@velocity-exchange/sdk 0.2.2 → 0.2.4

package/src/math/spotMarket.ts

@@ -5,8 +5,12 @@ import {
 	SpotBalanceType,
 	SpotMarketAccount,
 } from '../types';
-import { calculateAssetWeight, calculateLiabilityWeight } from './spotBalance';
-import { MARGIN_PRECISION } from '../constants/numericConstants';
+import {
+	calculateAssetWeight,
+	calculateLiabilityWeight,
+	getTokenAmount,
+} from './spotBalance';
+import { MARGIN_PRECISION, ZERO } from '../constants/numericConstants';
 import { numberToSafeBN } from './utils';
 
 export function castNumberToSpotPrecision(
@@ -54,3 +58,25 @@ export function calculateSpotMarketMarginRatio(
 
 	return marginRatio;
 }
+
+/**
+ * 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 function calculateMaxRemainingDeposit(market: SpotMarketAccount) {
+	const marketMaxTokenDeposits = market.maxTokenDeposits;
+
+	if (marketMaxTokenDeposits.eq(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 ZERO;
+	}
+
+	const totalDepositsTokenAmount = getTokenAmount(
+		market.depositBalance,
+		market,
+		SpotBalanceType.DEPOSIT
+	);
+
+	return BN.max(ZERO, marketMaxTokenDeposits.sub(totalDepositsTokenAmount));
+}

package/src/tx/forwardOnlyTxSender.ts

@@ -0,0 +1,145 @@
+import {
+	ConfirmOptions,
+	Connection,
+	VersionedTransaction,
+} from '@solana/web3.js';
+import bs58 from 'bs58';
+import { BaseTxSender } from './baseTxSender';
+import { ConfirmationStrategy, TxSigAndSlot } from './types';
+import { TxHandler } from './txHandler';
+import { IWallet } from '../types';
+import { DEFAULT_CONFIRMATION_OPTS } from '../config';
+
+const DEFAULT_TIMEOUT = 35000;
+const DEFAULT_RETRY = 5000;
+
+type ResolveReference = {
+	resolve?: () => void;
+};
+
+export class ForwardOnlyTxSender extends BaseTxSender {
+	connection: Connection;
+	wallet: IWallet;
+	opts: ConfirmOptions;
+	timeout: number;
+	retrySleep: number;
+	additionalConnections: Connection[];
+	timoutCount = 0;
+
+	public constructor({
+		connection,
+		wallet,
+		opts = { ...DEFAULT_CONFIRMATION_OPTS, maxRetries: 0 },
+		timeout = DEFAULT_TIMEOUT,
+		retrySleep = DEFAULT_RETRY,
+		confirmationStrategy = ConfirmationStrategy.Combo,
+		additionalTxSenderCallbacks = [],
+		txHandler,
+		trackTxLandRate,
+		txLandRateLookbackWindowMinutes,
+		landRateToFeeFunc,
+		throwOnTimeoutError = true,
+	}: {
+		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;
+	}) {
+		super({
+			connection,
+			wallet,
+			opts,
+			timeout,
+			additionalConnections: [],
+			confirmationStrategy,
+			additionalTxSenderCallbacks,
+			txHandler,
+			trackTxLandRate,
+			txLandRateLookbackWindowMinutes,
+			landRateToFeeFunc,
+			throwOnTimeoutError,
+		});
+		this.connection = connection;
+		this.wallet = wallet;
+		this.opts = opts;
+		this.timeout = timeout;
+		this.retrySleep = retrySleep;
+		this.additionalConnections = [];
+	}
+
+	async sleep(reference: ResolveReference): Promise<void> {
+		return new Promise((resolve) => {
+			reference.resolve = resolve;
+			setTimeout(resolve, this.retrySleep);
+		});
+	}
+
+	sendToAdditionalConnections(
+		rawTx: Buffer | Uint8Array,
+		_opts: ConfirmOptions
+	): void {
+		this.additionalTxSenderCallbacks?.map((callback) => {
+			callback(bs58.encode(rawTx));
+		});
+	}
+
+	async sendRawTransaction(
+		rawTransaction: Buffer | Uint8Array,
+		opts: ConfirmOptions
+	): Promise<TxSigAndSlot> {
+		const deserializedTx = VersionedTransaction.deserialize(rawTransaction);
+
+		const txSig = deserializedTx.signatures[0];
+		const encodedTxSig = bs58.encode(txSig);
+
+		const startTime = this.getTimestamp();
+
+		this.sendToAdditionalConnections(rawTransaction, opts);
+		this.txSigCache?.set(encodedTxSig, false);
+
+		let done = false;
+		const resolveReference: 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: number | undefined;
+		try {
+			const result = await this.confirmTransaction(
+				encodedTxSig,
+				opts.commitment
+			);
+			slot = result?.context?.slot;
+			this.txSigCache?.set(encodedTxSig, true);
+			// eslint-disable-next-line no-useless-catch
+		} catch (e) {
+			throw e;
+		} finally {
+			stopWaiting();
+		}
+
+		return { txSig: encodedTxSig, slot };
+	}
+}

