@velocity-exchange/sdk 0.0.3 → 0.1.0

package/lib/node/math/margin.d.ts

@@ -30,16 +30,16 @@ export declare function calculatePerpLiabilityValue(baseAssetAmount: BN, price:
  * @param baseSize
  * @returns
  */
-export declare function calculateMarginUSDCRequiredForTrade(driftClient: VelocityClient, targetMarketIndex: number, baseSize: BN, userMaxMarginRatio?: number, entryPrice?: BN): BN;
+export declare function calculateMarginUSDCRequiredForTrade(velocityClient: VelocityClient, targetMarketIndex: number, baseSize: BN, userMaxMarginRatio?: number, entryPrice?: BN): BN;
 /**
  * Similar to calculatetMarginUSDCRequiredForTrade, but calculates how much of a given collateral is required to cover the margin requirements for a given trade. Basically does the same thing as getMarginUSDCRequiredForTrade but also accounts for asset weight of the selected collateral.
  *
  * Returns collateral required in the precision of the target collateral market.
  */
-export declare function calculateCollateralDepositRequiredForTrade(driftClient: VelocityClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, estEntryPrice?: BN): BN;
-export declare function calculateCollateralValueOfDeposit(driftClient: VelocityClient, collateralIndex: number, baseSize: BN): BN;
+export declare function calculateCollateralDepositRequiredForTrade(velocityClient: VelocityClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, estEntryPrice?: BN): BN;
+export declare function calculateCollateralValueOfDeposit(velocityClient: VelocityClient, collateralIndex: number, baseSize: BN): BN;
 export declare function calculateLiquidationPrice(freeCollateral: BN, freeCollateralDelta: BN, oraclePrice: BN): BN;
-export declare function calculateUserMaxPerpOrderSize(driftClient: VelocityClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
+export declare function calculateUserMaxPerpOrderSize(velocityClient: VelocityClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
     tradeSize: BN;
     oppositeSideTradeSize: BN;
 };

package/lib/node/math/margin.d.ts.map

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package/lib/node/math/margin.js

@@ -2,7 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateUserMaxPerpOrderSize = exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 /**
- * Margin calculation helpers — TypeScript mirror of `programs/drift/src/math/margin.rs`.
+ * Margin calculation helpers — TypeScript mirror of `programs/velocity/src/math/margin.rs`.
  * Computes initial/maintenance margin requirements, free collateral, and account health.
  * Used by {@link User} for leverage queries and by keeper bots for liquidation eligibility checks.
  */
@@ -130,9 +130,9 @@ exports.calculatePerpLiabilityValue = calculatePerpLiabilityValue;
  * @param baseSize
  * @returns
  */
-function calculateMarginUSDCRequiredForTrade(driftClient, targetMarketIndex, baseSize, userMaxMarginRatio, entryPrice) {
-    const targetMarket = driftClient.getPerpMarketAccount(targetMarketIndex);
-    const price = entryPrice !== null && entryPrice !== void 0 ? entryPrice : driftClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
+function calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, entryPrice) {
+    const targetMarket = velocityClient.getPerpMarketAccount(targetMarketIndex);
+    const price = entryPrice !== null && entryPrice !== void 0 ? entryPrice : velocityClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
     const perpLiabilityValue = calculatePerpLiabilityValue(baseSize, price);
     const marginRequired = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(targetMarket, baseSize.abs(), 'Initial', userMaxMarginRatio))
         .mul(perpLiabilityValue)
@@ -145,13 +145,13 @@ exports.calculateMarginUSDCRequiredForTrade = calculateMarginUSDCRequiredForTrad
  *
  * Returns collateral required in the precision of the target collateral market.
  */
-function calculateCollateralDepositRequiredForTrade(driftClient, targetMarketIndex, baseSize, collateralIndex, userMaxMarginRatio, estEntryPrice) {
-    const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(driftClient, targetMarketIndex, baseSize, userMaxMarginRatio, estEntryPrice);
-    const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
-    const collateralOracleData = driftClient.getOracleDataForSpotMarket(collateralIndex);
+function calculateCollateralDepositRequiredForTrade(velocityClient, targetMarketIndex, baseSize, collateralIndex, userMaxMarginRatio, estEntryPrice) {
+    const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, estEntryPrice);
+    const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
+    const collateralOracleData = velocityClient.getOracleDataForSpotMarket(collateralIndex);
     const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
     // Base amount required to deposit = (marginRequiredUsdc / priceOfAsset) / assetWeight .. (E.g. $100 required / $10000 price / 0.5 weight)
-    const baseAmountRequired = driftClient
+    const baseAmountRequired = velocityClient
         .convertToSpotPrecision(collateralIndex, marginRequiredUsdc)
         .mul(numericConstants_1.PRICE_PRECISION) // adjust for division by oracle price
         .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION) // adjust for division by scaled asset weight
@@ -162,9 +162,9 @@ function calculateCollateralDepositRequiredForTrade(driftClient, targetMarketInd
     return baseAmountRequired;
 }
 exports.calculateCollateralDepositRequiredForTrade = calculateCollateralDepositRequiredForTrade;
-function calculateCollateralValueOfDeposit(driftClient, collateralIndex, baseSize) {
-    const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
-    const collateralOracleData = driftClient.getOracleDataForSpotMarket(collateralIndex);
+function calculateCollateralValueOfDeposit(velocityClient, collateralIndex, baseSize) {
+    const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
+    const collateralOracleData = velocityClient.getOracleDataForSpotMarket(collateralIndex);
     const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
     // CollateralBaseValue = oracle price * collateral base amount (and shift to QUOTE_PRECISION)
     const collateralBaseValue = collateralOracleData.price
@@ -189,10 +189,10 @@ function calculateLiquidationPrice(freeCollateral, freeCollateralDelta, oraclePr
     return liqPrice;
 }
 exports.calculateLiquidationPrice = calculateLiquidationPrice;
-function calculateUserMaxPerpOrderSize(driftClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
-    const userAccountSubscriber = new oneShotUserAccountSubscriber_1.OneShotUserAccountSubscriber(driftClient.program, userAccountKey, userAccount);
+function calculateUserMaxPerpOrderSize(velocityClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
+    const userAccountSubscriber = new oneShotUserAccountSubscriber_1.OneShotUserAccountSubscriber(velocityClient.program, userAccountKey, userAccount);
     const user = new user_1.User({
-        driftClient,
+        velocityClient,
         userAccountPublicKey: userAccountKey,
         accountSubscription: {
             type: 'custom',

