@velocity-exchange/sdk 0.0.5 → 0.2.0

package/lib/node/math/bankruptcy.js

@@ -5,7 +5,7 @@ const numericConstants_1 = require("../constants/numericConstants");
 const position_1 = require("./position");
 const types_1 = require("../types");
 function isUserBankrupt(user) {
-    const userAccount = user.getUserAccount();
+    const userAccount = user.getUserAccountOrThrow();
     let hasLiability = false;
     for (const position of userAccount.spotPositions) {
         if (position.scaledBalance.gt(numericConstants_1.ZERO)) {

package/lib/node/math/builder.d.ts

@@ -1,4 +1,21 @@
-import { RevenueShareOrder } from '../types';
+import { OrderParams, RevenueShareEscrowAccount, RevenueShareOrder, UserStatsAccount } from '../types';
+/**
+ * True when the user's RevenueShareEscrow was initialized with a referrer.
+ * Fills for such users must include the escrow account or the program rejects
+ * them with UnableToLoadRevenueShareAccount.
+ */
+export declare function isBuilderReferral(userStats: Pick<UserStatsAccount, 'referrerStatus'>): boolean;
+/**
+ * True when the escrow was initialized with a referrer. Referral rewards
+ * accrue into such escrows on fills, so fills of the escrow owner's orders
+ * must include the escrow account (see `isBuilderReferral`).
+ */
+export declare function escrowHasReferrer(escrow: Pick<RevenueShareEscrowAccount, 'referrer'>): boolean;
+/**
+ * True when the order params carry a builder code (`builderIdx` +
+ * `builderFeeTenthBps`).
+ */
+export declare function hasBuilderParams(orderParams: Pick<OrderParams, 'builderIdx' | 'builderFeeTenthBps'>): boolean;
 export declare function isBuilderOrderOpen(order: RevenueShareOrder): boolean;
 export declare function isBuilderOrderCompleted(order: RevenueShareOrder): boolean;
 export declare function isBuilderOrderReferral(order: RevenueShareOrder): boolean;

package/lib/node/math/builder.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"builder.d.ts","sourceRoot":"","sources":["../../../src/math/builder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAG7C,wBAAgB,kBAAkB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEpE;AAGD,wBAAgB,uBAAuB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEzE;AAGD,wBAAgB,sBAAsB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAExE;AAED,wBAAgB,uBAAuB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEzE"}
+{"version":3,"file":"builder.d.ts","sourceRoot":"","sources":["../../../src/math/builder.ts"],"names":[],"mappings":"AACA,OAAO,EACN,WAAW,EAEX,yBAAyB,EACzB,iBAAiB,EACjB,gBAAgB,EAChB,MAAM,UAAU,CAAC;AAElB;;;;GAIG;AACH,wBAAgB,iBAAiB,CAChC,SAAS,EAAE,IAAI,CAAC,gBAAgB,EAAE,gBAAgB,CAAC,GACjD,OAAO,CAET;AAED;;;;GAIG;AACH,wBAAgB,iBAAiB,CAChC,MAAM,EAAE,IAAI,CAAC,yBAAyB,EAAE,UAAU,CAAC,GACjD,OAAO,CAET;AAED;;;GAGG;AACH,wBAAgB,gBAAgB,CAC/B,WAAW,EAAE,IAAI,CAAC,WAAW,EAAE,YAAY,GAAG,oBAAoB,CAAC,GACjE,OAAO,CAOT;AAGD,wBAAgB,kBAAkB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEpE;AAGD,wBAAgB,uBAAuB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEzE;AAGD,wBAAgB,sBAAsB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAExE;AAED,wBAAgB,uBAAuB,CAAC,KAAK,EAAE,iBAAiB,GAAG,OAAO,CAEzE"}

package/lib/node/math/builder.js

@@ -1,6 +1,37 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isBuilderOrderAvailable = exports.isBuilderOrderReferral = exports.isBuilderOrderCompleted = exports.isBuilderOrderOpen = void 0;
+exports.isBuilderOrderAvailable = exports.isBuilderOrderReferral = exports.isBuilderOrderCompleted = exports.isBuilderOrderOpen = exports.hasBuilderParams = exports.escrowHasReferrer = exports.isBuilderReferral = void 0;
+const web3_js_1 = require("@solana/web3.js");
+const types_1 = require("../types");
+/**
+ * True when the user's RevenueShareEscrow was initialized with a referrer.
+ * Fills for such users must include the escrow account or the program rejects
+ * them with UnableToLoadRevenueShareAccount.
+ */
+function isBuilderReferral(userStats) {
+    return (userStats.referrerStatus & types_1.ReferrerStatus.BuilderReferral) !== 0;
+}
+exports.isBuilderReferral = isBuilderReferral;
+/**
+ * True when the escrow was initialized with a referrer. Referral rewards
+ * accrue into such escrows on fills, so fills of the escrow owner's orders
+ * must include the escrow account (see `isBuilderReferral`).
+ */
+function escrowHasReferrer(escrow) {
+    return !escrow.referrer.equals(web3_js_1.PublicKey.default);
+}
+exports.escrowHasReferrer = escrowHasReferrer;
+/**
+ * True when the order params carry a builder code (`builderIdx` +
+ * `builderFeeTenthBps`).
+ */
+function hasBuilderParams(orderParams) {
+    return (orderParams.builderIdx !== null &&
+        orderParams.builderIdx !== undefined &&
+        orderParams.builderFeeTenthBps !== null &&
+        orderParams.builderFeeTenthBps !== undefined);
+}
+exports.hasBuilderParams = hasBuilderParams;
 const FLAG_IS_OPEN = 0x01;
 function isBuilderOrderOpen(order) {
     return (order.bitFlags & FLAG_IS_OPEN) !== 0;

