@velocity-exchange/sdk 0.0.3 → 0.1.0

package/src/idl/{drift.ts → velocity.ts}

@@ -2,12 +2,12 @@
  * Program IDL in camelCase format in order to be used in JS/TS.
  *
  * Note that this is only a type helper and is not the actual IDL. The original
- * IDL can be found at `target/idl/drift.json`.
+ * IDL can be found at `target/idl/velocity.json`.
  */
-export type Drift = {
+export type Velocity = {
   "address": "vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P",
   "metadata": {
-    "name": "drift",
+    "name": "velocity",
     "version": "2.162.0",
     "spec": "0.1.0",
     "description": "Created with Anchor"
@@ -256,7 +256,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "userTokenAccount",
@@ -543,7 +543,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": [
@@ -668,7 +668,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -940,7 +940,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -1540,7 +1540,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "tokenProgram"
@@ -1964,7 +1964,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": [
@@ -2093,7 +2093,7 @@ export type Drift = {
           "writable": true
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "quoteSpotMarket",
@@ -2456,7 +2456,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -2720,7 +2720,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -2879,7 +2879,7 @@ export type Drift = {
           "signer": true
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": []
@@ -2890,11 +2890,11 @@ export type Drift = {
         "Devnet-only escape hatch: cleans up accounts stranded by a layout-breaking",
         "program upgrade (or by a partial re-init). For each account passed via",
         "`remaining_accounts`:",
-        "- drift-owned PDA → drain lamports (runtime GCs at end of tx)",
-        "- token-program owned vault (drift_signer close-authority) → CPI",
+        "- velocity-owned PDA → drain lamports (runtime GCs at end of tx)",
+        "- token-program owned vault (velocity_signer close-authority) → CPI",
         "`close_account`, rent refunded to admin",
         "Admin gate reads State's first pubkey field at raw offset 8..40 so it",
-        "works regardless of the State layout currently on chain. `drift_signer_nonce`",
+        "works regardless of the State layout currently on chain. `velocity_signer_nonce`",
         "must match `State.signer_nonce`; mismatch fails the token CPI signature.",
         "Stripped from mainnet builds via `mainnet-beta`."
       ],
@@ -2921,7 +2921,7 @@ export type Drift = {
           ]
         },
         {
-          "name": "driftSigner",
+          "name": "velocitySigner",
           "docs": [
             "at CPI time when closing token vaults; ignored otherwise."
           ]
@@ -2932,7 +2932,7 @@ export type Drift = {
       ],
       "args": [
         {
-          "name": "driftSignerNonce",
+          "name": "velocitySignerNonce",
           "type": "u8"
         }
       ]
@@ -2963,11 +2963,14 @@ export type Drift = {
               {
                 "kind": "const",
                 "value": [
-                  100,
-                  114,
+                  118,
+                  101,
+                  108,
+                  111,
+                  99,
                   105,
-                  102,
                   116,
+                  121,
                   95,
                   115,
                   116,
@@ -2983,7 +2986,7 @@ export type Drift = {
           "name": "quoteAssetMint"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "rent",
@@ -4558,7 +4561,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "state",
@@ -5059,17 +5062,9 @@ export type Drift = {
           "name": "liquidator",
           "writable": true
         },
-        {
-          "name": "liquidatorStats",
-          "writable": true
-        },
         {
           "name": "user",
           "writable": true
-        },
-        {
-          "name": "userStats",
-          "writable": true
         }
       ],
       "args": [
@@ -5117,18 +5112,10 @@ export type Drift = {
           "name": "liquidator",
           "writable": true
         },
-        {
-          "name": "liquidatorStats",
-          "writable": true
-        },
         {
           "name": "user",
           "writable": true
         },
-        {
-          "name": "userStats",
-          "writable": true
-        },
         {
           "name": "liabilitySpotMarketVault",
           "writable": true,
@@ -5209,7 +5196,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -5258,18 +5245,10 @@ export type Drift = {
           "name": "liquidator",
           "writable": true
         },
-        {
-          "name": "liquidatorStats",
-          "writable": true
-        },
         {
           "name": "user",
           "writable": true
         },
-        {
-          "name": "userStats",
-          "writable": true
-        },
         {
           "name": "liabilitySpotMarketVault",
           "writable": true,
@@ -5350,7 +5329,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "instructions",
@@ -5582,7 +5561,7 @@ export type Drift = {
           "name": "state"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "lpPool",
@@ -6881,7 +6860,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "userTokenAccount",
@@ -7306,7 +7285,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "tokenProgram"
@@ -7415,7 +7394,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "tokenProgram"
@@ -7540,7 +7519,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "tokenProgram"
@@ -7909,7 +7888,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": []
@@ -8061,7 +8040,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "insuranceFundVault",
@@ -8231,6 +8210,86 @@ export type Drift = {
         }
       ]
     },
+    {
+      "name": "transferDepositByDelegate",
+      "discriminator": [
+        141,
+        171,
+        241,
+        161,
+        17,
+        31,
+        135,
+        29
+      ],
+      "accounts": [
+        {
+          "name": "fromUser",
+          "writable": true
+        },
+        {
+          "name": "toUser",
+          "writable": true
+        },
+        {
+          "name": "userStats"
+        },
+        {
+          "name": "delegate",
+          "signer": true,
+          "relations": [
+            "fromUser",
+            "toUser"
+          ]
+        },
+        {
+          "name": "state"
+        },
+        {
+          "name": "spotMarketVault",
+          "pda": {
+            "seeds": [
+              {
+                "kind": "const",
+                "value": [
+                  115,
+                  112,
+                  111,
+                  116,
+                  95,
+                  109,
+                  97,
+                  114,
+                  107,
+                  101,
+                  116,
+                  95,
+                  118,
+                  97,
+                  117,
+                  108,
+                  116
+                ]
+              },
+              {
+                "kind": "arg",
+                "path": "marketIndex"
+              }
+            ]
+          }
+        }
+      ],
+      "args": [
+        {
+          "name": "marketIndex",
+          "type": "u16"
+        },
+        {
+          "name": "amount",
+          "type": "u64"
+        }
+      ]
+    },
     {
       "name": "transferFeeAndPnlPool",
       "discriminator": [
@@ -8640,7 +8699,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": [
@@ -8774,7 +8833,7 @@ export type Drift = {
           "name": "tokenProgram"
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         }
       ],
       "args": [
@@ -12625,6 +12684,61 @@ export type Drift = {
         }
       ]
     },
+    {
+      "name": "updateUserAllowDelegateTransfer",
+      "discriminator": [
+        235,
+        106,
+        172,
+        39,
+        223,
+        238,
+        167,
+        204
+      ],
+      "accounts": [
+        {
+          "name": "userStats",
+          "writable": true,
+          "pda": {
+            "seeds": [
+              {
+                "kind": "const",
+                "value": [
+                  117,
