@velocity-exchange/sdk 0.0.3 → 0.1.0

package/src/math/trade.ts

@@ -113,6 +113,8 @@ export function calculateTradeSlippage(
 		const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
 			calculateUpdatedAMMSpreadReserves(
 				market.amm,
+				market.marketStats,
+				market.totalExchangeFee,
 				direction,
 				mmOraclePriceData,
 				latestSlot
@@ -184,6 +186,8 @@ export function calculateTradeAcquiredAmounts(
 		const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
 			calculateUpdatedAMMSpreadReserves(
 				market.amm,
+				market.marketStats,
+				market.totalExchangeFee,
 				direction,
 				mmOraclePriceData,
 				latestSlot
@@ -274,6 +278,8 @@ export function calculateTargetPriceTrade(
 		const { baseAssetReserve, quoteAssetReserve, newPeg } =
 			calculateUpdatedAMMSpreadReserves(
 				market.amm,
+				market.marketStats,
+				market.totalExchangeFee,
 				direction,
 				mmOraclePriceData,
 				latestSlot
@@ -436,6 +442,8 @@ export function calculateEstimatedPerpEntryPrice(
 	const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } =
 		calculateUpdatedAMMSpreadReserves(
 			market.amm,
+			market.marketStats,
+			market.totalExchangeFee,
 			direction,
 			mmOraclePriceData,
 			new BN(slot)
@@ -451,7 +459,7 @@ export function calculateEstimatedPerpEntryPrice(
 		market.amm.baseAssetReserve,
 		market.amm.minBaseAssetReserve,
 		market.amm.maxBaseAssetReserve,
-		market.amm.orderStepSize
+		market.orderStepSize
 	);
 
 	let ammLiquidity: BN;

package/src/math/utils.ts

@@ -104,7 +104,7 @@ export function isBNSafe(number: number): boolean {
 /**
  * Converts a number to BN makes sure the number is safe to convert to BN (that it does not overflow number after multiplying by precision)
  * @param number the number to convert to BN
- * @param precision the BN precision to use (i.e. QUOTE_PRECISION and BASE_PRECISION from drift sdk)
+ * @param precision the BN precision to use (i.e. QUOTE_PRECISION and BASE_PRECISION from velocity sdk)
  */
 export function numberToSafeBN(number: number, precision: BN): BN {
 	// check if number has decimals

package/src/oracles/pythLazerClient.ts

@@ -1,7 +1,7 @@
 import { Connection, Keypair, PublicKey } from '@solana/web3.js';
 import { OracleClient, OraclePriceData } from './types';
 import { AnchorProvider, BN, Program } from '../isomorphic/anchor';
-import { Drift } from '../idl/drift';
+import { Velocity } from '../idl/velocity';
 import { VelocityProgram } from '../config';
 import {
 	ONE,
@@ -10,7 +10,7 @@ import {
 	TEN,
 } from '../constants/numericConstants';
 import { Wallet } from '../wallet';
-import driftIDL from '../idl/drift.json';
+import velocityIDL from '../idl/velocity.json';
 
 export class PythLazerClient implements OracleClient {
 	private connection: Connection;
@@ -35,7 +35,7 @@ export class PythLazerClient implements OracleClient {
 				commitment: connection.commitment,
 			}
 		);
-		this.program = new Program<Drift>(driftIDL as Drift, provider);
+		this.program = new Program<Velocity>(velocityIDL as Velocity, provider);
 		this.decodeFunc = (
 			this.program.account as any
 		).pythLazerOracle.coder.accounts.decodeUnchecked.bind(

package/src/orderSubscriber/OrderSubscriber.ts

@@ -21,10 +21,6 @@ import { ZERO } from '../constants/numericConstants';
 
 export class OrderSubscriber {
 	velocityClient: VelocityClient;
-	/** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-	public get driftClient(): VelocityClient {
-		return this.velocityClient;
-	}
 	usersAccounts = new Map<string, { slot: number; userAccount: UserAccount }>();
 	subscription: PollingSubscription | WebsocketSubscription | grpcSubscription;
 	commitment: Commitment;
@@ -40,11 +36,9 @@ export class OrderSubscriber {
 	fetchAllNonIdleUsers?: boolean;
 
