@velocity-exchange/sdk 0.2.2 → 0.2.4

package/CHANGELOG.md

@@ -1,5 +1,17 @@
 # @velocity-exchange/sdk
 
+## 0.2.4
+
+### Patch Changes
+
+- [#127](https://github.com/drift-labs/protocol-v2-shadow/pull/127) [`4f8e7aa`](https://github.com/drift-labs/protocol-v2-shadow/commit/4f8e7aaef0e35b190fc0b91cd29314d902d1ccab) Thanks [@ChesterSim](https://github.com/ChesterSim)! - reflect Typescript types on IDL changes
+
+## 0.2.3
+
+### Patch Changes
+
+- [#100](https://github.com/drift-labs/protocol-v2-shadow/pull/100) [`ae78769`](https://github.com/drift-labs/protocol-v2-shadow/commit/ae78769ef58355202c030435c2796ef045fe30a0) Thanks [@ChesterSim](https://github.com/ChesterSim)! - add back ForwardOnlyTxSender and calculateMaxRemainingDeposit
+
 ## 0.2.2
 
 ### Patch Changes

package/lib/browser/adminClient.d.ts

@@ -22,8 +22,8 @@ export declare class AdminClient extends VelocityClient {
     }, scaleInitialAssetWeightStart?: BN, withdrawGuardThreshold?: BN, orderTickSize?: BN, orderStepSize?: BN, ifTotalFactor?: number, name?: string, marketIndex?: number): Promise<TransactionInstruction>;
     deleteInitializedSpotMarket(marketIndex: number): Promise<TransactionSignature>;
     getDeleteInitializedSpotMarketIx(marketIndex: number): Promise<TransactionInstruction>;
-    initializePerpMarket(marketIndex: number, priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, contractTier?: ContractTier, marginRatioInitial?: number, marginRatioMaintenance?: number, liquidatorFee?: number, ifLiquidatorFee?: number, imfFactor?: number, activeStatus?: boolean, baseSpread?: number, maxSpread?: number, maxOpenInterest?: BN, maxRevenueWithdrawPerPeriod?: BN, quoteMaxInsurance?: BN, orderStepSize?: BN, orderTickSize?: BN, minOrderSize?: BN, concentrationCoefScale?: BN, curveUpdateIntensity?: number, ammJitIntensity?: number, name?: string, lpPoolId?: number): Promise<TransactionSignature>;
-    getInitializePerpMarketIx(marketIndex: number, priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, contractTier?: ContractTier, marginRatioInitial?: number, marginRatioMaintenance?: number, liquidatorFee?: number, ifLiquidatorFee?: number, imfFactor?: number, activeStatus?: boolean, baseSpread?: number, maxSpread?: number, maxOpenInterest?: BN, maxRevenueWithdrawPerPeriod?: BN, quoteMaxInsurance?: BN, orderStepSize?: BN, orderTickSize?: BN, minOrderSize?: BN, concentrationCoefScale?: BN, curveUpdateIntensity?: number, ammJitIntensity?: number, name?: string, lpPoolId?: number): Promise<TransactionInstruction[]>;
+    initializePerpMarket(marketIndex: number, priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, contractTier?: ContractTier, marginRatioInitial?: number, marginRatioMaintenance?: number, liquidatorFee?: number, ifLiquidatorFee?: number, imfFactor?: number, activeStatus?: boolean, baseSpread?: number, maxSpread?: number, maxOpenInterest?: BN, maxRevenueWithdrawPerPeriod?: BN, quoteMaxInsurance?: BN, orderStepSize?: BN, orderTickSize?: BN, minOrderSize?: BN, concentrationCoefScale?: BN, curveUpdateIntensity?: number, ammJitIntensity?: number, name?: string, lpPoolId?: number, fundingClampThreshold?: number, fundingRampSlope?: number): Promise<TransactionSignature>;
+    getInitializePerpMarketIx(marketIndex: number, priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, contractTier?: ContractTier, marginRatioInitial?: number, marginRatioMaintenance?: number, liquidatorFee?: number, ifLiquidatorFee?: number, imfFactor?: number, activeStatus?: boolean, baseSpread?: number, maxSpread?: number, maxOpenInterest?: BN, maxRevenueWithdrawPerPeriod?: BN, quoteMaxInsurance?: BN, orderStepSize?: BN, orderTickSize?: BN, minOrderSize?: BN, concentrationCoefScale?: BN, curveUpdateIntensity?: number, ammJitIntensity?: number, name?: string, lpPoolId?: number, fundingClampThreshold?: number, fundingRampSlope?: number): Promise<TransactionInstruction[]>;
     initializeAmmCache(txParams?: TxParams): Promise<TransactionSignature>;
     getInitializeAmmCacheIx(): Promise<TransactionInstruction>;
     addMarketToAmmCache(perpMarketIndex: number, txParams?: TxParams): Promise<TransactionSignature>;
@@ -92,6 +92,8 @@ export declare class AdminClient extends VelocityClient {
     getUpdatePerpMarketTargetBaseAssetAmountPerLpIx(perpMarketIndex: number, targetBaseAssetAmountPerLP: number): Promise<TransactionInstruction>;
     updatePerpMarketMarginRatio(perpMarketIndex: number, marginRatioInitial: number, marginRatioMaintenance: number): Promise<TransactionSignature>;
     getUpdatePerpMarketMarginRatioIx(perpMarketIndex: number, marginRatioInitial: number, marginRatioMaintenance: number): Promise<TransactionInstruction>;
+    updatePerpMarketFundingDeadZone(perpMarketIndex: number, fundingClampThreshold: number, fundingRampSlope: number): Promise<TransactionSignature>;
+    getUpdatePerpMarketFundingDeadZoneIx(perpMarketIndex: number, fundingClampThreshold: number, fundingRampSlope: number): Promise<TransactionInstruction>;
     updatePerpMarketImfFactor(perpMarketIndex: number, imfFactor: number, unrealizedPnlImfFactor: number): Promise<TransactionSignature>;
     getUpdatePerpMarketImfFactorIx(perpMarketIndex: number, imfFactor: number, unrealizedPnlImfFactor: number): Promise<TransactionInstruction>;
     updatePerpMarketBaseSpread(perpMarketIndex: number, baseSpread: number): Promise<TransactionSignature>;

