@velocity-exchange/sdk 0.0.5 → 0.2.0

package/lib/node/dlob/DLOBNode.d.ts

@@ -2,8 +2,10 @@
 import { BN } from '../isomorphic/anchor';
 import { MarketTypeStr, Order } from '../types';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
+export type NodeOraclePriceData<T extends MarketTypeStr = MarketTypeStr> = T extends 'spot' ? OraclePriceData : MMOraclePriceData;
 export interface DLOBNode {
-    getPrice<T extends MarketTypeStr>(oraclePriceData: T extends 'spot' ? OraclePriceData : MMOraclePriceData, slot: number): BN;
+    getPrice<T extends MarketTypeStr>(oraclePriceData: NodeOraclePriceData<T>, slot: number): BN | undefined;
+    getPriceOrThrow<T extends MarketTypeStr>(oraclePriceData: NodeOraclePriceData<T>, slot: number): BN;
     isVammNode(): boolean;
     order: Order | undefined;
     isBaseFilled(): boolean;
@@ -23,7 +25,8 @@ export declare abstract class OrderNode implements DLOBNode {
     constructor(order: Order, userAccount: string, baseAssetAmount?: BN, isSignedMsg?: boolean);
     abstract getSortValue(order: Order): BN;
     getLabel(): string;
-    getPrice<T extends MarketTypeStr>(oraclePriceData: T extends 'spot' ? OraclePriceData : MMOraclePriceData, slot: number): BN;
+    getPrice<T extends MarketTypeStr>(oraclePriceData: NodeOraclePriceData<T>, slot: number): BN | undefined;
+    getPriceOrThrow<T extends MarketTypeStr>(oraclePriceData: NodeOraclePriceData<T>, slot: number): BN;
     isBaseFilled(): boolean;
     isVammNode(): boolean;
 }