package/lib/node/math/market.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../../src/math/market.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EACN,iBAAiB,EACjB,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EAIjB,MAAM,UAAU,CAAC;AAalB,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAYtE,OAAO,EAAE,IAAI,EAAE,MAAM,cAAc,CAAC;AAGpC;;;;;GAKG;AACH,wBAAgB,qBAAqB,CACpC,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,GAClC,EAAE,CAWJ;AAED;;;;;GAKG;AACH,wBAAgB,iBAAiB,CAChC,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,UAAU,CAAC,EAAE,EAAE,GACb,EAAE,CAYJ;AAED;;;;;GAKG;AACH,wBAAgB,iBAAiB,CAChC,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,UAAU,CAAC,EAAE,EAAE,GACb,EAAE,CAYJ;AAED,wBAAgB,4BAA4B,CAC3C,eAAe,EAAE,EAAE,EACnB,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,iBAAiB,GACvB,iBAAiB,CAgBnB;AAED,wBAAgB,4BAA4B,CAC3C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,GAClC,EAAE,CAGJ;AAED,wBAAgB,qBAAqB,CACpC,KAAK,EAAE,EAAE,EACT,eAAe,EAAE,eAAe,GAC9B,EAAE,CAEJ;AAED,wBAAgB,0BAA0B,CACzC,MAAM,EAAE,iBAAiB,EACzB,IAAI,EAAE,EAAE,EACR,cAAc,EAAE,cAAc,EAC9B,iBAAiB,SAAI,GACnB,MAAM,CAgCR;AAED,wBAAgB,8BAA8B,CAC7C,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,iBAAiB,EAClC,aAAa,EAAE,EAAE,EACjB,cAAc,EAAE,cAAc,EAC9B,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CA+BJ;AAED,wBAAgB,2BAA2B,CAC1C,UAAU,EAAE,iBAAiB,EAC7B,UAAU,EAAE,iBAAiB,GAC3B,EAAE,CAMJ;AAED,wBAAgB,oCAAoC,CACnD,UAAU,EAAE,iBAAiB,EAC7B,UAAU,EAAE,iBAAiB,GAC3B,EAAE,CAcJ;AAED,wBAAgB,mBAAmB,CAClC,UAAU,EAAE,iBAAiB,EAC7B,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CAaJ;AAED,wBAAgB,4BAA4B,CAC3C,UAAU,EAAE,iBAAiB,EAC7B,UAAU,EAAE,iBAAiB,EAC7B,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,EAC/C,oBAAoB,UAAO,GACzB,EAAE,CAoBJ;AAED,wBAAgB,+BAA+B,CAC9C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,IAAI,EACV,IAAI,EAAE,MAAM,GACV;IAAE,IAAI,EAAE,EAAE,CAAC;IAAC,IAAI,EAAE,EAAE,CAAA;CAAE,CAoCxB;AAED,wBAAgB,oCAAoC,CACnD,MAAM,EAAE,iBAAiB,GACvB,MAAM,CAER;AAED;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAC9B,MAAM,EAAE,iBAAiB,EACzB,WAAW,EAAE,EAAE,EACf,GAAG,EAAE,EAAE,EACP,cAAc,EAAE,OAAO,GACrB,EAAE,CA2BJ"}

