@velocity-exchange/sdk 0.0.5 → 0.1.0

package/lib/browser/dlob/DLOB.js

@@ -258,7 +258,7 @@ class DLOB {
         // get expired market nodes
         const expiredNodesToFill = this.findExpiredNodesToFill(marketIndex, ts, marketType, new anchor_1.BN(slot));
         const stepSize = (0, types_1.isVariant)(marketType, 'perp')
-            ? marketAccount.amm.orderStepSize
+            ? marketAccount.orderStepSize
             : marketAccount.orderStepSize;
         const cancelReduceOnlyNodesToFill = this.findUnfillableReduceOnlyOrdersToCancel(marketIndex, marketType, stepSize);
         return this.mergeNodesToFill(restingLimitOrderNodesToFill, takingOrderNodesToFill)
@@ -931,10 +931,10 @@ class DLOB {
         }
         return nodesToTrigger;
     }
-    printTop(driftClient, slotSubscriber, marketIndex, marketType) {
+    printTop(velocityClient, slotSubscriber, marketIndex, marketType) {
         if ((0, types_1.isVariant)(marketType, 'perp')) {
             const slot = slotSubscriber.getSlot();
-            const oraclePriceData = driftClient.getMMOracleDataForPerpMarket(marketIndex);
+            const oraclePriceData = velocityClient.getMMOracleDataForPerpMarket(marketIndex);
             const bestAsk = this.getBestAsk(marketIndex, slot, marketType, oraclePriceData);
             const bestBid = this.getBestBid(marketIndex, slot, marketType, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new anchor_1.BN(2));
@@ -946,7 +946,7 @@ class DLOB {
                 (0, conversion_1.convertToNumber)(oraclePriceData.price, numericConstants_1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            const name = (0, userName_1.decodeName)(driftClient.getPerpMarketAccount(marketIndex).name);
+            const name = (0, userName_1.decodeName)(velocityClient.getPerpMarketAccount(marketIndex).name);
             console.log(`Market ${name} Orders`);
             console.log(`  Ask`, (0, conversion_1.convertToNumber)(bestAsk, numericConstants_1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
             console.log(`  Mid`, (0, conversion_1.convertToNumber)(mid, numericConstants_1.PRICE_PRECISION).toFixed(3));
@@ -954,7 +954,7 @@ class DLOB {
         }
         else if ((0, types_1.isVariant)(marketType, 'spot')) {
             const slot = slotSubscriber.getSlot();
-            const oraclePriceData = driftClient.getOracleDataForSpotMarket(marketIndex);
+            const oraclePriceData = velocityClient.getOracleDataForSpotMarket(marketIndex);
             const bestAsk = this.getBestAsk(marketIndex, slot, types_1.MarketType.SPOT, oraclePriceData);
             const bestBid = this.getBestBid(marketIndex, slot, types_1.MarketType.SPOT, oraclePriceData);
             const mid = bestAsk.add(bestBid).div(new anchor_1.BN(2));
@@ -966,7 +966,7 @@ class DLOB {
                 (0, conversion_1.convertToNumber)(oraclePriceData.price, numericConstants_1.PRICE_PRECISION) -
                 1) *
                 100.0;
-            const name = (0, userName_1.decodeName)(driftClient.getSpotMarketAccount(marketIndex).name);
+            const name = (0, userName_1.decodeName)(velocityClient.getSpotMarketAccount(marketIndex).name);
             console.log(`Market ${name} Orders`);
             console.log(`  Ask`, (0, conversion_1.convertToNumber)(bestAsk, numericConstants_1.PRICE_PRECISION).toFixed(3), `(${askSpread.toFixed(4)}%)`);
             console.log(`  Mid`, (0, conversion_1.convertToNumber)(mid, numericConstants_1.PRICE_PRECISION).toFixed(3));

package/lib/browser/dlob/DLOBSubscriber.d.ts

@@ -10,8 +10,6 @@ import { L2OrderBook, L2OrderBookGenerator, L3OrderBook } from './orderBookLevel
 import { BN } from '../isomorphic/anchor';
 export declare class DLOBSubscriber {
     velocityClient: VelocityClient;
-    /** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-    get driftClient(): VelocityClient;
     dlobSource: DLOBSource;
     slotSource: SlotSource;
     updateFrequency: number;