package/lib/node/dlob/DLOBNode.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"DLOBNode.d.ts","sourceRoot":"","sources":["../../../src/dlob/DLOBNode.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAO1C,OAAO,EAAa,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAC3D,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAItE,MAAM,WAAW,QAAQ;IACxB,QAAQ,CAAC,CAAC,SAAS,aAAa,EAC/B,eAAe,EAAE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,EACvE,IAAI,EAAE,MAAM,GACV,EAAE,CAAC;IACN,UAAU,IAAI,OAAO,CAAC;IACtB,KAAK,EAAE,KAAK,GAAG,SAAS,CAAC;IACzB,YAAY,IAAI,OAAO,CAAC;IACxB,UAAU,EAAE,OAAO,CAAC;IACpB,WAAW,EAAE,MAAM,GAAG,SAAS,CAAC;IAChC,WAAW,EAAE,OAAO,GAAG,SAAS,CAAC;IACjC,eAAe,EAAE,EAAE,CAAC;CACpB;AAED,8BAAsB,SAAU,YAAW,QAAQ;IAClD,KAAK,EAAE,KAAK,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,EAAE,CAAC;IACd,UAAU,UAAS;IACnB,WAAW,UAAS;IACpB,eAAe,EAAE,EAAE,CAAC;IACpB,WAAW,EAAE,OAAO,CAAC;gBAGpB,KAAK,EAAE,KAAK,EACZ,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,EACpB,WAAW,UAAQ;IAUpB,QAAQ,CAAC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;IAEhC,QAAQ,IAAI,MAAM;IA2BzB,QAAQ,CAAC,CAAC,SAAS,aAAa,EAC/B,eAAe,EAAE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,EACvE,IAAI,EAAE,MAAM,GACV,EAAE;IAIL,YAAY,IAAI,OAAO;IAIvB,UAAU,IAAI,OAAO;CAGrB;AAED,qBAAa,oBAAqB,SAAQ,SAAS;IAClD,IAAI,CAAC,EAAE,oBAAoB,CAAC;IAC5B,QAAQ,CAAC,EAAE,oBAAoB,CAAC;IAEhC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,qBAAsB,SAAQ,SAAS;IACnD,IAAI,CAAC,EAAE,qBAAqB,CAAC;IAC7B,QAAQ,CAAC,EAAE,qBAAqB,CAAC;IAEjC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,sBAAuB,SAAQ,SAAS;IACpD,IAAI,CAAC,EAAE,sBAAsB,CAAC;IAC9B,QAAQ,CAAC,EAAE,sBAAsB,CAAC;IAElC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,eAAgB,SAAQ,SAAS;IAC7C,IAAI,CAAC,EAAE,eAAe,CAAC;IACvB,QAAQ,CAAC,EAAE,eAAe,CAAC;IAE3B,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,gBAAiB,SAAQ,SAAS;IAC9C,IAAI,CAAC,EAAE,gBAAgB,CAAC;IACxB,QAAQ,CAAC,EAAE,gBAAgB,CAAC;IAE5B,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAGD,qBAAa,kBAAmB,SAAQ,SAAS;IAChD,IAAI,CAAC,EAAE,kBAAkB,CAAC;IAC1B,QAAQ,CAAC,EAAE,kBAAkB,CAAC;gBAElB,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,EAAE,eAAe,CAAC,EAAE,EAAE;IAInE,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,MAAM,MAAM,WAAW,GAAG;IACzB,YAAY,EAAE,qBAAqB,CAAC;IACpC,WAAW,EAAE,oBAAoB,CAAC;IAClC,aAAa,EAAE,sBAAsB,CAAC;IACtC,MAAM,EAAE,eAAe,CAAC;IACxB,OAAO,EAAE,gBAAgB,CAAC;IAC1B,SAAS,EAAE,kBAAkB,CAAC;CAC9B,CAAC;AAEF,MAAM,MAAM,YAAY,GACrB,WAAW,GACX,cAAc,GACd,aAAa,GACb,eAAe,GACf,QAAQ,GACR,CAAC,SAAS,GAAG,MAAM,WAAW,CAAC,CAAC;AAEnC,wBAAgB,UAAU,CAAC,CAAC,SAAS,YAAY,EAChD,QAAQ,EAAE,CAAC,EACX,KAAK,EAAE,KAAK,EACZ,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,GAClB,WAAW,CAAC,CAAC,CAAC,CAiBhB"}
+{"version":3,"file":"DLOBNode.d.ts","sourceRoot":"","sources":["../../../src/dlob/DLOBNode.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAO1C,OAAO,EAAa,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAC3D,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAItE,MAAM,MAAM,mBAAmB,CAAC,CAAC,SAAS,aAAa,GAAG,aAAa,IACtE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,CAAC;AAExD,MAAM,WAAW,QAAQ;IACxB,QAAQ,CAAC,CAAC,SAAS,aAAa,EAC/B,eAAe,EAAE,mBAAmB,CAAC,CAAC,CAAC,EACvC,IAAI,EAAE,MAAM,GACV,EAAE,GAAG,SAAS,CAAC;IAClB,eAAe,CAAC,CAAC,SAAS,aAAa,EACtC,eAAe,EAAE,mBAAmB,CAAC,CAAC,CAAC,EACvC,IAAI,EAAE,MAAM,GACV,EAAE,CAAC;IACN,UAAU,IAAI,OAAO,CAAC;IACtB,KAAK,EAAE,KAAK,GAAG,SAAS,CAAC;IACzB,YAAY,IAAI,OAAO,CAAC;IACxB,UAAU,EAAE,OAAO,CAAC;IACpB,WAAW,EAAE,MAAM,GAAG,SAAS,CAAC;IAChC,WAAW,EAAE,OAAO,GAAG,SAAS,CAAC;IACjC,eAAe,EAAE,EAAE,CAAC;CACpB;AAED,8BAAsB,SAAU,YAAW,QAAQ;IAClD,KAAK,EAAE,KAAK,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,EAAE,CAAC;IACd,UAAU,UAAS;IACnB,WAAW,UAAS;IACpB,eAAe,EAAE,EAAE,CAAC;IACpB,WAAW,EAAE,OAAO,CAAC;gBAGpB,KAAK,EAAE,KAAK,EACZ,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,EACpB,WAAW,UAAQ;IAUpB,QAAQ,CAAC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;IAEhC,QAAQ,IAAI,MAAM;IA2BzB,QAAQ,CAAC,CAAC,SAAS,aAAa,EAC/B,eAAe,EAAE,mBAAmB,CAAC,CAAC,CAAC,EACvC,IAAI,EAAE,MAAM,GACV,EAAE,GAAG,SAAS;IAIjB,eAAe,CAAC,CAAC,SAAS,aAAa,EACtC,eAAe,EAAE,mBAAmB,CAAC,CAAC,CAAC,EACvC,IAAI,EAAE,MAAM,GACV,EAAE;IAUL,YAAY,IAAI,OAAO;IAIvB,UAAU,IAAI,OAAO;CAGrB;AAED,qBAAa,oBAAqB,SAAQ,SAAS;IAClD,IAAI,CAAC,EAAE,oBAAoB,CAAC;IAC5B,QAAQ,CAAC,EAAE,oBAAoB,CAAC;IAEhC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,qBAAsB,SAAQ,SAAS;IACnD,IAAI,CAAC,EAAE,qBAAqB,CAAC;IAC7B,QAAQ,CAAC,EAAE,qBAAqB,CAAC;IAEjC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,sBAAuB,SAAQ,SAAS;IACpD,IAAI,CAAC,EAAE,sBAAsB,CAAC;IAC9B,QAAQ,CAAC,EAAE,sBAAsB,CAAC;IAElC,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,eAAgB,SAAQ,SAAS;IAC7C,IAAI,CAAC,EAAE,eAAe,CAAC;IACvB,QAAQ,CAAC,EAAE,eAAe,CAAC;IAE3B,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,qBAAa,gBAAiB,SAAQ,SAAS;IAC9C,IAAI,CAAC,EAAE,gBAAgB,CAAC;IACxB,QAAQ,CAAC,EAAE,gBAAgB,CAAC;IAE5B,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAGD,qBAAa,kBAAmB,SAAQ,SAAS;IAChD,IAAI,CAAC,EAAE,kBAAkB,CAAC;IAC1B,QAAQ,CAAC,EAAE,kBAAkB,CAAC;gBAElB,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,EAAE,eAAe,CAAC,EAAE,EAAE;IAInE,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,EAAE;CAG9B;AAED,MAAM,MAAM,WAAW,GAAG;IACzB,YAAY,EAAE,qBAAqB,CAAC;IACpC,WAAW,EAAE,oBAAoB,CAAC;IAClC,aAAa,EAAE,sBAAsB,CAAC;IACtC,MAAM,EAAE,eAAe,CAAC;IACxB,OAAO,EAAE,gBAAgB,CAAC;IAC1B,SAAS,EAAE,kBAAkB,CAAC;CAC9B,CAAC;AAEF,MAAM,MAAM,YAAY,GACrB,WAAW,GACX,cAAc,GACd,aAAa,GACb,eAAe,GACf,QAAQ,GACR,CAAC,SAAS,GAAG,MAAM,WAAW,CAAC,CAAC;AAEnC,wBAAgB,UAAU,CAAC,CAAC,SAAS,YAAY,EAChD,QAAQ,EAAE,CAAC,EACX,KAAK,EAAE,KAAK,EACZ,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,GAClB,WAAW,CAAC,CAAC,CAAC,CAiBhB"}