package/lib/node/math/funding.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../../src/math/funding.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAW1C,OAAO,EAAE,iBAAiB,EAAa,MAAM,UAAU,CAAC;AACxD,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAwGtE;;;;;;GAMG;AACH,wBAAgB,gCAAgC,CAC/C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA4HtB;AAcD;;;GAGG;AACH,wBAAgB,iCAAiC,CAChD,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,eAAe,EAAE,eAAe,EAChC,MAAM,EAAE,MAAM,GAAG,MAAM,GACrB;IACF,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,eAAe,EAAE,MAAM,CAAC;IACxB,2BAA2B,EAAE,MAAM,CAAC;CACpC,CAoDA;AAiBD;;;;;;GAMG;AACH,wBAAgB,6BAA6B,CAC5C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,CAAC,CAkBV;AAED;;;;;;GAMG;AACH,wBAAgB,yCAAyC,CACxD,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAqBlB;AAED;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,iBAAiB,GAAG,EAAE,CAWlE"}
+{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../../src/math/funding.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAW1C,OAAO,EAAE,iBAAiB,EAAa,MAAM,UAAU,CAAC;AACxD,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAoHtE;;;;;;GAMG;AACH,wBAAgB,gCAAgC,CAC/C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA6HtB;AAcD;;;GAGG;AACH,wBAAgB,iCAAiC,CAChD,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,eAAe,EAAE,eAAe,EAChC,MAAM,EAAE,MAAM,GAAG,MAAM,GACrB;IACF,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,eAAe,EAAE,MAAM,CAAC;IACxB,2BAA2B,EAAE,MAAM,CAAC;CACpC,CAoDA;AAiBD;;;;;;GAMG;AACH,wBAAgB,6BAA6B,CAC5C,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,CAAC,CAgBV;AAED;;;;;;GAMG;AACH,wBAAgB,yCAAyC,CACxD,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,CAAC,EAAE,iBAAiB,EACrC,eAAe,CAAC,EAAE,eAAe,EACjC,SAAS,CAAC,EAAE,EAAE,EACd,GAAG,CAAC,EAAE,EAAE,GACN,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAiBlB;AAED;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,iBAAiB,GAAG,EAAE,CAQlE"}