package/lib/browser/dlob/DLOBSubscriber.js

@@ -6,15 +6,10 @@ const events_1 = require("events");
 const types_1 = require("../types");
 const orderBookLevels_1 = require("./orderBookLevels");
 class DLOBSubscriber {
-    /** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-    get driftClient() {
-        return this.velocityClient;
-    }
     constructor(config) {
-        var _a;
-        const velocityClient = (_a = config.velocityClient) !== null && _a !== void 0 ? _a : config.driftClient;
+        const velocityClient = config.velocityClient;
         if (!velocityClient) {
-            throw new Error('DLOBSubscriber: velocityClient (or deprecated driftClient) must be provided');
+            throw new Error('DLOBSubscriber: velocityClient must be provided');
         }
         this.velocityClient = velocityClient;
         this.dlobSource = config.dlobSource;

package/lib/browser/dlob/orderBookLevels.js

@@ -102,23 +102,23 @@ function createL2Levels(generator, depth) {
 }
 exports.createL2Levels = createL2Levels;
 function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now = new anchor_1.BN(Math.floor(Date.now() / 1000)), topOfBookQuoteAmounts = [], latestSlot, }) {
-    const updatedAmm = (0, amm_1.calculateUpdatedAMM)(marketAccount.amm, mmOraclePriceData);
+    const updatedAmm = (0, amm_1.calculateUpdatedAMM)(marketAccount.amm, marketAccount.totalExchangeFee, mmOraclePriceData);
     const paused = (0, exchangeStatus_1.isOperationPaused)(marketAccount.pausedOperations, types_1.PerpOperation.AMM_FILL);
     let [openBids, openAsks] = paused
         ? [numericConstants_1.ZERO, numericConstants_1.ZERO]
-        : (0, amm_1.calculateMarketOpenBidAsk)(updatedAmm.baseAssetReserve, updatedAmm.minBaseAssetReserve, updatedAmm.maxBaseAssetReserve, updatedAmm.orderStepSize);
-    if (openBids.lt(marketAccount.amm.minOrderSize.muln(2)))
+        : (0, amm_1.calculateMarketOpenBidAsk)(updatedAmm.baseAssetReserve, updatedAmm.minBaseAssetReserve, updatedAmm.maxBaseAssetReserve, marketAccount.orderStepSize);
+    if (openBids.lt(marketAccount.marketStats.minOrderSize.muln(2)))
         openBids = numericConstants_1.ZERO;
-    if (openAsks.abs().lt(marketAccount.amm.minOrderSize.muln(2)))
+    if (openAsks.abs().lt(marketAccount.marketStats.minOrderSize.muln(2)))
         openAsks = numericConstants_1.ZERO;
-    const [bidReserves, askReserves] = (0, amm_1.calculateSpreadReserves)(updatedAmm, mmOraclePriceData, now, latestSlot);
+    const [bidReserves, askReserves] = (0, amm_1.calculateSpreadReserves)(updatedAmm, marketAccount.marketStats, mmOraclePriceData, now, latestSlot);
     const numBaseOrders = Math.max(1, numOrders - topOfBookQuoteAmounts.length);
     const commonOpts = {
         numOrders,
         numBaseOrders,
         mmOraclePriceData,
-        orderTickSize: marketAccount.amm.orderTickSize,
-        orderStepSize: marketAccount.amm.orderStepSize,
+        orderTickSize: marketAccount.orderTickSize,
+        orderStepSize: marketAccount.orderStepSize,
         pegMultiplier: updatedAmm.pegMultiplier,
         sqrtK: updatedAmm.sqrtK,
         topOfBookQuoteAmounts,

package/lib/browser/dlob/types.d.ts

@@ -2,8 +2,6 @@ import { DLOB } from './DLOB';
 import { VelocityClient } from '../velocityClient';
 export type DLOBSubscriptionConfig = {
     velocityClient?: VelocityClient;
-    /** @deprecated Use `velocityClient` instead. `driftClient` will be removed in a future major. */
-    driftClient?: VelocityClient;
     dlobSource: DLOBSource;
     slotSource: SlotSource;
     updateFrequency: number;

package/lib/browser/events/eventSubscriber.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="node" />
 /**
- * EventSubscriber — streams and parses Drift program events from transaction logs.
+ * EventSubscriber — streams and parses Velocity program events from transaction logs.
  *
  * Decodes all program events (OrderActionRecord, DepositRecord, LiquidationRecord,
  * FundingPaymentRecord, etc.) from `state/events.rs` into typed TypeScript objects.