package/lib/node/dlob/DLOBNode.js

@@ -33,6 +33,13 @@ class OrderNode {
     getPrice(oraclePriceData, slot) {
         return (0, orders_1.getLimitPrice)(this.order, oraclePriceData, slot);
     }
+    getPriceOrThrow(oraclePriceData, slot) {
+        const price = this.getPrice(oraclePriceData, slot);
+        if (price === undefined) {
+            throw new Error(`OrderNode.getPrice: order ${this.order.orderId} has no limit price`);
+        }
+        return price;
+    }
     isBaseFilled() {
         return this.order.baseAssetAmountFilled.eq(this.order.baseAssetAmount);
     }

package/lib/node/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/node/dlob/DLOBSubscriber.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"DLOBSubscriber.d.ts","sourceRoot":"","sources":["../../../src/dlob/DLOBSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EACN,UAAU,EACV,oBAAoB,EACpB,sBAAsB,EACtB,UAAU,EACV,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AACnD,OAAO,EAAa,UAAU,EAAE,MAAM,UAAU,CAAC;AACjD,OAAO,EAIN,WAAW,EACX,oBAAoB,EACpB,WAAW,EACX,MAAM,mBAAmB,CAAC;AAC3B,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,qBAAa,cAAc;IAC1B,cAAc,EAAE,cAAc,CAAC;IAC/B,iGAAiG;IACjG,IAAW,WAAW,IAAI,cAAc,CAEvC;IACD,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE,UAAU,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,UAAU,CAAC,EAAE,UAAU,CAAC,OAAO,UAAU,CAAC,CAAC;IAC3C,IAAI,EAAE,IAAI,CAAC;IACJ,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,oBAAoB,CAAC,CAAC;gBAChE,MAAM,EAAE,sBAAsB;IAe7B,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAiBjC,UAAU,IAAI,OAAO,CAAC,IAAI,CAAC;IAI1B,OAAO,IAAI,IAAI;IAItB;;;;;;;;;;OAUG;IACI,KAAK,CAAC,EACZ,UAAU,EACV,WAAW,EACX,UAAU,EACV,KAAU,EACV,WAAmB,EACnB,aAAa,EACb,oBAAyB,EACzB,UAAU,GACV,EAAE;QACF,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,WAAW,CAAC,EAAE,MAAM,CAAC;QACrB,UAAU,CAAC,EAAE,UAAU,CAAC;QACxB,KAAK,CAAC,EAAE,MAAM,CAAC;QACf,WAAW,CAAC,EAAE,OAAO,CAAC;QACtB,aAAa,CAAC,EAAE,MAAM,CAAC;QACvB,oBAAoB,CAAC,EAAE,oBAAoB,EAAE,CAAC;QAC9C,UAAU,CAAC,EAAE,EAAE,CAAC;KAChB,GAAG,WAAW;IA8Df;;;;;;OAMG;IACI,KAAK,CAAC,EACZ,UAAU,EACV,WAAW,EACX,UAAU,GACV,EAAE;QACF,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,WAAW,CAAC,EAAE,MAAM,CAAC;QACrB,UAAU,CAAC,EAAE,UAAU,CAAC;KACxB,GAAG,WAAW;IAmCF,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAMzC"}
+{"version":3,"file":"DLOBSubscriber.d.ts","sourceRoot":"","sources":["../../../src/dlob/DLOBSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EACN,UAAU,EACV,oBAAoB,EACpB,sBAAsB,EACtB,UAAU,EACV,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AACnD,OAAO,EAAa,UAAU,EAAE,MAAM,UAAU,CAAC;AACjD,OAAO,EAIN,WAAW,EACX,oBAAoB,EACpB,WAAW,EACX,MAAM,mBAAmB,CAAC;AAC3B,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,qBAAa,cAAc;IAC1B,cAAc,EAAE,cAAc,CAAC;IAC/B,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE,UAAU,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,UAAU,CAAC,EAAE,UAAU,CAAC,OAAO,UAAU,CAAC,CAAC;IAC3C,IAAI,EAAE,IAAI,CAAC;IACJ,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,oBAAoB,CAAC,CAAC;gBAChE,MAAM,EAAE,sBAAsB;IAa7B,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC;IAoBjC,UAAU,IAAI,OAAO,CAAC,IAAI,CAAC;IAI1B,OAAO,IAAI,IAAI;IAItB;;;;;;;;;;OAUG;IACI,KAAK,CAAC,EACZ,UAAU,EACV,WAAW,EACX,UAAU,EACV,KAAU,EACV,WAAmB,EACnB,aAAa,EACb,oBAAyB,EACzB,UAAU,GACV,EAAE;QACF,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,WAAW,CAAC,EAAE,MAAM,CAAC;QACrB,UAAU,CAAC,EAAE,UAAU,CAAC;QACxB,KAAK,CAAC,EAAE,MAAM,CAAC;QACf,WAAW,CAAC,EAAE,OAAO,CAAC;QACtB,aAAa,CAAC,EAAE,MAAM,CAAC;QACvB,oBAAoB,CAAC,EAAE,oBAAoB,EAAE,CAAC;QAC9C,UAAU,CAAC,EAAE,EAAE,CAAC;KAChB,GAAG,WAAW;IAsEf;;;;;;OAMG;IACI,KAAK,CAAC,EACZ,UAAU,EACV,WAAW,EACX,UAAU,GACV,EAAE;QACF,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,WAAW,CAAC,EAAE,MAAM,CAAC;QACrB,UAAU,CAAC,EAAE,UAAU,CAAC;KACxB,GAAG,WAAW;IAyCF,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;CAMzC"}