package/lib/node/math/funding.js

@@ -11,12 +11,12 @@ const utils_1 = require("./utils");
 const numericConstants_2 = require("../constants/numericConstants");
 function calculateLiveMarkTwap(market, mmOraclePriceData, markPrice, now, period = new anchor_1.BN(3600)) {
     now = now || new anchor_1.BN((Date.now() / 1000).toFixed(0));
-    const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
-    const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
+    const lastMarkTwapWithMantissa = market.marketStats.lastMarkPriceTwap;
+    const lastMarkPriceTwapTs = market.marketStats.lastMarkPriceTwapTs;
     const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
     const markTwapTimeSinceLastUpdate = anchor_1.BN.max(period, anchor_1.BN.max(numericConstants_1.ZERO, period.sub(timeSinceLastMarkChange)));
     if (!markPrice) {
-        const [bid, ask] = (0, amm_1.calculateBidAskPrice)(market.amm, mmOraclePriceData);
+        const [bid, ask] = (0, amm_1.calculateBidAskPrice)(market.amm, market.marketStats, mmOraclePriceData);
         markPrice = bid.add(ask).div(new anchor_1.BN(2));
     }
     const markTwapWithMantissa = markTwapTimeSinceLastUpdate
@@ -29,21 +29,21 @@ function shrinkStaleTwaps(market, markTwapWithMantissa, oracleTwapWithMantissa,
     now = now || new anchor_1.BN((Date.now() / 1000).toFixed(0));
     let newMarkTwap = markTwapWithMantissa;
     let newOracleTwap = oracleTwapWithMantissa;
-    if (market.amm.lastMarkPriceTwapTs.gt(market.amm.historicalOracleData.lastOraclePriceTwapTs)) {
+    if (market.marketStats.lastMarkPriceTwapTs.gt(market.marketStats.historicalOracleData.lastOraclePriceTwapTs)) {
         // shrink oracle based on invalid intervals
-        const oracleInvalidDuration = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.lastMarkPriceTwapTs.sub(market.amm.historicalOracleData.lastOraclePriceTwapTs));
-        const timeSinceLastOracleTwapUpdate = now.sub(market.amm.historicalOracleData.lastOraclePriceTwapTs);
-        const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(market.amm.fundingPeriod, anchor_1.BN.max(numericConstants_1.ONE, market.amm.fundingPeriod.sub(timeSinceLastOracleTwapUpdate))));
+        const oracleInvalidDuration = anchor_1.BN.max(numericConstants_1.ZERO, market.marketStats.lastMarkPriceTwapTs.sub(market.marketStats.historicalOracleData.lastOraclePriceTwapTs));
+        const timeSinceLastOracleTwapUpdate = now.sub(market.marketStats.historicalOracleData.lastOraclePriceTwapTs);
+        const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(market.marketStats.fundingPeriod, anchor_1.BN.max(numericConstants_1.ONE, market.marketStats.fundingPeriod.sub(timeSinceLastOracleTwapUpdate))));
         newOracleTwap = oracleTwapTimeSinceLastUpdate
             .mul(oracleTwapWithMantissa)
             .add(oracleInvalidDuration.mul(markTwapWithMantissa))
             .div(oracleTwapTimeSinceLastUpdate.add(oracleInvalidDuration));
     }
-    else if (market.amm.lastMarkPriceTwapTs.lt(market.amm.historicalOracleData.lastOraclePriceTwapTs)) {
+    else if (market.marketStats.lastMarkPriceTwapTs.lt(market.marketStats.historicalOracleData.lastOraclePriceTwapTs)) {
         // shrink mark to oracle twap over tradless intervals
-        const tradelessDuration = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.historicalOracleData.lastOraclePriceTwapTs.sub(market.amm.lastMarkPriceTwapTs));
-        const timeSinceLastMarkTwapUpdate = now.sub(market.amm.lastMarkPriceTwapTs);
-        const markTwapTimeSinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(market.amm.fundingPeriod, anchor_1.BN.max(numericConstants_1.ONE, market.amm.fundingPeriod.sub(timeSinceLastMarkTwapUpdate))));
+        const tradelessDuration = anchor_1.BN.max(numericConstants_1.ZERO, market.marketStats.historicalOracleData.lastOraclePriceTwapTs.sub(market.marketStats.lastMarkPriceTwapTs));
+        const timeSinceLastMarkTwapUpdate = now.sub(market.marketStats.lastMarkPriceTwapTs);
+        const markTwapTimeSinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(market.marketStats.fundingPeriod, anchor_1.BN.max(numericConstants_1.ONE, market.marketStats.fundingPeriod.sub(timeSinceLastMarkTwapUpdate))));
         newMarkTwap = markTwapTimeSinceLastUpdate
             .mul(markTwapWithMantissa)
             .add(tradelessDuration.mul(oracleTwapWithMantissa))
@@ -65,8 +65,11 @@ function calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePrice
     // todo: sufficiently differs from blockchain timestamp?
     now = now || new anchor_1.BN((Date.now() / 1000).toFixed(0));
     // calculate real-time mark and oracle twap
-    const liveMarkTwap = calculateLiveMarkTwap(market, mmOraclePriceData, markPrice, now, market.amm.fundingPeriod);
-    const liveOracleTwap = (0, oracles_1.calculateLiveOracleTwap)(market.amm.historicalOracleData, oraclePriceData, now, market.amm.fundingPeriod);
+    const liveMarkTwap = calculateLiveMarkTwap(market, mmOraclePriceData, markPrice, now, market.marketStats.fundingPeriod);
+    if (!oraclePriceData) {
+        throw new Error('calculateAllEstimatedFundingRate: oraclePriceData is required for an initialized market');
+    }
+    const liveOracleTwap = (0, oracles_1.calculateLiveOracleTwap)(market.marketStats.historicalOracleData, oraclePriceData, now, market.marketStats.fundingPeriod);
     const [markTwap, oracleTwap] = shrinkStaleTwaps(market, liveMarkTwap, liveOracleTwap, now);
     // if(!markTwap.eq(liveMarkTwap)){
     // 	console.log('shrink mark:', liveMarkTwap.toString(), '->', markTwap.toString());
@@ -89,9 +92,9 @@ function calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePrice
         .div(oracleTwap);
     const secondsInHour = new anchor_1.BN(3600);
     const hoursInDay = new anchor_1.BN(24);
-    const timeSinceLastUpdate = now.sub(market.amm.lastFundingRateTs);
+    const timeSinceLastUpdate = now.sub(market.lastFundingRateTs);
     const lowerboundEst = twapSpreadPct
-        .mul(market.amm.fundingPeriod)
+        .mul(market.marketStats.fundingPeriod)
         .mul(anchor_1.BN.min(secondsInHour, timeSinceLastUpdate))
         .div(secondsInHour)
         .div(secondsInHour)
@@ -107,16 +110,16 @@ function calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePrice
     let cappedAltEst;
     let largerSide;
     let smallerSide;
-    if (market.amm.baseAssetAmountLong.gt(market.amm.baseAssetAmountShort.abs())) {
-        largerSide = market.amm.baseAssetAmountLong.abs();
-        smallerSide = market.amm.baseAssetAmountShort.abs();
+    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
+        largerSide = market.baseAssetAmountLong.abs();
+        smallerSide = market.baseAssetAmountShort.abs();
         if (twapSpread.gt(new anchor_1.BN(0))) {
             return [markTwap, oracleTwap, lowerboundEst, interpEst, interpEst];
         }
     }
-    else if (market.amm.baseAssetAmountLong.lt(market.amm.baseAssetAmountShort.abs())) {
-        largerSide = market.amm.baseAssetAmountShort.abs();
-        smallerSide = market.amm.baseAssetAmountLong.abs();
+    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
+        largerSide = market.baseAssetAmountShort.abs();
+        smallerSide = market.baseAssetAmountLong.abs();
         if (twapSpread.lt(new anchor_1.BN(0))) {
             return [markTwap, oracleTwap, lowerboundEst, interpEst, interpEst];
         }
@@ -212,10 +215,10 @@ function getMaxPriceDivergenceForFundingRate(market, oracleTwap) {
  */
 function calculateLongShortFundingRate(market, mmOraclePriceData, oraclePriceData, markPrice, now) {
     const [_1, _2, _, cappedAltEst, interpEst] = calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePriceData, markPrice, now);
-    if (market.amm.baseAssetAmountLong.gt(market.amm.baseAssetAmountShort)) {
+    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
         return [cappedAltEst, interpEst];
     }
-    else if (market.amm.baseAssetAmountLong.lt(market.amm.baseAssetAmountShort)) {
+    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort)) {
         return [interpEst, cappedAltEst];
     }
     else {
@@ -232,10 +235,10 @@ exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
  */
 function calculateLongShortFundingRateAndLiveTwaps(market, mmOraclePriceData, oraclePriceData, markPrice, now) {
     const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePriceData, markPrice, now);
-    if (market.amm.baseAssetAmountLong.gt(market.amm.baseAssetAmountShort.abs())) {
+    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
         return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
     }
-    else if (market.amm.baseAssetAmountLong.lt(market.amm.baseAssetAmountShort.abs())) {
+    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
         return [markTwapLive, oracleTwapLive, interpEst, cappedAltEst];
     }
     else {
@@ -250,11 +253,8 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
  */
 function calculateFundingPool(market) {
     // todo
-    const totalFeeLB = market.amm.totalExchangeFee.div(new anchor_1.BN(2));
-    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions
-        .sub(totalFeeLB)
-        .mul(new anchor_1.BN(1))
-        .div(new anchor_1.BN(3)));
+    // no protocol floor post-isolation: 1/3 of the AMM's own equity
+    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions.mul(new anchor_1.BN(1)).div(new anchor_1.BN(3)));
     return feePool;
 }
 exports.calculateFundingPool = calculateFundingPool;