package/src/types.ts

@@ -371,6 +371,8 @@ export type DepositRecord = {
 	depositRecordId: BN;
 	explanation: DepositExplanation;
 	transferUser?: PublicKey;
+	signer?: PublicKey;
+	userTokenAmountAfter: BN;
 };
 
 export type SpotInterestRecord = {
@@ -465,13 +467,14 @@ export type LiquidationRecord = {
 	marginFreed: BN;
 	liquidationId: number;
 	bankrupt: boolean;
-	canceledOrderIds: BN[];
+	canceledOrderIds: number[];
 	liquidatePerp: LiquidatePerpRecord;
 	liquidateSpot: LiquidateSpotRecord;
 	liquidateBorrowForPerpPnl: LiquidateBorrowForPerpPnlRecord;
 	liquidatePerpPnlForDeposit: LiquidatePerpPnlForDepositRecord;
 	perpBankruptcy: PerpBankruptcyRecord;
 	spotBankruptcy: SpotBankruptcyRecord;
+	bitFlags: number;
 };
 
 export class LiquidationType {
@@ -498,11 +501,12 @@ export type LiquidatePerpRecord = {
 	oraclePrice: BN;
 	baseAssetAmount: BN;
 	quoteAssetAmount: BN;
-	userOrderId: BN;
-	liquidatorOrderId: BN;
+	userOrderId: number;
+	liquidatorOrderId: number;
 	fillRecordId: BN;
 	liquidatorFee: BN;
 	ifFee: BN;
+	protocolFee: BN;
 };
 
 export type LiquidateSpotRecord = {
@@ -513,6 +517,7 @@ export type LiquidateSpotRecord = {
 	liabilityPrice: BN;
 	liabilityTransfer: BN;
 	ifFee: BN;
+	protocolFee: BN;
 };
 
 export type LiquidateBorrowForPerpPnlRecord = {
@@ -615,6 +620,9 @@ export type OrderActionRecord = {
 	takerExistingBaseAssetAmount: BN | null;
 	makerExistingQuoteEntryAmount: BN | null;
 	makerExistingBaseAssetAmount: BN | null;
+	triggerPrice: BN | null;
+	builderIdx: number | null;
+	builderFee: BN | null;
 };
 
 export type SwapRecord = {
@@ -661,8 +669,6 @@ export type LPSwapRecord = {
 	inConstituentIndex: number;
 	outOraclePrice: BN;
 	inOraclePrice: BN;
-	outMint: PublicKey;
-	inMint: PublicKey;
 	lastAum: BN;
 	lastAumSlot: BN;
 	inMarketCurrentWeight: BN;
@@ -685,7 +691,6 @@ export type LPMintRedeemRecord = {
 	constituentIndex: number;
 	oraclePrice: BN;
 	mint: PublicKey;
-	lpMint: PublicKey;
 	lpAmount: BN;
 	lpFee: BN;
 	lpPrice: BN;
@@ -728,6 +733,7 @@ export type LPBorrowLendDepositRecord = {
 export type StateAccount = {
 	coldAdmin: PublicKey;
 	warmAdmin: PublicKey;
+	pauseAdmin: PublicKey;
 	hotAmmCrank: PublicKey;
 	hotLpCache: PublicKey;
 	hotLpSwap: PublicKey;
@@ -764,6 +770,7 @@ export type StateAccount = {
 	liquidationDuration: number;
 	maxInitializeUserFee: number;
 	featureBitFlags: number;
+	lpPoolFeatureBitFlags: number;
 };
 