package/lib/node/math/market.js

@@ -15,7 +15,7 @@ const assert_1 = require("../assert/assert");
  * @return markPrice : Precision PRICE_PRECISION
  */
 function calculateReservePrice(market, mmOraclePriceData) {
-    const newAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
+    const newAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
     return (0, amm_1.calculatePrice)(newAmm.baseAssetReserve, newAmm.quoteAssetReserve, newAmm.pegMultiplier);
 }
 exports.calculateReservePrice = calculateReservePrice;
@@ -26,7 +26,7 @@ exports.calculateReservePrice = calculateReservePrice;
  * @return bidPrice : Precision PRICE_PRECISION
  */
 function calculateBidPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, market.totalExchangeFee, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateBidPrice = calculateBidPrice;
@@ -37,7 +37,7 @@ exports.calculateBidPrice = calculateBidPrice;
  * @return askPrice : Precision PRICE_PRECISION
  */
 function calculateAskPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, market.totalExchangeFee, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateAskPrice = calculateAskPrice;
@@ -122,7 +122,7 @@ function calculateNetUserPnl(perpMarket, oraclePriceData) {
         .mul(oraclePriceData.price)
         .div(numericConstants_1.BASE_PRECISION)
         .div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-    const netUserCostBasis = perpMarket.amm.quoteAssetAmount.add(perpMarket.amm.netUnsettledFundingPnl);
+    const netUserCostBasis = perpMarket.quoteAssetAmount.add(perpMarket.netUnsettledFundingPnl);
     const netUserPnl = netUserPositionValue.add(netUserCostBasis);
     return netUserPnl;
 }
@@ -139,7 +139,7 @@ function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData, a
 }
 exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;
 function calculateAvailablePerpLiquidity(market, mmOraclePriceData, dlob, slot) {
-    let [bids, asks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
+    let [bids, asks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.orderStepSize);
     asks = asks.abs();
     for (const bid of dlob.getRestingLimitBids(market.marketIndex, slot, types_1.MarketType.PERP, mmOraclePriceData)) {
         bids = bids.add(bid.order.baseAssetAmount.sub(bid.order.baseAssetAmountFilled));
@@ -172,8 +172,8 @@ function getTriggerPrice(market, oraclePrice, now, useMedianPrice) {
     }
     const lastFillPrice = market.lastFillPrice;
     // Calculate 5-minute basis
-    const markPrice5minTwap = market.amm.lastMarkPriceTwap5Min;
-    const lastOraclePriceTwap5min = market.amm.historicalOracleData.lastOraclePriceTwap5Min;
+    const markPrice5minTwap = market.marketStats.lastMarkPriceTwap5Min;
+    const lastOraclePriceTwap5min = market.marketStats.historicalOracleData.lastOraclePriceTwap5Min;
     const basis5min = markPrice5minTwap.sub(lastOraclePriceTwap5min);
     const oraclePlusBasis5min = oraclePrice.add(basis5min);
     // Calculate funding basis
@@ -193,19 +193,19 @@ exports.getTriggerPrice = getTriggerPrice;
  * Implements the same logic as the Rust get_last_funding_basis function
  */
 function getLastFundingBasis(market, oraclePrice, now) {
-    if (market.amm.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
-        const lastFundingRate = market.amm.lastFundingRate
+    if (market.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
+        const lastFundingRate = market.lastFundingRate
             .mul(numericConstants_1.PRICE_PRECISION)
-            .div(market.amm.lastFundingOracleTwap)
+            .div(market.lastFundingOracleTwap)
             .muln(24);
         const lastFundingRatePreAdj = lastFundingRate.sub(numericConstants_1.FUNDING_RATE_PRECISION.div(new anchor_1.BN(3333)) // FUNDING_RATE_OFFSET_PERCENTAGE
         );
-        const timeLeftUntilFundingUpdate = anchor_1.BN.min(anchor_1.BN.max(now.sub(market.amm.lastFundingRateTs), numericConstants_1.ZERO), market.amm.fundingPeriod);
+        const timeLeftUntilFundingUpdate = anchor_1.BN.min(anchor_1.BN.max(now.sub(market.lastFundingRateTs), numericConstants_1.ZERO), market.marketStats.fundingPeriod);
         const lastFundingBasis = oraclePrice
             .mul(lastFundingRatePreAdj)
             .div(numericConstants_1.PERCENTAGE_PRECISION)
-            .mul(market.amm.fundingPeriod.sub(timeLeftUntilFundingUpdate))
-            .div(market.amm.fundingPeriod)
+            .mul(market.marketStats.fundingPeriod.sub(timeLeftUntilFundingUpdate))
+            .div(market.marketStats.fundingPeriod)
             .div(new anchor_1.BN(1000)); // FUNDING_RATE_BUFFER
         return lastFundingBasis;
     }