package/lib/node/math/insurance.d.ts

@@ -2,7 +2,7 @@
 import { BN } from '../isomorphic/anchor';
 import { SpotMarketAccount } from '../types';
 export declare function nextRevenuePoolSettleApr(spotMarket: SpotMarketAccount, vaultBalance: BN, // vault token amount
-amount?: BN): number;
+amount: BN): number;
 export declare function stakeAmountToShares(amount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
 export declare function unstakeSharesToAmount(nShares: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;
 export declare function unstakeSharesToAmountWithOpenRequest(nShares: BN, withdrawRequestShares: BN, withdrawRequestAmount: BN, totalIfShares: BN, insuranceFundVaultBalance: BN): BN;

package/lib/node/math/insurance.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"insurance.d.ts","sourceRoot":"","sources":["../../../src/math/insurance.ts"],"names":[],"mappings":";AAEA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EAAmB,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAE9D,wBAAgB,wBAAwB,CACvC,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,EAAE,EAAE,qBAAqB;AACvC,MAAM,CAAC,EAAE,EAAE,GACT,MAAM,CAuCR;AAED,wBAAgB,mBAAmB,CAClC,MAAM,EAAE,EAAE,EACV,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CASJ;AAED,wBAAgB,qBAAqB,CACpC,OAAO,EAAE,EAAE,EACX,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAYJ;AAED,wBAAgB,oCAAoC,CACnD,OAAO,EAAE,EAAE,EACX,qBAAqB,EAAE,EAAE,EACzB,qBAAqB,EAAE,EAAE,EACzB,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAqBJ"}
+{"version":3,"file":"insurance.d.ts","sourceRoot":"","sources":["../../../src/math/insurance.ts"],"names":[],"mappings":";AAEA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EAAmB,iBAAiB,EAAE,MAAM,UAAU,CAAC;AAE9D,wBAAgB,wBAAwB,CACvC,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,EAAE,EAAE,qBAAqB;AACvC,MAAM,EAAE,EAAE,GACR,MAAM,CAqCR;AAED,wBAAgB,mBAAmB,CAClC,MAAM,EAAE,EAAE,EACV,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CASJ;AAED,wBAAgB,qBAAqB,CACpC,OAAO,EAAE,EAAE,EACX,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAYJ;AAED,wBAAgB,oCAAoC,CACnD,OAAO,EAAE,EAAE,EACX,qBAAqB,EAAE,EAAE,EACzB,qBAAqB,EAAE,EAAE,EACzB,aAAa,EAAE,EAAE,EACjB,yBAAyB,EAAE,EAAE,GAC3B,EAAE,CAqBJ"}