 export type PerpMarketAccount = {
@@ -807,6 +814,7 @@ export type PerpMarketAccount = {
 	pausedOperations: number;
 
 	lastFillPrice: BN;
+	poolId: number;
 
 	hedgeConfig: {
 		poolId: number;
@@ -838,6 +846,8 @@ export type PerpMarketAccount = {
 	lastFundingRateShort: BN;
 	lastFundingRateTs: BN;
 	netUnsettledFundingPnl: BN;
+	fundingClampThreshold: number;
+	fundingRampSlope: number;
 	orderStepSize: BN;
 	orderTickSize: BN;
 };
@@ -906,6 +916,7 @@ export type SpotMarketAccount = {
 
 	lastInterestTs: BN;
 	lastTwapTs: BN;
+	expiryTs: BN;
 	initialAssetWeight: number;
 	maintenanceAssetWeight: number;
 	initialLiabilityWeight: number;
@@ -986,12 +997,21 @@ export type AMM = {
 	totalFeeMinusDistributions: BN;
 	/// @deprecated frozen pre-isolation analytics counter
 	totalFeeWithdrawn: BN;
+	askBaseAssetReserve: BN;
+	askQuoteAssetReserve: BN;
+	bidBaseAssetReserve: BN;
+	bidQuoteAssetReserve: BN;
 	lastUpdateSlot: BN;
 	netRevenueSinceLastFunding: BN;
 	lastCumulativeFundingRateLong: BN;
 	lastCumulativeFundingRateShort: BN;
+	lastOracleReservePriceSpreadPct: BN;
+	lastSpreadUpdateSlot: BN;
 	baseSpread: number;
 	maxSpread: number;
+	longSpread: number;
+	shortSpread: number;
+	referencePriceOffset: number;
 	maxFillReserveFraction: number;
 	maxSlippageRatio: number;
 	curveUpdateIntensity: number;
@@ -1064,6 +1084,8 @@ export type UserStatsAccount = {
 	};
 	referrer: PublicKey;
 	referrerStatus: number;
+	disableUpdatePerpBidAskTwap: number;
+	pausedOperations: number;
 	authority: PublicKey;
 	ifStakedQuoteAssetAmount: BN;
 	delegatePermissions: number;
@@ -1386,8 +1408,8 @@ export type FeeTier = {
 };
 
 export type OrderFillerRewardStructure = {
-	rewardNumerator: BN;
-	rewardDenominator: BN;
+	rewardNumerator: number;
+	rewardDenominator: number;
 	timeBasedRewardLowerBound: BN;
 };
 
@@ -1424,6 +1446,25 @@ export type PrelaunchOracle = {
 	perpMarketIndex: number;
 };
 
+export type PrelaunchOracleParams = {
+	perpMarketIndex: number;
+	price: BN | null;
+	maxPrice: BN | null;
+};
+
+export type PythLazerOracle = {
+	price: BN;
+	publishTime: BN;
+	postedSlot: BN;
+	exponent: number;
+	conf: BN;
+};
+
+export type UpdatePerpMarketSummaryStatsParams = {
+	netUnsettledFundingPnl: BN | null;
+	updateAmmSummaryStats: boolean | null;
+};
+
 export type MarginCategory = 'Initial' | 'Maintenance';
 
 export type InsuranceFundStake = {
@@ -1434,6 +1475,7 @@ export type InsuranceFundStake = {
 
 	ifShares: BN;
 	ifBase: BN;
+	lastValidTs: BN;
 
 	lastWithdrawRequestShares: BN;
 	lastWithdrawRequestValue: BN;
@@ -1521,6 +1563,10 @@ export type SignedMsgUserOrdersAccount = {
 	signedMsgOrderData: SignedMsgOrderId[];
 };
 
