAsks,
+            settledPnl,
+            remainderBaseAssetAmount: 0,
+            marketIndex,
+            openOrders,
+            maxMarginRatio,
+            positionFlag,
+            isolatedPositionScaledBalance,
+        });
+    }
+    const orders = [];
+    for (let i = 0; i < 32; i++) {
+        // skip order if it's not open
+        if (buffer.readUint8(offset + 82) !== 1) {
+            offset += 96;
+            continue;
+        }
+        const slot = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const price = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const baseAssetAmount = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const baseAssetAmountFilled = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const quoteAssetAmountFilled = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const triggerPrice = readUnsignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const auctionStartPrice = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const auctionEndPrice = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const maxTs = readSignedBigInt64LE(buffer, offset);
+        offset += 8;
+        const oraclePriceOffset = buffer.readInt32LE(offset);
+        offset += 4;
+        const orderId = buffer.readUInt32LE(offset);
+        offset += 4;
+        const marketIndex = buffer.readUInt16LE(offset);
+        offset += 2;
+        const orderStatusNum = buffer.readUInt8(offset);
+        let status;
+        if (orderStatusNum === 0) {
+            status = types_1.OrderStatus.INIT;
+        }
+        else if (orderStatusNum === 1) {
+            status = types_1.OrderStatus.OPEN;
+        }
+        offset += 1;
+        const orderTypeNum = buffer.readUInt8(offset);
+        let orderType;
+        if (orderTypeNum === 0) {
+            orderType = types_1.OrderType.MARKET;
+        }
+        else if (orderTypeNum === 1) {
+            orderType = types_1.OrderType.LIMIT;
+        }
+        else if (orderTypeNum === 2) {
+            orderType = types_1.OrderType.TRIGGER_MARKET;
+        }
+        else if (orderTypeNum === 3) {
+            orderType = types_1.OrderType.TRIGGER_LIMIT;
+        }
+        else if (orderTypeNum === 4) {
+            orderType = types_1.OrderType.ORACLE;
+        }
+        offset += 1;
+        const marketTypeNum = buffer.readUInt8(offset);
+        let marketType;
+        if (marketTypeNum === 0) {
+            marketType = types_1.MarketType.SPOT;
+        }
+        else {
+            marketType = types_1.MarketType.PERP;
+        }
+        offset += 1;
+        const userOrderId = buffer.readUint8(offset);
+        offset += 1;
+        const existingPositionDirectionNum = buffer.readUInt8(offset);
+        let existingPositionDirection;
+        if (existingPositionDirectionNum === 0) {
+            existingPositionDirection = types_1.PositionDirection.LONG;
+        }
+        else {
+            existingPositionDirection = types_1.PositionDirection.SHORT;
+        }
+        offset += 1;
+        const positionDirectionNum = buffer.readUInt8(offset);
+        let direction;
+        if (positionDirectionNum === 0) {
+            direction = types_1.PositionDirection.LONG;
+        }
+        else {
+            direction = types_1.PositionDirection.SHORT;
+        }
+        offset += 1;
+        const reduceOnly = buffer.readUInt8(offset) === 1;
+        offset += 1;
+        const postOnly = buffer.readUInt8(offset) === 1;
+        offset += 1;
+        const immediateOrCancel = buffer.readUInt8(offset) === 1;
+        offset += 1;
+        const triggerConditionNum = buffer.readUInt8(offset);
+        let triggerCondition;
+        if (triggerConditionNum === 0) {
+            triggerCondition = types_1.OrderTriggerCondition.ABOVE;
+        }
+        else if (triggerConditionNum === 1) {
+            triggerCondition = types_1.OrderTriggerCondition.BELOW;
+        }
+        else if (triggerConditionNum === 2) {
+            triggerCondition = types_1.OrderTriggerCondition.TRIGGERED_ABOVE;
+        }
+        else if (triggerConditionNum === 3) {
+            triggerCondition = types_1.OrderTriggerCondition.TRIGGERED_BELOW;
+        }
+        offset += 1;
+        const auctionDuration = buffer.readUInt8(offset);
+        offset += 1;
+        const postedSlotTail = buffer.readUint8(offset);
+        offset += 1;
+        const bitFlags = buffer.readUint8(offset);
+        offset += 1;
+        offset += 1; // padding
+        orders.push({
+            slot,
+            price,
+            baseAssetAmount,
+            quoteAssetAmount: undefined,
+            baseAssetAmountFilled,
+            quoteAssetAmountFilled,
+            triggerPrice,
+            auctionStartPrice,
+            auctionEndPrice,
+            maxTs,
+            oraclePriceOffset,
+            orderId,
+            marketIndex,
+            status,
+            orderType,
+            marketType,