package/lib/browser/adminClient.js

@@ -137,9 +137,9 @@ class AdminClient extends velocityClient_1.VelocityClient {
             },
         });
     }
-    async initializePerpMarket(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH_LAZER, contractTier = types_1.ContractTier.SPECULATIVE, marginRatioInitial = 2000, marginRatioMaintenance = 500, liquidatorFee = 0, ifLiquidatorFee = 10000, imfFactor = 0, activeStatus = true, baseSpread = 0, maxSpread = 142500, maxOpenInterest = numericConstants_1.ZERO, maxRevenueWithdrawPerPeriod = numericConstants_1.ZERO, quoteMaxInsurance = numericConstants_1.ZERO, orderStepSize = numericConstants_1.BASE_PRECISION.divn(10000), orderTickSize = numericConstants_1.PRICE_PRECISION.divn(100000), minOrderSize = numericConstants_1.BASE_PRECISION.divn(10000), concentrationCoefScale = numericConstants_1.ONE, curveUpdateIntensity = 0, ammJitIntensity = 0, name = userName_1.DEFAULT_MARKET_NAME, lpPoolId = 0) {
+    async initializePerpMarket(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH_LAZER, contractTier = types_1.ContractTier.SPECULATIVE, marginRatioInitial = 2000, marginRatioMaintenance = 500, liquidatorFee = 0, ifLiquidatorFee = 10000, imfFactor = 0, activeStatus = true, baseSpread = 0, maxSpread = 142500, maxOpenInterest = numericConstants_1.ZERO, maxRevenueWithdrawPerPeriod = numericConstants_1.ZERO, quoteMaxInsurance = numericConstants_1.ZERO, orderStepSize = numericConstants_1.BASE_PRECISION.divn(10000), orderTickSize = numericConstants_1.PRICE_PRECISION.divn(100000), minOrderSize = numericConstants_1.BASE_PRECISION.divn(10000), concentrationCoefScale = numericConstants_1.ONE, curveUpdateIntensity = 0, ammJitIntensity = 0, name = userName_1.DEFAULT_MARKET_NAME, lpPoolId = 0, fundingClampThreshold = 0, fundingRampSlope = 0) {
         const currentPerpMarketIndex = this.getStateAccount().numberOfMarkets;
-        const initializeMarketIxs = await this.getInitializePerpMarketIx(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, contractTier, marginRatioInitial, marginRatioMaintenance, liquidatorFee, ifLiquidatorFee, imfFactor, activeStatus, baseSpread, maxSpread, maxOpenInterest, maxRevenueWithdrawPerPeriod, quoteMaxInsurance, orderStepSize, orderTickSize, minOrderSize, concentrationCoefScale, curveUpdateIntensity, ammJitIntensity, name, lpPoolId);
+        const initializeMarketIxs = await this.getInitializePerpMarketIx(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, contractTier, marginRatioInitial, marginRatioMaintenance, liquidatorFee, ifLiquidatorFee, imfFactor, activeStatus, baseSpread, maxSpread, maxOpenInterest, maxRevenueWithdrawPerPeriod, quoteMaxInsurance, orderStepSize, orderTickSize, minOrderSize, concentrationCoefScale, curveUpdateIntensity, ammJitIntensity, name, lpPoolId, fundingClampThreshold, fundingRampSlope);
         const tx = await this.buildTransaction(initializeMarketIxs);
         const { txSig } = await this.sendTransaction(tx, [], this.opts);
         while (this.getStateAccount().numberOfMarkets <= currentPerpMarketIndex) {
@@ -153,11 +153,11 @@ class AdminClient extends velocityClient_1.VelocityClient {
         await this.accountSubscriber.setPerpOracleMap();
         return txSig;
     }
-    async getInitializePerpMarketIx(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH_LAZER, contractTier = types_1.ContractTier.SPECULATIVE, marginRatioInitial = 2000, marginRatioMaintenance = 500, liquidatorFee = 0, ifLiquidatorFee = 10000, imfFactor = 0, activeStatus = true, baseSpread = 0, maxSpread = 142500, maxOpenInterest = numericConstants_1.ZERO, maxRevenueWithdrawPerPeriod = numericConstants_1.ZERO, quoteMaxInsurance = numericConstants_1.ZERO, orderStepSize = numericConstants_1.BASE_PRECISION.divn(10000), orderTickSize = numericConstants_1.PRICE_PRECISION.divn(100000), minOrderSize = numericConstants_1.BASE_PRECISION.divn(10000), concentrationCoefScale = numericConstants_1.ONE, curveUpdateIntensity = 0, ammJitIntensity = 0, name = userName_1.DEFAULT_MARKET_NAME, lpPoolId = 0) {