package/lib/node/math/insurance.js

@@ -12,11 +12,10 @@ amount // delta token amount
     // Conmputing the APR:
     const revenuePoolBN = (0, spotBalance_1.getTokenAmount)(spotMarket.revenuePool.scaledBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
     const payoutRatio = 0.1;
-    const ratioForStakers = spotMarket.insuranceFund.totalFactor > 0 &&
-        spotMarket.insuranceFund.userFactor > 0 &&
-        spotMarket.insuranceFund.revenueSettlePeriod.gt(numericConstants_1.ZERO)
-        ? spotMarket.insuranceFund.userFactor /
-            spotMarket.insuranceFund.totalFactor
+    // the insurance fund is 100% staker-owned: every settled token accrues to
+    // stakers as share-price appreciation (no protocol split)
+    const ratioForStakers = spotMarket.insuranceFund.revenueSettlePeriod.gt(numericConstants_1.ZERO)
+        ? 1
         : 0;
     // Settle periods from on-chain data:
     const revSettlePeriod = spotMarket.insuranceFund.revenueSettlePeriod.toNumber() * 1000;

package/lib/node/math/margin.d.ts

@@ -2,13 +2,11 @@
 import { BN } from '../isomorphic/anchor';
 import { OraclePriceData } from '../oracles/types';
 import { VelocityClient } from '../velocityClient';
-import { PerpMarketAccount, PerpPosition, PositionDirection, UserAccount } from '../types';
-import { PublicKey } from '@solana/web3.js';
+import { PerpMarketAccount, PerpPosition } from '../types';
 export declare function calculateSizePremiumLiabilityWeight(size: BN, // AMM_RESERVE_PRECISION
 imfFactor: BN, liabilityWeight: BN, precision: BN, isBounded?: boolean): BN;
 export declare function calculateSizeDiscountAssetWeight(size: BN, // AMM_RESERVE_PRECISION
 imfFactor: BN, assetWeight: BN): BN;
-export declare function calculateOraclePriceForPerpMargin(perpPosition: PerpPosition, market: PerpMarketAccount, oraclePriceData: OraclePriceData): BN;
 /**
  * This is _not_ the same as liability value as for prediction markets, the liability for the short in prediction market is (1 - oracle price) * base
  * See {@link calculatePerpLiabilityValue} to get the liabiltiy value
@@ -30,17 +28,11 @@ export declare function calculatePerpLiabilityValue(baseAssetAmount: BN, price:
  * @param baseSize
  * @returns
  */
-export declare function calculateMarginUSDCRequiredForTrade(driftClient: VelocityClient, targetMarketIndex: number, baseSize: BN, userMaxMarginRatio?: number, entryPrice?: BN): BN;
+export declare function calculateMarginUSDCRequiredForTrade(velocityClient: VelocityClient, targetMarketIndex: number, baseSize: BN, userMaxMarginRatio?: number, entryPrice?: BN): BN;
 /**
  * Similar to calculatetMarginUSDCRequiredForTrade, but calculates how much of a given collateral is required to cover the margin requirements for a given trade. Basically does the same thing as getMarginUSDCRequiredForTrade but also accounts for asset weight of the selected collateral.
  *
  * Returns collateral required in the precision of the target collateral market.
  */
-export declare function calculateCollateralDepositRequiredForTrade(driftClient: VelocityClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, estEntryPrice?: BN): BN;
-export declare function calculateCollateralValueOfDeposit(driftClient: VelocityClient, collateralIndex: number, baseSize: BN): BN;
-export declare function calculateLiquidationPrice(freeCollateral: BN, freeCollateralDelta: BN, oraclePrice: BN): BN;
-export declare function calculateUserMaxPerpOrderSize(driftClient: VelocityClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
-    tradeSize: BN;
-    oppositeSideTradeSize: BN;
-};
+export declare function calculateCollateralDepositRequiredForTrade(velocityClient: VelocityClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, estEntryPrice?: BN): BN;
 //# sourceMappingURL=margin.d.ts.map