+            userOrderId,
+            existingPositionDirection,
+            direction,
+            reduceOnly,
+            postOnly,
+            immediateOrCancel,
+            triggerCondition,
+            auctionDuration,
+            bitFlags,
+            postedSlotTail,
+        });
+    }
+    const totalDeposits = readUnsignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const totalWithdraws = readUnsignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const totalSocialLoss = readUnsignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const settledPerpPnl = readSignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const cumulativeSpotFees = readSignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const cumulativePerpFunding = readSignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const liquidationMarginFreed = readUnsignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const lastActiveSlot = readUnsignedBigInt64LE(buffer, offset);
+    offset += 8;
+    const nextOrderId = buffer.readUInt32LE(offset);
+    offset += 4;
+    const maxMarginRatio = buffer.readUInt32LE(offset);
+    offset += 4;
+    const nextLiquidationId = buffer.readUInt16LE(offset);
+    offset += 2;
+    const subAccountId = buffer.readUInt16LE(offset);
+    offset += 2;
+    const status = buffer.readUInt8(offset);
+    offset += 1;
+    const isMarginTradingEnabled = buffer.readUInt8(offset) === 1;
+    offset += 1;
+    const idle = buffer.readUInt8(offset) === 1;
+    offset += 1;
+    const openOrders = buffer.readUInt8(offset);
+    offset += 1;
+    const hasOpenOrder = buffer.readUInt8(offset) === 1;
+    offset += 1;
+    const openAuctions = buffer.readUInt8(offset);
+    offset += 1;
+    const hasOpenAuction = buffer.readUInt8(offset) === 1;
+    offset += 1;
+    const poolId = buffer.readUint8(offset);
+    offset += 1;
+    const specialUserStatus = buffer.readUInt8(offset);
+    offset += 1;
+    offset += 14; // padding
+    return {
+        authority,
+        delegate,
+        name,
+        spotPositions,
+        perpPositions,
+        orders,
+        totalDeposits,
+        totalWithdraws,
+        totalSocialLoss,
+        settledPerpPnl,
+        cumulativeSpotFees,
+        cumulativePerpFunding,
+        liquidationMarginFreed,
+        lastActiveSlot,
+        nextOrderId,
+        maxMarginRatio,
+        nextLiquidationId,
+        subAccountId,
+        status,
+        isMarginTradingEnabled,
+        idle,
+        openOrders,
+        hasOpenOrder,
+        openAuctions,
+        hasOpenAuction,
+        poolId,
+        specialUserStatus,
+    };
+}
+exports.decodeUser = decodeUser;

package/lib/node/dlob/DLOB.d.ts

@@ -0,0 +1,254 @@
+/// <reference types="bn.js" />
+/**
+ * DLOB — Decentralized Limit Order Book.
+ *
+ * Maintains an in-memory order book built from on-chain `User` accounts.
+ * Used by keeper bots to identify the best maker orders to match against taker fills.
+ *
+ * Key types:
+ *   {@link DLOBNode}        — a single order node with price/size/user info (DLOBNode.ts)
+ *   {@link DLOBSubscriber}  — subscribes to on-chain accounts and keeps the DLOB live (DLOBSubscriber.ts)
+ *   {@link NodeList}        — sorted linked list of DLOBNodes per side/market (NodeList.ts)
+ *   `orderBookLevels.ts`    — aggregated L2/L3 book level construction for quoting
+ */
+import { NodeList } from './NodeList';
+import { BN } from '../isomorphic/anchor';
+import { DLOBNode, DLOBNodeType, TriggerOrderNode } from './DLOBNode';
+import { VelocityClient } from '../velocityClient';
+import { MarketType, MarketTypeStr, Order, PerpMarketAccount, PositionDirection, SpotMarketAccount, StateAccount } from '../types';
+import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
+import { SlotSubscriber } from '../slot/SlotSubscriber';
+import { UserMap } from '../userMap/userMap';
+import { PublicKey } from '@solana/web3.js';
+import { L2OrderBook, L2OrderBookGenerator, L3OrderBook } from './orderBookLevels';
+export type DLOBOrder = {
+    user: PublicKey;
+    order: Order;
+};
+export type DLOBOrders = DLOBOrder[];
+export type MarketNodeLists = {
+    restingLimit: {
+        ask: NodeList<'restingLimit'>;
+        bid: NodeList<'restingLimit'>;
+    };
+    floatingLimit: {
+        ask: NodeList<'floatingLimit'>;
+        bid: NodeList<'floatingLimit'>;
+    };
+    takingLimit: {
+        ask: NodeList<'takingLimit'>;
+        bid: NodeList<'takingLimit'>;
+    };
+    market: {
+        ask: NodeList<'market'>;
+        bid: NodeList<'market'>;
+    };
+    trigger: {
+        above: NodeList<'trigger'>;
+        below: NodeList<'trigger'>;
+    };
+    signedMsg: {
+        ask: NodeList<'signedMsg'>;
+        bid: NodeList<'signedMsg'>;
+    };
+};
+type OrderBookCallback = () => void;
+/**
+ *  Receives a DLOBNode and is expected to return true if the node should
+ *  be taken into account when generating, or false otherwise.