+    async getInitializePerpMarketIx(marketIndex, priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH_LAZER, contractTier = types_1.ContractTier.SPECULATIVE, marginRatioInitial = 2000, marginRatioMaintenance = 500, liquidatorFee = 0, ifLiquidatorFee = 10000, imfFactor = 0, activeStatus = true, baseSpread = 0, maxSpread = 142500, maxOpenInterest = numericConstants_1.ZERO, maxRevenueWithdrawPerPeriod = numericConstants_1.ZERO, quoteMaxInsurance = numericConstants_1.ZERO, orderStepSize = numericConstants_1.BASE_PRECISION.divn(10000), orderTickSize = numericConstants_1.PRICE_PRECISION.divn(100000), minOrderSize = numericConstants_1.BASE_PRECISION.divn(10000), concentrationCoefScale = numericConstants_1.ONE, curveUpdateIntensity = 0, ammJitIntensity = 0, name = userName_1.DEFAULT_MARKET_NAME, lpPoolId = 0, fundingClampThreshold = 0, fundingRampSlope = 0) {
         const perpMarketPublicKey = await (0, pda_1.getPerpMarketPublicKey)(this.program.programId, marketIndex);
         const ixs = [];
         const nameBuffer = (0, userName_1.encodeName)(name);
-        const initPerpIx = await this.program.instruction.initializePerpMarket(marketIndex, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, contractTier, marginRatioInitial, marginRatioMaintenance, liquidatorFee, ifLiquidatorFee, imfFactor, activeStatus, baseSpread, maxSpread, maxOpenInterest, maxRevenueWithdrawPerPeriod, quoteMaxInsurance, orderStepSize, orderTickSize, minOrderSize, concentrationCoefScale, curveUpdateIntensity, ammJitIntensity, nameBuffer, lpPoolId, {
+        const initPerpIx = await this.program.instruction.initializePerpMarket(marketIndex, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, contractTier, marginRatioInitial, marginRatioMaintenance, liquidatorFee, ifLiquidatorFee, imfFactor, activeStatus, baseSpread, maxSpread, maxOpenInterest, maxRevenueWithdrawPerPeriod, quoteMaxInsurance, orderStepSize, orderTickSize, minOrderSize, concentrationCoefScale, curveUpdateIntensity, ammJitIntensity, nameBuffer, lpPoolId, fundingClampThreshold, fundingRampSlope, {
             accounts: {
                 state: await this.getStatePublicKey(),
                 admin: this.useHotWalletAdmin
@@ -711,6 +711,23 @@ class AdminClient extends velocityClient_1.VelocityClient {
             },
         });
     }
+    async updatePerpMarketFundingDeadZone(perpMarketIndex, fundingClampThreshold, fundingRampSlope) {
+        const updatePerpMarketFundingDeadZoneIx = await this.getUpdatePerpMarketFundingDeadZoneIx(perpMarketIndex, fundingClampThreshold, fundingRampSlope);
+        const tx = await this.buildTransaction(updatePerpMarketFundingDeadZoneIx);
+        const { txSig } = await this.sendTransaction(tx, [], this.opts);
+        return txSig;
+    }
+    async getUpdatePerpMarketFundingDeadZoneIx(perpMarketIndex, fundingClampThreshold, fundingRampSlope) {
+        return await this.program.instruction.updatePerpMarketFundingDeadZone(fundingClampThreshold, fundingRampSlope, {
+            accounts: {
+                admin: this.isSubscribed
+                    ? this.getStateAccount().coldAdmin
+                    : this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                perpMarket: await (0, pda_1.getPerpMarketPublicKey)(this.program.programId, perpMarketIndex),
+            },
+        });
+    }
     async updatePerpMarketImfFactor(perpMarketIndex, imfFactor, unrealizedPnlImfFactor) {
         const updatePerpMarketImfFactorIx = await this.getUpdatePerpMarketImfFactorIx(perpMarketIndex, imfFactor, unrealizedPnlImfFactor);
         const tx = await this.buildTransaction(updatePerpMarketImfFactorIx);

package/lib/browser/config.js

@@ -22,7 +22,7 @@ exports.configs = {
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
         VELOCITY_PROGRAM_ID: exports.VELOCITY_DEVNET_PROGRAM_ID,
         JIT_PROXY_PROGRAM_ID: 'J1TnP8zvVxbtF5KFp5xRmWuvG9McnhzmBd9XGfCyuxFP',
-        QUOTE_MINT_ADDRESS: '8FfvSRKMZRDHrCBy142XMUXrKEkXnxDQ4YmJv7xbAw8Q',
+        QUOTE_MINT_ADDRESS: 'GqmEqYsy8EyvofDpmtFxK8zhYrgWgNokAtYoduQdL7v6',
         V2_ALPHA_TICKET_MINT_ADDRESS: 'DeEiGWfCMP9psnLGkxGrBBMEAW5Jv8bBGMN8DCtFRCyB',
         PERP_MARKETS: perpMarkets_1.DevnetPerpMarkets,
         SPOT_MARKETS: spotMarkets_1.DevnetSpotMarkets,

