@velocity-exchange/sdk 0.3.0 → 0.4.0

package/lib/node/config.d.ts.map

@@ -1 +1 @@
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package/lib/node/config.js

@@ -2,20 +2,30 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.findAllMarketAndOracles = exports.getMarketsAndOraclesForSubscription = exports.initialize = exports.getConfig = exports.configs = exports.DEFAULT_CONFIRMATION_OPTS = exports.PYTH_LAZER_STORAGE_ACCOUNT_KEY = exports.SB_ON_DEMAND_MAINNET_PID = exports.SB_ON_DEMAND_DEVNET_PID = exports.PYTH_LAZER_PROGRAM_ID = exports.VELOCITY_ORACLE_RECEIVER_ID = exports.VELOCITY_DEVNET_PROGRAM_ID = exports.VELOCITY_PROGRAM_ID = void 0;
 const web3_js_1 = require("@solana/web3.js");
+const types_1 = require("./types");
 const perpMarkets_1 = require("./constants/perpMarkets");
 const spotMarkets_1 = require("./constants/spotMarkets");
 const oracleId_1 = require("./oracles/oracleId");
+/** Mainnet-beta velocity program id, base58. */
 exports.VELOCITY_PROGRAM_ID = 'vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P';
+/** Devnet velocity program id, base58. */
 exports.VELOCITY_DEVNET_PROGRAM_ID = 'vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P';
+/** Velocity's oracle-receiver program id, base58 (same across devnet and mainnet-beta). */
 exports.VELOCITY_ORACLE_RECEIVER_ID = 'G6EoTTTgpkNBtVXo96EQp2m6uwwVh2Kt6YidjkmQqoha';
+/** Pyth Lazer program id, base58. */
 exports.PYTH_LAZER_PROGRAM_ID = 'pytd2yyk641x7ak7mkaasSJVXh6YYZnC7wTmtgAyxPt';
+/** Switchboard On-Demand program id on devnet. */
 exports.SB_ON_DEMAND_DEVNET_PID = new web3_js_1.PublicKey('Aio4gaXjXzJNVLtzwtNVmSqGKpANtXhybbkhtAC94ji2');
+/** Switchboard On-Demand program id on mainnet-beta. */
 exports.SB_ON_DEMAND_MAINNET_PID = new web3_js_1.PublicKey('SBondMDrcV3K4kxZR1HNVT7osZxAHVHgYXL5Ze1oMUv');
+/** Pyth Lazer storage account holding feed metadata, shared across environments. */
 exports.PYTH_LAZER_STORAGE_ACCOUNT_KEY = new web3_js_1.PublicKey('3rdJbqfnagQ4yx9HXJViD4zc4xpiSqmFsKpPuSCQVyQL');
+/** Default `ConfirmOptions` (both preflight and confirmation at `'confirmed'` commitment) used across the SDK's tx senders unless overridden. */
 exports.DEFAULT_CONFIRMATION_OPTS = {
     preflightCommitment: 'confirmed',
     commitment: 'confirmed',
 };
+/** Built-in `VelocityConfig` presets for each supported environment. */
 exports.configs = {
     devnet: {
         ENV: 'devnet',
@@ -37,7 +47,9 @@ exports.configs = {
         PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
         VELOCITY_PROGRAM_ID: exports.VELOCITY_PROGRAM_ID,
         JIT_PROXY_PROGRAM_ID: 'J1TnP8zvVxbtF5KFp5xRmWuvG9McnhzmBd9XGfCyuxFP',
-        QUOTE_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
+        // Relaunch quote market (spot 0) is USDT — see
+        // deploy-scripts/params/relaunch-spot-markets.json.