package/lib/node/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;
@@ -34,7 +29,7 @@ class DLOBSubscriber {
                 this.eventEmitter.emit('update', this.dlob);
             }
             catch (e) {
-                this.eventEmitter.emit('error', e);
+                this.eventEmitter.emit('error', e instanceof Error ? e : new Error(String(e)));
             }
         }, this.updateFrequency);
     }
@@ -69,35 +64,39 @@ class DLOBSubscriber {
                 throw new Error('Either marketName or marketIndex and marketType must be provided');
             }
         }
-        let oraclePriceData;
         const isPerp = (0, types_1.isVariant)(marketType, 'perp');
         if (isPerp) {
-            const perpMarketAccount = this.velocityClient.getPerpMarketAccount(marketIndex);
-            oraclePriceData = this.velocityClient.getOracleDataForPerpMarket(perpMarketAccount.marketIndex);
-        }
-        else {
-            oraclePriceData =
-                this.velocityClient.getOracleDataForSpotMarket(marketIndex);
-        }
-        if (isPerp && includeVamm) {
-            if (fallbackL2Generators.length > 0) {
-                throw new Error('includeVamm can only be used if fallbackL2Generators is empty');
+            const perpMarketAccount = this.velocityClient.getPerpMarketAccountOrThrow(marketIndex);
+            const oraclePriceData = this.velocityClient.getMMOracleDataForPerpMarket(perpMarketAccount.marketIndex);
+            if (includeVamm) {
+                if (fallbackL2Generators.length > 0) {
+                    throw new Error('includeVamm can only be used if fallbackL2Generators is empty');
+                }
+                fallbackL2Generators = [
+                    (0, orderBookLevels_1.getVammL2Generator)({
+                        marketAccount: perpMarketAccount,
+                        mmOraclePriceData: this.velocityClient.getMMOracleDataForPerpMarket(marketIndex),
+                        numOrders: numVammOrders !== null && numVammOrders !== void 0 ? numVammOrders : depth,
+                        topOfBookQuoteAmounts: marketIndex < 3
+                            ? orderBookLevels_1.MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS
+                            : orderBookLevels_1.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS,
+                        latestSlot,
+                    }),
+                ];
             }
-            fallbackL2Generators = [
-                (0, orderBookLevels_1.getVammL2Generator)({
-                    marketAccount: this.velocityClient.getPerpMarketAccount(marketIndex),
-                    mmOraclePriceData: this.velocityClient.getMMOracleDataForPerpMarket(marketIndex),
-                    numOrders: numVammOrders !== null && numVammOrders !== void 0 ? numVammOrders : depth,
-                    topOfBookQuoteAmounts: marketIndex < 3
-                        ? orderBookLevels_1.MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS
-                        : orderBookLevels_1.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS,
-                    latestSlot,
-                }),
-            ];
+            return this.dlob.getL2({
+                marketIndex,
+                marketType: types_1.MarketType.PERP,
+                depth,
+                oraclePriceData,
+                slot: this.slotSource.getSlot(),
+                fallbackL2Generators: fallbackL2Generators,
+            });
         }
+        const oraclePriceData = this.velocityClient.getOracleDataForSpotMarket(marketIndex);
         return this.dlob.getL2({
             marketIndex,
-            marketType,
+            marketType: types_1.MarketType.SPOT,
             depth,
             oraclePriceData,
             slot: this.slotSource.getSlot(),
@@ -125,19 +124,20 @@ class DLOBSubscriber {
                 throw new Error('Either marketName or marketIndex and marketType must be provided');
             }
         }
-        let oraclePriceData;
         const isPerp = (0, types_1.isVariant)(marketType, 'perp');
         if (isPerp) {
-            oraclePriceData =
-                this.velocityClient.getOracleDataForPerpMarket(marketIndex);
-        }
-        else {
-            oraclePriceData =
-                this.velocityClient.getOracleDataForSpotMarket(marketIndex);
+            const oraclePriceData = this.velocityClient.getMMOracleDataForPerpMarket(marketIndex);
+            return this.dlob.getL3({
+                marketIndex,
+                marketType: types_1.MarketType.PERP,
+                oraclePriceData,
+                slot: this.slotSource.getSlot(),
+            });
         }
+        const oraclePriceData = this.velocityClient.getOracleDataForSpotMarket(marketIndex);
         return this.dlob.getL3({
             marketIndex,
-            marketType,
+            marketType: types_1.MarketType.SPOT,
             oraclePriceData,
             slot: this.slotSource.getSlot(),
         });

