@velocity-exchange/sdk 0.0.3 → 0.1.0

package/src/math/margin.ts

@@ -1,5 +1,5 @@
 /**
- * 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.
  */
@@ -220,17 +220,17 @@ export function calculatePerpLiabilityValue(
  * @returns
  */
 export function calculateMarginUSDCRequiredForTrade(
-	driftClient: VelocityClient,
+	velocityClient: VelocityClient,
 	targetMarketIndex: number,
 	baseSize: BN,
 	userMaxMarginRatio?: number,
 	entryPrice?: BN
 ): BN {
-	const targetMarket = driftClient.getPerpMarketAccount(targetMarketIndex);
+	const targetMarket = velocityClient.getPerpMarketAccount(targetMarketIndex);
 
 	const price =
 		entryPrice ??
-		driftClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
+		velocityClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
 
 	const perpLiabilityValue = calculatePerpLiabilityValue(baseSize, price);
 
@@ -254,7 +254,7 @@ export function calculateMarginUSDCRequiredForTrade(
  * Returns collateral required in the precision of the target collateral market.
  */
 export function calculateCollateralDepositRequiredForTrade(
-	driftClient: VelocityClient,
+	velocityClient: VelocityClient,
 	targetMarketIndex: number,
 	baseSize: BN,
 	collateralIndex: number,
@@ -262,17 +262,17 @@ export function calculateCollateralDepositRequiredForTrade(
 	estEntryPrice?: BN
 ): BN {
 	const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(
-		driftClient,
+		velocityClient,
 		targetMarketIndex,
 		baseSize,
 		userMaxMarginRatio,
 		estEntryPrice
 	);
 
-	const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
+	const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
 
 	const collateralOracleData =
-		driftClient.getOracleDataForSpotMarket(collateralIndex);
+		velocityClient.getOracleDataForSpotMarket(collateralIndex);
 
 	const scaledAssetWeight = calculateScaledInitialAssetWeight(
 		collateralMarket,
@@ -280,7 +280,7 @@ export function calculateCollateralDepositRequiredForTrade(
 	);
 
 	// 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(PRICE_PRECISION) // adjust for division by oracle price
 		.mul(SPOT_MARKET_WEIGHT_PRECISION) // adjust for division by scaled asset weight
@@ -294,14 +294,14 @@ export function calculateCollateralDepositRequiredForTrade(
 }
 
 export function calculateCollateralValueOfDeposit(
-	driftClient: VelocityClient,
+	velocityClient: VelocityClient,
 	collateralIndex: number,
 	baseSize: BN
 ): BN {
-	const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
+	const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
 
 	const collateralOracleData =
-		driftClient.getOracleDataForSpotMarket(collateralIndex);
+		velocityClient.getOracleDataForSpotMarket(collateralIndex);
 
 	const scaledAssetWeight = calculateScaledInitialAssetWeight(
 		collateralMarket,
@@ -341,20 +341,20 @@ export function calculateLiquidationPrice(
 }
 
 export function calculateUserMaxPerpOrderSize(
-	driftClient: VelocityClient,
+	velocityClient: VelocityClient,
 	userAccountKey: PublicKey,
 	userAccount: UserAccount,
 	targetMarketIndex: number,
 	tradeSide: PositionDirection
 ): { tradeSize: BN; oppositeSideTradeSize: BN } {
 	const userAccountSubscriber = new OneShotUserAccountSubscriber(
-		driftClient.program,
+		velocityClient.program,
 		userAccountKey,
 		userAccount
 	);
 
 	const user = new User({
-		driftClient,
+		velocityClient,
 		userAccountPublicKey: userAccountKey,
 		accountSubscription: {
 			type: 'custom',