+                  115,
+                  101,
+                  114,
+                  95,
+                  115,
+                  116,
+                  97,
+                  116,
+                  115
+                ]
+              },
+              {
+                "kind": "account",
+                "path": "authority"
+              }
+            ]
+          }
+        },
+        {
+          "name": "authority",
+          "signer": true,
+          "relations": [
+            "userStats"
+          ]
+        }
+      ],
+      "args": [
+        {
+          "name": "allowDelegateTransfer",
+          "type": "bool"
+        }
+      ]
+    },
     {
       "name": "updateUserCustomMarginRatio",
       "discriminator": [
@@ -13478,7 +13592,7 @@ export type Drift = {
       ],
       "accounts": [
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "state"
@@ -13662,7 +13776,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "userTokenAccount",
@@ -13754,7 +13868,7 @@ export type Drift = {
           }
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "userTokenAccount",
@@ -13801,7 +13915,7 @@ export type Drift = {
           "signer": true
         },
         {
-          "name": "driftSigner"
+          "name": "velocitySigner"
         },
         {
           "name": "constituent",
@@ -14141,16 +14255,16 @@ export type Drift = {
       ]
     },
     {
-      "name": "curveRecord",
+      "name": "ammCurveChanged",
       "discriminator": [
-        101,
-        238,
-        40,
-        228,
-        70,
-        46,
-        61,
-        117
+        116,
+        12,
+        114,
+        18,
+        175,
+        31,
+        153,
+        5
       ]
     },
     {
@@ -15840,7 +15954,7 @@ export type Drift = {
     {
       "code": 6274,
       "name": "oracleWrongWriteAuthority",
-      "msg": "Oracle post update atomic price feed account must be drift program"
+      "msg": "Oracle post update atomic price feed account must be velocity program"
     },
     {
       "code": 6275,
@@ -16238,24 +16352,6 @@ export type Drift = {
       "type": {
         "kind": "struct",
         "fields": [
-          {
-            "name": "oracle",
-            "docs": [
-              "oracle price data public key"
-            ],
-            "type": "pubkey"
-          },
-          {
-            "name": "historicalOracleData",
-            "docs": [
-              "stores historically witnessed oracle data"
-            ],
-            "type": {
-              "defined": {
-                "name": "historicalOracleData"
-              }
-            }
-          },
           {
             "name": "feePool",
             "docs": [
@@ -16311,7 +16407,7 @@ export type Drift = {
           {
             "name": "sqrtK",
             "docs": [
-              "`sqrt(k)` in constant product mm formula (x * y = k). stored to avoid drift caused by integer math issues",
+              "`sqrt(k)` in constant product mm formula (x * y = k). stored to avoid velocity caused by integer math issues",
               "precision: AMM_RESERVE_PRECISION"
             ],
             "type": "u128"
@@ -16332,22 +16428,6 @@ export type Drift = {
             ],
             "type": "u128"
           },
-          {
-            "name": "baseAssetAmountLong",
-            "docs": [
-              "always non-negative. tracks number of total longs in market (regardless of counterparty)",
-              "precision: BASE_PRECISION"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "baseAssetAmountShort",
-            "docs": [
-              "always non-positive. tracks number of total shorts in market (regardless of counterparty)",
-              "precision: BASE_PRECISION"
-            ],
-            "type": "i128"
-          },
           {
             "name": "baseAssetAmountWithAmm",
             "docs": [
@@ -16357,232 +16437,71 @@ export type Drift = {
             "type": "i128"
           },
           {
-            "name": "maxOpenInterest",
+            "name": "totalFee",
             "docs": [
-              "max allowed open interest, blocks trades that breach this value",
-              "precision: BASE_PRECISION"
+              "total fees collected by this perp market",
+              "precision: QUOTE_PRECISION"
             ],
-            "type": "u128"
+            "type": "i128"
           },
           {
-            "name": "quoteAssetAmount",
+            "name": "totalMmFee",
             "docs": [
-              "sum of all user's perp quote_asset_amount in market",
+              "total fees collected by the vAMM's bid/ask spread",
               "precision: QUOTE_PRECISION"
             ],
             "type": "i128"
           },
           {
-            "name": "quoteEntryAmountLong",
+            "name": "totalFeeMinusDistributions",
             "docs": [
-              "sum of all long user's quote_entry_amount in market",
+              "total fees minus any recognized upnl and pool withdraws",
               "precision: QUOTE_PRECISION"
             ],
             "type": "i128"
           },
           {
-            "name": "quoteEntryAmountShort",
+            "name": "totalFeeWithdrawn",
             "docs": [
-              "sum of all short user's quote_entry_amount in market",
+              "sum of all fees from fee pool withdrawn to revenue pool",
               "precision: QUOTE_PRECISION"
             ],
-            "type": "i128"
+            "type": "u128"
           },
           {
-            "name": "quoteBreakEvenAmountLong",
+            "name": "askBaseAssetReserve",
             "docs": [
-              "sum of all long user's quote_break_even_amount in market",
-              "precision: QUOTE_PRECISION"
+              "Cached spread-adjusted reserves for the ask (long-take) side, derived",
+              "from `long_spread` + `reference_price_offset`. Refreshed by",
+              "[`crate::vlp::amm::math::spread::update_amm_quote_state`] on every AMM crank",
+              "/ fill `setup`; quote/fill paths read these directly instead of",
+              "recomputing per quote. Also surfaced to dashboards/tracking.",
+              "precision: AMM_RESERVE_PRECISION"
             ],
-            "type": "i128"
+            "type": "u128"
           },
           {
-            "name": "quoteBreakEvenAmountShort",
+            "name": "askQuoteAssetReserve",
             "docs": [
-              "sum of all short user's quote_break_even_amount in market",
-              "precision: QUOTE_PRECISION"
+              "precision: AMM_RESERVE_PRECISION"
             ],
-            "type": "i128"
+            "type": "u128"
           },
           {
-            "name": "lastFundingRate",
+            "name": "bidBaseAssetReserve",
             "docs": [
-              "last funding rate in this perp market (unit is quote per base)",
-              "precision: FUNDING_RATE_PRECISION"
+              "Cached spread-adjusted reserves for the bid (short-take) side.",
+              "precision: AMM_RESERVE_PRECISION"
             ],
-            "type": "i64"
+            "type": "u128"
           },
           {
-            "name": "lastFundingRateLong",
+            "name": "bidQuoteAssetReserve",
             "docs": [
-              "last funding rate for longs in this perp market (unit is quote per base)",
-              "precision: FUNDING_RATE_PRECISION"
-            ],
-            "type": "i64"
-          },
-          {
-            "name": "lastFundingRateShort",
-            "docs": [
-              "last funding rate for shorts in this perp market (unit is quote per base)",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i64"
-          },
-          {
-            "name": "last24hAvgFundingRate",
-            "docs": [
-              "estimate of last 24h of funding rate perp market (unit is quote per base)",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i64"
-          },
-          {
-            "name": "totalFee",
-            "docs": [
-              "total fees collected by this perp market",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "totalMmFee",
-            "docs": [