+        QUOTE_MINT_ADDRESS: 'Es9vMFrzaCERmJfrF4H2FYD4KCoNkY11McCe8BenwNYB',
         V2_ALPHA_TICKET_MINT_ADDRESS: 'Cmvhycb6LQvvzaShGw4iDHRLzeSSryioAsU98DSSkMNa',
         PERP_MARKETS: perpMarkets_1.MainnetPerpMarkets,
         SPOT_MARKETS: spotMarkets_1.MainnetSpotMarkets,
@@ -51,15 +63,24 @@ exports.configs = {
         SB_ON_DEMAND_PID: exports.SB_ON_DEMAND_MAINNET_PID,
     },
 };
+/** Module-level active config; defaults to the `devnet` preset until `initialize()` is called. */
 let currentConfig = exports.configs.devnet;
+/**
+ * Returns the SDK's currently active `VelocityConfig` (the `devnet` preset by default, or
+ * whatever was last set via `initialize()`).
+ * @returns The active config.
+ */
 const getConfig = () => currentConfig;
 exports.getConfig = getConfig;
 /**
- * Allows customization of the SDK's environment and endpoints. You can pass individual settings to override the settings with your own presets.
+ * Sets the SDK's active environment/config, read thereafter via `getConfig()`. This mutates
+ * process-wide module state — call it once at startup before constructing clients, not
+ * concurrently with multiple environments in the same process.
  *
- * Defaults to master environment if you don't use this function.
- * @param props
- * @returns
+ * Defaults to the `devnet` preset if you never call this function.
+ * @param props.env - Environment to activate; `'master'` is accepted as a legacy alias for `'devnet'`.
+ * @param props.overrideEnv - Partial fields to overlay on top of the selected preset (e.g. a custom `VELOCITY_PROGRAM_ID`).
+ * @returns The resulting active `VelocityConfig` (preset merged with `overrideEnv`).
  */
 const initialize = (props) => {
     var _a;
@@ -69,6 +90,34 @@ const initialize = (props) => {
     return currentConfig;
 };
 exports.initialize = initialize;
+/**
+ * Whether the SDK can construct an `OracleClient` for `source` — mirrors the throwing branches in
+ * `getOracleClient`. Markets whose oracle source is unsupported (retired Switchboard feeds and
+ * removed Pyth pull feeds) are still listed/indexed, but their oracles must not be added to
+ * subscription lists, since building a client for them throws and would abort the whole subscribe.
+ */
+function isOracleSourceSubscribable(source) {
+    return !((0, types_1.isVariant)(source, 'deprecatedSwitchboard') ||
+        (0, types_1.isVariant)(source, 'deprecatedSwitchboardOnDemand') ||
+        (0, types_1.isVariant)(source, 'pythPull') ||
+        (0, types_1.isVariant)(source, 'pyth1KPull') ||
+        (0, types_1.isVariant)(source, 'pyth1MPull') ||
+        (0, types_1.isVariant)(source, 'pythStableCoinPull'));
+}
+/**
+ * Builds the market-index and oracle-subscription lists a `VelocityClient` needs to subscribe to,
+ * from static market configs (no RPC calls) — the fast, offline alternative to
+ * `findAllMarketAndOracles`. Oracles are de-duplicated by `getOracleId` (pubkey + source), so a
+ * pubkey shared across multiple markets under the same source only appears once.
+ * @param env - Environment whose built-in market lists (`PerpMarkets[env]`/`SpotMarkets[env]`) are
+ * used as the fallback when `perpMarkets`/`spotMarkets` aren't supplied.
+ * @param perpMarkets - Explicit perp market configs to use instead of the environment default; if
+ * omitted or empty, falls back to `PerpMarkets[env]`.
+ * @param spotMarkets - Explicit spot market configs to use instead of the environment default; if
+ * omitted or empty, falls back to `SpotMarkets[env]`.
+ * @returns `perpMarketIndexes`/`spotMarketIndexes` for every market considered, and the
+ * de-duplicated `oracleInfos` needed to subscribe to their oracles.