package/lib/browser/constants/numericConstants.d.ts

@@ -49,6 +49,7 @@ export declare const PRICE_DIV_PEG: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const MARGIN_PRECISION: BN;
+export declare const BPS_PRECISION: BN;
 export declare const BID_ASK_SPREAD_PRECISION: BN;
 export declare const LIQUIDATION_PCT_PRECISION: BN;
 export declare const FUNDING_RATE_OFFSET_DENOMINATOR: BN;

package/lib/browser/constants/numericConstants.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_RATE_BUFFER_PRECISION = exports.FUNDING_RATE_PRECISION = exports.PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.SPOT_MARKET_IMF_PRECISION = exports.SPOT_MARKET_IMF_PRECISION_EXP = exports.SPOT_MARKET_BALANCE_PRECISION = exports.SPOT_MARKET_BALANCE_PRECISION_EXP = exports.SPOT_MARKET_WEIGHT_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION = exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = exports.SPOT_MARKET_RATE_PRECISION = exports.SPOT_MARKET_RATE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP = exports.FUNDING_RATE_BUFFER_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.CONCENTRATION_PRECISION = exports.PERCENTAGE_PRECISION = exports.PERCENTAGE_PRECISION_EXP = exports.MAX_LEVERAGE_ORDER_SIZE = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.NINE = exports.EIGHT = exports.SEVEN = exports.SIX = exports.FIVE = exports.FOUR = exports.THREE = exports.TWO = exports.ONE = exports.ZERO = void 0;
-exports.MIN_I64 = exports.MAX_I64 = exports.GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = exports.DUST_POSITION_SIZE = exports.SLOT_TIME_ESTIMATE_MS = exports.IDLE_TIME_SLOTS = exports.ACCOUNT_AGE_DELETION_CUTOFF_SECONDS = exports.DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT = exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.ONE_HOUR = exports.FIVE_MINUTE = exports.PRICE_TIMES_AMM_TO_QUOTE_PRECISION_RATIO = exports.FUNDING_RATE_CLAMP_DENOMINATOR = exports.FUNDING_RATE_OFFSET_PERCENTAGE = exports.FUNDING_RATE_OFFSET_DENOMINATOR = exports.LIQUIDATION_PCT_PRECISION = exports.BID_ASK_SPREAD_PRECISION = void 0;
+exports.MIN_I64 = exports.MAX_I64 = exports.GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = exports.DUST_POSITION_SIZE = exports.SLOT_TIME_ESTIMATE_MS = exports.IDLE_TIME_SLOTS = exports.ACCOUNT_AGE_DELETION_CUTOFF_SECONDS = exports.DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT = exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.LAMPORTS_EXP = exports.LAMPORTS_PRECISION = exports.QUOTE_SPOT_MARKET_INDEX = exports.ONE_YEAR = exports.ONE_HOUR = exports.FIVE_MINUTE = exports.PRICE_TIMES_AMM_TO_QUOTE_PRECISION_RATIO = exports.FUNDING_RATE_CLAMP_DENOMINATOR = exports.FUNDING_RATE_OFFSET_PERCENTAGE = exports.FUNDING_RATE_OFFSET_DENOMINATOR = exports.LIQUIDATION_PCT_PRECISION = exports.BID_ASK_SPREAD_PRECISION = exports.BPS_PRECISION = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const anchor_1 = require("../isomorphic/anchor");
 exports.ZERO = new anchor_1.BN(0);
@@ -54,6 +54,7 @@ exports.PRICE_DIV_PEG = exports.PRICE_PRECISION.div(exports.PEG_PRECISION); //10
 exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_PRECISION.div(exports.QUOTE_PRECISION); // 10^1
 exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^9
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
+exports.BPS_PRECISION = exports.TEN_THOUSAND; // 1 unit = 1bp
 exports.BID_ASK_SPREAD_PRECISION = new anchor_1.BN(1000000); // 10^6
 exports.LIQUIDATION_PCT_PRECISION = exports.TEN_THOUSAND;
 exports.FUNDING_RATE_OFFSET_DENOMINATOR = new anchor_1.BN(3333);

package/lib/browser/constants/spotMarkets.js

@@ -15,7 +15,7 @@ exports.DevnetSpotMarkets = [
         poolId: 0,
         oracle: new web3_js_1.PublicKey('Dai8hT1YRBBm5rBSJUSKcdR11psM55LVAkshbypfC4k4'),
         oracleSource: types_1.OracleSource.PYTH_LAZER_STABLE_COIN,
-        mint: new web3_js_1.PublicKey('8FfvSRKMZRDHrCBy142XMUXrKEkXnxDQ4YmJv7xbAw8Q'),
+        mint: new web3_js_1.PublicKey('GqmEqYsy8EyvofDpmtFxK8zhYrgWgNokAtYoduQdL7v6'),
         precision: new anchor_1.BN(10).pow(numericConstants_1.SIX),
         precisionExp: numericConstants_1.SIX,
         pythLazerId: 8,