package/lib/node/math/margin.d.ts.map

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package/lib/node/math/margin.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateUserMaxPerpOrderSize = exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 /**
- * 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.
  */
@@ -11,8 +11,6 @@ const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("../isomorphic/anchor");
 const market_1 = require("./market");
 const spotBalance_1 = require("./spotBalance");
-const oneShotUserAccountSubscriber_1 = require("../accounts/oneShotUserAccountSubscriber");
-const user_1 = require("../user");
 const types_1 = require("../types");
 const assert_1 = require("../assert/assert");
 function calculateSizePremiumLiabilityWeight(size, // AMM_RESERVE_PRECISION
@@ -55,22 +53,6 @@ imfFactor, assetWeight) {
     return minAssetWeight;
 }
 exports.calculateSizeDiscountAssetWeight = calculateSizeDiscountAssetWeight;
-function calculateOraclePriceForPerpMargin(perpPosition, market, oraclePriceData) {
-    const oraclePriceOffset = anchor_1.BN.min(new anchor_1.BN(market.amm.maxSpread)
-        .mul(oraclePriceData.price)
-        .div(numericConstants_1.BID_ASK_SPREAD_PRECISION), oraclePriceData.confidence.add(new anchor_1.BN(market.amm.baseSpread)
-        .mul(oraclePriceData.price)
-        .div(numericConstants_1.BID_ASK_SPREAD_PRECISION)));
-    let marginPrice;
-    if (perpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        marginPrice = oraclePriceData.price.sub(oraclePriceOffset);
-    }
-    else {
-        marginPrice = oraclePriceData.price.add(oraclePriceOffset);
-    }
-    return marginPrice;
-}
-exports.calculateOraclePriceForPerpMargin = calculateOraclePriceForPerpMargin;
 /**
  * This is _not_ the same as liability value as for prediction markets, the liability for the short in prediction market is (1 - oracle price) * base
  * See {@link calculatePerpLiabilityValue} to get the liabiltiy value
@@ -130,9 +112,9 @@ exports.calculatePerpLiabilityValue = calculatePerpLiabilityValue;
  * @param baseSize
  * @returns
  */
-function calculateMarginUSDCRequiredForTrade(driftClient, targetMarketIndex, baseSize, userMaxMarginRatio, entryPrice) {
-    const targetMarket = driftClient.getPerpMarketAccount(targetMarketIndex);
-    const price = entryPrice !== null && entryPrice !== void 0 ? entryPrice : driftClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
+function calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, entryPrice) {
+    const targetMarket = velocityClient.getPerpMarketAccountOrThrow(targetMarketIndex);
+    const price = entryPrice !== null && entryPrice !== void 0 ? entryPrice : velocityClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
     const perpLiabilityValue = calculatePerpLiabilityValue(baseSize, price);
     const marginRequired = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(targetMarket, baseSize.abs(), 'Initial', userMaxMarginRatio))
         .mul(perpLiabilityValue)
@@ -145,13 +127,13 @@ exports.calculateMarginUSDCRequiredForTrade = calculateMarginUSDCRequiredForTrad
  *
  * Returns collateral required in the precision of the target collateral market.
  */
-function calculateCollateralDepositRequiredForTrade(driftClient, targetMarketIndex, baseSize, collateralIndex, userMaxMarginRatio, estEntryPrice) {
-    const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(driftClient, targetMarketIndex, baseSize, userMaxMarginRatio, estEntryPrice);
-    const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
-    const collateralOracleData = driftClient.getOracleDataForSpotMarket(collateralIndex);
+function calculateCollateralDepositRequiredForTrade(velocityClient, targetMarketIndex, baseSize, collateralIndex, userMaxMarginRatio, estEntryPrice) {
+    const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, estEntryPrice);
+    const collateralMarket = velocityClient.getSpotMarketAccountOrThrow(collateralIndex);
+    const collateralOracleData = velocityClient.getOracleDataForSpotMarket(collateralIndex);
     const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
     // 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(numericConstants_1.PRICE_PRECISION) // adjust for division by oracle price
         .mul(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION) // adjust for division by scaled asset weight
@@ -162,44 +144,3 @@ function calculateCollateralDepositRequiredForTrade(driftClient, targetMarketInd
     return baseAmountRequired;
 }
 exports.calculateCollateralDepositRequiredForTrade = calculateCollateralDepositRequiredForTrade;
-function calculateCollateralValueOfDeposit(driftClient, collateralIndex, baseSize) {
-    const collateralMarket = driftClient.getSpotMarketAccount(collateralIndex);
-    const collateralOracleData = driftClient.getOracleDataForSpotMarket(collateralIndex);
-    const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
-    // CollateralBaseValue = oracle price * collateral base amount (and shift to QUOTE_PRECISION)
-    const collateralBaseValue = collateralOracleData.price
-        .mul(baseSize)
-        .mul(numericConstants_1.QUOTE_PRECISION)
-        .div(numericConstants_1.PRICE_PRECISION)
-        .div(new anchor_1.BN(10).pow(new anchor_1.BN(collateralMarket.decimals)));
-    const depositCollateralValue = collateralBaseValue
-        .mul(scaledAssetWeight)
-        .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
-    return depositCollateralValue;
-}
-exports.calculateCollateralValueOfDeposit = calculateCollateralValueOfDeposit;
-function calculateLiquidationPrice(freeCollateral, freeCollateralDelta, oraclePrice) {
-    const liqPriceDelta = freeCollateral
-        .mul(numericConstants_1.QUOTE_PRECISION)
-        .div(freeCollateralDelta);
-    const liqPrice = oraclePrice.sub(liqPriceDelta);
-    if (liqPrice.lt(numericConstants_1.ZERO)) {
-        return new anchor_1.BN(-1);
-    }
-    return liqPrice;
-}
-exports.calculateLiquidationPrice = calculateLiquidationPrice;
-function calculateUserMaxPerpOrderSize(driftClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
-    const userAccountSubscriber = new oneShotUserAccountSubscriber_1.OneShotUserAccountSubscriber(driftClient.program, userAccountKey, userAccount);
-    const user = new user_1.User({
-        driftClient,
-        userAccountPublicKey: userAccountKey,
-        accountSubscription: {
-            type: 'custom',
-            userAccountSubscriber: userAccountSubscriber,
-        },
-    });
-    user.isSubscribed = true;
-    return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
-}
-exports.calculateUserMaxPerpOrderSize = calculateUserMaxPerpOrderSize;