+ */
 function getMarketsAndOraclesForSubscription(env, perpMarkets, spotMarkets) {
     const perpMarketsToUse = perpMarkets !== undefined && perpMarkets.length > 0
         ? perpMarkets
@@ -81,17 +130,21 @@ function getMarketsAndOraclesForSubscription(env, perpMarkets, spotMarkets) {
     const oracleInfos = new Map();
     for (const market of perpMarketsToUse) {
         perpMarketIndexes.push(market.marketIndex);
-        oracleInfos.set((0, oracleId_1.getOracleId)(market.oracle, market.oracleSource), {
-            publicKey: market.oracle,
-            source: market.oracleSource,
-        });
+        if (isOracleSourceSubscribable(market.oracleSource)) {
+            oracleInfos.set((0, oracleId_1.getOracleId)(market.oracle, market.oracleSource), {
+                publicKey: market.oracle,
+                source: market.oracleSource,
+            });
+        }
     }
     for (const spotMarket of spotMarketsToUse) {
         spotMarketIndexes.push(spotMarket.marketIndex);
-        oracleInfos.set((0, oracleId_1.getOracleId)(spotMarket.oracle, spotMarket.oracleSource), {
-            publicKey: spotMarket.oracle,
-            source: spotMarket.oracleSource,
-        });
+        if (isOracleSourceSubscribable(spotMarket.oracleSource)) {
+            oracleInfos.set((0, oracleId_1.getOracleId)(spotMarket.oracle, spotMarket.oracleSource), {
+                publicKey: spotMarket.oracle,
+                source: spotMarket.oracleSource,
+            });
+        }
     }
     return {
         perpMarketIndexes: perpMarketIndexes,
@@ -100,6 +153,16 @@ function getMarketsAndOraclesForSubscription(env, perpMarkets, spotMarkets) {
     };
 }
 exports.getMarketsAndOraclesForSubscription = getMarketsAndOraclesForSubscription;
+/**
+ * Discovers every perp/spot market currently deployed under `program`'s program id via
+ * `getProgramAccounts` (`perpMarket.all()`/`spotMarket.all()`), rather than relying on a static
+ * config list — use this to pick up markets added after the SDK's bundled configs were published,
+ * or when running against a custom/unlisted deployment. Oracles are de-duplicated by `getOracleId`
+ * (pubkey + source).
+ * @param program - Anchor program client used to fetch all `PerpMarket`/`SpotMarket` accounts.
+ * @returns Market indexes and full decoded accounts for every discovered perp/spot market, plus
+ * the de-duplicated `oracleInfos` needed to subscribe to their oracles.
+ */
 async function findAllMarketAndOracles(program) {
     const perpMarketIndexes = [];
     const spotMarketIndexes = [];
@@ -109,18 +172,22 @@ async function findAllMarketAndOracles(program) {
     for (const perpMarketProgramAccount of perpMarketProgramAccounts) {
         const perpMarket = perpMarketProgramAccount.account;
         perpMarketIndexes.push(perpMarket.marketIndex);
-        oracleInfos.set((0, oracleId_1.getOracleId)(perpMarket.oracle, perpMarket.oracleSource), {
-            publicKey: perpMarket.oracle,
-            source: perpMarket.oracleSource,
-        });
+        if (isOracleSourceSubscribable(perpMarket.oracleSource)) {
+            oracleInfos.set((0, oracleId_1.getOracleId)(perpMarket.oracle, perpMarket.oracleSource), {
+                publicKey: perpMarket.oracle,
+                source: perpMarket.oracleSource,
+            });
+        }
     }
     for (const spotMarketProgramAccount of spotMarketProgramAccounts) {
         const spotMarket = spotMarketProgramAccount.account;
         spotMarketIndexes.push(spotMarket.marketIndex);
-        oracleInfos.set((0, oracleId_1.getOracleId)(spotMarket.oracle, spotMarket.oracleSource), {
-            publicKey: spotMarket.oracle,
-            source: spotMarket.oracleSource,
-        });