+ *
+ * Currently used in functions that rely on getBestNode
+ */
+export type DLOBFilterFcn = (node: DLOBNode) => boolean;
+export type NodeToFill = {
+    node: DLOBNode;
+    makerNodes: DLOBNode[];
+};
+export type NodeToTrigger = {
+    node: TriggerOrderNode;
+};
+export declare class DLOB {
+    openOrders: Map<MarketTypeStr, Set<string>>;
+    orderLists: Map<MarketTypeStr, Map<number, MarketNodeLists>>;
+    maxSlotForRestingLimitOrders: number;
+    initialized: boolean;
+    constructor();
+    private init;
+    clear(): void;
+    /**
+     * initializes a new DLOB instance
+     *
+     * @returns a promise that resolves when the DLOB is initialized
+     */
+    initFromUserMap(userMap: UserMap, slot: number): Promise<boolean>;
+    insertOrder(order: Order, userAccount: string, slot: number, baseAssetAmount: BN, onInsert?: OrderBookCallback): void;
+    insertSignedMsgOrder(order: Order, userAccount: string, baseAssetAmount?: BN, onInsert?: OrderBookCallback): void;
+    addOrderList(marketType: MarketTypeStr, marketIndex: number): void;
+    delete(order: Order, userAccount: PublicKey, slot: number, onDelete?: OrderBookCallback): void;
+    getListForOnChainOrder(order: Order, slot: number): NodeList<any> | undefined;
+    updateRestingLimitOrders(slot: number): void;
+    updateRestingLimitOrdersForMarketType(slot: number, marketTypeStr: MarketTypeStr): void;
+    getOrder(orderId: number, userAccount: PublicKey): Order | undefined;
+    findNodesToFill<T extends MarketType>(marketIndex: number, fallbackBid: BN | undefined, fallbackAsk: BN | undefined, slot: number, ts: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, stateAccount: StateAccount, marketAccount: T extends {
+        spot: unknown;
+    } ? SpotMarketAccount : PerpMarketAccount): NodeToFill[];
+    getMakerRebate(marketType: MarketType, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): {
+        makerRebateNumerator: number;
+        makerRebateDenominator: number;
+    };
+    mergeNodesToFill(restingLimitOrderNodesToFill: NodeToFill[], takingOrderNodesToFill: NodeToFill[]): NodeToFill[];
+    findRestingLimitOrderNodesToFill<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, isAmmPaused: boolean, stateAccount: StateAccount, marketAccount: T extends {
+        spot: unknown;
+    } ? SpotMarketAccount : PerpMarketAccount, makerRebateNumerator: number, makerRebateDenominator: number, fallbackAsk: BN | undefined, fallbackBid: BN | undefined): NodeToFill[];
+    findTakingNodesToFill<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, isAmmPaused: boolean, state: StateAccount, marketAccount: T extends {
+        spot: unknown;
+    } ? SpotMarketAccount : PerpMarketAccount, fallbackAsk: BN | undefined, fallbackBid?: BN | undefined): NodeToFill[];
+    findTakingNodesCrossingMakerNodes<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, takerNodeGenerator: Generator<DLOBNode>, makerNodeGeneratorFn: (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData) => Generator<DLOBNode>, doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean): NodeToFill[];
+    findNodesCrossingFallbackLiquidity<T extends MarketType>(marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, nodeGenerator: Generator<DLOBNode>, doesCross: (nodePrice: BN | undefined) => boolean, state: StateAccount, marketAccount: T extends {
+        spot: unknown;
+    } ? SpotMarketAccount : PerpMarketAccount): NodeToFill[];
+    findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType, slot?: BN): NodeToFill[];
+    findUnfillableReduceOnlyOrdersToCancel(marketIndex: number, marketType: MarketType, stepSize: BN): NodeToFill[];
+    getTakingBids<T extends MarketType>(marketIndex: number, marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getTakingAsks<T extends MarketType>(marketIndex: number, marketType: T, slot: number, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    protected signedMsgGenerator(signedMsgOrderList: NodeList<'signedMsg'>, filter: (x: DLOBNode) => boolean): Generator<DLOBNode>;
+    protected getBestNode<T extends MarketTypeStr>(generatorList: Array<Generator<DLOBNode>>, oraclePriceData: T extends 'spot' ? OraclePriceData : MMOraclePriceData, slot: number, compareFcn: (bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: T extends 'spot' ? OraclePriceData : MMOraclePriceData) => boolean, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getRestingLimitAsks<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    getRestingLimitBids<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    /**