package/lib/node/math/market.d.ts

@@ -1,31 +1,28 @@
 /// <reference types="bn.js" />
 import { BN } from '../isomorphic/anchor';
-import { PerpMarketAccount, PositionDirection, MarginCategory, SpotMarketAccount } from '../types';
+import { PerpMarketAccount, MarginCategory, SpotMarketAccount } from '../types';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
-import { DLOB } from '../dlob/DLOB';
 /**
  * Calculates market mark price
  *
  * @param market
  * @return markPrice : Precision PRICE_PRECISION
  */
-export declare function calculateReservePrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateReservePrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData): BN;
 /**
  * Calculates market bid price
  *
  * @param market
  * @return bidPrice : Precision PRICE_PRECISION
  */
-export declare function calculateBidPrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, latestSlot?: BN): BN;
+export declare function calculateBidPrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, latestSlot?: BN): BN;
 /**
  * Calculates market ask price
  *
  * @param market
  * @return askPrice : Precision PRICE_PRECISION
  */
-export declare function calculateAskPrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, latestSlot?: BN): BN;
-export declare function calculateNewMarketAfterTrade(baseAssetAmount: BN, direction: PositionDirection, market: PerpMarketAccount): PerpMarketAccount;
-export declare function calculateOracleReserveSpread(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateAskPrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, latestSlot?: BN): BN;
 export declare function calculateOracleSpread(price: BN, oraclePriceData: OraclePriceData): BN;
 export declare function calculateMarketMarginRatio(market: PerpMarketAccount, size: BN, marginCategory: MarginCategory, customMarginRatio?: number): number;
 export declare function calculateUnrealizedAssetWeight(market: PerpMarketAccount, quoteSpotMarket: SpotMarketAccount, unrealizedPnl: BN, marginCategory: MarginCategory, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
@@ -33,11 +30,6 @@ export declare function calculateMarketAvailablePNL(perpMarket: PerpMarketAccoun
 export declare function calculateMarketMaxAvailableInsurance(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount): BN;
 export declare function calculateNetUserPnl(perpMarket: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
 export declare function calculateNetUserPnlImbalance(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>, applyFeePoolDiscount?: boolean): BN;
-export declare function calculateAvailablePerpLiquidity(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, dlob: DLOB, slot: number): {
-    bids: BN;
-    asks: BN;
-};
-export declare function calculatePerpMarketBaseLiquidatorFee(market: PerpMarketAccount): number;
 /**
  * Calculates trigger price for a perp market based on oracle price and current time
  * Implements the same logic as the Rust get_trigger_price function