package/lib/node/dlob/NodeList.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"NodeList.d.ts","sourceRoot":"","sources":["../../../src/dlob/NodeList.ts"],"names":[],"mappings":";AAAA,OAAO,EAAa,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAC3D,OAAO,EAAc,QAAQ,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AAC/D,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,MAAM,MAAM,aAAa,GAAG,KAAK,GAAG,MAAM,CAAC;AAE3C,wBAAgB,iBAAiB,CAChC,OAAO,EAAE,MAAM,EACf,WAAW,EAAE,MAAM,GACjB,MAAM,CAER;AAED,MAAM,WAAW,iBAAiB;IACjC,YAAY,IAAI,SAAS,CAAC,QAAQ,CAAC,CAAC;CACpC;AAED,qBAAa,QAAQ,CAAC,QAAQ,SAAS,MAAM,WAAW,CACvD,YAAW,iBAAiB;IAO3B,OAAO,CAAC,QAAQ;IAChB,OAAO,CAAC,aAAa;IANtB,IAAI,CAAC,EAAE,WAAW,CAAC,QAAQ,CAAC,CAAC;IAC7B,MAAM,SAAK;IACX,OAAO,qCAA4C;gBAG1C,QAAQ,EAAE,QAAQ,EAClB,aAAa,EAAE,aAAa;IAG9B,KAAK;IAML,MAAM,CACZ,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,aAAa,EACzB,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,GAClB,IAAI;IAgDP,WAAW,CACV,WAAW,EAAE,WAAW,CAAC,QAAQ,CAAC,EAClC,OAAO,EAAE,WAAW,CAAC,QAAQ,CAAC,GAC5B,OAAO;IAkBH,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,IAAI;IAS/C,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,IAAI;IAwBrD,YAAY,IAAI,SAAS,CAAC,QAAQ,CAAC;IAQ7B,GAAG,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,OAAO;IAI/C,GAAG,CAAC,cAAc,EAAE,MAAM,GAAG,WAAW,CAAC,QAAQ,CAAC,GAAG,SAAS;IAI9D,KAAK,IAAI,IAAI;IAQb,QAAQ,IAAI,IAAI;CAOvB"}
+{"version":3,"file":"NodeList.d.ts","sourceRoot":"","sources":["../../../src/dlob/NodeList.ts"],"names":[],"mappings":";AAAA,OAAO,EAAa,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAC3D,OAAO,EAAc,QAAQ,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AAC/D,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,MAAM,MAAM,aAAa,GAAG,KAAK,GAAG,MAAM,CAAC;AAE3C,wBAAgB,iBAAiB,CAChC,OAAO,EAAE,MAAM,EACf,WAAW,EAAE,MAAM,GACjB,MAAM,CAER;AAED,MAAM,WAAW,iBAAiB;IACjC,YAAY,IAAI,SAAS,CAAC,QAAQ,CAAC,CAAC;CACpC;AAED,qBAAa,QAAQ,CAAC,QAAQ,SAAS,MAAM,WAAW,CACvD,YAAW,iBAAiB;IAO3B,OAAO,CAAC,QAAQ;IAChB,OAAO,CAAC,aAAa;IANtB,IAAI,CAAC,EAAE,WAAW,CAAC,QAAQ,CAAC,CAAC;IAC7B,MAAM,SAAK;IACX,OAAO,qCAA4C;gBAG1C,QAAQ,EAAE,QAAQ,EAClB,aAAa,EAAE,aAAa;IAG9B,KAAK;IAML,MAAM,CACZ,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,aAAa,EACzB,WAAW,EAAE,MAAM,EACnB,eAAe,CAAC,EAAE,EAAE,GAClB,IAAI;IAiDP,WAAW,CACV,WAAW,EAAE,WAAW,CAAC,QAAQ,CAAC,EAClC,OAAO,EAAE,WAAW,CAAC,QAAQ,CAAC,GAC5B,OAAO;IAkBH,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,IAAI;IAS/C,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,IAAI;IAwBrD,YAAY,IAAI,SAAS,CAAC,QAAQ,CAAC;IAQ7B,GAAG,CAAC,KAAK,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,GAAG,OAAO;IAI/C,GAAG,CAAC,cAAc,EAAE,MAAM,GAAG,WAAW,CAAC,QAAQ,CAAC,GAAG,SAAS;IAI9D,KAAK,IAAI,IAAI;IAQb,QAAQ,IAAI,IAAI;CAOvB"}

package/lib/node/dlob/NodeList.js

@@ -45,9 +45,10 @@ class NodeList {
             !this.prependNode(currentNode.next, newNode)) {
             currentNode = currentNode.next;
         }
-        newNode.next = currentNode.next;
-        if (currentNode.next !== undefined) {
-            newNode.next.previous = newNode;
+        const nextNode = currentNode.next;
+        newNode.next = nextNode;
+        if (nextNode !== undefined) {
+            nextNode.previous = newNode;
         }
         currentNode.next = newNode;
         newNode.previous = currentNode;
@@ -69,16 +70,16 @@ class NodeList {
     }
     update(order, userAccount) {
         const orderId = getOrderSignature(order.orderId, userAccount);
-        if (this.nodeMap.has(orderId)) {
-            const node = this.nodeMap.get(orderId);
+        const node = this.nodeMap.get(orderId);
+        if (node !== undefined) {
             Object.assign(node.order, order);
             node.haveFilled = false;
         }
     }
     remove(order, userAccount) {
         const orderId = getOrderSignature(order.orderId, userAccount);
-        if (this.nodeMap.has(orderId)) {
-            const node = this.nodeMap.get(orderId);
+        const node = this.nodeMap.get(orderId);
+        if (node !== undefined) {
             if (node.next) {
                 node.next.previous = node.previous;
             }