package/lib/node/math/oracles.d.ts

@@ -1,17 +1,17 @@
 /// <reference types="bn.js" />
 /// <reference types="node" />
 /// <reference types="node" />
-import { AMM, HistoricalOracleData, OracleGuardRails, OracleSource, OracleValidity, PerpMarketAccount } from '../types';
+import { HistoricalOracleData, MarketStats, OracleGuardRails, OracleSource, OracleValidity, PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { BN } from '../isomorphic/anchor';
 export declare function oraclePriceBands(market: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): [BN, BN];
 export declare function getMaxConfidenceIntervalMultiplier(market: PerpMarketAccount): BN;
 export declare function getOracleValidity(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: BN, oracleStalenessBuffer?: BN): OracleValidity;
 export declare function isOracleValid(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: number): boolean;
-export declare function isOracleTooDivergent(amm: AMM, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails): boolean;
+export declare function isOracleTooDivergent(marketStats: MarketStats, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails): boolean;
 export declare function calculateLiveOracleTwap(histOracleData: HistoricalOracleData, oraclePriceData: OraclePriceData, now: BN, period: BN): BN;
-export declare function calculateLiveOracleStd(amm: AMM, oraclePriceData: OraclePriceData, now: BN): BN;
-export declare function getNewOracleConfPct(amm: AMM, oraclePriceData: OraclePriceData, reservePrice: BN, now: BN): BN;
+export declare function calculateLiveOracleStd(marketStats: MarketStats, oraclePriceData: OraclePriceData, now: BN): BN;
+export declare function getNewOracleConfPct(marketStats: MarketStats, oraclePriceData: OraclePriceData, reservePrice: BN, now: BN): BN;
 export declare function trimVaaSignatures(vaa: Buffer, n?: number): Buffer;
 export declare function getMultipleBetweenOracleSources(firstOracleSource: OracleSource, secondOracleSource: OracleSource): {
     numerator: BN;

package/lib/node/math/oracles.d.ts.map

@@ -1 +1 @@
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package/lib/node/math/oracles.js