+        if (isOracleSourceSubscribable(spotMarket.oracleSource)) {
+            oracleInfos.set((0, oracleId_1.getOracleId)(spotMarket.oracle, spotMarket.oracleSource), {
+                publicKey: spotMarket.oracle,
+                source: spotMarket.oracleSource,
+            });
+        }
     }
     return {
         perpMarketIndexes,

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

@@ -1,4 +1,5 @@
 import { BN } from '../isomorphic/anchor';
+/** Precision constants used throughout the SDK. Each mirrors an on-chain fixed-point scale — a raw `BN` amount at that precision represents `amount / 10^exponent` in human units (e.g. `PRICE_PRECISION` = 1e6, so a raw price of `1_500_000` is `$1.50`). Values must stay numerically identical to the Rust program's `math::constants` — a mismatch here silently mis-scales every derived SDK computation. */
 export declare const ZERO: BN;
 export declare const ONE: BN;
 export declare const TWO: BN;
@@ -11,64 +12,130 @@ export declare const EIGHT: BN;
 export declare const NINE: BN;
 export declare const TEN: BN;
 export declare const TEN_THOUSAND: BN;
+/** Largest value safely representable as a JS `number` (2^53 - 1), wrapped in a `BN`; used as a practical "infinite" ceiling, not an on-chain limit. */
 export declare const BN_MAX: BN;
 export declare const TEN_MILLION: BN;
+/** Default max leverage (5x) used by SDK helpers when a market's actual `marginRatioInitial` isn't available. */
 export declare const MAX_LEVERAGE: BN;
+/** `u64::MAX`; sentinel order size meaning "close the whole position" in reduce-only market-order helpers. */
 export declare const MAX_LEVERAGE_ORDER_SIZE: BN;
+/** Exponent for `PERCENTAGE_PRECISION` (1e6). */
 export declare const PERCENTAGE_PRECISION_EXP: BN;
+/** 1e6; precision for percentage/fraction fields (e.g. AMM concentration coefficient, funding ramp slope, LP pool volatility). */
 export declare const PERCENTAGE_PRECISION: BN;
+/** Alias of `PERCENTAGE_PRECISION` (1e6) for the AMM's `concentrationCoef` field. */
 export declare const CONCENTRATION_PRECISION: BN;
+/** Exponent for `QUOTE_PRECISION` (1e6). */
 export declare const QUOTE_PRECISION_EXP: BN;
+/** Exponent for `FUNDING_RATE_BUFFER_PRECISION` (1e3) — the extra precision funding rates carry beyond `PRICE_PRECISION`. */
 export declare const FUNDING_RATE_BUFFER_PRECISION_EXP: BN;
+/** Exponent for `PRICE_PRECISION` (1e6). */
 export declare const PRICE_PRECISION_EXP: BN;
+/** Exponent for `FUNDING_RATE_PRECISION` (1e9) = `PRICE_PRECISION_EXP` + `FUNDING_RATE_BUFFER_PRECISION_EXP`. */
 export declare const FUNDING_RATE_PRECISION_EXP: BN;
+/** Exponent for `PEG_PRECISION` (1e6). */
 export declare const PEG_PRECISION_EXP: BN;
+/** Exponent for `AMM_RESERVE_PRECISION` / `BASE_PRECISION` (1e9). */
 export declare const AMM_RESERVE_PRECISION_EXP: BN;
+/** Exponent for `SPOT_MARKET_RATE_PRECISION` (1e6). */
 export declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+/** 1e6; precision for spot market interest-rate fields (`optimalBorrowRate`, `maxBorrowRate`). */
 export declare const SPOT_MARKET_RATE_PRECISION: BN;
+/** Exponent for `SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION` (1e10). */
 export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP: BN;
+/** 1e10; precision for `SpotMarketAccount.cumulativeDepositInterest`/`cumulativeBorrowInterest`. */
 export declare const SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION: BN;
+/** Exponent for `SPOT_MARKET_UTILIZATION_PRECISION` (1e6). */
 export declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
+/** 1e6; precision for spot market utilization fields (`optimalUtilization`, `utilizationTwap`). */
 export declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