package/src/math/market.ts

@@ -45,7 +45,11 @@ export function calculateReservePrice(
 	market: PerpMarketAccount,
 	mmOraclePriceData: MMOraclePriceData
 ): BN {
-	const newAmm = calculateUpdatedAMM(market.amm, mmOraclePriceData);
+	const newAmm = calculateUpdatedAMM(
+		market.amm,
+		market.totalExchangeFee,
+		mmOraclePriceData
+	);
 	return calculatePrice(
 		newAmm.baseAssetReserve,
 		newAmm.quoteAssetReserve,
@@ -67,6 +71,8 @@ export function calculateBidPrice(
 	const { baseAssetReserve, quoteAssetReserve, newPeg } =
 		calculateUpdatedAMMSpreadReserves(
 			market.amm,
+			market.marketStats,
+			market.totalExchangeFee,
 			PositionDirection.SHORT,
 			mmOraclePriceData,
 			latestSlot
@@ -89,6 +95,8 @@ export function calculateAskPrice(
 	const { baseAssetReserve, quoteAssetReserve, newPeg } =
 		calculateUpdatedAMMSpreadReserves(
 			market.amm,
+			market.marketStats,
+			market.totalExchangeFee,
 			PositionDirection.LONG,
 			mmOraclePriceData,
 			latestSlot
@@ -251,8 +259,8 @@ export function calculateNetUserPnl(
 		.div(BASE_PRECISION)
 		.div(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);
@@ -297,7 +305,7 @@ export function calculateAvailablePerpLiquidity(
 		market.amm.baseAssetReserve,
 		market.amm.minBaseAssetReserve,
 		market.amm.maxBaseAssetReserve,
-		market.amm.orderStepSize
+		market.orderStepSize
 	);
 
 	asks = asks.abs();
@@ -358,9 +366,9 @@ export function getTriggerPrice(
 	const lastFillPrice = market.lastFillPrice;
 
 	// Calculate 5-minute basis
-	const markPrice5minTwap = market.amm.lastMarkPriceTwap5Min;
+	const markPrice5minTwap = market.marketStats.lastMarkPriceTwap5Min;
 	const lastOraclePriceTwap5min =
-		market.amm.historicalOracleData.lastOraclePriceTwap5Min;
+		market.marketStats.historicalOracleData.lastOraclePriceTwap5Min;
 	const basis5min = markPrice5minTwap.sub(lastOraclePriceTwap5min);
 
 	const oraclePlusBasis5min = oraclePrice.add(basis5min);
@@ -388,23 +396,23 @@ function getLastFundingBasis(
 	oraclePrice: BN,
 	now: BN
 ): BN {
-	if (market.amm.lastFundingOracleTwap.gt(ZERO)) {
-		const lastFundingRate = market.amm.lastFundingRate
+	if (market.lastFundingOracleTwap.gt(ZERO)) {
+		const lastFundingRate = market.lastFundingRate
 			.mul(PRICE_PRECISION)
-			.div(market.amm.lastFundingOracleTwap)
+			.div(market.lastFundingOracleTwap)
 			.muln(24);
 		const lastFundingRatePreAdj = lastFundingRate.sub(
 			FUNDING_RATE_PRECISION.div(new BN(3333)) // FUNDING_RATE_OFFSET_PERCENTAGE
 		);
 		const timeLeftUntilFundingUpdate = BN.min(
-			BN.max(now.sub(market.amm.lastFundingRateTs), ZERO),
-			market.amm.fundingPeriod
+			BN.max(now.sub(market.lastFundingRateTs), ZERO),
+			market.marketStats.fundingPeriod
 		);
 		const lastFundingBasis = oraclePrice
 			.mul(lastFundingRatePreAdj)
 			.div(PERCENTAGE_PRECISION)
-			.mul(market.amm.fundingPeriod.sub(timeLeftUntilFundingUpdate))
-			.div(market.amm.fundingPeriod)
+			.mul(market.marketStats.fundingPeriod.sub(timeLeftUntilFundingUpdate))
+			.div(market.marketStats.fundingPeriod)
 			.div(new BN(1000)); // FUNDING_RATE_BUFFER
 		return lastFundingBasis;
 	} else {

package/src/math/oracles.ts

@@ -1,6 +1,6 @@
 import {
-	AMM,
 	HistoricalOracleData,
+	MarketStats,
 	OracleGuardRails,
 	OracleSource,
 	OracleValidity,
@@ -64,14 +64,14 @@ export function getOracleValidity(
 	const isNonPositive = oraclePriceData.price.lte(ZERO);
 	const isTooVolatile = BN.max(
 		oraclePriceData.price,
-		market.amm.historicalOracleData.lastOraclePriceTwap
+		market.marketStats.historicalOracleData.lastOraclePriceTwap
 	)
 		.div(
 			BN.max(
 				ONE,
 				BN.min(
 					oraclePriceData.price,
-					market.amm.historicalOracleData.lastOraclePriceTwap
+					market.marketStats.historicalOracleData.lastOraclePriceTwap
 				)
 			)
 		)
@@ -89,16 +89,16 @@ export function getOracleValidity(
 	const oracleDelay = slot.sub(oraclePriceData.slot).sub(oracleStalenessBuffer);
 