 	constructor(config: OrderSubscriberConfig) {
-		const velocityClient = config.velocityClient ?? config.driftClient;
+		const velocityClient = config.velocityClient;
 		if (!velocityClient) {
-			throw new Error(
-				'OrderSubscriber: velocityClient (or deprecated driftClient) must be provided'
-			);
+			throw new Error('OrderSubscriber: velocityClient must be provided');
 		}
 		this.velocityClient = velocityClient;
 		this.commitment = config.subscriptionConfig.commitment || 'processed';

package/src/orderSubscriber/WebsocketSubscription.ts

@@ -48,7 +48,7 @@ export class WebsocketSubscription {
 		this.subscriber = new WebSocketProgramAccountSubscriber<UserAccount>(
 			'OrderSubscriber',
 			'user',
-			this.orderSubscriber.driftClient.program,
+			this.orderSubscriber.velocityClient.program,
 			this.orderSubscriber.decodeFn,
 			{
 				filters: [getUserFilter(), getNonIdleUserFilter()],

package/src/orderSubscriber/grpcSubscription.ts

@@ -56,7 +56,7 @@ export class grpcSubscription {
 					this.grpcConfigs,
 					'OrderSubscriber',
 					'user',
-					this.orderSubscriber.driftClient.program,
+					this.orderSubscriber.velocityClient.program,
 					this.orderSubscriber.decodeFn,
 					{
 						filters: [getUserFilter(), getNonIdleUserFilter()],
@@ -68,7 +68,7 @@ export class grpcSubscription {
 				this.grpcConfigs,
 				'OrderSubscriber',
 				'user',
-				this.orderSubscriber.driftClient.program,
+				this.orderSubscriber.velocityClient.program,
 				this.orderSubscriber.decodeFn,
 				{
 					filters: [getUserFilter(), getNonIdleUserFilter()],

package/src/orderSubscriber/types.ts

@@ -5,8 +5,6 @@ import { GrpcConfigs } from '../accounts/types';
 
 export type OrderSubscriberConfig = {
 	velocityClient?: VelocityClient;
-	/** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-	driftClient?: VelocityClient;
 	subscriptionConfig:
 		| {
 				type: 'polling';

package/src/priorityFee/priorityFeeSubscriber.ts

@@ -23,10 +23,6 @@ export class PriorityFeeSubscriber {
 	frequencyMs: number;
 	addresses: string[];
 	velocityMarkets?: VelocityMarketInfo[];
-	/** @deprecated Use `velocityMarkets` instead. `driftMarkets` will be removed in a future major. */
-	public get driftMarkets(): VelocityMarketInfo[] | undefined {
-		return this.velocityMarkets;
-	}
 	customStrategy?: PriorityFeeStrategy;
 	averageStrategy = new AverageOverSlotsStrategy();
 	maxStrategy = new MaxOverSlotsStrategy();
@@ -36,10 +32,6 @@ export class PriorityFeeSubscriber {
 	priorityFeeMultiplier?: number;
 
 	velocityPriorityFeeEndpoint?: string;
-	/** @deprecated Use `velocityPriorityFeeEndpoint` instead. `driftPriorityFeeEndpoint` will be removed in a future major. */
-	public get driftPriorityFeeEndpoint(): string | undefined {
-		return this.velocityPriorityFeeEndpoint;
-	}
 	heliusRpcUrl?: string;
 	lastHeliusSample?: HeliusPriorityFeeLevels;
 
@@ -58,7 +50,7 @@ export class PriorityFeeSubscriber {
 		this.addresses = config.addresses
 			? config.addresses.map((address) => address.toBase58())
 			: [];
-		this.velocityMarkets = config.velocityMarkets ?? config.driftMarkets;
+		this.velocityMarkets = config.velocityMarkets;
 
 		if (config.customStrategy) {
 			this.customStrategy = config.customStrategy;
@@ -84,7 +76,8 @@ export class PriorityFeeSubscriber {
 				}
 			} else if (this.priorityFeeMethod === PriorityFeeMethod.VELOCITY) {
 				this.velocityPriorityFeeEndpoint =
-					config.velocityPriorityFeeEndpoint ?? config.driftPriorityFeeEndpoint;
+					config.velocityPriorityFeeEndpoint ??
+					config.velocityPriorityFeeEndpoint;
 			}
 		}
 