package/lib/browser/idl/velocity.d.ts

@@ -3317,6 +3317,14 @@ export type Velocity = {
                 {
                     "name": "lpPoolId";
                     "type": "u8";
+                },
+                {
+                    "name": "fundingClampThreshold";
+                    "type": "u32";
+                },
+                {
+                    "name": "fundingRampSlope";
+                    "type": "u32";
                 }
             ];
         },
@@ -9895,6 +9903,42 @@ export type Velocity = {
                 }
             ];
         },
+        {
+            "name": "updatePerpMarketFundingDeadZone";
+            "discriminator": [
+                249,
+                58,
+                136,
+                96,
+                2,
+                116,
+                111,
+                127
+            ];
+            "accounts": [
+                {
+                    "name": "admin";
+                    "signer": true;
+                },
+                {
+                    "name": "state";
+                },
+                {
+                    "name": "perpMarket";
+                    "writable": true;
+                }
+            ];
+            "args": [
+                {
+                    "name": "fundingClampThreshold";
+                    "type": "u32";
+                },
+                {
+                    "name": "fundingRampSlope";
+                    "type": "u32";
+                }
+            ];
+        },
         {
             "name": "updatePerpMarketFundingPeriod";
             "discriminator": [
@@ -20656,17 +20700,25 @@ export type Velocity = {
                         "type": "i64";
                     },
                     {
-                        "name": "paddingFundingTwap";
+                        "name": "fundingClampThreshold";
                         "docs": [
-                            "Explicit padding where `last_funding_oracle_twap` used to live",
-                            "(moved to `MarketStats`); keeps every later field at its old offset."
+                            "dead-zone threshold for the funding premium. mark/oracle twap spreads",
+                            "within +/- this band are treated as noise and add no premium; spreads",
+                            "past it are shrunk toward zero by this amount so funding stays continuous",
+                            "across the boundary. fit per market post-launch",
+                            "precision: BPS_PRECISION"
                         ];
-                        "type": {
-                            "array": [
-                                "u8",
-                                8
-                            ];
-                        };
+                        "type": "u32";
+                    },
+                    {
+                        "name": "fundingRampSlope";
+                        "docs": [
+                            "slope of the funding premium ramp above the dead zone. 1.0x passes the",
+                            "shrunk spread through unchanged; higher leans into the premium harder",
+                            "fit per market post-launch",
+                            "precision: PERCENTAGE_PRECISION"
+                        ];
+                        "type": "u32";
                     },
                     {
                         "name": "orderStepSize";

package/lib/browser/idl/velocity.json

@@ -3311,6 +3311,14 @@
                 {
                     "name": "lp_pool_id",
                     "type": "u8"
+                },
+                {
+                    "name": "funding_clamp_threshold",
+                    "type": "u32"
+                },
+                {
+                    "name": "funding_ramp_slope",
+                    "type": "u32"
                 }
             ]
         },
@@ -9889,6 +9897,42 @@
                 }
             ]
         },
+        {
+            "name": "update_perp_market_funding_dead_zone",
+            "discriminator": [
+                249,
+                58,
+                136,
+                96,
+                2,
+                116,
+                111,
+                127
+            ],
+            "accounts": [
+                {
+                    "name": "admin",
+                    "signer": true
+                },
+                {
+                    "name": "state"
+                },
+                {
+                    "name": "perp_market",
+                    "writable": true
+                }
+            ],
+            "args": [
+                {
+                    "name": "funding_clamp_threshold",
+                    "type": "u32"
+                },
+                {
+                    "name": "funding_ramp_slope",
+                    "type": "u32"
+                }
+            ]
+        },
         {
             "name": "update_perp_market_funding_period",
             "discriminator": [
@@ -20650,17 +20694,25 @@
                         "type": "i64"
                     },
                     {
-                        "name": "_padding_funding_twap",
+                        "name": "funding_clamp_threshold",
                         "docs": [
-                            "Explicit padding where `last_funding_oracle_twap` used to live",
-                            "(moved to `MarketStats`); keeps every later field at its old offset."
+                            "dead-zone threshold for the funding premium. mark/oracle twap spreads",
+                            "within +/- this band are treated as noise and add no premium; spreads",
+                            "past it are shrunk toward zero by this amount so funding stays continuous",
+                            "across the boundary. fit per market post-launch",
+                            "precision: BPS_PRECISION"
                         ],
-                        "type": {
-                            "array": [
-                                "u8",
-                                8
-                            ]
-                        }
+                        "type": "u32"
+                    },
+                    {
+                        "name": "funding_ramp_slope",
+                        "docs": [
+                            "slope of the funding premium ramp above the dead zone. 1.0x passes the",
+                            "shrunk spread through unchanged; higher leans into the premium harder",
+                            "fit per market post-launch",
+                            "precision: PERCENTAGE_PRECISION"
+                        ],
+                        "type": "u32"
                     },
                     {
                         "name": "order_step_size",