 	let isStaleForAmmImmediate = true;
-	if (market.amm.oracleSlotDelayOverride != 0) {
+	if (market.oracleSlotDelayOverride != 0) {
 		isStaleForAmmImmediate = oracleDelay.gt(
-			BN.max(new BN(market.amm.oracleSlotDelayOverride), ZERO)
+			BN.max(new BN(market.oracleSlotDelayOverride), ZERO)
 		);
 	}
 
 	let isStaleForAmmLowRisk = false;
-	if (market.amm.oracleLowRiskSlotDelayOverride != 0) {
+	if (market.oracleLowRiskSlotDelayOverride != 0) {
 		isStaleForAmmLowRisk = oracleDelay.gt(
-			BN.max(new BN(market.amm.oracleLowRiskSlotDelayOverride), ZERO)
+			BN.max(new BN(market.oracleLowRiskSlotDelayOverride), ZERO)
 		);
 	} else {
 		isStaleForAmmLowRisk = oracleDelay.gt(
@@ -109,7 +109,7 @@ export function getOracleValidity(
 	let isStaleForMargin = oracleDelay.gt(
 		new BN(oracleGuardRails.validity.slotsBeforeStaleForMargin)
 	);
-	if (isVariant(market.amm.oracleSource, 'pythLazerStableCoin')) {
+	if (isVariant(market.oracleSource, 'pythLazerStableCoin')) {
 		isStaleForMargin = oracleDelay.gt(
 			new BN(oracleGuardRails.validity.slotsBeforeStaleForMargin).muln(3)
 		);
@@ -142,13 +142,13 @@ export function isOracleValid(
 ): boolean {
 	// checks if oracle is valid for an AMM only fill
 
-	const amm = market.amm;
+	const stats = market.marketStats;
 	const isOraclePriceNonPositive = oraclePriceData.price.lte(ZERO);
 	const isOraclePriceTooVolatile =
 		oraclePriceData.price
-			.div(BN.max(ONE, amm.historicalOracleData.lastOraclePriceTwap))
+			.div(BN.max(ONE, stats.historicalOracleData.lastOraclePriceTwap))
 			.gt(oracleGuardRails.validity.tooVolatileRatio) ||
-		amm.historicalOracleData.lastOraclePriceTwap
+		stats.historicalOracleData.lastOraclePriceTwap
 			.div(BN.max(ONE, oraclePriceData.price))
 			.gt(oracleGuardRails.validity.tooVolatileRatio);
 
@@ -177,14 +177,14 @@ export function isOracleValid(
 }
 
 export function isOracleTooDivergent(
-	amm: AMM,
+	marketStats: MarketStats,
 	oraclePriceData: OraclePriceData,
 	oracleGuardRails: OracleGuardRails
 ): boolean {
 	const oracleSpreadPct = oraclePriceData.price
-		.sub(amm.historicalOracleData.lastOraclePriceTwap5Min)
+		.sub(marketStats.historicalOracleData.lastOraclePriceTwap5Min)
 		.mul(PERCENTAGE_PRECISION)
-		.div(amm.historicalOracleData.lastOraclePriceTwap5Min);
+		.div(marketStats.historicalOracleData.lastOraclePriceTwap5Min);
 	const maxDivergence = BN.max(
 		oracleGuardRails.priceDivergence.oracleTwap5MinPercentDivergence,
 		PERCENTAGE_PRECISION.div(new BN(2))
@@ -230,25 +230,28 @@ export function calculateLiveOracleTwap(
 }
 
 export function calculateLiveOracleStd(
-	amm: AMM,
+	marketStats: MarketStats,
 	oraclePriceData: OraclePriceData,
 	now: BN
 ): BN {
 	const sinceLastUpdate = BN.max(
 		ONE,
-		now.sub(amm.historicalOracleData.lastOraclePriceTwapTs)
+		now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs)
+	);
+	const sinceStart = BN.max(
+		ZERO,
+		marketStats.fundingPeriod.sub(sinceLastUpdate)
 	);
-	const sinceStart = BN.max(ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
 
 	const liveOracleTwap = calculateLiveOracleTwap(
-		amm.historicalOracleData,
+		marketStats.historicalOracleData,
 		oraclePriceData,
 		now,
-		amm.fundingPeriod
+		marketStats.fundingPeriod
 	);
 
 	const liveOracleTwap5MIN = calculateLiveOracleTwap(
-		amm.historicalOracleData,
+		marketStats.historicalOracleData,
 		oraclePriceData,
 		now,
 		FIVE_MINUTE
@@ -260,14 +263,14 @@ export function calculateLiveOracleStd(
 	);
 