package/lib/node/dlob/orderBookLevels.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"orderBookLevels.d.ts","sourceRoot":"","sources":["../../../src/dlob/orderBookLevels.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAe1C,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAEtC,OAAO,EAEN,iBAAiB,EAIjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,KAAK,eAAe,GAAG,MAAM,GAAG,MAAM,GAAG,YAAY,CAAC;AAEtD,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,OAAO,EAAE;SAAG,GAAG,IAAI,eAAe,CAAC,CAAC,EAAE,EAAE;KAAE,CAAC;CAC3C,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;IAChC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;CAChC;AAED,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,KAAK,EAAE,SAAS,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,eAAO,MAAM,iCAAiC,MAK7C,CAAC;AAEF,eAAO,MAAM,gCAAgC,MAK5C,CAAC;AAIF;;;;;GAKG;AACH,wBAAiB,2BAA2B,CAC3C,SAAS,EAAE,SAAS,CAAC,QAAQ,CAAC,EAC9B,eAAe,EAAE,eAAe,EAChC,IAAI,EAAE,MAAM,GACV,SAAS,CAAC,OAAO,CAAC,CAqBpB;AAED,wBAAiB,sBAAsB,CACtC,iBAAiB,EAAE,SAAS,CAAC,OAAO,CAAC,EAAE,EACvC,OAAO,EAAE,CAAC,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,OAAO,KAAK,OAAO,GAC1C,SAAS,CAAC,OAAO,CAAC,CA+BpB;AAED,wBAAgB,cAAc,CAC7B,SAAS,EAAE,SAAS,CAAC,OAAO,CAAC,EAC7B,KAAK,EAAE,MAAM,GACX,OAAO,EAAE,CAsBX;AAED,wBAAgB,kBAAkB,CAAC,EAClC,aAAa,EACb,iBAAiB,EACjB,SAAS,EACT,GAA2C,EAC3C,qBAA0B,EAC1B,UAAU,GACV,EAAE;IACF,aAAa,EAAE,iBAAiB,CAAC;IACjC,iBAAiB,EAAE,iBAAiB,CAAC;IACrC,SAAS,EAAE,MAAM,CAAC;IAClB,GAAG,CAAC,EAAE,EAAE,CAAC;IACT,qBAAqB,CAAC,EAAE,EAAE,EAAE,CAAC;IAC7B,UAAU,CAAC,EAAE,EAAE,CAAC;CAChB,GAAG,oBAAoB,CAwHvB;AAED,wBAAgB,OAAO,CACtB,EAAE,EAAE,WAAW,EACf,QAAQ,EAAE,EAAE,EACZ,KAAK,EAAE,MAAM,GACX,WAAW,CAMb;AAiFD;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,SAAS,CACxB,IAAI,EAAE,OAAO,EAAE,EACf,IAAI,EAAE,OAAO,EAAE,EACf,WAAW,EAAE,EAAE,EACf,cAAc,EAAE,EAAE,EAClB,YAAY,EAAE,EAAE,EAChB,QAAQ,EAAE,EAAE,EACZ,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,EACrB,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,GACnB;IAAE,IAAI,EAAE,OAAO,EAAE,CAAC;IAAC,IAAI,EAAE,OAAO,EAAE,CAAA;CAAE,CAoJtC"}
+{"version":3,"file":"orderBookLevels.d.ts","sourceRoot":"","sources":["../../../src/dlob/orderBookLevels.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAe1C,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAEtC,OAAO,EAEN,iBAAiB,EAIjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,KAAK,eAAe,GAAG,MAAM,GAAG,MAAM,GAAG,YAAY,CAAC;AAEtD,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,OAAO,EAAE;SAAG,GAAG,IAAI,eAAe,CAAC,CAAC,EAAE,EAAE;KAAE,CAAC;CAC3C,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;IAChC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;CAChC;AAED,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,KAAK,EAAE,SAAS,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,eAAO,MAAM,iCAAiC,MAK7C,CAAC;AAEF,eAAO,MAAM,gCAAgC,MAK5C,CAAC;AAIF;;;;;GAKG;AACH,wBAAiB,2BAA2B,CAC3C,SAAS,EAAE,SAAS,CAAC,QAAQ,CAAC,EAC9B,eAAe,EAAE,eAAe,EAChC,IAAI,EAAE,MAAM,GACV,SAAS,CAAC,OAAO,CAAC,CAwBpB;AAED,wBAAiB,sBAAsB,CACtC,iBAAiB,EAAE,SAAS,CAAC,OAAO,CAAC,EAAE,EACvC,OAAO,EAAE,CAAC,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,OAAO,KAAK,OAAO,GAC1C,SAAS,CAAC,OAAO,CAAC,CAoCpB;AAED,wBAAgB,cAAc,CAC7B,SAAS,EAAE,SAAS,CAAC,OAAO,CAAC,EAC7B,KAAK,EAAE,MAAM,GACX,OAAO,EAAE,CA0BX;AAED,wBAAgB,kBAAkB,CAAC,EAClC,aAAa,EACb,iBAAiB,EACjB,SAAS,EACT,GAA2C,EAC3C,qBAA0B,EAC1B,UAAU,GACV,EAAE;IACF,aAAa,EAAE,iBAAiB,CAAC;IACjC,iBAAiB,EAAE,iBAAiB,CAAC;IACrC,SAAS,EAAE,MAAM,CAAC;IAClB,GAAG,CAAC,EAAE,EAAE,CAAC;IACT,qBAAqB,CAAC,EAAE,EAAE,EAAE,CAAC;IAC7B,UAAU,CAAC,EAAE,EAAE,CAAC;CAChB,GAAG,oBAAoB,CA0HvB;AAED,wBAAgB,OAAO,CACtB,EAAE,EAAE,WAAW,EACf,QAAQ,EAAE,EAAE,EACZ,KAAK,EAAE,MAAM,GACX,WAAW,CAMb;AAyFD;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,SAAS,CACxB,IAAI,EAAE,OAAO,EAAE,EACf,IAAI,EAAE,OAAO,EAAE,EACf,WAAW,EAAE,EAAE,EACf,cAAc,EAAE,EAAE,EAClB,YAAY,EAAE,EAAE,EAChB,QAAQ,EAAE,EAAE,EACZ,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,EACrB,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,GACnB;IAAE,IAAI,EAAE,OAAO,EAAE,CAAC;IAAC,IAAI,EAAE,OAAO,EAAE,CAAA;CAAE,CAwJtC"}