package/lib/browser/index.d.ts

@@ -102,6 +102,7 @@ export * from './swift/swiftOrderSubscriber';
 export * from './swift/signedMsgUserAccountSubscriber';
 export * from './swift/grpcSignedMsgUserAccountSubscriber';
 export * from './tx/fastSingleTxSender';
+export * from './tx/forwardOnlyTxSender';
 export * from './tx/retryTxSender';
 export * from './tx/whileValidTxSender';
 export * from './tx/priorityFeeCalculator';

package/lib/browser/index.js

@@ -133,6 +133,7 @@ __exportStar(require("./swift/swiftOrderSubscriber"), exports);
 __exportStar(require("./swift/signedMsgUserAccountSubscriber"), exports);
 __exportStar(require("./swift/grpcSignedMsgUserAccountSubscriber"), exports);
 __exportStar(require("./tx/fastSingleTxSender"), exports);
+__exportStar(require("./tx/forwardOnlyTxSender"), exports);
 __exportStar(require("./tx/retryTxSender"), exports);
 __exportStar(require("./tx/whileValidTxSender"), exports);
 __exportStar(require("./tx/priorityFeeCalculator"), exports);

package/lib/browser/math/funding.js

@@ -79,11 +79,27 @@ function calculateAllEstimatedFundingRate(market, mmOraclePriceData, oraclePrice
     // }
     const twapSpread = markTwap.sub(oracleTwap);
     const offset = oracleTwap.abs().div(numericConstants_1.FUNDING_RATE_OFFSET_DENOMINATOR);
-    const twapSpreadWithOffset = twapSpread
+    // dead-zone threshold (per-market bps) as a price delta off the oracle twap
+    const clampThreshold = oracleTwap
         .abs()
-        .lte(oracleTwap.abs().div(numericConstants_1.FUNDING_RATE_CLAMP_DENOMINATOR))
-        ? offset
-        : twapSpread.add(offset);
+        .mul(new anchor_1.BN(market.fundingClampThreshold))
+        .div(numericConstants_1.BPS_PRECISION);
+    let twapSpreadWithOffset;
+    if (twapSpread.abs().lte(clampThreshold)) {
+        // inside the band: noise, no premium, baseline offset only
+        twapSpreadWithOffset = offset;
+    }
+    else {
+        // outside the band: shrink the spread toward zero by the band width
+        // (keeping its sign), scale by the per-market ramp slope, add the offset
+        const shrunk = twapSpread.isNeg()
+            ? twapSpread.add(clampThreshold)
+            : twapSpread.sub(clampThreshold);
+        const ramped = shrunk
+            .mul(new anchor_1.BN(market.fundingRampSlope))
+            .div(numericConstants_1.PERCENTAGE_PRECISION);
+        twapSpreadWithOffset = ramped.add(offset);
+    }
     const maxSpread = getMaxPriceDivergenceForFundingRate(market, oracleTwap);
     const clampedSpreadWithOffset = (0, utils_1.clampBN)(twapSpreadWithOffset, maxSpread.mul(new anchor_1.BN(-1)), maxSpread);
     const twapSpreadPct = clampedSpreadWithOffset

package/lib/browser/math/liquidation.d.ts

@@ -1,5 +1,19 @@
 import { BN } from '../isomorphic/anchor';
+/**
+ * @param ifLiquidationFee Since PR#75 the program sizes liquidations against the
+ *   COMBINED insurance-fund + protocol liquidation fee budget:
+ *   `market.ifLiquidationFee + market.protocolLiquidationFee` (split IF-first
+ *   on-chain). Pass that sum here to match on-chain sizing; passing
+ *   `market.ifLiquidationFee` alone under-sizes the estimate.
+ */
 export declare function calculateBaseAssetAmountToCoverMarginShortage(marginShortage: BN, marginRatio: number, liquidationFee: number, ifLiquidationFee: number, oraclePrice: BN, quoteOraclePrice: BN): BN | undefined;
+/**
+ * @param ifLiquidationFee Since PR#75 the program sizes liquidations against the
+ *   COMBINED insurance-fund + protocol liquidation fee budget:
+ *   `market.ifLiquidationFee + market.protocolLiquidationFee` (split IF-first
+ *   on-chain). Pass that sum here to match on-chain sizing; passing
+ *   `market.ifLiquidationFee` alone under-sizes the estimate.
+ */
 export declare function calculateLiabilityTransferToCoverMarginShortage(marginShortage: BN, assetWeight: number, assetLiquidationMultiplier: number, liabilityWeight: number, liabilityLiquidationMultiplier: number, liabilityDecimals: number, liabilityPrice: BN, ifLiquidationFee: number): BN | undefined;
 export declare function calculateAssetTransferForLiabilityTransfer(assetAmount: BN, assetLiquidationMultiplier: number, assetDecimals: number, assetPrice: BN, liabilityAmount: BN, liabilityLiquidationMultiplier: number, liabilityDecimals: number, liabilityPrice: BN): BN | undefined;
 export declare function calculateMaxPctToLiquidate(userLastActiveSlot: BN, userLiquidationMarginFreed: BN, marginShortage: BN, slot: BN, initialPctToLiquidate: BN, liquidationDuration: BN): BN;