-              "total fees collected by the vAMM's bid/ask spread",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "totalExchangeFee",
-            "docs": [
-              "total fees collected by exchange fee schedule",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "totalFeeMinusDistributions",
-            "docs": [
-              "total fees minus any recognized upnl and pool withdraws",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "totalFeeWithdrawn",
-            "docs": [
-              "sum of all fees from fee pool withdrawn to revenue pool",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "totalLiquidationFee",
-            "docs": [
-              "all fees collected by market for liquidations",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "cumulativeFundingRateLong",
-            "docs": [
-              "accumulated funding rate for longs since inception in market"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "cumulativeFundingRateShort",
-            "docs": [
-              "accumulated funding rate for shorts since inception in market"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "totalSocialLoss",
-            "docs": [
-              "accumulated social loss paid by users since inception in market"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "askBaseAssetReserve",
-            "docs": [
-              "transformed base_asset_reserve for users going long",
               "precision: AMM_RESERVE_PRECISION"
             ],
             "type": "u128"
           },
-          {
-            "name": "askQuoteAssetReserve",
-            "docs": [
-              "transformed quote_asset_reserve for users going long",
-              "precision: AMM_RESERVE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "bidBaseAssetReserve",
-            "docs": [
-              "transformed base_asset_reserve for users going short",
-              "precision: AMM_RESERVE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "bidQuoteAssetReserve",
-            "docs": [
-              "transformed quote_asset_reserve for users going short",
-              "precision: AMM_RESERVE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "lastOracleNormalisedPrice",
-            "docs": [
-              "the last seen oracle price partially shrunk toward the amm reserve price",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "i64"
-          },
-          {
-            "name": "lastOracleReservePriceSpreadPct",
-            "docs": [
-              "the gap between the oracle price and the reserve price = y * peg_multiplier / x"
-            ],
-            "type": "i64"
-          },
-          {
-            "name": "lastBidPriceTwap",
-            "docs": [
-              "average estimate of bid price over funding_period",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "lastAskPriceTwap",
-            "docs": [
-              "average estimate of ask price over funding_period",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "lastMarkPriceTwap",
-            "docs": [
-              "average estimate of (bid+ask)/2 price over funding_period",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "lastMarkPriceTwap5min",
-            "docs": [
-              "average estimate of (bid+ask)/2 price over FIVE_MINUTES"
-            ],
-            "type": "u64"
-          },
           {
             "name": "lastUpdateSlot",
             "docs": [
@@ -16590,14 +16509,6 @@ export type Drift = {
             ],
             "type": "u64"
           },
-          {
-            "name": "lastOracleConfPct",
-            "docs": [
-              "the pct size of the oracle confidence interval",
-              "precision: PERCENTAGE_PRECISION"
-            ],
-            "type": "u64"
-          },
           {
             "name": "netRevenueSinceLastFunding",
             "docs": [
@@ -16607,103 +16518,44 @@ export type Drift = {
             "type": "i64"
           },
           {
-            "name": "lastFundingRateTs",
+            "name": "lastCumulativeFundingRateLong",
             "docs": [
-              "the last funding rate update unix_timestamp"
+              "AMM's last-seen cumulative funding rates. Mirrors",
+              "`PerpPosition::last_cumulative_funding_rate` on user positions —",
+              "the AMM settles its own funding payment from",
+              "`(market.cumulative_funding_rate_* − own_last) ×",
+              "counterparty_position`, same math shape user positions use. The",
+              "AMM is the counterparty for the net imbalance, so the relevant",
+              "cum rate is the LONG one when the AMM is net long",
+              "(base_asset_amount_with_amm < 0, i.e. users net short) and the",
+              "SHORT one when the AMM is net short."
             ],
             "type": "i64"
           },
           {
-            "name": "fundingPeriod",
-            "docs": [
-              "the peridocity of the funding rate updates"
-            ],
+            "name": "lastCumulativeFundingRateShort",
             "type": "i64"
           },
           {
-            "name": "orderStepSize",
-            "docs": [
-              "the base step size (increment) of orders",
-              "precision: BASE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "orderTickSize",
-            "docs": [
-              "the price tick size of orders",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "minOrderSize",
-            "docs": [
-              "the minimum base size of an order",
-              "precision: BASE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "mmOracleSlot",
-            "docs": [
-              "the max base size a single user can have",
-              "precision: BASE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "volume24h",
-            "docs": [
-              "estimated total of volume in market",
-              "QUOTE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "longIntensityVolume",
-            "docs": [
-              "the volume intensity of long fills against AMM"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "shortIntensityVolume",
-            "docs": [
-              "the volume intensity of short fills against AMM"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "lastTradeTs",
+            "name": "lastOracleReservePriceSpreadPct",
             "docs": [
-              "the blockchain unix timestamp at the time of the last trade"
+              "Cached oracle-vs-reserve price spread (signed, BID_ASK_SPREAD_PRECISION),",
+              "the spread input that seeds `calculate_spread`. Refreshed alongside the",
+              "other cached spread fields by `update_amm_quote_state`."
             ],
             "type": "i64"
           },
           {
-            "name": "markStd",
+            "name": "lastSpreadUpdateSlot",
             "docs": [
-              "estimate of standard deviation of the fill (mark) prices",
-              "precision: PRICE_PRECISION"
+              "Blockchain slot at which the cached spread state (`long_spread`,",
+              "`short_spread`, `reference_price_offset`, the ask/bid reserves, and",
+              "`last_oracle_reserve_price_spread_pct`) was last refreshed. Lets",
+              "quote paths skip recompute within a slot and lets dashboards reason",
+              "about cache staleness independently of `last_update_slot`."
             ],
             "type": "u64"
           },
-          {
-            "name": "oracleStd",
-            "docs": [
-              "estimate of standard deviation of the oracle price at each update",
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "lastMarkPriceTwapTs",
-            "docs": [
-              "the last unix_timestamp the mark twap was updated"
-            ],
-            "type": "i64"
-          },
           {
             "name": "baseSpread",
             "docs": [
@@ -16721,23 +16573,26 @@ export type Drift = {
           {
             "name": "longSpread",
             "docs": [
-              "the spread for asks vs the reserve price"
+              "Cached spread applied to the ask (long-take) side, in",
+              "BID_ASK_SPREAD_PRECISION. Refreshed by `update_amm_quote_state`."
