@velocity-exchange/sdk 0.1.0 → 0.2.1

package/src/tx/txParamProcessor.ts

@@ -35,7 +35,10 @@ export class TransactionParamProcessor {
 		bufferMultiplier: number, // Making this a mandatory param to force the user to remember that simulated CU's can be inaccurate and a buffer should be applied
 		lowerBoundCu?: number,
 		simulatedTx?: SimulatedTransactionResponse
-	): Promise<{ success: boolean; computeUnits: number }> {
+	): Promise<
+		| { success: true; computeUnits: number }
+		| { success: false; computeUnits: undefined }
+	> {
 		try {
 			if (TEST_SIMS_ALWAYS_FAIL)
 				throw new Error('Test Error::SIMS_ALWAYS_FAIL');
@@ -54,6 +57,12 @@ export class TransactionParamProcessor {
 
 			const computeUnits = await this.getComputeUnitsFromSim(simTxResult);
 
+			if (computeUnits === undefined) {
+				throw new Error(
+					'TransactionParamProcessor: simulation did not return units consumed'
+				);
+			}
+
 			// Apply the buffer, but round down to the MAX_COMPUTE_UNITS, and round up to the nearest whole number
 			let bufferedComputeUnits = Math.ceil(
 				Math.min(computeUnits * bufferMultiplier, MAX_COMPUTE_UNITS)
@@ -68,7 +77,7 @@ export class TransactionParamProcessor {
 			}
 
 			return {
-				success: true,
+				success: true as const,
 				computeUnits: bufferedComputeUnits,
 			};
 		} catch (e) {
@@ -78,7 +87,7 @@ export class TransactionParamProcessor {
 			);
 
 			return {
-				success: false,
+				success: false as const,
 				computeUnits: undefined,
 			};
 		}
@@ -146,6 +155,12 @@ export class TransactionParamProcessor {
 
 			const simulatedComputeUnits = finalTxParams.computeUnits;
 
+			if (simulatedComputeUnits === undefined) {
+				throw new Error(
+					`encountered useSimulatedComputeUnitsForFees=true, but simulated compute units are unavailable (simulation likely failed)`
+				);
+			}
+
 			const computeUnitPrice = processConfig.getCUPriceFromComputeUnits(
 				simulatedComputeUnits
 			);

package/src/tx/types.ts

@@ -18,7 +18,7 @@ export enum ConfirmationStrategy {
 
 export type TxSigAndSlot = {
 	txSig: TransactionSignature;
-	slot: number;
+	slot: number | undefined;
 };
 
 export interface TxSender {

package/src/tx/whileValidTxSender.ts

@@ -20,12 +20,7 @@ type ResolveReference = {
 };
 
 export class WhileValidTxSender extends BaseTxSender {
-	connection: Connection;
-	wallet: IWallet;
-	opts: ConfirmOptions;
-	timeout: number;
 	retrySleep: number;
-	additionalConnections: Connection[];
 	timoutCount = 0;
 	untilValid = new Map<
 		string,
@@ -75,7 +70,7 @@ export class WhileValidTxSender extends BaseTxSender {
 		wallet: IWallet;
 		opts?: ConfirmOptions;
 		retrySleep?: number;
-		additionalConnections?;
+		additionalConnections?: Connection[];
 		additionalTxSenderCallbacks?: ((base58EncodedTx: string) => void)[];
 		confirmationStrategy?: ConfirmationStrategy;
 		txHandler?: TxHandler;
@@ -120,6 +115,12 @@ export class WhileValidTxSender extends BaseTxSender {
 		let latestBlockhash =
 			await this.txHandler.getLatestBlockhashForTransaction();
 
+		if (!latestBlockhash) {
+			throw new Error(
+				'WhileValidTxSender: failed to fetch latest blockhash for transaction'
+			);
+		}
+
 		// handle tx
 		let signedTx = tx;
 		if (!preSigned) {
@@ -141,9 +142,18 @@ export class WhileValidTxSender extends BaseTxSender {
 		}
 