@@ -146,7 +139,7 @@ export class PriorityFeeSubscriber {
 		}
 	}
 
-	private async loadForDrift(): Promise<void> {
+	private async loadForVelocity(): Promise<void> {
 		if (!this.velocityMarkets) {
 			return;
 		}
@@ -228,7 +221,7 @@ export class PriorityFeeSubscriber {
 			} else if (this.priorityFeeMethod === PriorityFeeMethod.HELIUS) {
 				await this.loadForHelius();
 			} else if (this.priorityFeeMethod === PriorityFeeMethod.VELOCITY) {
-				await this.loadForDrift();
+				await this.loadForVelocity();
 			} else {
 				throw new Error(`${this.priorityFeeMethod} load not implemented`);
 			}

package/src/priorityFee/priorityFeeSubscriberMap.ts

@@ -17,15 +17,7 @@ export class PriorityFeeSubscriberMap {
 	intervalId?: ReturnType<typeof setTimeout>;
 
 	velocityMarkets?: VelocityMarketInfo[];
-	/** @deprecated Use `velocityMarkets` instead. `driftMarkets` will be removed in a future major. */
-	public get driftMarkets(): VelocityMarketInfo[] | undefined {
-		return this.velocityMarkets;
-	}
 	velocityPriorityFeeEndpoint: string;
-	/** @deprecated Use `velocityPriorityFeeEndpoint` instead. `driftPriorityFeeEndpoint` will be removed in a future major. */
-	public get driftPriorityFeeEndpoint(): string {
-		return this.velocityPriorityFeeEndpoint;
-	}
 	feesMap: Map<string, Map<number, VelocityPriorityFeeLevels>>; // marketType -> marketIndex -> priority fee
 
 	public constructor(config: PriorityFeeSubscriberMapConfig) {
@@ -33,8 +25,8 @@ export class PriorityFeeSubscriberMap {
 			config.frequencyMs ?? DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS;
 		// Type-system guarantees at least one of the two is supplied.
 		this.velocityPriorityFeeEndpoint = (config.velocityPriorityFeeEndpoint ??
-			config.driftPriorityFeeEndpoint)!;
-		this.velocityMarkets = config.velocityMarkets ?? config.driftMarkets;
+			config.velocityPriorityFeeEndpoint)!;
+		this.velocityMarkets = config.velocityMarkets;
 		this.feesMap = new Map<string, Map<number, VelocityPriorityFeeLevels>>();
 		this.feesMap.set('perp', new Map<number, VelocityPriorityFeeLevels>());
 		this.feesMap.set('spot', new Map<number, VelocityPriorityFeeLevels>());

package/src/priorityFee/types.ts

@@ -5,7 +5,6 @@ import {
 	VelocityMarketInfo,
 	VelocityPriorityFeeResponse,
 } from './velocityPriorityFeeMethod';
-import { AtLeastOne } from '../util/deprecatedAlias';
 
 export const DEFAULT_PRIORITY_FEE_MAP_FREQUENCY_MS = 10_000;
 
@@ -35,8 +34,6 @@ export type PriorityFeeSubscriberConfig = {
 	addresses?: PublicKey[];
 	/// market type and index, optionally provide at initialization time if using priorityFeeMethod.VELOCITY
 	velocityMarkets?: VelocityMarketInfo[];
-	/** @deprecated Use `velocityMarkets` instead. `driftMarkets` will be removed in a future major. */
-	driftMarkets?: VelocityMarketInfo[];
 	/// custom strategy to calculate priority fees, defaults to AVERAGE
 	customStrategy?: PriorityFeeStrategy;
 	/// method for fetching priority fee samples
@@ -47,8 +44,6 @@ export type PriorityFeeSubscriberConfig = {
 	heliusRpcUrl?: string;
 	/// url for Velocity cached priority fee endpoint, required if using priorityFeeMethod.VELOCITY
 	velocityPriorityFeeEndpoint?: string;
-	/** @deprecated Use `velocityPriorityFeeEndpoint` instead. `driftPriorityFeeEndpoint` will be removed in a future major. */
-	driftPriorityFeeEndpoint?: string;
 	/// clamp any returned priority fee value to this value.
 	maxFeeMicroLamports?: number;
 	/// multiplier applied to priority fee before maxFeeMicroLamports, defaults to 1.0
@@ -60,10 +55,10 @@ type PriorityFeeSubscriberMapConfigBase = {
 	frequencyMs?: number;
 	/// market type and associated market index to query
 	velocityMarkets?: VelocityMarketInfo[];
-	/** @deprecated Use `velocityMarkets` instead. `driftMarkets` will be removed in a future major. */
-	driftMarkets?: VelocityMarketInfo[];
 };
 