             ],
             "type": "u32"
           },
           {
             "name": "shortSpread",
             "docs": [
-              "the spread for bids vs the reserve price"
+              "Cached spread applied to the bid (short-take) side, in",
+              "BID_ASK_SPREAD_PRECISION. Refreshed by `update_amm_quote_state`."
             ],
             "type": "u32"
           },
           {
-            "name": "mmOraclePrice",
+            "name": "referencePriceOffset",
             "docs": [
-              "MM oracle price"
+              "Cached reference-price offset (signed, PRICE_PRECISION) applied to both",
+              "sides' quotes. Refreshed by `update_amm_quote_state`."
             ],
-            "type": "i64"
+            "type": "i32"
           },
           {
             "name": "maxFillReserveFraction",
@@ -16768,32 +16623,6 @@ export type Drift = {
             ],
             "type": "u8"
           },
-          {
-            "name": "oracleSource",
-            "docs": [
-              "the oracle provider information. used to decode/scale the oracle public key"
-            ],
-            "type": {
-              "defined": {
-                "name": "oracleSource"
-              }
-            }
-          },
-          {
-            "name": "lastOracleValid",
-            "docs": [
-              "tracks whether the oracle was considered valid at the last AMM update"
-            ],
-            "type": "bool"
-          },
-          {
-            "name": "oracleLowRiskSlotDelayOverride",
-            "docs": [
-              "the override for the state.min_perp_auction_duration",
-              "0 is no override, -1 is disable speed bump, 1-100 is literal speed bump"
-            ],
-            "type": "i8"
-          },
           {
             "name": "ammSpreadAdjustment",
             "docs": [
@@ -16801,34 +16630,6 @@ export type Drift = {
             ],
             "type": "i8"
           },
-          {
-            "name": "oracleSlotDelayOverride",
-            "type": "i8"
-          },
-          {
-            "name": "paddingPreMmOracleSequence",
-            "docs": [
-              "alignment padding for the following u64 (Rust would otherwise insert 5 implicit bytes here)"
-            ],
-            "type": {
-              "array": [
-                "u8",
-                5
-              ]
-            }
-          },
-          {
-            "name": "mmOracleSequenceId",
-            "type": "u64"
-          },
-          {
-            "name": "netUnsettledFundingPnl",
-            "type": "i64"
-          },
-          {
-            "name": "referencePriceOffset",
-            "type": "i32"
-          },
           {
             "name": "ammInventorySpreadAdjustment",
             "docs": [
@@ -16841,27 +16642,11 @@ export type Drift = {
             "type": "u8"
           },
           {
-            "name": "paddingPreLastFunding",
-            "type": {
-              "array": [
-                "u8",
-                2
-              ]
-            }
-          },
-          {
-            "name": "lastFundingOracleTwap",
-            "type": "i64"
-          },
-          {
-            "name": "paddingTrailing",
-            "docs": [
-              "trailing alignment padding (struct alignment is 16 due to u128 fields)"
-            ],
+            "name": "paddingPostAmm",
             "type": {
               "array": [
                 "u8",
-                8
+                3
               ]
             }
           }
@@ -17038,6 +16823,84 @@ export type Drift = {
         ]
       }
     },
+    {
+      "name": "ammCurveChanged",
+      "docs": [
+        "AMM-side curve change: peg / reserves / sqrt_k moved, and the AMM",
+        "debited the adjustment cost from its books. Emitted by the AMM itself",
+        "(from `on_market_event(FundingUpdated)`'s k-update branch, from",
+        "`snap_to_oracle`, and from the admin `repeg` ix). PerpMarket-side",
+        "state at the time of the change (`base_asset_amount_long/short`,",
+        "`number_of_users`) lives on a separate `FundingRateRecord` or can be",
+        "queried by consumers correlating on `(ts, market_index)`."
+      ],
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "ts",
+            "type": "i64"
+          },
+          {
+            "name": "marketIndex",
+            "type": "u16"
+          },
+          {
+            "name": "pegMultiplierBefore",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKBefore",
+            "type": "u128"
+          },
+          {
+            "name": "pegMultiplierAfter",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKAfter",
+            "type": "u128"
+          },
+          {
+            "name": "adjustmentCost",
+            "docs": [
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "totalFeeMinusDistributionsAfter",
+            "docs": [
+              "precision: QUOTE_PRECISION — AMM's TFMD after the change."
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "oraclePrice",
+            "docs": [
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "i64"
+          }
+        ]
+      }
+    },
     {
       "name": "assetTier",
       "type": {
@@ -17601,145 +17464,36 @@ export type Drift = {
             "name": "a"
           },
           {
-            "name": "b"
-          },
-          {
-            "name": "c"
-          },
-          {
-            "name": "speculative"
-          },
-          {
-            "name": "highlySpeculative"
-          },
-          {
-            "name": "isolated"
-          }
-        ]
-      }
-    },
-    {
-      "name": "contractType",
-      "type": {
-        "kind": "enum",
-        "variants": [
-          {
-            "name": "perpetual"
-          },
-          {
-            "name": "deprecatedFuture"
-          },
-          {
-            "name": "deprecatedPrediction"
-          }
-        ]
-      }
-    },
-    {
-      "name": "curveRecord",
-      "type": {
-        "kind": "struct",
-        "fields": [
-          {
-            "name": "ts",
-            "type": "i64"
-          },
-          {
-            "name": "recordId",
-            "type": "u64"
-          },
-          {
-            "name": "pegMultiplierBefore",
-            "type": "u128"
-          },
-          {
-            "name": "baseAssetReserveBefore",
-            "type": "u128"
-          },
-          {
-            "name": "quoteAssetReserveBefore",
-            "type": "u128"
-          },
-          {
-            "name": "sqrtKBefore",
-            "type": "u128"
-          },
-          {
-            "name": "pegMultiplierAfter",
-            "type": "u128"
-          },
-          {
-            "name": "baseAssetReserveAfter",
-            "type": "u128"
-          },
-          {
-            "name": "quoteAssetReserveAfter",
-            "type": "u128"
-          },
-          {
-            "name": "sqrtKAfter",
-            "type": "u128"
-          },
-          {
-            "name": "baseAssetAmountLong",
-            "docs": [
-              "precision: BASE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "baseAssetAmountShort",
-            "docs": [
-              "precision: BASE_PRECISION"
-            ],
-            "type": "u128"
-          },
-          {
-            "name": "baseAssetAmountWithAmm",
-            "docs": [
-              "precision: BASE_PRECISION"
-            ],
-            "type": "i128"
-          },
-          {
-            "name": "totalFee",
-            "docs": [
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
+            "name": "b"
           },
           {
-            "name": "totalFeeMinusDistributions",
-            "docs": [
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
+            "name": "c"
           },
           {
-            "name": "adjustmentCost",
-            "docs": [
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "i128"
+            "name": "speculative"
           },
           {
-            "name": "oraclePrice",
-            "docs": [
-              "precision: PRICE_PRECISION"
-            ],
-            "type": "i64"
+            "name": "highlySpeculative"
           },
           {
-            "name": "fillRecord",
-            "type": "u128"
+            "name": "isolated"
+          }
+        ]
+      }
+    },
+    {
+      "name": "contractType",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "perpetual"
           },
           {
-            "name": "numberOfUsers",
-            "type": "u32"
+            "name": "deprecatedFuture"
           },
           {
-            "name": "marketIndex",
-            "type": "u16"
+            "name": "deprecatedPrediction"
           }
         ]
       }
@@ -17972,11 +17726,16 @@ export type Drift = {
             }
           },
           {
-            "name": "referrerRewardEpochUpperBound",
+            "name": "flatFillerFee",
             "type": "u64"
           },
           {
-            "name": "flatFillerFee",
+            "name": "padding",
+            "docs": [
+              "Reserved padding. Kept so `size_of::<FeeStructure>()` stays a multiple of 16",
+              "(OrderFillerRewardStructure's u128 forces 16-byte alignment on host x86_64);",
+              "removing it would diverge host vs. SBF layout."