@@ -36,8 +36,8 @@ function getMaxConfidenceIntervalMultiplier(market) {
 exports.getMaxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier;
 function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, oracleStalenessBuffer = numericConstants_1.FIVE) {
     const isNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
-    const isTooVolatile = anchor_1.BN.max(oraclePriceData.price, market.amm.historicalOracleData.lastOraclePriceTwap)
-        .div(anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(oraclePriceData.price, market.amm.historicalOracleData.lastOraclePriceTwap)))
+    const isTooVolatile = anchor_1.BN.max(oraclePriceData.price, market.marketStats.historicalOracleData.lastOraclePriceTwap)
+        .div(anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(oraclePriceData.price, market.marketStats.historicalOracleData.lastOraclePriceTwap)))
         .gt(oracleGuardRails.validity.tooVolatileRatio);
     const confPctOfPrice = oraclePriceData.confidence
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
@@ -45,18 +45,18 @@ function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, orac
     const isConfTooLarge = confPctOfPrice.gt(oracleGuardRails.validity.confidenceIntervalMaxSize.mul(getMaxConfidenceIntervalMultiplier(market)));
     const oracleDelay = slot.sub(oraclePriceData.slot).sub(oracleStalenessBuffer);
     let isStaleForAmmImmediate = true;
-    if (market.amm.oracleSlotDelayOverride != 0) {
-        isStaleForAmmImmediate = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.amm.oracleSlotDelayOverride), numericConstants_1.ZERO));
+    if (market.oracleSlotDelayOverride != 0) {
+        isStaleForAmmImmediate = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.oracleSlotDelayOverride), numericConstants_1.ZERO));
     }
     let isStaleForAmmLowRisk = false;
-    if (market.amm.oracleLowRiskSlotDelayOverride != 0) {
-        isStaleForAmmLowRisk = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.amm.oracleLowRiskSlotDelayOverride), numericConstants_1.ZERO));
+    if (market.oracleLowRiskSlotDelayOverride != 0) {
+        isStaleForAmmLowRisk = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.oracleLowRiskSlotDelayOverride), numericConstants_1.ZERO));
     }
     else {
         isStaleForAmmLowRisk = oracleDelay.gt(oracleGuardRails.validity.slotsBeforeStaleForAmm);
     }
     let isStaleForMargin = oracleDelay.gt(new anchor_1.BN(oracleGuardRails.validity.slotsBeforeStaleForMargin));
-    if ((0, types_1.isVariant)(market.amm.oracleSource, 'pythLazerStableCoin')) {
+    if ((0, types_1.isVariant)(market.oracleSource, 'pythLazerStableCoin')) {
         isStaleForMargin = oracleDelay.gt(new anchor_1.BN(oracleGuardRails.validity.slotsBeforeStaleForMargin).muln(3));
     }
     if (isNonPositive) {
@@ -87,12 +87,12 @@ function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, orac
 exports.getOracleValidity = getOracleValidity;
 function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
     // checks if oracle is valid for an AMM only fill
-    const amm = market.amm;
+    const stats = market.marketStats;
     const isOraclePriceNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
     const isOraclePriceTooVolatile = oraclePriceData.price
-        .div(anchor_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
+        .div(anchor_1.BN.max(numericConstants_1.ONE, stats.historicalOracleData.lastOraclePriceTwap))
         .gt(oracleGuardRails.validity.tooVolatileRatio) ||
-        amm.historicalOracleData.lastOraclePriceTwap
+        stats.historicalOracleData.lastOraclePriceTwap
             .div(anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
             .gt(oracleGuardRails.validity.tooVolatileRatio);
     const maxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier(market);
@@ -110,11 +110,11 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
         isConfidenceTooLarge);
 }
 exports.isOracleValid = isOracleValid;
-function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails) {
+function isOracleTooDivergent(marketStats, oraclePriceData, oracleGuardRails) {
     const oracleSpreadPct = oraclePriceData.price
-        .sub(amm.historicalOracleData.lastOraclePriceTwap5Min)
+        .sub(marketStats.historicalOracleData.lastOraclePriceTwap5Min)
         .mul(numericConstants_1.PERCENTAGE_PRECISION)
-        .div(amm.historicalOracleData.lastOraclePriceTwap5Min);
+        .div(marketStats.historicalOracleData.lastOraclePriceTwap5Min);
     const maxDivergence = anchor_1.BN.max(oracleGuardRails.priceDivergence.oracleTwap5MinPercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(2)));
     const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
     return tooDivergent;
@@ -141,23 +141,23 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
     return newOracleTwap;
 }
 exports.calculateLiveOracleTwap = calculateLiveOracleTwap;
-function calculateLiveOracleStd(amm, oraclePriceData, now) {
-    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
-    const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
-    const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
-    const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
+function calculateLiveOracleStd(marketStats, oraclePriceData, now) {
+    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs));
+    const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, marketStats.fundingPeriod.sub(sinceLastUpdate));
+    const liveOracleTwap = calculateLiveOracleTwap(marketStats.historicalOracleData, oraclePriceData, now, marketStats.fundingPeriod);
+    const liveOracleTwap5MIN = calculateLiveOracleTwap(marketStats.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
     const priceDeltaVsTwap = anchor_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
-    const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
+    const oracleStd = priceDeltaVsTwap.add(marketStats.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
     return oracleStd;
 }
 exports.calculateLiveOracleStd = calculateLiveOracleStd;
-function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
+function getNewOracleConfPct(marketStats, oraclePriceData, reservePrice, now) {
     const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
-    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
-    let lowerBoundConfPct = amm.lastOracleConfPct;
+    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs));
+    let lowerBoundConfPct = marketStats.lastOracleConfPct;
     if (sinceLastUpdate.gt(numericConstants_1.ZERO)) {
         const lowerBoundConfDivisor = anchor_1.BN.max(new anchor_1.BN(21).sub(sinceLastUpdate), new anchor_1.BN(5));
-        lowerBoundConfPct = amm.lastOracleConfPct.sub(amm.lastOracleConfPct.div(lowerBoundConfDivisor));
+        lowerBoundConfPct = marketStats.lastOracleConfPct.sub(marketStats.lastOracleConfPct.div(lowerBoundConfDivisor));
     }
     const confIntervalPct = confInterval
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)

package/lib/node/math/orders.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import { User } from '../user';
-import { PerpMarketAccount, AMM, Order, PositionDirection, MarketTypeStr, StateAccount } from '../types';
+import { PerpMarketAccount, AMM, MarketStats, Order, PositionDirection, MarketTypeStr, StateAccount } from '../types';
 import { BN } from '../isomorphic/anchor';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
 export declare function isOrderRiskIncreasing(user: User, order: Order): boolean;
@@ -14,7 +14,7 @@ export declare function hasAuctionPrice(order: Order, slot: number): boolean;
 export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, slot: number, ts: number, state: StateAccount): boolean;
 export declare function isLowRiskForAmm(order: Order, mmOraclePriceData: MMOraclePriceData, isLiquidation?: boolean): boolean;
 export declare function calculateBaseAssetAmountForAmmToFulfill(order: Order, market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, slot: number): BN;
-export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, limitPrice: BN, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, marketStats: MarketStats, orderStepSize: BN, orderTickSize: BN, limitPrice: BN, mmOraclePriceData: MMOraclePriceData): BN;
 export declare function isOrderExpired(order: Order, ts: number, enforceBuffer?: boolean, bufferSeconds?: number): boolean;
 export declare function isMarketOrder(order: Order): boolean;
 export declare function isLimitOrder(order: Order): boolean;