 /// url for Velocity cached priority fee endpoint
-export type PriorityFeeSubscriberMapConfig = PriorityFeeSubscriberMapConfigBase &
-	AtLeastOne<'velocityPriorityFeeEndpoint', 'driftPriorityFeeEndpoint', string>;
+export type PriorityFeeSubscriberMapConfig =
+	PriorityFeeSubscriberMapConfigBase & {
+		velocityPriorityFeeEndpoint: string;
+	};

package/src/priorityFee/velocityPriorityFeeMethod.ts

@@ -6,9 +6,6 @@ export type VelocityMarketInfo = {
 	marketIndex: number;
 };
 
-/** @deprecated Use `VelocityMarketInfo` instead. `DriftMarketInfo` will be removed in a future major. */
-export type DriftMarketInfo = VelocityMarketInfo;
-
 export type VelocityPriorityFeeLevels = {
 	[key in HeliusPriorityLevel]: number;
 } & {
@@ -16,14 +13,8 @@ export type VelocityPriorityFeeLevels = {
 	marketIndex: number;
 };
 
-/** @deprecated Use `VelocityPriorityFeeLevels` instead. `DriftPriorityFeeLevels` will be removed in a future major. */
-export type DriftPriorityFeeLevels = VelocityPriorityFeeLevels;
-
 export type VelocityPriorityFeeResponse = VelocityPriorityFeeLevels[];
 
-/** @deprecated Use `VelocityPriorityFeeResponse` instead. `DriftPriorityFeeResponse` will be removed in a future major. */
-export type DriftPriorityFeeResponse = VelocityPriorityFeeResponse;
-
 export async function fetchVelocityPriorityFee(
 	url: string,
 	marketTypes: string[],
@@ -49,6 +40,3 @@ export async function fetchVelocityPriorityFee(
 
 	return [];
 }
-
-/** @deprecated Use `fetchVelocityPriorityFee` instead. `fetchDriftPriorityFee` will be removed in a future major. */
-export const fetchDriftPriorityFee = fetchVelocityPriorityFee;

package/src/pyth/pythLazerSubscriber.ts

@@ -50,7 +50,7 @@ export class PythLazerSubscriber {
 	 * @param endpoints - Array of WebSocket endpoint URLs for Pyth Lazer
 	 * @param token - Authentication token for Pyth Lazer API
 	 * @param priceFeedArrays - Array of price feed configurations to subscribe to
-	 * @param env - Drift environment (mainnet-beta, devnet, etc.)
+	 * @param env - Velocity environment (mainnet-beta, devnet, etc.)
 	 * @param resubTimeoutMs - Milliseconds to wait before resubscribing on data timeout
 	 * @param sdkLogging - Whether to log Pyth SDK logs to the console. This is very noisy but could be useful for debugging.
 	 * @param feedProperties - Price feed properties to request. Must include both 'price' and 'exponent' (required for getPriceFromMarketIndex). Defaults to ['price', 'bestAskPrice', 'bestBidPrice', 'exponent']. Stored by copy so caller mutation does not affect this instance.

package/src/swap/UnifiedSwapClient.ts

@@ -270,7 +270,7 @@ export class UnifiedSwapClient {
 					slippageBps,
 					swapMode: isExactOut ? TitanSwapMode.ExactOut : TitanSwapMode.ExactIn,
 					onlyDirectRoutes,
-					sizeConstraint: sizeConstraint || 1280 - 375, // MAX_TX_BYTE_SIZE - buffer for drift instructions
+					sizeConstraint: sizeConstraint || 1280 - 375, // MAX_TX_BYTE_SIZE - buffer for velocity instructions
 				});
 
 			swapInstructions = titanClient.getTitanInstructions({

package/src/swift/signedMsgUserAccountSubscriber.ts

@@ -4,7 +4,6 @@ import { SignedMsgOrderId, SignedMsgUserOrdersAccount } from '../types';
 import { Commitment, Context, PublicKey } from '@solana/web3.js';
 import { ResubOpts } from '../accounts/types';
 import { VelocityClient } from '../velocityClient';
-import { AtLeastOne } from '../util/deprecatedAlias';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 
@@ -13,7 +12,7 @@ export type SignedMsgUserOrdersAccountSubscriberConfig = {
 	resubOpts?: ResubOpts;
 	decodeFn?: (name: string, data: Buffer) => SignedMsgUserOrdersAccount;
 	resyncIntervalMs?: number;
-} & AtLeastOne<'velocityClient', 'driftClient', VelocityClient>;
+} & { velocityClient: VelocityClient };
 