+            ],
             "type": "u64"
           }
         ]
@@ -18151,18 +17910,74 @@ export type Drift = {
             "type": "u64"
           },
           {
-            "name": "periodRevenue",
+            "name": "baseAssetAmountWithAmm",
             "docs": [
-              "precision: QUOTE_PRECISION"
+              "precision: BASE_PRECISION"
             ],
-            "type": "i64"
+            "type": "i128"
+          }
+        ]
+      }
+    },
+    {
+      "name": "hedgeConfig",
+      "docs": [
+        "Per-market configuration of a perp market's relationship to its hedge (LP)",
+        "pool: which pool it routes to, whether hedging is enabled, which hedge",
+        "operations are paused, and the fee-routing scalars. Admin-set; never mutated",
+        "per fill. Embedded at the tail of `PerpMarket` next to `amm` so the whole VLP",
+        "region is contiguous."
+      ],
+      "serialization": "bytemuckunsafe",
+      "repr": {
+        "kind": "c"
+      },
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "poolId",
+            "docs": [
+              "The LP pool this market hedges into (`LPPool.pool_id`)."
+            ],
+            "type": "u8"
           },
           {
-            "name": "baseAssetAmountWithAmm",
+            "name": "status",
             "docs": [
-              "precision: BASE_PRECISION"
+              "Hedging enabled for this market; 0 disables it."
             ],
-            "type": "i128"
+            "type": "u8"
+          },
+          {
+            "name": "pausedOperations",
+            "docs": [
+              "Bitflags of paused `ConstituentLpOperation`s."
+            ],
+            "type": "u8"
+          },
+          {
+            "name": "exchangeFeeExclusionScalar",
+            "docs": [
+              "Scalar excluding a share of exchange fees from hedge routing."
+            ],
+            "type": "u8"
+          },
+          {
+            "name": "feeTransferScalar",
+            "docs": [
+              "Scalar for the share of fees transferred to the hedge pool."
+            ],
+            "type": "u8"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u8",
+                11
+              ]
+            }
           }
         ]
       }
@@ -19569,101 +19384,322 @@ export type Drift = {
             }
           },
           {
-            "name": "liquidatePerpPnlForDeposit",
-            "type": {
-              "defined": {
-                "name": "liquidatePerpPnlForDepositRecord"
-              }
-            }
+            "name": "liquidatePerpPnlForDeposit",
+            "type": {
+              "defined": {
+                "name": "liquidatePerpPnlForDepositRecord"
+              }
+            }
+          },
+          {
+            "name": "perpBankruptcy",
+            "type": {
+              "defined": {
+                "name": "perpBankruptcyRecord"
+              }
+            }
+          },
+          {
+            "name": "spotBankruptcy",
+            "type": {
+              "defined": {
+                "name": "spotBankruptcyRecord"
+              }
+            }
+          },
+          {
+            "name": "bitFlags",
+            "type": "u8"
+          }
+        ]
+      }
+    },
+    {
+      "name": "liquidationType",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "liquidatePerp"
+          },
+          {
+            "name": "liquidateSpot"
+          },
+          {
+            "name": "liquidateBorrowForPerpPnl"
+          },
+          {
+            "name": "liquidatePerpPnlForDeposit"
+          },
+          {
+            "name": "perpBankruptcy"
+          },
+          {
+            "name": "spotBankruptcy"
+          }
+        ]
+      }
+    },
+    {
+      "name": "lpPoolParams",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "maxSettleQuoteAmount",
+            "type": {
+              "option": "u64"
+            }
+          },
+          {
+            "name": "volatility",
+            "type": {
+              "option": "u64"
+            }
+          },
+          {
+            "name": "gammaExecution",
+            "type": {
+              "option": "u8"
+            }
+          },
+          {
+            "name": "xi",
+            "type": {
+              "option": "u8"
+            }
+          },
+          {
+            "name": "maxAum",
+            "type": {
+              "option": "u128"
+            }
+          },
+          {
+            "name": "whitelistMint",
+            "type": {
+              "option": "pubkey"
+            }
+          }
+        ]
+      }
+    },
+    {
+      "name": "marketStats",
+      "docs": [
+        "Historic market data shared across all makers, updated on every fill",
+        "regardless of which maker filled (vAMM, DLOB resting order, JIT participant,",
+        "future quoter types). Holds mark/oracle TWAPs, rolling std, volume,",
+        "intensity, mm-oracle snapshot, `historical_oracle_data`,",
+        "`last_oracle_normalised_price`, `last_oracle_valid`.",
+        "",
+        "Update-cadence rule: anything that needs to refresh on every market event",
+        "lives here. Anything AMM-private (reserves, peg, spreads — only matters",
+        "when the AMM specifically is the counterparty) lives on `AMM`. See",
+        "`docs/amm-decoupling-and-maker-interface.md`."
+      ],
+      "serialization": "bytemuckunsafe",
+      "repr": {
+        "kind": "c"
+      },
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "lastMarkPriceTwap",
+            "docs": [
+              "Average estimate of (bid+ask)/2 price over funding_period.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "lastMarkPriceTwap5min",
+            "docs": [
+              "Average estimate of (bid+ask)/2 price over FIVE_MINUTES."
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "lastMarkPriceTwapTs",
+            "docs": [
+              "The last unix_timestamp the mark twap was updated."