package/lib/node/math/market.d.ts.map

@@ -1 +1 @@
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package/lib/node/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTriggerPrice = exports.calculatePerpMarketBaseLiquidatorFee = exports.calculateAvailablePerpLiquidity = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateOracleReserveSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
+exports.getTriggerPrice = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
@@ -26,7 +26,7 @@ exports.calculateReservePrice = calculateReservePrice;
  * @return bidPrice : Precision PRICE_PRECISION
  */
 function calculateBidPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateBidPrice = calculateBidPrice;
@@ -37,25 +37,10 @@ exports.calculateBidPrice = calculateBidPrice;
  * @return askPrice : Precision PRICE_PRECISION
  */
 function calculateAskPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateAskPrice = calculateAskPrice;
-function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
-    const newAmm = Object.assign({}, market.amm);
-    const newMarket = Object.assign({}, market);
-    newMarket.amm = newAmm;
-    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
-    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
-    return newMarket;
-}
-exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;
-function calculateOracleReserveSpread(market, mmOraclePriceData) {
-    const reservePrice = calculateReservePrice(market, mmOraclePriceData);
-    return calculateOracleSpread(reservePrice, mmOraclePriceData);
-}
-exports.calculateOracleReserveSpread = calculateOracleReserveSpread;
 function calculateOracleSpread(price, oraclePriceData) {
     return price.sub(oraclePriceData.price);
 }
@@ -122,7 +107,7 @@ function calculateNetUserPnl(perpMarket, oraclePriceData) {
         .mul(oraclePriceData.price)
         .div(numericConstants_1.BASE_PRECISION)
         .div(numericConstants_1.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);
     return netUserPnl;
 }
@@ -138,25 +123,6 @@ function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData, a
     return imbalance;
 }
 exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;
-function calculateAvailablePerpLiquidity(market, mmOraclePriceData, dlob, slot) {
-    let [bids, asks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.amm.orderStepSize);
-    asks = asks.abs();
-    for (const bid of dlob.getRestingLimitBids(market.marketIndex, slot, types_1.MarketType.PERP, mmOraclePriceData)) {
-        bids = bids.add(bid.order.baseAssetAmount.sub(bid.order.baseAssetAmountFilled));
-    }
-    for (const ask of dlob.getRestingLimitAsks(market.marketIndex, slot, types_1.MarketType.PERP, mmOraclePriceData)) {
-        asks = asks.add(ask.order.baseAssetAmount.sub(ask.order.baseAssetAmountFilled));
-    }
-    return {
-        bids: bids,
-        asks: asks,
-    };
-}
-exports.calculateAvailablePerpLiquidity = calculateAvailablePerpLiquidity;
-function calculatePerpMarketBaseLiquidatorFee(market) {
-    return market.liquidatorFee;
-}
-exports.calculatePerpMarketBaseLiquidatorFee = calculatePerpMarketBaseLiquidatorFee;
 /**
  * Calculates trigger price for a perp market based on oracle price and current time
  * Implements the same logic as the Rust get_trigger_price function
@@ -172,8 +138,8 @@ function getTriggerPrice(market, oraclePrice, now, useMedianPrice) {
     }
     const lastFillPrice = market.lastFillPrice;
     // Calculate 5-minute basis
-    const markPrice5minTwap = market.amm.lastMarkPriceTwap5Min;
-    const lastOraclePriceTwap5min = market.amm.historicalOracleData.lastOraclePriceTwap5Min;
+    const markPrice5minTwap = market.marketStats.lastMarkPriceTwap5Min;
+    const lastOraclePriceTwap5min = market.marketStats.historicalOracleData.lastOraclePriceTwap5Min;
     const basis5min = markPrice5minTwap.sub(lastOraclePriceTwap5min);
     const oraclePlusBasis5min = oraclePrice.add(basis5min);
     // Calculate funding basis
@@ -193,19 +159,19 @@ exports.getTriggerPrice = getTriggerPrice;
  * Implements the same logic as the Rust get_last_funding_basis function
  */
 function getLastFundingBasis(market, oraclePrice, now) {
-    if (market.amm.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
-        const lastFundingRate = market.amm.lastFundingRate
+    if (market.marketStats.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
+        const lastFundingRate = market.lastFundingRate
             .mul(numericConstants_1.PRICE_PRECISION)
-            .div(market.amm.lastFundingOracleTwap)
+            .div(market.marketStats.lastFundingOracleTwap)
             .muln(24);
         const lastFundingRatePreAdj = lastFundingRate.sub(numericConstants_1.FUNDING_RATE_PRECISION.div(new anchor_1.BN(3333)) // FUNDING_RATE_OFFSET_PERCENTAGE
         );
-        const timeLeftUntilFundingUpdate = anchor_1.BN.min(anchor_1.BN.max(now.sub(market.amm.lastFundingRateTs), numericConstants_1.ZERO), market.amm.fundingPeriod);
+        const timeLeftUntilFundingUpdate = anchor_1.BN.min(anchor_1.BN.max(now.sub(market.lastFundingRateTs), numericConstants_1.ZERO), market.marketStats.fundingPeriod);
         const lastFundingBasis = oraclePrice
             .mul(lastFundingRatePreAdj)
             .div(numericConstants_1.PERCENTAGE_PRECISION)
-            .mul(market.amm.fundingPeriod.sub(timeLeftUntilFundingUpdate))
-            .div(market.amm.fundingPeriod)
+            .mul(market.marketStats.fundingPeriod.sub(timeLeftUntilFundingUpdate))
+            .div(market.marketStats.fundingPeriod)
             .div(new anchor_1.BN(1000)); // FUNDING_RATE_BUFFER
         return lastFundingBasis;
     }