package/lib/node/math/orders.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../src/math/orders.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,SAAS,CAAC;AAC/B,OAAO,EAGN,iBAAiB,EACjB,GAAG,EACH,WAAW,EACX,KAAK,EACL,iBAAiB,EACjB,aAAa,EAEb,YAAY,EACZ,MAAM,UAAU,CAAC;AAQlB,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAatE,wBAAgB,qBAAqB,CAAC,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,GAAG,OAAO,CAoCvE;AAED,wBAAgB,oCAAoC,CACnD,IAAI,EAAE,IAAI,EACV,KAAK,EAAE,KAAK,GACV,OAAO,CA4BT;AAED,wBAAgB,iBAAiB,CAAC,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,GAAG,OAAO,CA0BnE;AAED,wBAAgB,0BAA0B,CACzC,eAAe,EAAE,EAAE,EACnB,QAAQ,EAAE,EAAE,GACV,EAAE,CAGJ;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,EAAE,EACT,QAAQ,EAAE,EAAE,EACZ,SAAS,EAAE,iBAAiB,GAC1B,EAAE,CAgBJ;AAED,wBAAgB,aAAa,CAAC,CAAC,SAAS,aAAa,EACpD,KAAK,EAAE,KAAK,EACZ,eAAe,EAAE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,EACvE,IAAI,EAAE,MAAM,EACZ,aAAa,CAAC,EAAE,EAAE,GAChB,EAAE,GAAG,SAAS,CAUhB;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMjE;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAKnE;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,YAAY,GACjB,OAAO,CAiBT;AAED,wBAAgB,eAAe,CAC9B,KAAK,EAAE,KAAK,EACZ,iBAAiB,EAAE,iBAAiB,EACpC,aAAa,CAAC,EAAE,OAAO,GACrB,OAAO,CAcT;AAED,wBAAgB,uCAAuC,CACtD,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,GACV,EAAE,CAkCJ;AAED,wBAAgB,4CAA4C,CAC3D,KAAK,EAAE,KAAK,EACZ,GAAG,EAAE,GAAG,EACR,WAAW,EAAE,WAAW,EACxB,aAAa,EAAE,EAAE,EACjB,aAAa,EAAE,EAAE,EACjB,UAAU,EAAE,EAAE,EACd,iBAAiB,EAAE,iBAAiB,GAClC,EAAE,CA8BJ;AAYD,wBAAgB,cAAc,CAC7B,KAAK,EAAE,KAAK,EACZ,EAAE,EAAE,MAAM,EACV,aAAa,UAAQ,EACrB,aAAa,SAAK,GAChB,OAAO,CAiBT;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEnD;AAED,wBAAgB,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAElD;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAErD;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAKjD;AAED,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMvE;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAEjE;AAGD,wBAAgB,gBAAgB,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEtD;AAGD,wBAAgB,UAAU,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEhD;AAED,wBAAgB,6BAA6B,CAC5C,KAAK,EAAE,KAAK,EACZ,uBAAuB,EAAE,EAAE,GACzB,EAAE,CAaJ;AAGD;;;;;;;GAOG;AACH,wBAAgB,iCAAiC,CAChD,MAAM,EAAE,EAAE,EACV,SAAS,EAAE,EAAE,EACb,eAAe,EAAE,EAAE,EACnB,MAAM,EAAE,iBAAiB,GACvB,EAAE,GAAG,IAAI,CAqDX"}