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "lastBidPriceTwap",
+            "docs": [
+              "Average estimate of bid price over funding_period.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "lastAskPriceTwap",
+            "docs": [
+              "Average estimate of ask price over funding_period.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "markStd",
+            "docs": [
+              "Estimate of standard deviation of fill (mark) prices.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "oracleStd",
+            "docs": [
+              "Estimate of standard deviation of the oracle price at each update.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "lastOracleConfPct",
+            "docs": [
+              "The pct size of the oracle confidence interval.",
+              "precision: PERCENTAGE_PRECISION"
+            ],
+            "type": "u64"
           },
           {
-            "name": "perpBankruptcy",
-            "type": {
-              "defined": {
-                "name": "perpBankruptcyRecord"
-              }
-            }
+            "name": "volume24h",
+            "docs": [
+              "Estimated total of volume in market.",
+              "QUOTE_PRECISION"
+            ],
+            "type": "u64"
           },
           {
-            "name": "spotBankruptcy",
-            "type": {
-              "defined": {
-                "name": "spotBankruptcyRecord"
-              }
-            }
+            "name": "longIntensityVolume",
+            "docs": [
+              "The volume intensity of long fills (across all makers)."
+            ],
+            "type": "u64"
           },
           {
-            "name": "bitFlags",
-            "type": "u8"
-          }
-        ]
-      }
-    },
-    {
-      "name": "liquidationType",
-      "type": {
-        "kind": "enum",
-        "variants": [
+            "name": "shortIntensityVolume",
+            "docs": [
+              "The volume intensity of short fills (across all makers)."
+            ],
+            "type": "u64"
+          },
           {
-            "name": "liquidatePerp"
+            "name": "lastTradeTs",
+            "docs": [
+              "The blockchain unix_timestamp at the time of the last trade."
+            ],
+            "type": "i64"
           },
           {
-            "name": "liquidateSpot"
+            "name": "last24hAvgFundingRate",
+            "docs": [
+              "estimate of last 24h of funding rate perp market (unit is quote per base)",
+              "Market-wide config / rolling stat — read by the AMM when computing",
+              "`reference_price_offset` and by funding-rate updates. Migrated from",
+              "`PerpMarket` so the AMM reads only from `MarketStats`.",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i64"
           },
           {
-            "name": "liquidateBorrowForPerpPnl"
+            "name": "fundingPeriod",
+            "docs": [
+              "the periodicity of the funding rate updates. Market-wide config used",
+              "across the funding path. Migrated from `PerpMarket`."
+            ],
+            "type": "i64"
           },
           {
-            "name": "liquidatePerpPnlForDeposit"
+            "name": "minOrderSize",
+            "docs": [
+              "the minimum base size of an order. Market-wide config read by the AMM",
+              "when computing fallback prices / spread reserves. Migrated from",
+              "`PerpMarket`.",
+              "precision: BASE_PRECISION"
+            ],
+            "type": "u64"
           },
           {
-            "name": "perpBankruptcy"
+            "name": "mmOraclePrice",
+            "docs": [
+              "MM oracle price snapshot (set by the native handler)."
+            ],
+            "type": "i64"
           },
           {
-            "name": "spotBankruptcy"
-          }
-        ]
-      }
-    },
-    {
-      "name": "lpPoolParams",
-      "type": {
-        "kind": "struct",
-        "fields": [
+            "name": "mmOracleSlot",
+            "docs": [
+              "Slot at which the mm_oracle_* fields were last updated."
+            ],
+            "type": "u64"
+          },
           {
-            "name": "maxSettleQuoteAmount",
-            "type": {
-              "option": "u64"
-            }
+            "name": "mmOracleSequenceId",
+            "docs": [
+              "Monotonically increasing sequence id for mm_oracle updates."
+            ],
+            "type": "u64"
           },
           {
-            "name": "volatility",
-            "type": {
-              "option": "u64"
-            }
+            "name": "lastOracleNormalisedPrice",
+            "docs": [
+              "Canonical sanitised/clamped oracle price — the latest oracle reading",
+              "after normalisation (any quoter's view, not AMM-specific)."
+            ],
+            "type": "i64"
           },
           {
-            "name": "gammaExecution",
-            "type": {
-              "option": "u8"
-            }
+            "name": "lastReferencePriceOffset",
+            "docs": [
+              "Previous reference price offset, written by `_update_amm` after a",
+              "successful repeg/k_update. Read by `update_amm_quote_state` to",
+              "implement the legacy time-decayed reference-price-offset smoothing",
+              "transition — when the freshly computed offset's sign flips relative",
+              "to this cached value AND `curve_update_intensity > 100`, the",
+              "transition is clamped per-slot rather than snapping. Migrated from",
+              "`AMM.reference_price_offset` (which was deleted in the AMM-decoupling",
+              "refactor) so the smoothing behaviour is preserved across cranks.",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "i32"
           },
           {
-            "name": "xi",
-            "type": {
-              "option": "u8"
-            }
+            "name": "lastOracleValid",
+            "docs": [
+              "Whether the oracle was valid at the most recent `_update_amm`.",
+              "Read by settlement and fill paths to gate operations."
+            ],
+            "type": "bool"
           },
           {
-            "name": "maxAum",
+            "name": "padding",
+            "docs": [
+              "Padding so historical_oracle_data is 8-aligned."
+            ],
             "type": {
-              "option": "u128"
+              "array": [
+                "u8",
+                11
+              ]
             }
           },
           {
-            "name": "whitelistMint",
+            "name": "historicalOracleData",
+            "docs": [
+              "Historical oracle readings — TWAPs, last raw price, confidence, delay,",
+              "timestamp. Market-wide data (any quoter would want it), updated by",
+              "`_update_amm` / funding paths. Migrated from AMM."
+            ],
             "type": {
-              "option": "pubkey"
+              "defined": {
+                "name": "historicalOracleData"
+              }
             }
           }
         ]
@@ -19780,7 +19816,7 @@ export type Drift = {
           {
             "name": "oraclePriceOffset",
             "type": {
-              "option": "i32"
+              "option": "i64"
             }
           },
           {
@@ -20021,7 +20057,7 @@ export type Drift = {
               "If set, the order limit price is the oracle price + this offset",
               "precision: PRICE_PRECISION"
             ],
-            "type": "i32"
+            "type": "i64"
           },
           {
             "name": "orderId",
@@ -20158,7 +20194,7 @@ export type Drift = {
             "type": {
               "array": [
                 "u8",
-                1
+                5
               ]
             }
           }
@@ -20684,7 +20720,7 @@ export type Drift = {
           {
             "name": "oraclePriceOffset",
             "type": {
-              "option": "i32"
+              "option": "i64"
             }
           },
           {
@@ -20704,6 +20740,26 @@ export type Drift = {
             "type": {
               "option": "i64"
             }
+          },
+          {
+            "name": "builderIdx",
+            "docs": [
+              "the index into the placing user's RevenueShareEscrow.approved_builders list, if this order",
+              "carries a builder code. Only honored for non-swift orders; swift orders carry the builder",
+              "info in the signed message envelope instead."