+export type SignedMsgWsDelegatesAccount = {
+	delegates: PublicKey[];
+};
+
 export type RevenueShareAccount = {
 	authority: PublicKey;
 	totalReferrerRewards: BN;
@@ -1555,8 +1601,25 @@ export type BuilderInfo = {
 	padding: number[];
 };
 
+export type PerpMarketFeeSweepRecord = {
+	ts: BN;
+	marketIndex: number;
+	ifSwept: BN;
+	protocolSwept: BN;
+	ammProvisionTokenized: BN;
+};
+
+export type ProtocolFeeWithdrawRecord = {
+	ts: BN;
+	marketIndex: number;
+	isPerp: boolean;
+	spotMarketIndex: number;
+	amount: BN;
+	recipientTokenAccount: PublicKey;
+};
+
 export type RevenueShareSettleRecord = {
-	ts: number;
+	ts: BN;
 	builder: PublicKey | null;
 	referrer: PublicKey | null;
 	feeSettled: BN;
@@ -1626,6 +1689,8 @@ export type LPPoolAccount = {
 	bump: number;
 	gammaExecution: number;
 	xi: number;
+	targetOracleDelayFeeBpsPer10Slots: number;
+	targetPositionDelayFeeBpsPer10Slots: number;
 };
 
 export type ConstituentSpotBalance = {
@@ -1724,6 +1789,7 @@ export type CacheInfo = {
 };
 
 export type AmmCache = {
+	bump: number;
 	cache: CacheInfo[];
 };
 
@@ -1737,3 +1803,12 @@ export class TransferFeeAndPnlPoolDirection {
 	static readonly FEE_TO_PNL_POOL = { feeToPnlPool: {} };
 	static readonly PNL_TO_FEE_POOL = { pnlToFeePool: {} };
 }
+
+export type TransferFeeAndPnlPoolRecord = {
+	ts: BN;
+	slot: BN;
+	perpMarketIndexWithFeePool: number;
+	perpMarketIndexWithPnlPool: number;
+	direction: TransferFeeAndPnlPoolDirection;
+	amount: BN;
+};

package/src/userMap/userMap.ts

@@ -44,7 +44,11 @@ import { grpcSubscription } from './grpcSubscription';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 
-const MAX_USER_ACCOUNT_SIZE_BYTES = 4376;
+// Velocity's User account is 4496 bytes (8-byte discriminator + 4488 struct);
+// drift's was 4376. This caps the zstd-decompressed buffer in defaultSync — if it's
+// smaller than the real account, the buffer is truncated and decodeUser reads past
+// the end (RangeError: ERR_BUFFER_OUT_OF_BOUNDS). Must be >= the on-chain User size.
+const MAX_USER_ACCOUNT_SIZE_BYTES = 4496;
 
 export interface UserMapInterface {
 	eventEmitter: StrictEventEmitter<EventEmitter, UserEvents>;

package/tests/amm/test.ts

@@ -1566,8 +1566,8 @@ describe('AMM Tests', () => {
 
 		assert(markTwapLive.eq(new BN('1949826')));
 		assert(oracleTwapLive.eq(new BN('1942510')));
-		assert(est1.eq(new BN('16941')));
-		assert(est2.eq(new BN('16941')));
+		assert(est1.eq(new BN('14858')));
+		assert(est2.eq(new BN('14858')));
 	});
 