 	const oracleStd = priceDeltaVsTwap.add(
-		amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate))
+		marketStats.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate))
 	);
 
 	return oracleStd;
 }
 
 export function getNewOracleConfPct(
-	amm: AMM,
+	marketStats: MarketStats,
 	oraclePriceData: OraclePriceData,
 	reservePrice: BN,
 	now: BN
@@ -276,16 +279,16 @@ export function getNewOracleConfPct(
 
 	const sinceLastUpdate = BN.max(
 		ZERO,
-		now.sub(amm.historicalOracleData.lastOraclePriceTwapTs)
+		now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs)
 	);
-	let lowerBoundConfPct = amm.lastOracleConfPct;
+	let lowerBoundConfPct = marketStats.lastOracleConfPct;
 	if (sinceLastUpdate.gt(ZERO)) {
 		const lowerBoundConfDivisor = BN.max(
 			new BN(21).sub(sinceLastUpdate),
 			new BN(5)
 		);
-		lowerBoundConfPct = amm.lastOracleConfPct.sub(
-			amm.lastOracleConfPct.div(lowerBoundConfDivisor)
+		lowerBoundConfPct = marketStats.lastOracleConfPct.sub(
+			marketStats.lastOracleConfPct.div(lowerBoundConfDivisor)
 		);
 	}
 	const confIntervalPct = confInterval

package/src/math/orders.ts

@@ -4,6 +4,7 @@ import {
 	isVariant,
 	PerpMarketAccount,
 	AMM,
+	MarketStats,
 	Order,
 	PositionDirection,
 	MarketTypeStr,
@@ -168,11 +169,8 @@ export function getLimitPrice<T extends MarketTypeStr>(
 ): BN | undefined {
 	if (hasAuctionPrice(order, slot)) {
 		return getAuctionPrice(order, slot, oraclePriceData.price);
-	} else if (order.oraclePriceOffset !== 0) {
-		return BN.max(
-			oraclePriceData.price.add(new BN(order.oraclePriceOffset)),
-			ONE
-		);
+	} else if (!order.oraclePriceOffset.eq(ZERO)) {
+		return BN.max(oraclePriceData.price.add(order.oraclePriceOffset), ONE);
 	} else if (order.price.eq(ZERO)) {
 		return fallbackPrice;
 	} else {
@@ -183,7 +181,7 @@ export function getLimitPrice<T extends MarketTypeStr>(
 export function hasLimitPrice(order: Order, slot: number): boolean {
 	return (
 		order.price.gt(ZERO) ||
-		order.oraclePriceOffset != 0 ||
+		!order.oraclePriceOffset.eq(ZERO) ||
 		!isAuctionComplete(order, slot)
 	);
 }
@@ -254,11 +252,18 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 	const limitPrice = getLimitPrice(order, mmOraclePriceData, slot);
 	let baseAssetAmount;
 
-	const updatedAMM = calculateUpdatedAMM(market.amm, mmOraclePriceData);
+	const updatedAMM = calculateUpdatedAMM(
+		market.amm,
+		market.totalExchangeFee,
+		mmOraclePriceData
+	);
 	if (limitPrice !== undefined) {
 		baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(
 			order,
 			updatedAMM,
+			market.marketStats,
+			market.orderStepSize,
+			market.orderTickSize,
 			limitPrice,
 			mmOraclePriceData
 		);
@@ -268,6 +273,7 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 
 	const maxBaseAssetAmount = calculateMaxBaseAssetAmountFillable(
 		updatedAMM,
+		market.orderStepSize,
 		order.direction
 	);
 
@@ -277,15 +283,19 @@ export function calculateBaseAssetAmountForAmmToFulfill(
 export function calculateBaseAssetAmountToFillUpToLimitPrice(
 	order: Order,
 	amm: AMM,
+	marketStats: MarketStats,
+	orderStepSize: BN,
+	orderTickSize: BN,
 	limitPrice: BN,
 	mmOraclePriceData: MMOraclePriceData
 ): BN {
 	const adjustedLimitPrice = isVariant(order.direction, 'long')
-		? limitPrice.sub(amm.orderTickSize)
-		: limitPrice.add(amm.orderTickSize);
+		? limitPrice.sub(orderTickSize)
+		: limitPrice.add(orderTickSize);
 