package/lib/browser/math/liquidation.js

@@ -3,6 +3,13 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getMarginShortage = exports.calculateMaxPctToLiquidate = exports.calculateAssetTransferForLiabilityTransfer = exports.calculateLiabilityTransferToCoverMarginShortage = exports.calculateBaseAssetAmountToCoverMarginShortage = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
+/**
+ * @param ifLiquidationFee Since PR#75 the program sizes liquidations against the
+ *   COMBINED insurance-fund + protocol liquidation fee budget:
+ *   `market.ifLiquidationFee + market.protocolLiquidationFee` (split IF-first
+ *   on-chain). Pass that sum here to match on-chain sizing; passing
+ *   `market.ifLiquidationFee` alone under-sizes the estimate.
+ */
 function calculateBaseAssetAmountToCoverMarginShortage(marginShortage, marginRatio, liquidationFee, ifLiquidationFee, oraclePrice, quoteOraclePrice) {
     const marginRatioBN = new anchor_1.BN(marginRatio)
         .mul(numericConstants_1.LIQUIDATION_FEE_PRECISION)
@@ -20,6 +27,13 @@ function calculateBaseAssetAmountToCoverMarginShortage(marginShortage, marginRat
         .sub(oraclePrice.mul(new anchor_1.BN(ifLiquidationFee)).div(numericConstants_1.LIQUIDATION_FEE_PRECISION)));
 }
 exports.calculateBaseAssetAmountToCoverMarginShortage = calculateBaseAssetAmountToCoverMarginShortage;
+/**
+ * @param ifLiquidationFee Since PR#75 the program sizes liquidations against the
+ *   COMBINED insurance-fund + protocol liquidation fee budget:
+ *   `market.ifLiquidationFee + market.protocolLiquidationFee` (split IF-first
+ *   on-chain). Pass that sum here to match on-chain sizing; passing
+ *   `market.ifLiquidationFee` alone under-sizes the estimate.
+ */
 function calculateLiabilityTransferToCoverMarginShortage(marginShortage, assetWeight, assetLiquidationMultiplier, liabilityWeight, liabilityLiquidationMultiplier, liabilityDecimals, liabilityPrice, ifLiquidationFee) {
     if (assetWeight >= liabilityWeight) {
         // undefined is max

package/lib/browser/math/spotMarket.d.ts

@@ -2,3 +2,9 @@ import { BN } from '../isomorphic/anchor';
 import { MarginCategory, SpotBalanceType, SpotMarketAccount } from '../types';
 export declare function castNumberToSpotPrecision(value: number | BN, spotMarket: SpotMarketAccount): BN;
 export declare function calculateSpotMarketMarginRatio(market: SpotMarketAccount, oraclePrice: BN, marginCategory: MarginCategory, size: BN, balanceType: SpotBalanceType, customMarginRatio?: number): number;
+/**
+ * Returns the maximum remaining deposit that can be made to the spot market. If the maxTokenDeposits on the market is zero then there is no limit and this function will also return zero. (so that needs to be checked)
+ * @param market
+ * @returns
+ */
+export declare function calculateMaxRemainingDeposit(market: SpotMarketAccount): BN;

package/lib/browser/math/spotMarket.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateSpotMarketMarginRatio = exports.castNumberToSpotPrecision = void 0;
+exports.calculateMaxRemainingDeposit = exports.calculateSpotMarketMarginRatio = exports.castNumberToSpotPrecision = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const types_1 = require("../types");
 const spotBalance_1 = require("./spotBalance");
@@ -32,3 +32,18 @@ function calculateSpotMarketMarginRatio(market, oraclePrice, marginCategory, siz
     return marginRatio;
 }
 exports.calculateSpotMarketMarginRatio = calculateSpotMarketMarginRatio;
+/**
+ * Returns the maximum remaining deposit that can be made to the spot market. If the maxTokenDeposits on the market is zero then there is no limit and this function will also return zero. (so that needs to be checked)
+ * @param market
+ * @returns
+ */
+function calculateMaxRemainingDeposit(market) {
+    const marketMaxTokenDeposits = market.maxTokenDeposits;
+    if (marketMaxTokenDeposits.eq(numericConstants_1.ZERO)) {
+        // If the maxTokenDeposits is set to zero then that means there is no limit. Return the largest number we can to represent infinite available deposit.
+        return numericConstants_1.ZERO;
+    }
+    const totalDepositsTokenAmount = (0, spotBalance_1.getTokenAmount)(market.depositBalance, market, types_1.SpotBalanceType.DEPOSIT);
+    return anchor_1.BN.max(numericConstants_1.ZERO, marketMaxTokenDeposits.sub(totalDepositsTokenAmount));
+}
+exports.calculateMaxRemainingDeposit = calculateMaxRemainingDeposit;