 	it('predicted funding rate mock2', () => {

package/tests/dlob/helpers.ts

@@ -52,9 +52,23 @@ export const mockAMM: AMM = {
 	quoteAssetReserve: new BN(12)
 		.mul(QUOTE_PRECISION)
 		.mul(AMM_TO_QUOTE_PRECISION_RATIO),
+	// zero-spread mock: bid/ask reserves mirror the base/quote reserves
+	askBaseAssetReserve: new BN(1).mul(BASE_PRECISION),
+	askQuoteAssetReserve: new BN(12)
+		.mul(QUOTE_PRECISION)
+		.mul(AMM_TO_QUOTE_PRECISION_RATIO),
+	bidBaseAssetReserve: new BN(1).mul(BASE_PRECISION),
+	bidQuoteAssetReserve: new BN(12)
+		.mul(QUOTE_PRECISION)
+		.mul(AMM_TO_QUOTE_PRECISION_RATIO),
 	sqrtK: new BN(1),
 	pegMultiplier: new BN(1),
 	maxSlippageRatio: 1_000_000,
+	lastOracleReservePriceSpreadPct: new BN(0),
+	lastSpreadUpdateSlot: new BN(0),
+	longSpread: 0,
+	shortSpread: 0,
+	referencePriceOffset: 0,
 
 	feePool: {
 		scaledBalance: new BN(0),
@@ -177,6 +191,7 @@ function mockPerpMarketCommon(): Omit<
 		},
 		quoteSpotMarketIndex: 0,
 		feeAdjustment: 0,
+		poolId: 0,
 		pausedOperations: 0,
 		hedgeConfig: {
 			poolId: 0,
@@ -208,6 +223,8 @@ function mockPerpMarketCommon(): Omit<
 		lastFundingRateShort: new BN(0),
 		lastFundingRateTs: new BN(0),
 		netUnsettledFundingPnl: new BN(0),
+		fundingClampThreshold: 5,
+		fundingRampSlope: 1000000,
 		orderStepSize: new BN(1),
 		orderTickSize: new BN(1),
 	};
@@ -283,6 +300,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
 		lastTwapTs: new BN(0),
+		expiryTs: new BN(0),
 		oracle: PublicKey.default,
 		initialAssetWeight: SPOT_MARKET_WEIGHT_PRECISION.toNumber(),
 		maintenanceAssetWeight: SPOT_MARKET_WEIGHT_PRECISION.toNumber(),
@@ -376,6 +394,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
 		lastTwapTs: new BN(0),
+		expiryTs: new BN(0),
 		oracle: PublicKey.default,
 		initialAssetWeight: 0,
 		maintenanceAssetWeight: 0,
@@ -471,6 +490,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 		borrowBalance: new BN(0),
 		lastInterestTs: new BN(0),
 		lastTwapTs: new BN(0),
+		expiryTs: new BN(0),
 		oracle: PublicKey.default,
 		initialAssetWeight: 0,
 		maintenanceAssetWeight: 0,
@@ -524,6 +544,7 @@ export const mockSpotMarkets: Array<SpotMarketAccount> = [
 export const mockStateAccount: StateAccount = {
 	coldAdmin: PublicKey.default,
 	warmAdmin: PublicKey.default,
+	pauseAdmin: PublicKey.default,
 	hotAmmCrank: PublicKey.default,
 	hotLpCache: PublicKey.default,
 	hotLpSwap: PublicKey.default,
@@ -538,6 +559,7 @@ export const mockStateAccount: StateAccount = {
 	protocolFeeRecipientPerp: PublicKey.default,
 	protocolFeeRecipientSpot: PublicKey.default,
 	featureBitFlags: 0,
+	lpPoolFeatureBitFlags: 0,
 	defaultMarketOrderTimeInForce: 0,
 	defaultSpotAuctionDuration: 0,
 	discountMint: PublicKey.default,
@@ -576,8 +598,8 @@ export const mockStateAccount: StateAccount = {
 			},
 		],
 		fillerRewardStructure: {
-			rewardNumerator: new BN(0),
-			rewardDenominator: new BN(0),
+			rewardNumerator: 0,
+			rewardDenominator: 0,
 			timeBasedRewardLowerBound: new BN(0),
 		},
 		flatFillerFee: new BN(0),
@@ -601,8 +623,8 @@ export const mockStateAccount: StateAccount = {
 			},
 		],
 		fillerRewardStructure: {
-			rewardNumerator: new BN(0),
-			rewardDenominator: new BN(0),
+			rewardNumerator: 0,
+			rewardDenominator: 0,
 			timeBasedRewardLowerBound: new BN(0),
 		},
 		flatFillerFee: new BN(0),