package/lib/node/math/orders.js

@@ -101,8 +101,8 @@ function getLimitPrice(order, oraclePriceData, slot, fallbackPrice) {
     if (hasAuctionPrice(order, slot)) {
         return (0, auction_1.getAuctionPrice)(order, slot, oraclePriceData.price);
     }
-    else if (order.oraclePriceOffset !== 0) {
-        return anchor_1.BN.max(oraclePriceData.price.add(new anchor_1.BN(order.oraclePriceOffset)), numericConstants_1.ONE);
+    else if (!order.oraclePriceOffset.eq(numericConstants_1.ZERO)) {
+        return anchor_1.BN.max(oraclePriceData.price.add(order.oraclePriceOffset), numericConstants_1.ONE);
     }
     else if (order.price.eq(numericConstants_1.ZERO)) {
         return fallbackPrice;
@@ -114,7 +114,7 @@ function getLimitPrice(order, oraclePriceData, slot, fallbackPrice) {
 exports.getLimitPrice = getLimitPrice;
 function hasLimitPrice(order, slot) {
     return (order.price.gt(numericConstants_1.ZERO) ||
-        order.oraclePriceOffset != 0 ||
+        !order.oraclePriceOffset.eq(numericConstants_1.ZERO) ||
         !(0, auction_1.isAuctionComplete)(order, slot));
 }
 exports.hasLimitPrice = hasLimitPrice;
@@ -145,23 +145,23 @@ function calculateBaseAssetAmountForAmmToFulfill(order, market, mmOraclePriceDat
     }
     const limitPrice = getLimitPrice(order, mmOraclePriceData, slot);
     let baseAssetAmount;
-    const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
+    const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
     if (limitPrice !== undefined) {
-        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, limitPrice, mmOraclePriceData);
+        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, market.marketStats, market.orderStepSize, market.orderTickSize, limitPrice, mmOraclePriceData);
     }
     else {
         baseAssetAmount = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
     }
-    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(updatedAMM, order.direction);
+    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(updatedAMM, market.orderStepSize, order.direction);
     return anchor_1.BN.min(maxBaseAssetAmount, baseAssetAmount);
 }
 exports.calculateBaseAssetAmountForAmmToFulfill = calculateBaseAssetAmountForAmmToFulfill;
-function calculateBaseAssetAmountToFillUpToLimitPrice(order, amm, limitPrice, mmOraclePriceData) {
+function calculateBaseAssetAmountToFillUpToLimitPrice(order, amm, marketStats, orderStepSize, orderTickSize, limitPrice, mmOraclePriceData) {
     const adjustedLimitPrice = (0, types_1.isVariant)(order.direction, 'long')
-        ? limitPrice.sub(amm.orderTickSize)
-        : limitPrice.add(amm.orderTickSize);
-    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(amm, adjustedLimitPrice, order.direction, mmOraclePriceData);
-    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, amm.orderStepSize);
+        ? limitPrice.sub(orderTickSize)
+        : limitPrice.add(orderTickSize);
+    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(amm, marketStats, adjustedLimitPrice, order.direction, mmOraclePriceData);
+    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, orderStepSize);
     // Check that directions are the same
     const sameDirection = isSameDirection(direction, order.direction);
     if (!sameDirection) {
@@ -285,7 +285,7 @@ function maxSizeForTargetLiabilityWeightBN(target, imfFactor, liabilityWeight, m
         }
     }
     // cap at max OI
-    const maxOpenInterest = market.amm.maxOpenInterest;
+    const maxOpenInterest = market.maxOpenInterest;
     if (lo.gt(maxOpenInterest)) {
         return maxOpenInterest;
     }

package/lib/node/math/position.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAU1C,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EACN,iBAAiB,EACjB,iBAAiB,EACjB,YAAY,EACZ,iBAAiB,EAEjB,MAAM,UAAU,CAAC;AAUlB;;;;;;;GAOG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,iBAAiB,EAAE,iBAAiB,EACpC,SAAS,UAAO,EAChB,UAAU,UAAQ,EAClB,UAAU,CAAC,EAAE,EAAE,GACb,EAAE,CAyDJ;AAED;;;;;;;;GAQG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,WAAW,SAAQ,EACnB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CAwBJ;AAED,wBAAgB,qBAAqB,CACpC,MAAM,EAAE,iBAAiB,EACzB,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,YAAY,EAC1B,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CAyBJ;AAED;;;;;;;GAOG;AACH,wBAAgB,0BAA0B,CACzC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,gBAAgB,UAAO,GACrB,EAAE,CAeJ;AAED;;;;;;;;GAQG;AACH,wBAAgB,4BAA4B,CAC3C,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,GACxB,EAAE,CAoBJ;AAED;;GAEG;AACH,wBAAgB,2BAA2B,CAC1C,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,GACxB,EAAE,CAEJ;AAED,wBAAgB,mBAAmB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAQnE;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAMzE;AAED;;;;GAIG;AACH,wBAAgB,uBAAuB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUtE;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE;AAED;;;;GAIG;AACH,wBAAgB,kBAAkB,CACjC,YAAY,EAAE,YAAY,EAC1B,iBAAiB,UAAQ,GACvB,EAAE,CAWJ;AAED,wBAAgB,oBAAoB,CACnC,YAAY,EAAE,YAAY,GACxB,iBAAiB,CAInB;AAED,wBAAgB,wBAAwB,CACvC,YAAY,EAAE,YAAY,GACxB,iBAAiB,CAInB;AAED,wBAAgB,eAAe,CAAC,YAAY,EAAE,YAAY,GAAG,OAAO,CAEnE;AAED,wBAAgB,aAAa,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAM7D"}