 		// handle subclass-specific side effects
-		const txSig = bs58.encode(
-			signedTx?.signature || signedTx.signatures[0]?.signature
-		);
+		const signature = signedTx?.signature || signedTx.signatures[0]?.signature;
+		if (!signature) {
+			throw new Error(
+				'WhileValidTxSender: signed transaction is missing a signature'
+			);
+		}
+		const txSig = bs58.encode(signature);
+		if (!latestBlockhash) {
+			throw new Error(
+				'WhileValidTxSender: failed to resolve latest blockhash for transaction'
+			);
+		}
 		this.untilValid.set(txSig, latestBlockhash);
 
 		return signedTx;
@@ -158,6 +168,12 @@ export class WhileValidTxSender extends BaseTxSender {
 		let latestBlockhash =
 			await this.txHandler.getLatestBlockhashForTransaction();
 
+		if (!latestBlockhash) {
+			throw new Error(
+				'WhileValidTxSender: failed to fetch latest blockhash for transaction'
+			);
+		}
+
 		let signedTx;
 		if (preSigned) {
 			signedTx = tx;
@@ -184,7 +200,7 @@ export class WhileValidTxSender extends BaseTxSender {
 				});
 			signedTx = await this.txHandler.signVersionedTx(
 				tx,
-				additionalSigners,
+				additionalSigners ?? [],
 				latestBlockhash
 			);
 		}
@@ -193,7 +209,18 @@ export class WhileValidTxSender extends BaseTxSender {
 			opts = this.opts;
 		}
 
-		const txSig = bs58.encode(signedTx.signatures[0]);
+		const signature = signedTx.signatures[0];
+		if (!signature) {
+			throw new Error(
+				'WhileValidTxSender: signed transaction is missing a signature'
+			);
+		}
+		const txSig = bs58.encode(signature);
+		if (!latestBlockhash) {
+			throw new Error(
+				'WhileValidTxSender: failed to resolve latest blockhash for transaction'
+			);
+		}
 		this.untilValid.set(txSig, latestBlockhash);
 
 		return this.sendRawTransaction(signedTx.serialize(), opts);
@@ -235,24 +262,26 @@ export class WhileValidTxSender extends BaseTxSender {
 			}
 		})();
 
-		let slot: number;
+		let slot: number | undefined;
 		try {
 			const result = await this.confirmTransaction(txid, opts.commitment);
 
 			this.txSigCache?.set(txid, true);
 
-			await this.checkConfirmationResultForError(txid, result?.value);
+			if (result) {
+				await this.checkConfirmationResultForError(txid, result.value);
 
-			if (result?.value?.err && this.throwOnTransactionError) {
-				// Fallback error handling if there's a problem reporting the error in checkConfirmationResultForError
-				throw new SendTransactionError({
-					action: 'send',
-					signature: txid,
-					transactionMessage: `Transaction Failed`,
-				});
-			}
+				if (result.value?.err && this.throwOnTransactionError) {
+					// Fallback error handling if there's a problem reporting the error in checkConfirmationResultForError
+					throw new SendTransactionError({
+						action: 'send',
+						signature: txid,
+						transactionMessage: `Transaction Failed`,
+					});
+				}
 
-			slot = result?.context?.slot;
+				slot = result.context.slot;
+			}
 			// eslint-disable-next-line no-useless-catch
 		} catch (e) {
 			throw e;

package/src/types.ts

@@ -313,17 +313,17 @@ export class SettlePnlMode {
 }
 
 export function isVariant(object: unknown, type: string) {
-	return object.hasOwnProperty(type);
+	return Object.prototype.hasOwnProperty.call(object, type);
 }
 
 export function isOneOfVariant(object: unknown, types: string[]) {
 	return types.reduce((result, type) => {
-		return result || object.hasOwnProperty(type);
+		return result || Object.prototype.hasOwnProperty.call(object, type);
 	}, false);
 }
 
 export function getVariant(object: unknown): string {
-	return Object.keys(object)[0];
+	return Object.keys(object as object)[0];
 }
 
 export enum TradeSide {
@@ -647,40 +647,6 @@ export type DeleteUserRecord = {
 	keeper: PublicKey | null;
 };
 