+     * This will look at both the taking and resting limit asks
+     * @param marketIndex
+     * @param fallbackAsk
+     * @param slot
+     * @param marketType
+     * @param oraclePriceData
+     * @param filterFcn
+     */
+    getAsks<T extends MarketType>(marketIndex: number, _fallbackAsk: BN | undefined, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    /**
+     * This will look at both the taking and resting limit bids
+     * @param marketIndex
+     * @param fallbackBid
+     * @param slot
+     * @param marketType
+     * @param oraclePriceData
+     * @param filterFcn
+     */
+    getBids<T extends MarketType>(marketIndex: number, _fallbackBid: BN | undefined, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData, filterFcn?: DLOBFilterFcn): Generator<DLOBNode>;
+    findCrossingRestingLimitOrders<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): NodeToFill[];
+    determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
+        takerNode: DLOBNode;
+        makerNode: DLOBNode;
+    } | undefined;
+    getBestAsk<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): BN | undefined;
+    getBestBid<T extends MarketType>(marketIndex: number, slot: number, marketType: T, oraclePriceData: T extends {
+        spot: unknown;
+    } ? OraclePriceData : MMOraclePriceData): BN | undefined;
+    getStopLosses(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getStopLossMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getStopLossLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfitMarkets(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    getTakeProfitLimits(marketIndex: number, marketType: MarketType, direction: PositionDirection): Generator<DLOBNode>;
+    findNodesToTrigger(marketIndex: number, slot: number, triggerPrice: BN, marketType: MarketType, stateAccount: StateAccount): NodeToTrigger[];
+    printTop(driftClient: VelocityClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void;
+    getDLOBOrders(): DLOBOrders;
+    getNodeLists(): Generator<NodeList<DLOBNodeType>>;
+    /**
+     * Get an L2 view of the order book for a given market.
+     *
+     * @param marketIndex
+     * @param marketType
+     * @param slot
+     * @param oraclePriceData
+     * @param depth how many levels of the order book to return
+     * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}
+     */
+    getL2<T extends MarketType>({ marketIndex, marketType, slot, oraclePriceData, depth, fallbackL2Generators, }: {
+        marketIndex: number;
+        marketType: T;
+        slot: number;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
+        depth: number;
+        fallbackL2Generators?: L2OrderBookGenerator[];
+    }): L2OrderBook;
+    /**
+     * Get an L3 view of the order book for a given market. Does not include fallback liquidity sources
+     *
+     * @param marketIndex
+     * @param marketType
+     * @param slot
+     * @param oraclePriceData
+     */
+    getL3<T extends MarketType>({ marketIndex, marketType, slot, oraclePriceData, }: {
+        marketIndex: number;
+        marketType: T;
+        slot: number;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
+    }): L3OrderBook;
+    private estimateFillExactBaseAmountInForSide;
+    /**
+     *
+     * @param param.marketIndex the index of the market
+     * @param param.marketType the type of the market
+     * @param param.baseAmount the base amount in to estimate
+     * @param param.orderDirection the direction of the trade
+     * @param param.slot current slot for estimating dlob node price
+     * @param param.oraclePriceData the oracle price data
+     * @returns the estimated quote amount filled: QUOTE_PRECISION
+     */
+    estimateFillWithExactBaseAmount<T extends MarketType>({ marketIndex, marketType, baseAmount, orderDirection, slot, oraclePriceData, }: {
+        marketIndex: number;
+        marketType: T;
+        baseAmount: BN;
+        orderDirection: PositionDirection;
+        slot: number;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
+    }): BN;
+    getBestMakers<T extends MarketType>({ marketIndex, marketType, direction, slot, oraclePriceData, numMakers, }: {
+        marketIndex: number;
+        marketType: T;
+        direction: PositionDirection;
+        slot: number;
+        oraclePriceData: T extends {
+            spot: unknown;
+        } ? OraclePriceData : MMOraclePriceData;
+        numMakers: number;
+    }): PublicKey[];
+}
+export {};
+//# sourceMappingURL=DLOB.d.ts.map

package/lib/node/dlob/DLOB.d.ts.map

@@ -0,0 +1 @@
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