package/lib/browser/events/eventsServerLogProvider.js

@@ -65,9 +65,9 @@ class EventsServerLogProvider {
                 }
                 const event = JSON.parse(parsedData.data);
                 this.callback(event.txSig, event.slot, [
-                    'Program dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH invoke [1]',
+                    'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
                     event.rawLog,
-                    'Program dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH success',
+                    'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
                 ], undefined, event.txSigIndex);
             }
             catch (error) {

package/lib/browser/events/parse.js

@@ -1,19 +1,19 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.parseLogsForCuUsage = exports.parseLogsWithRaw = exports.parseLogs = void 0;
-const driftProgramId = 'dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH';
+const velocityProgramId = 'vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P';
 const PROGRAM_LOG = 'Program log: ';
 const PROGRAM_INSTRUCTION = 'Program log: Instruction: ';
 const PROGRAM_DATA = 'Program data: ';
 const PROGRAM_LOG_START_INDEX = PROGRAM_LOG.length;
 const PROGRAM_DATA_START_INDEX = PROGRAM_DATA.length;
 const PROGRAM_INSTRUCTION_START_INDEX = PROGRAM_INSTRUCTION.length;
-function parseLogs(program, logs, programId = driftProgramId) {
+function parseLogs(program, logs, programId = velocityProgramId) {
     const { events } = parseLogsWithRaw(program, logs, programId);
     return events;
 }
 exports.parseLogs = parseLogs;
-function parseLogsWithRaw(program, logs, programId = driftProgramId) {
+function parseLogsWithRaw(program, logs, programId = velocityProgramId) {
     const events = [];
     const rawLogs = [];
     const execution = new ExecutionContext();
@@ -36,18 +36,18 @@ function parseLogsWithRaw(program, logs, programId = driftProgramId) {
     return { events, rawLogs };
 }
 exports.parseLogsWithRaw = parseLogsWithRaw;
-function handleLog(execution, log, program, programId = driftProgramId) {
-    // Executing program is drift program.
+function handleLog(execution, log, program, programId = velocityProgramId) {
+    // Executing program is velocity program.
     if (execution.stack.length > 0 && execution.program() === programId) {
         return handleProgramLog(log, program, programId);
     }
-    // Executing program is not drift program.
+    // Executing program is not velocity program.
     else {
         return [null, ...handleSystemLog(log, programId)];
     }
 }
-// Handles logs from *drift* program.
-function handleProgramLog(log, program, programId = driftProgramId) {
+// Handles logs from *velocity* program.
+function handleProgramLog(log, program, programId = velocityProgramId) {
     // This is a `msg!` log or a `sol_log_data` log.
     if (log.startsWith(PROGRAM_LOG)) {
         const logStr = log.slice(PROGRAM_LOG_START_INDEX);
@@ -63,8 +63,8 @@ function handleProgramLog(log, program, programId = driftProgramId) {
         return [null, ...handleSystemLog(log, programId)];
     }
 }
-// Handles logs when the current program being executing is *not* drift.
-function handleSystemLog(log, programId = driftProgramId) {
+// Handles logs when the current program being executing is *not* velocity.
+function handleSystemLog(log, programId = velocityProgramId) {
     // System component.
     const logStart = log.split(':')[0];
     const programStart = `Program ${programId} invoke`;
@@ -119,7 +119,7 @@ class ExecutionContext {
         this.ixStack.pop();
     }
 }
-function parseLogsForCuUsage(logs, programId = driftProgramId) {
+function parseLogsForCuUsage(logs, programId = velocityProgramId) {
     const cuUsageEvents = [];
     const execution = new ExecutionContext();
     for (const log of logs) {
@@ -150,7 +150,7 @@ function parseLogsForCuUsage(logs, programId = driftProgramId) {
     return cuUsageEvents;
 }
 exports.parseLogsForCuUsage = parseLogsForCuUsage;
-function handleLogForCuUsage(execution, log, programId = driftProgramId) {
+function handleLogForCuUsage(execution, log, programId = velocityProgramId) {
     if (execution.stack.length > 0 && execution.program() === programId) {
         return handleProgramLogForCuUsage(log, programId);
     }
@@ -158,7 +158,7 @@ function handleLogForCuUsage(execution, log, programId = driftProgramId) {
         return handleSystemLogForCuUsage(log, programId);
     }
 }
-function handleProgramLogForCuUsage(log, programId = driftProgramId) {
+function handleProgramLogForCuUsage(log, programId = velocityProgramId) {
     if (log.startsWith(PROGRAM_INSTRUCTION)) {
         const ixStr = log.slice(PROGRAM_INSTRUCTION_START_INDEX);
         return [null, ixStr, false, null];
@@ -167,7 +167,7 @@ function handleProgramLogForCuUsage(log, programId = driftProgramId) {
         return handleSystemLogForCuUsage(log, programId);
     }
 }
-function handleSystemLogForCuUsage(log, programId = driftProgramId) {
+function handleSystemLogForCuUsage(log, programId = velocityProgramId) {
     // System component.
     const logStart = log.split(':')[0];
     const programStart = `Program ${programId} invoke`;