package/lib/node/math/position.js

@@ -23,7 +23,7 @@ function calculateBaseAssetValue(market, userPosition, mmOraclePriceData, useSpr
     let prepegAmm;
     if (!skipUpdate) {
         if (market.amm.baseSpread > 0 && useSpread) {
-            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, mmOraclePriceData, latestSlot);
+            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, market.totalExchangeFee, directionToClose, mmOraclePriceData, latestSlot);
             prepegAmm = {
                 baseAssetReserve,
                 quoteAssetReserve,
@@ -32,7 +32,7 @@ function calculateBaseAssetValue(market, userPosition, mmOraclePriceData, useSpr
             };
         }
         else {
-            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
+            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
         }
     }
     else {
@@ -124,10 +124,10 @@ function calculateUnsettledFundingPnl(market, perpPosition) {
     }
     let ammCumulativeFundingRate;
     if (perpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+        ammCumulativeFundingRate = market.cumulativeFundingRateLong;
     }
     else {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
+        ammCumulativeFundingRate = market.cumulativeFundingRateShort;
     }
     const perPositionFundingRate = ammCumulativeFundingRate
         .sub(perpPosition.lastCumulativeFundingRate)

package/lib/node/math/superStake.d.ts

@@ -29,13 +29,11 @@ export type BSOL_EMISSIONS_API_RESPONSE = {
 };
 export declare function fetchBSolMetrics(): Promise<any>;
 export declare function fetchBSolVelocityEmissions(): Promise<any>;
-/** @deprecated Use `fetchBSolVelocityEmissions` instead. `fetchBSolDriftEmissions` will be removed in a future major. */
-export declare const fetchBSolDriftEmissions: typeof fetchBSolVelocityEmissions;
-export declare function findBestSuperStakeIxs({ marketIndex, amount, jupiterClient, driftClient, userAccountPublicKey, price, forceMarinade, onlyDirectRoutes, jupiterQuote, }: {
+export declare function findBestSuperStakeIxs({ marketIndex, amount, jupiterClient, velocityClient, userAccountPublicKey, price, forceMarinade, onlyDirectRoutes, jupiterQuote, }: {
     marketIndex: number;
     amount: BN;
     jupiterClient: JupiterClient;
-    driftClient: VelocityClient;
+    velocityClient: VelocityClient;
     price?: number;
     userAccountPublicKey?: PublicKey;
     forceMarinade?: boolean;
@@ -47,10 +45,10 @@ export declare function findBestSuperStakeIxs({ marketIndex, amount, jupiterClie
     method: 'jupiter' | 'marinade';
     price?: number;
 }>;
-export declare function findBestMSolSuperStakeIxs({ amount, jupiterClient, driftClient, userAccountPublicKey, price, forceMarinade, onlyDirectRoutes, jupiterQuote, }: {
+export declare function findBestMSolSuperStakeIxs({ amount, jupiterClient, velocityClient, userAccountPublicKey, price, forceMarinade, onlyDirectRoutes, jupiterQuote, }: {
     amount: BN;
     jupiterClient: JupiterClient;
-    driftClient: VelocityClient;
+    velocityClient: VelocityClient;
     price?: number;
     userAccountPublicKey?: PublicKey;
     forceMarinade?: boolean;
@@ -62,10 +60,10 @@ export declare function findBestMSolSuperStakeIxs({ amount, jupiterClient, drift
     method: 'jupiter' | 'marinade';
     price: number;
 }>;
-export declare function findBestJitoSolSuperStakeIxs({ amount, jupiterClient, driftClient, userAccountPublicKey, onlyDirectRoutes, jupiterQuote, }: {
+export declare function findBestJitoSolSuperStakeIxs({ amount, jupiterClient, velocityClient, userAccountPublicKey, onlyDirectRoutes, jupiterQuote, }: {
     amount: BN;
     jupiterClient: JupiterClient;
-    driftClient: VelocityClient;
+    velocityClient: VelocityClient;
     userAccountPublicKey?: PublicKey;
     onlyDirectRoutes?: boolean;
     jupiterQuote?: QuoteResponse;
@@ -80,12 +78,12 @@ export declare function findBestJitoSolSuperStakeIxs({ amount, jupiterClient, dr
  *
  * Without doing any extra steps like checking if you can get a better rate by staking directly with that LST platform
  */
-export declare function findBestLstSuperStakeIxs({ amount, jupiterClient, driftClient, userAccountPublicKey, onlyDirectRoutes, lstMarketIndex, jupiterQuote, }: {
+export declare function findBestLstSuperStakeIxs({ amount, jupiterClient, velocityClient, userAccountPublicKey, onlyDirectRoutes, lstMarketIndex, jupiterQuote, }: {
     amount: BN;
     lstMint: PublicKey;
     lstMarketIndex: number;
     jupiterClient: JupiterClient;
-    driftClient: VelocityClient;
+    velocityClient: VelocityClient;
     userAccountPublicKey?: PublicKey;
     onlyDirectRoutes?: boolean;
     jupiterQuote?: QuoteResponse;

package/lib/node/math/superStake.d.ts.map

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