+            ],
+            "type": {
+              "option": "u8"
+            }
+          },
+          {
+            "name": "builderFeeTenthBps",
+            "docs": [
+              "the builder fee on this order, in tenths of a bps, e.g. 100 = 0.01%"
+            ],
+            "type": {
+              "option": "u16"
+            }
           }
         ]
       }
@@ -20849,58 +20905,156 @@ export type Drift = {
             "type": "u16"
           },
           {
-            "name": "pnl",
+            "name": "pnl",
+            "type": "i128"
+          },
+          {
+            "name": "ifPayment",
+            "type": "u128"
+          },
+          {
+            "name": "clawbackUser",
+            "type": {
+              "option": "pubkey"
+            }
+          },
+          {
+            "name": "clawbackUserPayment",
+            "type": {
+              "option": "u128"
+            }
+          },
+          {
+            "name": "cumulativeFundingRateDelta",
+            "type": "i128"
+          }
+        ]
+      }
+    },
+    {
+      "name": "perpMarket",
+      "serialization": "bytemuckunsafe",
+      "repr": {
+        "kind": "c"
+      },
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "pubkey",
+            "docs": [
+              "The perp market's address. It is a pda of the market index"
+            ],
+            "type": "pubkey"
+          },
+          {
+            "name": "baseAssetAmountLong",
+            "docs": [
+              "always non-negative. tracks number of total longs in market (regardless of counterparty)",
+              "precision: BASE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "baseAssetAmountShort",
+            "docs": [
+              "always non-positive. tracks number of total shorts in market (regardless of counterparty)",
+              "precision: BASE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "quoteAssetAmount",
+            "docs": [
+              "sum of all user's perp quote_asset_amount in market",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "quoteEntryAmountLong",
+            "docs": [
+              "sum of all long user's quote_entry_amount in market",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "quoteEntryAmountShort",
+            "docs": [
+              "sum of all short user's quote_entry_amount in market",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "quoteBreakEvenAmountLong",
+            "docs": [
+              "sum of all long user's quote_break_even_amount in market",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i128"
+          },
+          {
+            "name": "quoteBreakEvenAmountShort",
+            "docs": [
+              "sum of all short user's quote_break_even_amount in market",
+              "precision: QUOTE_PRECISION"
+            ],
             "type": "i128"
           },
           {
-            "name": "ifPayment",
+            "name": "maxOpenInterest",
+            "docs": [
+              "max allowed open interest, blocks trades that breach this value",
+              "precision: BASE_PRECISION"
+            ],
             "type": "u128"
           },
           {
-            "name": "clawbackUser",
-            "type": {
-              "option": "pubkey"
-            }
+            "name": "totalSocialLoss",
+            "docs": [
+              "accumulated social loss paid by users since inception in market",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "u128"
           },
           {
-            "name": "clawbackUserPayment",
-            "type": {
-              "option": "u128"
-            }
+            "name": "cumulativeFundingRateLong",
+            "docs": [
+              "accumulated funding rate for longs since inception in market"
+            ],
+            "type": "i128"
           },
           {
-            "name": "cumulativeFundingRateDelta",
+            "name": "cumulativeFundingRateShort",
+            "docs": [
+              "accumulated funding rate for shorts since inception in market"
+            ],
             "type": "i128"
-          }
-        ]
-      }
-    },
-    {
-      "name": "perpMarket",
-      "serialization": "bytemuckunsafe",
-      "repr": {
-        "kind": "c"
-      },
-      "type": {
-        "kind": "struct",
-        "fields": [
+          },
           {
-            "name": "pubkey",
+            "name": "totalExchangeFee",
             "docs": [
-              "The perp market's address. It is a pda of the market index"
+              "total fees collected by exchange fee schedule",
+              "precision: QUOTE_PRECISION"
             ],
-            "type": "pubkey"
+            "type": "u128"
           },
           {
-            "name": "amm",
+            "name": "totalLiquidationFee",
             "docs": [
-              "The automated market maker"
+              "all fees collected by market for liquidations",
+              "precision: QUOTE_PRECISION"
             ],
-            "type": {
-              "defined": {
-                "name": "amm"
-              }
-            }
+            "type": "u128"
+          },
+          {
+            "name": "oracle",
+            "docs": [
+              "oracle price data public key"
+            ],
+            "type": "pubkey"
           },
           {
             "name": "pnlPool",
@@ -20937,6 +21091,67 @@ export type Drift = {
               }
             }
           },
+          {
+            "name": "lastFundingRate",
+            "docs": [
+              "last funding rate in this perp market (unit is quote per base)",
+              "precision: FUNDING_RATE_PRECISION"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "lastFundingRateLong",
+            "docs": [
+              "last funding rate for longs in this perp market (unit is quote per base)",
+              "precision: FUNDING_RATE_PRECISION"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "lastFundingRateShort",
+            "docs": [
+              "last funding rate for shorts in this perp market (unit is quote per base)",
+              "precision: QUOTE_PRECISION"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "lastFundingRateTs",
+            "docs": [
+              "the last funding rate update unix_timestamp"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "netUnsettledFundingPnl",
+            "docs": [
+              "unsettled funding pnl across the market (protocol-wide)"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "lastFundingOracleTwap",
+            "docs": [
+              "oracle TWAP captured at last funding update"
+            ],
+            "type": "i64"
+          },
+          {
+            "name": "orderStepSize",
+            "docs": [
+              "the base step size (increment) of orders",
+              "precision: BASE_PRECISION"
+            ],
+            "type": "u64"
+          },
+          {
+            "name": "orderTickSize",
+            "docs": [
+              "the price tick size of orders",
+              "precision: PRICE_PRECISION"
+            ],
+            "type": "u64"
+          },
           {
             "name": "unrealizedPnlMaxImbalance",
             "docs": [
@@ -20976,13 +21191,6 @@ export type Drift = {
             ],
             "type": "u64"
           },
-          {
-            "name": "nextCurveRecordId",
-            "docs": [
-              "Every amm k updated has a record id. This is the next id to be used"
-            ],
-            "type": "u64"
-          },
           {
             "name": "imfFactor",
             "docs": [
@@ -21123,6 +21331,21 @@ export type Drift = {
             ],
             "type": "i16"
           },
+          {
+            "name": "paddingAlignLfp",
+            "docs": [
+              "Explicit padding so the IDL records the 6 bytes the Rust compiler",
+              "inserts to 8-align `last_fill_price`. Without this the JS borsh",
+              "decoder (which reads sequentially after the variable-span enum",
+              "`status`) reads every field past `fee_adjustment` 6 bytes early."