package/lib/browser/events/types.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="node" />
 import { Commitment, PublicKey, TransactionSignature } from '@solana/web3.js';
-import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, CurveRecord, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord, LPMintRedeemRecord, LPSettleRecord, LPSwapRecord, LPBorrowLendDepositRecord } from '../types';
+import { DepositRecord, FundingPaymentRecord, FundingRateRecord, LiquidationRecord, NewUserRecord, OrderActionRecord, OrderRecord, SettlePnlRecord, InsuranceFundRecord, SpotInterestRecord, InsuranceFundStakeRecord, AmmCurveChanged, SwapRecord, SpotMarketVaultDepositRecord, SignedMsgOrderRecord, DeleteUserRecord, InsuranceFundSwapRecord, TransferProtocolIfSharesToRevenuePoolRecord, LPMintRedeemRecord, LPSettleRecord, LPSwapRecord, LPBorrowLendDepositRecord } from '../types';
 import { EventEmitter } from 'events';
 export type EventSubscriptionOptions = {
     address?: PublicKey;
@@ -37,7 +37,7 @@ export type EventMap = {
     InsuranceFundRecord: Event<InsuranceFundRecord>;
     SpotInterestRecord: Event<SpotInterestRecord>;
     InsuranceFundStakeRecord: Event<InsuranceFundStakeRecord>;
-    CurveRecord: Event<CurveRecord>;
+    AmmCurveChanged: Event<AmmCurveChanged>;
     SwapRecord: Event<SwapRecord>;
     SpotMarketVaultDepositRecord: Event<SpotMarketVaultDepositRecord>;
     SignedMsgOrderRecord: Event<SignedMsgOrderRecord>;
@@ -49,9 +49,7 @@ export type EventMap = {
     LPSwapRecord: Event<LPSwapRecord>;
 };
 export type EventType = keyof EventMap;
-export type VelocityEvent = Event<DepositRecord> | Event<FundingPaymentRecord> | Event<LiquidationRecord> | Event<FundingRateRecord> | Event<OrderRecord> | Event<OrderActionRecord> | Event<SettlePnlRecord> | Event<NewUserRecord> | Event<InsuranceFundRecord> | Event<SpotInterestRecord> | Event<InsuranceFundStakeRecord> | Event<CurveRecord> | Event<SwapRecord> | Event<SpotMarketVaultDepositRecord> | Event<SignedMsgOrderRecord> | Event<DeleteUserRecord> | Event<InsuranceFundSwapRecord> | Event<TransferProtocolIfSharesToRevenuePoolRecord> | Event<LPSettleRecord> | Event<LPMintRedeemRecord> | Event<LPSwapRecord> | Event<LPBorrowLendDepositRecord> | Event<CuUsage>;
-/** @deprecated Use `VelocityEvent` instead. `DriftEvent` will be removed in a future major. */
-export type DriftEvent = VelocityEvent;
+export type VelocityEvent = Event<DepositRecord> | Event<FundingPaymentRecord> | Event<LiquidationRecord> | Event<FundingRateRecord> | Event<OrderRecord> | Event<OrderActionRecord> | Event<SettlePnlRecord> | Event<NewUserRecord> | Event<InsuranceFundRecord> | Event<SpotInterestRecord> | Event<InsuranceFundStakeRecord> | Event<AmmCurveChanged> | Event<SwapRecord> | Event<SpotMarketVaultDepositRecord> | Event<SignedMsgOrderRecord> | Event<DeleteUserRecord> | Event<InsuranceFundSwapRecord> | Event<TransferProtocolIfSharesToRevenuePoolRecord> | Event<LPSettleRecord> | Event<LPMintRedeemRecord> | Event<LPSwapRecord> | Event<LPBorrowLendDepositRecord> | Event<CuUsage>;
 export interface EventSubscriberEvents {
     newEvent: (event: WrappedEvent<EventType>) => void;
 }

package/lib/browser/events/types.js

@@ -14,7 +14,7 @@ exports.DefaultEventSubscriptionOptions = {
         'InsuranceFundRecord',
         'SpotInterestRecord',
         'InsuranceFundStakeRecord',
-        'CurveRecord',
+        'AmmCurveChanged',
         'SwapRecord',
         'SpotMarketVaultDepositRecord',
         'SignedMsgOrderRecord',