package/lib/node/dlob/orderBookLevels.js

@@ -28,13 +28,16 @@ const INDICATIVE_QUOTES_PUBKEY = 'inDNdu3ML4vG5LNExqcwuCQtLcCU8KfK5YM2qYV3JJz';
  */
 function* getL2GeneratorFromDLOBNodes(dlobNodes, oraclePriceData, slot) {
     for (const dlobNode of dlobNodes) {
+        if (!dlobNode.order) {
+            continue;
+        }
         const size = dlobNode.baseAssetAmount.sub(dlobNode.order.baseAssetAmountFilled);
         if (size.lte(numericConstants_1.ZERO)) {
             continue;
         }
         yield {
             size,
-            price: dlobNode.getPrice(oraclePriceData, slot),
+            price: dlobNode.getPriceOrThrow(oraclePriceData, slot),
             sources: dlobNode.userAccount == INDICATIVE_QUOTES_PUBKEY
                 ? { indicative: size }
                 : {
@@ -83,8 +86,9 @@ function createL2Levels(generator, depth) {
             const currentLevel = levels[levels.length - 1];
             currentLevel.size = currentLevel.size.add(size);
             for (const [source, size] of Object.entries(level.sources)) {
-                if (currentLevel.sources[source]) {
-                    currentLevel.sources[source] = currentLevel.sources[source].add(size);
+                const existingSize = currentLevel.sources[source];
+                if (existingSize) {
+                    currentLevel.sources[source] = existingSize.add(size);
                 }
                 else {
                     currentLevel.sources[source] = size;
@@ -106,19 +110,19 @@ function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now =
     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,
@@ -208,8 +212,9 @@ function groupL2Levels(levels, grouping, direction, depth) {
             const currentLevel = cloneL2Level(groupedLevels[groupedLevels.length - 1]);
             currentLevel.size = currentLevel.size.add(size);
             for (const [source, size] of Object.entries(level.sources)) {
-                if (currentLevel.sources[source]) {
-                    currentLevel.sources[source] = currentLevel.sources[source].add(size);
+                const existingSize = currentLevel.sources[source];
+                if (existingSize) {
+                    currentLevel.sources[source] = existingSize.add(size);
                 }
                 else {
                     currentLevel.sources[source] = size;
@@ -238,12 +243,13 @@ const mergeByPrice = (bidsOrAsks) => {
     const merged = new Map();
     for (const level of bidsOrAsks) {
         const key = level.price.toString();
-        if (merged.has(key)) {
-            const existing = merged.get(key);
+        const existing = merged.get(key);
+        if (existing) {
             existing.size = existing.size.add(level.size);
             for (const [source, size] of Object.entries(level.sources)) {
-                if (existing.sources[source]) {
-                    existing.sources[source] = existing.sources[source].add(size);
+                const existingSize = existing.sources[source];
+                if (existingSize) {
+                    existing.sources[source] = existingSize.add(size);
                 }
                 else {
                     existing.sources[source] = size;
@@ -289,10 +295,11 @@ function uncrossL2(bids, asks, oraclePrice, oracleTwap5Min, markTwap5Min, groupi
         if (levels.length > 0 && levels[levels.length - 1].price.eq(newPrice)) {
             levels[levels.length - 1].size = levels[levels.length - 1].size.add(oldLevel.size);
             for (const [source, size] of Object.entries(oldLevel.sources)) {
-                if (levels[levels.length - 1].sources[source]) {
+                const existingSize = levels[levels.length - 1].sources[source];
+                if (existingSize) {
                     levels[levels.length - 1].sources = {
                         ...levels[levels.length - 1].sources,
-                        [source]: levels[levels.length - 1].sources[source].add(size),
+                        [source]: existingSize.add(size),
                     };
                 }
                 else {

package/lib/node/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/node/dlob/types.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/dlob/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,MAAM,sBAAsB,GAAG;IACpC,cAAc,CAAC,EAAE,cAAc,CAAC;IAChC,iGAAiG;IACjG,WAAW,CAAC,EAAE,cAAc,CAAC;IAC7B,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE,UAAU,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,MAAM,EAAE,CAAC,IAAI,EAAE,IAAI,KAAK,IAAI,CAAC;IAC7B,KAAK,EAAE,CAAC,CAAC,EAAE,KAAK,KAAK,IAAI,CAAC;CAC1B;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACrC;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,IAAI,MAAM,CAAC;CAClB"}
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/dlob/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,MAAM,sBAAsB,GAAG;IACpC,cAAc,CAAC,EAAE,cAAc,CAAC;IAChC,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE,UAAU,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,MAAM,EAAE,CAAC,IAAI,EAAE,IAAI,KAAK,IAAI,CAAC;IAC7B,KAAK,EAAE,CAAC,CAAC,EAAE,KAAK,KAAK,IAAI,CAAC;CAC1B;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACrC;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,IAAI,MAAM,CAAC;CAClB"}

package/lib/node/events/eventList.d.ts

@@ -1,9 +1,9 @@
 import { EventType, EventMap, EventSubscriptionOrderDirection, SortFn } from './types';
 declare class Node<Type extends EventType, Event extends EventMap[Type]> {
     event: Event;
-    next?: Node<Type, Event>;
-    prev?: Node<Type, Event>;
-    constructor(event: Event, next?: Node<Type, Event>, prev?: Node<Type, Event>);
+    next?: Node<Type, Event> | undefined;
+    prev?: Node<Type, Event> | undefined;
+    constructor(event: Event, next?: Node<Type, Event> | undefined, prev?: Node<Type, Event> | undefined);
 }
 export declare class EventList<Type extends EventType> {
     eventType: Type;