-export type InsuranceFundSwapRecord = {
-	rebalanceConfig: PublicKey;
-	inIfTotalSharesBefore: BN;
-	outIfTotalSharesBefore: BN;
-	inIfUserSharesBefore: BN;
-	outIfUserSharesBefore: BN;
-	inIfTotalSharesAfter: BN;
-	outIfTotalSharesAfter: BN;
-	inIfUserSharesAfter: BN;
-	outIfUserSharesAfter: BN;
-	ts: BN;
-	inAmount: BN;
-	outAmount: BN;
-	outOraclePrice: BN;
-	outOraclePriceTwap: BN;
-	inVaultAmountBefore: BN;
-	outVaultAmountBefore: BN;
-	inFundVaultAmountAfter: BN;
-	outFundVaultAmountAfter: BN;
-	inMarketIndex: number;
-	outMarketIndex: number;
-};
-
-export type TransferProtocolIfSharesToRevenuePoolRecord = {
-	ts: BN;
-	marketIndex: number;
-	amount: BN;
-	shares: BN;
-	ifVaultAmountBefore: BN;
-	protocolSharesBefore: BN;
-	protocolSharesAfter: BN;
-	transferAmount: BN;
-};
-
 export type LPSwapRecord = {
 	ts: BN;
 	slot: BN;
@@ -766,13 +732,15 @@ export type StateAccount = {
 	hotLpCache: PublicKey;
 	hotLpSwap: PublicKey;
 	hotLpSettle: PublicKey;
-	hotIfRebalance: PublicKey;
 	hotFeatureFlag: PublicKey;
 	hotFuel: PublicKey;
 	hotUserFlag: PublicKey;
 	hotVaultDeposit: PublicKey;
 	hotMmOracleCrank: PublicKey;
 	hotAmmSpreadAdjust: PublicKey;
+	hotFeeWithdraw: PublicKey;
+	protocolFeeRecipientPerp: PublicKey;
+	protocolFeeRecipientSpot: PublicKey;
 	exchangeStatus: number;
 	whitelistMint: PublicKey;
 	discountMint: PublicKey;
@@ -816,8 +784,12 @@ export type PerpMarketAccount = {
 	nextFillRecordId: BN;
 	nextFundingRateRecordId: BN;
 	pnlPool: PoolBalance;
+	protocolFeePool: PoolBalance;
+	feeLedger: FeeLedger;
 	liquidatorFee: number;
 	ifLiquidationFee: number;
+	protocolLiquidationFee: number;
+	feePoolBufferTarget: BN;
 	imfFactor: number;
 	unrealizedPnlImfFactor: number;
 	unrealizedPnlMaxImbalance: BN;
@@ -859,8 +831,6 @@ export type PerpMarketAccount = {
 	quoteBreakEvenAmountShort: BN;
 	totalSocialLoss: BN;
 	maxOpenInterest: BN;
-	totalExchangeFee: BN;
-	totalLiquidationFee: BN;
 	cumulativeFundingRateLong: BN;
 	cumulativeFundingRateShort: BN;
 	lastFundingRate: BN;
@@ -868,7 +838,6 @@ export type PerpMarketAccount = {
 	lastFundingRateShort: BN;
 	lastFundingRateTs: BN;
 	netUnsettledFundingPnl: BN;
-	lastFundingOracleTwap: BN;
 	orderStepSize: BN;
 	orderTickSize: BN;
 };
@@ -913,13 +882,15 @@ export type SpotMarketAccount = {
 		unstakingPeriod: BN;
 		lastRevenueSettleTs: BN;
 		revenueSettlePeriod: BN;
-		totalFactor: number;
-		userFactor: number;
+		ifFeeFactor: number;
 	};
 
 	revenuePool: PoolBalance;
+	protocolFeePool: PoolBalance;
 
 	ifLiquidationFee: number;
+	protocolLiquidationFee: number;
+	protocolFeeFactor: number;
 
 	decimals: number;
 	optimalUtilization: number;
@@ -973,6 +944,8 @@ export type SpotMarketAccount = {
 	tokenProgramFlag: number;
 
 	poolId: number;
+
+	feeAdjustment: number;
 };
 
 export type PoolBalance = {
@@ -980,6 +953,18 @@ export type PoolBalance = {
 	marketIndex: number;
 };
 