 	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
 		amm,
+		marketStats,
 		adjustedLimitPrice,
 		order.direction,
 		mmOraclePriceData
@@ -293,7 +303,7 @@ export function calculateBaseAssetAmountToFillUpToLimitPrice(
 
 	const baseAssetAmount = standardizeBaseAssetAmount(
 		maxAmountToTrade,
-		amm.orderStepSize
+		orderStepSize
 	);
 
 	// Check that directions are the same
@@ -464,7 +474,7 @@ export function maxSizeForTargetLiabilityWeightBN(
 	}
 
 	// cap at max OI
-	const maxOpenInterest = market.amm.maxOpenInterest;
+	const maxOpenInterest = market.maxOpenInterest;
 	if (lo.gt(maxOpenInterest)) {
 		return maxOpenInterest;
 	}

package/src/math/position.ts

@@ -53,6 +53,8 @@ export function calculateBaseAssetValue(
 			const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
 				calculateUpdatedAMMSpreadReserves(
 					market.amm,
+					market.marketStats,
+					market.totalExchangeFee,
 					directionToClose,
 					mmOraclePriceData,
 					latestSlot
@@ -64,7 +66,11 @@ export function calculateBaseAssetValue(
 				pegMultiplier: newPeg,
 			};
 		} else {
-			prepegAmm = calculateUpdatedAMM(market.amm, mmOraclePriceData);
+			prepegAmm = calculateUpdatedAMM(
+				market.amm,
+				market.totalExchangeFee,
+				mmOraclePriceData
+			);
 		}
 	} else {
 		prepegAmm = market.amm;
@@ -213,9 +219,9 @@ export function calculateUnsettledFundingPnl(
 
 	let ammCumulativeFundingRate: BN;
 	if (perpPosition.baseAssetAmount.gt(ZERO)) {
-		ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+		ammCumulativeFundingRate = market.cumulativeFundingRateLong;
 	} else {
-		ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
+		ammCumulativeFundingRate = market.cumulativeFundingRateShort;
 	}
 
 	const perPositionFundingRate = ammCumulativeFundingRate

package/src/math/superStake.ts

@@ -43,17 +43,14 @@ export async function fetchBSolMetrics() {
 }
 
 export async function fetchBSolVelocityEmissions() {
-	return await fetch('https://stake.solblaze.org/api/v1/drift_emissions');
+	return await fetch('https://stake.solblaze.org/api/v1/velocity_emissions');
 }
 
-/** @deprecated Use `fetchBSolVelocityEmissions` instead. `fetchBSolDriftEmissions` will be removed in a future major. */
-export const fetchBSolDriftEmissions = fetchBSolVelocityEmissions;
-
 export async function findBestSuperStakeIxs({
 	marketIndex,
 	amount,
 	jupiterClient,
-	driftClient,
+	velocityClient,
 	userAccountPublicKey,
 	price,
 	forceMarinade,
@@ -63,7 +60,7 @@ export async function findBestSuperStakeIxs({
 	marketIndex: number;
 	amount: BN;
 	jupiterClient: JupiterClient;
-	driftClient: VelocityClient;
+	velocityClient: VelocityClient;
 	price?: number;
 	userAccountPublicKey?: PublicKey;
 	forceMarinade?: boolean;
@@ -79,7 +76,7 @@ export async function findBestSuperStakeIxs({
 		return findBestMSolSuperStakeIxs({
 			amount,
 			jupiterClient,
-			driftClient,
+			velocityClient,
 			userAccountPublicKey,
 			price,
 			forceMarinade,
@@ -90,7 +87,7 @@ export async function findBestSuperStakeIxs({
 		return findBestJitoSolSuperStakeIxs({
 			amount,
 			jupiterClient,
-			driftClient,
+			velocityClient,
 			userAccountPublicKey,
 			onlyDirectRoutes,
 			jupiterQuote,
@@ -98,10 +95,10 @@ export async function findBestSuperStakeIxs({
 	} else if (marketIndex === 8) {
 		return findBestLstSuperStakeIxs({
 			amount,
-			lstMint: driftClient.getSpotMarketAccount(8).mint,
+			lstMint: velocityClient.getSpotMarketAccount(8).mint,
 			lstMarketIndex: 8,
 			jupiterClient,
-			driftClient,
+			velocityClient,
 			userAccountPublicKey,
 			onlyDirectRoutes,
 			jupiterQuote,
@@ -114,7 +111,7 @@ export async function findBestSuperStakeIxs({
 export async function findBestMSolSuperStakeIxs({
 	amount,
 	jupiterClient,
-	driftClient,
+	velocityClient,
 	userAccountPublicKey,
 	price,
 	forceMarinade,
@@ -123,7 +120,7 @@ export async function findBestMSolSuperStakeIxs({
 }: {
 	amount: BN;
 	jupiterClient: JupiterClient;
-	driftClient: VelocityClient;
+	velocityClient: VelocityClient;
 	price?: number;
 	userAccountPublicKey?: PublicKey;
 	forceMarinade?: boolean;
@@ -136,12 +133,12 @@ export async function findBestMSolSuperStakeIxs({
 	price: number;
 }> {
 	if (!price) {
-		const marinadeProgram = getMarinadeFinanceProgram(driftClient.provider);
+		const marinadeProgram = getMarinadeFinanceProgram(velocityClient.provider);
 		price = await getMarinadeMSolPrice(marinadeProgram);
 	}
 