package/lib/node/events/eventList.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"eventList.d.ts","sourceRoot":"","sources":["../../../src/events/eventList.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,SAAS,EACT,QAAQ,EACR,+BAA+B,EAC/B,MAAM,EACN,MAAM,SAAS,CAAC;AAEjB,cAAM,IAAI,CAAC,IAAI,SAAS,SAAS,EAAE,KAAK,SAAS,QAAQ,CAAC,IAAI,CAAC;IAEtD,KAAK,EAAE,KAAK;IACZ,IAAI,CAAC;IACL,IAAI,CAAC;gBAFL,KAAK,EAAE,KAAK,EACZ,IAAI,CAAC,+BAAmB,EACxB,IAAI,CAAC,+BAAmB;CAEhC;AAED,qBAAa,SAAS,CAAC,IAAI,SAAS,SAAS;IAMpC,SAAS,EAAE,IAAI;IACf,OAAO,EAAE,MAAM;IACtB,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc;IARvB,IAAI,SAAK;IACT,IAAI,CAAC,EAAE,IAAI,CAAC,IAAI,EAAE,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC;IAClC,IAAI,CAAC,EAAE,IAAI,CAAC,IAAI,EAAE,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC;gBAG1B,SAAS,EAAE,IAAI,EACf,OAAO,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,+BAA+B;IAGjD,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,IAAI,CAAC,GAAG,IAAI;IAyC1C,MAAM,IAAI,IAAI;IAoBd,OAAO,IAAI,QAAQ,CAAC,IAAI,CAAC,EAAE;IAI1B,CAAC,MAAM,CAAC,QAAQ,CAAC;CAOlB"}

package/lib/node/events/eventList.js

@@ -37,7 +37,7 @@ class EventList {
                 currentNode = currentNode.next;
             }
             newNode.next = currentNode.next;
-            if (currentNode.next !== undefined) {
+            if (newNode.next !== undefined) {
                 newNode.next.prev = newNode;
             }
             else {
@@ -52,6 +52,9 @@ class EventList {
     }
     detach() {
         const node = this.tail;
+        if (node === undefined) {
+            return;
+        }
         if (node.prev !== undefined) {
             node.prev.next = node.next;
         }

package/lib/node/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.
@@ -22,13 +22,16 @@ export declare class EventSubscriber {
     private txEventCache;
     private awaitTxPromises;
     private awaitTxResolver;
-    private logProvider;
+    private _logProvider?;
     private _currentProviderType;
     eventEmitter: StrictEventEmitter<EventEmitter, EventSubscriberEvents>;
     private lastSeenSlot;
     private lastSeenBlockTime;
-    lastSeenTxSig: string;
+    lastSeenTxSig: string | undefined;
+    private get logProvider();
     constructor(connection: Connection, program: Program, options?: EventSubscriptionOptions);
+    private getLogProviderConfig;
+    private getEventTypes;
     get currentProviderType(): LogProviderType;
     private initializeLogProvider;
     private populateInitialEventListMap;

package/lib/node/events/eventSubscriber.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"eventSubscriber.d.ts","sourceRoot":"","sources":["../../../src/events/eventSubscriber.ts"],"names":[],"mappings":";AAAA;;;;;;;GAOG;AACH,OAAO,EAAE,UAAU,EAAa,oBAAoB,EAAE,MAAM,iBAAiB,CAAC;AAC9E,OAAO,EAAE,OAAO,EAAE,MAAM,sBAAsB,CAAC;AAC/C,OAAO,EAEN,wBAAwB,EACxB,SAAS,EACT,aAAa,EACb,QAAQ,EAER,qBAAqB,EAGrB,eAAe,EAIf,MAAM,SAAS,CAAC;AAEjB,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAIxC,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAK5D,qBAAa,eAAe;IAuB1B,OAAO,CAAC,UAAU;IAClB,OAAO,CAAC,OAAO;IACf,OAAO,CAAC,OAAO;IAxBhB,OAAO,CAAC,OAAO,CAAY;IAC3B,OAAO,CAAC,YAAY,CAAuC;IAC3D,OAAO,CAAC,YAAY,CAAe;IACnC,OAAO,CAAC,eAAe,CAAoC;IAC3D,OAAO,CAAC,eAAe,CAAiC;IACxD,OAAO,CAAC,YAAY,CAAC,CAAc;IACnC,OAAO,CAAC,oBAAoB,CAAkB;IACvC,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,qBAAqB,CAAC,CAAC;IAC7E,OAAO,CAAC,YAAY,CAAqB;IACzC,OAAO,CAAC,iBAAiB,CAAqB;IACvC,aAAa,EAAE,MAAM,GAAG,SAAS,CAAC;IAEzC,OAAO,KAAK,WAAW,GAOtB;gBAGQ,UAAU,EAAE,UAAU,EACtB,OAAO,EAAE,OAAO,EAChB,OAAO,GAAE,wBAA0D;IAY5E,OAAO,CAAC,oBAAoB;IAO5B,OAAO,CAAC,aAAa;IAOrB,IAAI,mBAAmB,oBAEtB;IAED,OAAO,CAAC,qBAAqB;IA0D7B,OAAO,CAAC,2BAA2B;IA0BnC;;;OAGG;IACH,OAAO,CAAC,0BAA0B;IAuBrB,SAAS,IAAI,OAAO,CAAC,OAAO,CAAC;IA4D1C,OAAO,CAAC,YAAY;IA2DP,eAAe,CAAC,QAAQ,CAAC,EAAE,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC;IAmClD,WAAW,IAAI,OAAO,CAAC,OAAO,CAAC;IAS5C,OAAO,CAAC,mBAAmB;IA8BpB,OAAO,CAAC,KAAK,EAAE,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC;IAiBnD,YAAY,CAAC,IAAI,SAAS,MAAM,QAAQ,EAC9C,SAAS,EAAE,IAAI,GACb,SAAS,CAAC,IAAI,CAAC;IAIlB;;;;;OAKG;IACI,cAAc,CAAC,IAAI,SAAS,SAAS,EAC3C,SAAS,EAAE,IAAI,GACb,QAAQ,CAAC,IAAI,CAAC,EAAE;IAUZ,aAAa,CAAC,KAAK,EAAE,oBAAoB,GAAG,aAAa,GAAG,SAAS;CAG5E"}