+/// Consolidated per-market fee ledger: lifetime analytics counters plus the
+/// pending (not-yet-materialized) protocol/IF/AMM carveouts and the AMM's
+/// backstop-of-last-resort clawback cap.
+export type FeeLedger = {
+	totalExchangeFee: BN;
+	totalLiquidationFee: BN;
+	pendingProtocolFee: BN;
+	pendingIfFee: BN;
+	ammProtocolFeesReceived: BN;
+	pendingAmmProvision: BN;
+};
+
 export type AMM = {
 	feePool: PoolBalance;
 	baseAssetReserve: BN;
@@ -991,9 +976,15 @@ export type AMM = {
 	pegMultiplier: BN;
 	terminalQuoteAssetReserve: BN;
 	baseAssetAmountWithAmm: BN;
+	/// the AMM's own fee-derived income (provision + spread surplus) — the
+	/// market's gross fees are feeLedger.totalExchangeFee
 	totalFee: BN;
+	/// spread-capture component of totalFee (trading profit, not a paid fee)
 	totalMmFee: BN;
+	/// the AMM's equity ledger (retained earnings): fee income + funding/PnL
+	/// + credits − curve costs − bankruptcy clawbacks; AMM money only
 	totalFeeMinusDistributions: BN;
+	/// @deprecated frozen pre-isolation analytics counter
 	totalFeeWithdrawn: BN;
 	lastUpdateSlot: BN;
 	netRevenueSinceLastFunding: BN;
@@ -1008,6 +999,7 @@ export type AMM = {
 	ammSpreadAdjustment: number;
 	ammInventorySpreadAdjustment: number;
 	referencePriceOffsetDeadbandPct: number;
+	fundingBiasSensitivity: number;
 };
 
 export type MarketStats = {
@@ -1032,6 +1024,7 @@ export type MarketStats = {
 	lastOracleNormalisedPrice: BN;
 	lastReferencePriceOffset: number;
 	lastOracleValid: boolean;
+	lastFundingOracleTwap: BN;
 	historicalOracleData: HistoricalOracleData;
 };
 
@@ -1073,7 +1066,6 @@ export type UserStatsAccount = {
 	referrerStatus: number;
 	authority: PublicKey;
 	ifStakedQuoteAssetAmount: BN;
-	ifStakedGovTokenAmount: BN;
 	delegatePermissions: number;
 };
 
@@ -1127,7 +1119,6 @@ export type Order = {
 	marketIndex: number;
 	price: BN;
 	baseAssetAmount: BN;
-	quoteAssetAmount: BN;
 	baseAssetAmountFilled: BN;
 	quoteAssetAmountFilled: BN;
 	direction: PositionDirection;
@@ -1236,7 +1227,7 @@ export type OptionalOrderParams = {
 
 export type ModifyOrderParams = {
 	[Property in keyof OrderParams]?: OrderParams[Property] | null;
-} & { policy?: ModifyOrderPolicy };
+} & { policy?: ModifyOrderPolicy | null };
 
 export enum ModifyOrderPolicy {
 	MustModify = 1,
@@ -1379,7 +1370,8 @@ export type FeeStructure = {
 	feeTiers: FeeTier[];
 	fillerRewardStructure: OrderFillerRewardStructure;
 	flatFillerFee: BN;
-	referrerRewardEpochUpperBound: BN;
+	ammFeeNumerator: number;
+	ifFeeNumerator: number;
 };
 
 export type FeeTier = {
@@ -1504,34 +1496,6 @@ export type SignedTxData = {
 	blockHash: string;
 };
 
-export type IfRebalanceConfigAccount = {
-	pubkey: PublicKey;
-	totalInAmount: BN;
-	currentInAmount: BN;
-	currentOutAmount: BN;
-	currentOutAmountTransferred: BN;
-	epochStartTs: BN;
-	epochInAmount: BN;
-	epochMaxInAmount: BN;
-	epochDuration: BN;
-	outMarketIndex: number;
-	inMarketIndex: number;
-	maxSlippageBps: number;
-	swapMode: number;
-	status: number;
-};
-
-export type IfRebalanceConfigParams = {
-	totalInAmount: BN;
-	epochMaxInAmount: BN;
-	epochDuration: BN;
-	outMarketIndex: number;
-	inMarketIndex: number;
-	maxSlippageBps: number;
-	swapMode: number;
-	status: number;
-};
-
 /* Represents proof of a signed msg taker order
  * It can be provided to velocity program to fill a signed msg order
  */