-	const solSpotMarketAccount = driftClient.getSpotMarketAccount(1);
-	const mSolSpotMarketAccount = driftClient.getSpotMarketAccount(2);
+	const solSpotMarketAccount = velocityClient.getSpotMarketAccount(1);
+	const mSolSpotMarketAccount = velocityClient.getSpotMarketAccount(2);
 
 	let jupiterPrice: number;
 	let quote = jupiterQuote;
@@ -164,7 +161,7 @@ export async function findBestMSolSuperStakeIxs({
 	}
 
 	if (!jupiterPrice || price <= jupiterPrice || forceMarinade) {
-		const ixs = await driftClient.getStakeForMSOLIx({
+		const ixs = await velocityClient.getStakeForMSOLIx({
 			amount,
 			userAccountPublicKey,
 		});
@@ -175,7 +172,7 @@ export async function findBestMSolSuperStakeIxs({
 			price: price,
 		};
 	} else {
-		const { ixs, lookupTables } = await driftClient.getJupiterSwapIxV6({
+		const { ixs, lookupTables } = await velocityClient.getJupiterSwapIxV6({
 			inMarketIndex: 1,
 			outMarketIndex: 2,
 			jupiterClient,
@@ -196,14 +193,14 @@ export async function findBestMSolSuperStakeIxs({
 export async function findBestJitoSolSuperStakeIxs({
 	amount,
 	jupiterClient,
-	driftClient,
+	velocityClient,
 	userAccountPublicKey,
 	onlyDirectRoutes,
 	jupiterQuote,
 }: {
 	amount: BN;
 	jupiterClient: JupiterClient;
-	driftClient: VelocityClient;
+	velocityClient: VelocityClient;
 	userAccountPublicKey?: PublicKey;
 	onlyDirectRoutes?: boolean;
 	jupiterQuote?: QuoteResponse;
@@ -216,10 +213,10 @@ export async function findBestJitoSolSuperStakeIxs({
 	return await findBestLstSuperStakeIxs({
 		amount,
 		jupiterClient,
-		driftClient,
+		velocityClient,
 		userAccountPublicKey,
 		onlyDirectRoutes,
-		lstMint: driftClient.getSpotMarketAccount(6).mint,
+		lstMint: velocityClient.getSpotMarketAccount(6).mint,
 		lstMarketIndex: 6,
 		jupiterQuote,
 	});
@@ -233,7 +230,7 @@ export async function findBestJitoSolSuperStakeIxs({
 export async function findBestLstSuperStakeIxs({
 	amount,
 	jupiterClient,
-	driftClient,
+	velocityClient,
 	userAccountPublicKey,
 	onlyDirectRoutes,
 	lstMarketIndex,
@@ -243,7 +240,7 @@ export async function findBestLstSuperStakeIxs({
 	lstMint: PublicKey;
 	lstMarketIndex: number;
 	jupiterClient: JupiterClient;
-	driftClient: VelocityClient;
+	velocityClient: VelocityClient;
 	userAccountPublicKey?: PublicKey;
 	onlyDirectRoutes?: boolean;
 	jupiterQuote?: QuoteResponse;
@@ -252,7 +249,7 @@ export async function findBestLstSuperStakeIxs({
 	lookupTables: AddressLookupTableAccount[];
 	method: 'jupiter' | 'marinade';
 }> {
-	const { ixs, lookupTables } = await driftClient.getJupiterSwapIxV6({
+	const { ixs, lookupTables } = await velocityClient.getJupiterSwapIxV6({
 		inMarketIndex: 1,
 		outMarketIndex: lstMarketIndex,
 		jupiterClient,