+            ],
+            "type": {
+              "array": [
+                "u8",
+                6
+              ]
+            }
+          },
           {
             "name": "lastFillPrice",
             "type": "u64"
@@ -21141,37 +21364,122 @@ export type Drift = {
             }
           },
           {
-            "name": "lpFeeTransferScalar",
-            "type": "u8"
+            "name": "paddingHedge",
+            "docs": [
+              "Was `lp_fee_transfer_scalar`, `lp_status`, `lp_paused_operations`,",
+              "`lp_exchange_fee_excluscion_scalar`, `lp_pool_id` (5×u8). Relocated into",
+              "`hedge_config` at the tail; kept as reserved bytes so existing account",
+              "byte offsets (and snapshots) are undisturbed."
+            ],
+            "type": {
+              "array": [
+                "u8",
+                5
+              ]
+            }
           },
           {
-            "name": "lpStatus",
+            "name": "marketConfig",
             "type": "u8"
           },
           {
-            "name": "lpPausedOperations",
-            "type": "u8"
+            "name": "oracleSource",
+            "docs": [
+              "the oracle provider information. used to decode/scale the oracle public key"
+            ],
+            "type": {
+              "defined": {
+                "name": "oracleSource"
+              }
+            }
           },
           {
-            "name": "lpExchangeFeeExcluscionScalar",
-            "type": "u8"
+            "name": "oracleSlotDelayOverride",
+            "docs": [
+              "override for the per-fill slot delay required from the oracle (default -1 = use state default)"
+            ],
+            "type": "i8"
           },
           {
-            "name": "lpPoolId",
-            "type": "u8"
+            "name": "oracleLowRiskSlotDelayOverride",
+            "docs": [
+              "the override for the state.min_perp_auction_duration",
+              "0 is no override, -1 is disable speed bump, 1-100 is literal speed bump"
+            ],
+            "type": "i8"
           },
           {
-            "name": "marketConfig",
-            "type": "u8"
+            "name": "padding",
+            "docs": [
+              "Trailing padding so `market_stats` lands at the offset Rust naturally",
+              "computes via `repr(C)` alignment and the `(SIZE - 8) % 16 == 0`",
+              "invariant holds. Bumped to 36 bytes (was 28) when `next_curve_record_id`",
+              "was removed."
+            ],
+            "type": {
+              "array": [
+                "u8",
+                36
+              ]
+            }
           },
           {
-            "name": "padding",
+            "name": "marketStats",
+            "docs": [
+              "Market-wide stats shared across all makers: mark/oracle TWAPs, std,",
+              "volume, intensity, mm-oracle snapshot, `historical_oracle_data`,",
+              "`last_oracle_normalised_price`, `last_oracle_valid`. Writers (e.g.",
+              "`MarketStats::update_mark_std`, `update_volume_24h`, native",
+              "`handle_update_mm_oracle_native`) update this directly."
+            ],
+            "type": {
+              "defined": {
+                "name": "marketStats"
+              }
+            }
+          },
+          {
+            "name": "paddingAlignAmm",
+            "docs": [
+              "8 bytes of explicit padding so MarketStats (216 bytes) plus this",
+              "padding equals 224 bytes — the offset Rust naturally inserts to",
+              "16-align AMM's leading u128. Making it explicit keeps the IDL byte",
+              "layout aligned with `repr(C)`."
+            ],
             "type": {
               "array": [
                 "u8",
-                30
+                8
               ]
             }
+          },
+          {
+            "name": "amm",
+            "docs": [
+              "The automated market maker. Last field so future quoter modules can",
+              "land in the trailing region without disturbing earlier byte offsets",
+              "— in the target architecture this account holds back-to-back",
+              "per-quoter state slices (AMM, DLOB-maker state, future propAMM-style",
+              "participants, …) and each module owns a contiguous span starting at",
+              "a known offset."
+            ],
+            "type": {
+              "defined": {
+                "name": "amm"
+              }
+            }
+          },
+          {
+            "name": "hedgeConfig",
+            "docs": [
+              "This market's hedge (LP pool) configuration. Sits immediately after `amm`",
+              "so the trailing `[amm, hedge_config]` span is the contiguous VLP region."
+            ],
+            "type": {
+              "defined": {
+                "name": "hedgeConfig"
+              }
+            }
           }
         ]
       }
@@ -21579,28 +21887,12 @@ export type Drift = {
             "name": "referrer",
             "type": "pubkey"
           },
-          {
-            "name": "referrerBoostExpireTs",
-            "type": "u32"
-          },
-          {
-            "name": "referrerRewardOffset",
-            "type": "i8"
-          },
-          {
-            "name": "refereeFeeNumeratorOffset",
-            "type": "i8"
-          },
-          {
-            "name": "referrerBoostNumerator",
-            "type": "i8"
-          },
           {
             "name": "reservedFixed",
             "type": {
               "array": [
                 "u8",
-                17
+                24
               ]
             }
           },
@@ -21866,7 +22158,7 @@ export type Drift = {
           {
             "name": "bitFlags",
             "docs": [
-              "Bit flags (e.g., for high leverage mode)"
+              "Order bit flags"
             ],
             "type": "u8"
           },
@@ -23724,22 +24016,6 @@ export type Drift = {
               "precision: QUOTE_PRECISION"
             ],
             "type": "u64"
-          },
-          {
-            "name": "totalReferrerReward",
-            "docs": [
-              "Total reward to referrer",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "u64"
-          },
-          {
-            "name": "currentEpochReferrerReward",
-            "docs": [
-              "Total reward to referrer this epoch",
-              "precision: QUOTE_PRECISION"
-            ],
-            "type": "u64"
           }
         ]
       }
@@ -23778,14 +24054,6 @@ export type Drift = {
               }
             }
           },
-          {
-            "name": "nextEpochTs",
-            "docs": [
-              "The timestamp of the next epoch",
-              "Epoch is used to limit referrer rewards earned in single epoch"
-            ],
-            "type": "i64"
-          },
           {
             "name": "makerVolume30d",
             "docs": [
@@ -23877,12 +24145,19 @@ export type Drift = {
             ],
             "type": "u64"
           },
+          {
+            "name": "delegatePermissions",
+            "docs": [
+              "Delegate permissions across all sub accounts"
+            ],
+            "type": "u8"
+          },
           {
             "name": "padding",
             "type": {
               "array": [
                 "u8",
-                40
+                63
               ]
             }
           }
@@ -23919,7 +24194,7 @@ export type Drift = {
     {
       "name": "signedMsgOrderParamsExport",
       "docs": [
-        "unusued placeholder event to force include signed msg types into drift IDL"
+        "unusued placeholder event to force include signed msg types into velocity IDL"
       ],
       "type": {
         "kind": "struct",