 export interface SignedMsgUserOrdersAccountSubscriberEvents {
 	onAccountUpdate: (
@@ -31,10 +30,6 @@ export interface SignedMsgUserOrdersAccountSubscriberEvents {
 
 export class SignedMsgUserOrdersAccountSubscriber {
 	protected velocityClient: VelocityClient;
-	/** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-	protected get driftClient(): VelocityClient {
-		return this.velocityClient;
-	}
 	protected commitment: Commitment;
 	protected resubOpts?: ResubOpts;
 	protected resyncTimeoutId?: ReturnType<typeof setTimeout>;
@@ -60,7 +55,6 @@ export class SignedMsgUserOrdersAccountSubscriber {
 
 	constructor({
 		velocityClient,
-		driftClient,
 		commitment,
 		resubOpts,
 		decodeFn,
@@ -69,7 +63,7 @@ export class SignedMsgUserOrdersAccountSubscriber {
 		this.commitment = commitment ?? 'confirmed';
 		this.resubOpts = resubOpts;
 		// Type-system guarantees at least one of the two is supplied.
-		this.velocityClient = (velocityClient ?? driftClient)!;
+		this.velocityClient = velocityClient!;
 		this.decodeFn =
 			decodeFn ??
 			(

package/src/swift/swiftOrderSubscriber.ts

@@ -4,7 +4,6 @@ import {
 } from '../constants/perpMarkets';
 import { VelocityClient } from '../velocityClient';
 import { VelocityEnv } from '../config';
-import { AtLeastOne } from '../util/deprecatedAlias';
 import {
 	getUserAccountPublicKey,
 	getUserStatsAccountPublicKey,
@@ -33,16 +32,16 @@ type SwiftOrderSubscriberConfigBase = {
 	endpoint?: string;
 	marketIndexes: number[];
 	/**
-		In the future, this will be used for verifying $DRIFT stake as we add
+		In the future, this will be used for verifying $VELOCITY stake as we add
 		authentication for delegate signers
 		For now, pass a new keypair or a keypair to an empty wallet
 	*/
 	keypair: Keypair;
 };
 
-export type SwiftOrderSubscriberConfig = SwiftOrderSubscriberConfigBase &
-	AtLeastOne<'velocityEnv', 'driftEnv', VelocityEnv> &
-	AtLeastOne<'velocityClient', 'driftClient', VelocityClient>;
+export type SwiftOrderSubscriberConfig = SwiftOrderSubscriberConfigBase & {
+	velocityEnv: VelocityEnv;
+} & { velocityClient: VelocityClient };
 
 /**
  * Swift order message received from WebSocket
@@ -74,10 +73,6 @@ export class SwiftOrderSubscriber {
 	private readonly heartbeatIntervalMs = 60000;
 	private ws: WebSocket | null = null;
 	private velocityClient: VelocityClient;
-	/** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-	private get driftClient(): VelocityClient {
-		return this.velocityClient;
-	}
 	public userAccountGetter?: AccountGetter; // In practice, this for now is just an OrderSubscriber or a UserMap
 	public onOrder: (
 		orderMessageRaw: SwiftOrderMessage,
@@ -91,7 +86,7 @@ export class SwiftOrderSubscriber {
 
 	constructor(private config: SwiftOrderSubscriberConfig) {
 		// Type-system guarantees at least one of the two is supplied.
-		this.velocityClient = (config.velocityClient ?? config.driftClient)!;
+		this.velocityClient = config.velocityClient!;
 		this.userAccountGetter = config.userAccountGetter;
 	}
 
@@ -105,7 +100,7 @@ export class SwiftOrderSubscriber {
 	}
 
 	getSymbolForMarketIndex(marketIndex: number): string {
-		const env = this.config.velocityEnv ?? this.config.driftEnv;
+		const env = this.config.velocityEnv;
 		const markets = env === 'devnet' ? DevnetPerpMarkets : MainnetPerpMarkets;
 		return markets[marketIndex].symbol;
 	}
@@ -162,7 +157,7 @@ export class SwiftOrderSubscriber {
 	): Promise<void> {
 		this.onOrder = onOrder;
 
-		const env = this.config.velocityEnv ?? this.config.driftEnv;
+		const env = this.config.velocityEnv;
 		const endpoint =
 			this.config.endpoint ??
 			(env === 'devnet'