package/lib/browser/tx/forwardOnlyTxSender.d.ts

@@ -0,0 +1,37 @@
+/// <reference types="node" />
+/// <reference types="node" />
+import { ConfirmOptions, Connection } from '@solana/web3.js';
+import { BaseTxSender } from './baseTxSender';
+import { ConfirmationStrategy, TxSigAndSlot } from './types';
+import { TxHandler } from './txHandler';
+import { IWallet } from '../types';
+type ResolveReference = {
+    resolve?: () => void;
+};
+export declare class ForwardOnlyTxSender extends BaseTxSender {
+    connection: Connection;
+    wallet: IWallet;
+    opts: ConfirmOptions;
+    timeout: number;
+    retrySleep: number;
+    additionalConnections: Connection[];
+    timoutCount: number;
+    constructor({ connection, wallet, opts, timeout, retrySleep, confirmationStrategy, additionalTxSenderCallbacks, txHandler, trackTxLandRate, txLandRateLookbackWindowMinutes, landRateToFeeFunc, throwOnTimeoutError, }: {
+        connection: Connection;
+        wallet: IWallet;
+        opts?: ConfirmOptions;
+        timeout?: number;
+        retrySleep?: number;
+        confirmationStrategy?: ConfirmationStrategy;
+        additionalTxSenderCallbacks?: ((base58EncodedTx: string) => void)[];
+        txHandler?: TxHandler;
+        trackTxLandRate?: boolean;
+        txLandRateLookbackWindowMinutes?: number;
+        landRateToFeeFunc?: (landRate: number) => number;
+        throwOnTimeoutError?: boolean;
+    });
+    sleep(reference: ResolveReference): Promise<void>;
+    sendToAdditionalConnections(rawTx: Buffer | Uint8Array, _opts: ConfirmOptions): void;
+    sendRawTransaction(rawTransaction: Buffer | Uint8Array, opts: ConfirmOptions): Promise<TxSigAndSlot>;
+}
+export {};

package/lib/browser/tx/forwardOnlyTxSender.js

@@ -0,0 +1,92 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ForwardOnlyTxSender = void 0;
+const web3_js_1 = require("@solana/web3.js");
+const bs58_1 = __importDefault(require("bs58"));
+const baseTxSender_1 = require("./baseTxSender");
+const types_1 = require("./types");
+const config_1 = require("../config");
+const DEFAULT_TIMEOUT = 35000;
+const DEFAULT_RETRY = 5000;
+class ForwardOnlyTxSender extends baseTxSender_1.BaseTxSender {
+    constructor({ connection, wallet, opts = { ...config_1.DEFAULT_CONFIRMATION_OPTS, maxRetries: 0 }, timeout = DEFAULT_TIMEOUT, retrySleep = DEFAULT_RETRY, confirmationStrategy = types_1.ConfirmationStrategy.Combo, additionalTxSenderCallbacks = [], txHandler, trackTxLandRate, txLandRateLookbackWindowMinutes, landRateToFeeFunc, throwOnTimeoutError = true, }) {
+        super({
+            connection,
+            wallet,
+            opts,
+            timeout,
+            additionalConnections: [],
+            confirmationStrategy,
+            additionalTxSenderCallbacks,
+            txHandler,
+            trackTxLandRate,
+            txLandRateLookbackWindowMinutes,
+            landRateToFeeFunc,
+            throwOnTimeoutError,
+        });
+        this.timoutCount = 0;
+        this.connection = connection;
+        this.wallet = wallet;
+        this.opts = opts;
+        this.timeout = timeout;
+        this.retrySleep = retrySleep;
+        this.additionalConnections = [];
+    }
+    async sleep(reference) {
+        return new Promise((resolve) => {
+            reference.resolve = resolve;
+            setTimeout(resolve, this.retrySleep);
+        });
+    }
+    sendToAdditionalConnections(rawTx, _opts) {
+        var _a;
+        (_a = this.additionalTxSenderCallbacks) === null || _a === void 0 ? void 0 : _a.map((callback) => {
+            callback(bs58_1.default.encode(rawTx));
+        });
+    }
+    async sendRawTransaction(rawTransaction, opts) {
+        var _a, _b, _c;
+        const deserializedTx = web3_js_1.VersionedTransaction.deserialize(rawTransaction);
+        const txSig = deserializedTx.signatures[0];
+        const encodedTxSig = bs58_1.default.encode(txSig);
+        const startTime = this.getTimestamp();
+        this.sendToAdditionalConnections(rawTransaction, opts);
+        (_a = this.txSigCache) === null || _a === void 0 ? void 0 : _a.set(encodedTxSig, false);
+        let done = false;
+        const resolveReference = {
+            resolve: undefined,
+        };
+        const stopWaiting = () => {
+            done = true;
+            if (resolveReference.resolve) {
+                resolveReference.resolve();
+            }
+        };
+        (async () => {
+            while (!done && this.getTimestamp() - startTime < this.timeout) {
+                await this.sleep(resolveReference);
+                if (!done) {
+                    this.sendToAdditionalConnections(rawTransaction, opts);
+                }
+            }
+        })();
+        let slot;
+        try {
+            const result = await this.confirmTransaction(encodedTxSig, opts.commitment);
+            slot = (_b = result === null || result === void 0 ? void 0 : result.context) === null || _b === void 0 ? void 0 : _b.slot;
+            (_c = this.txSigCache) === null || _c === void 0 ? void 0 : _c.set(encodedTxSig, true);
+            // eslint-disable-next-line no-useless-catch
+        }
+        catch (e) {
+            throw e;
+        }
+        finally {
+            stopWaiting();
+        }
+        return { txSig: encodedTxSig, slot };
+    }
+}
+exports.ForwardOnlyTxSender = ForwardOnlyTxSender;