+/** 1e4; precision for spot asset/liability weight fields (`initialAssetWeight`, `maintenanceLiabilityWeight`, etc). Same scale as `MARGIN_PRECISION`. */
 export declare const SPOT_MARKET_WEIGHT_PRECISION: BN;
+/** Exponent for `SPOT_MARKET_BALANCE_PRECISION` (1e9). */
 export declare const SPOT_MARKET_BALANCE_PRECISION_EXP: BN;
+/** 1e9; precision for scaled spot balances (`SpotPosition.scaledBalance`, `PoolBalance.scaledBalance`, `depositBalance`/`borrowBalance`). Multiply by the market's cumulative interest to get the token amount. */
 export declare const SPOT_MARKET_BALANCE_PRECISION: BN;
+/** Exponent for `SPOT_MARKET_IMF_PRECISION` (1e6). */
 export declare const SPOT_MARKET_IMF_PRECISION_EXP: BN;
+/** 1e6; precision for `imfFactor`-style fields (deprecated alias — most `imfFactor` fields use `MARGIN_PRECISION`, 1e4). */
 export declare const SPOT_MARKET_IMF_PRECISION: BN;
+/** 1e6; precision for `liquidatorFee`/`ifLiquidationFee`/`protocolLiquidationFee` fields on perp and spot markets. */
 export declare const LIQUIDATION_FEE_PRECISION: BN;
+/** 1e6; precision for quote-asset (USD-denominated) amounts — pnl, deposits/withdraws, fees, collateral. The protocol's most widely used precision. */
 export declare const QUOTE_PRECISION: BN;
+/** 1e6; precision for prices (`Order.price`, oracle prices, TWAPs, `oraclePriceOffset`). */
 export declare const PRICE_PRECISION: BN;
+/** 1e9; precision for funding-rate fields (`cumulativeFundingRateLong/Short`, `lastFundingRate`, `FundingRateRecord.fundingRate`). Unit is quote per base. */
 export declare const FUNDING_RATE_PRECISION: BN;
+/** 1e3; the extra scale factor between `PRICE_PRECISION` and `FUNDING_RATE_PRECISION`. */
 export declare const FUNDING_RATE_BUFFER_PRECISION: BN;
+/** 1e6; precision for `AMM.pegMultiplier`, normalizing the AMM's quote reserve. */
 export declare const PEG_PRECISION: BN;
+/** 1e9; precision for AMM constant-product reserves (`baseAssetReserve`, `quoteAssetReserve`, `sqrtK`, etc). Same scale as `BASE_PRECISION`. */
 export declare const AMM_RESERVE_PRECISION: BN;
+/** 1e9; precision for perp base-asset amounts (position size, `Order.baseAssetAmount`, open interest). Alias of `AMM_RESERVE_PRECISION`. */
 export declare const BASE_PRECISION: BN;
 export declare const BASE_PRECISION_EXP: BN;
+/** 1e3; ratio to convert an `AMM_RESERVE_PRECISION` amount into `QUOTE_PRECISION` units (at peg = 1). */
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
+/** 1e1 (=10); ratio between `PRICE_PRECISION` and `PEG_PRECISION`. */
 export declare const PRICE_DIV_PEG: BN;
+/** 1e1 (=10); ratio between `PRICE_PRECISION` and `QUOTE_PRECISION`. */
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
+/** 1e9; combined `AMM_RESERVE_PRECISION * PEG_PRECISION / QUOTE_PRECISION` conversion ratio used in AMM quote-value math. */
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
+/** 1e4; precision for margin-ratio fields (`marginRatioInitial`, `marginRatioMaintenance`, `imfFactor`, `maxMarginRatio`, `StateAccount.liquidationMarginBufferRatio`). */
 export declare const MARGIN_PRECISION: BN;
+/** 1e4; precision for basis-point fields where 1 unit = 1 bp (e.g. `PerpMarketAccount.fundingClampThreshold`). */
 export declare const BPS_PRECISION: BN;
+/** 1e6; precision for AMM bid/ask spread fields (`baseSpread`, `maxSpread`, `longSpread`, `shortSpread`, `lastOracleReservePriceSpreadPct`). */
 export declare const BID_ASK_SPREAD_PRECISION: BN;
+/** 1e4; precision for `StateAccount.initialPctToLiquidate`, the fraction of a position liquidated per partial-liquidation pass. */
 export declare const LIQUIDATION_PCT_PRECISION: BN;
+/** Denominator (3333) used to derive `FUNDING_RATE_OFFSET_PERCENTAGE`; yields ~10.95% annualized when applied hourly. */
 export declare const FUNDING_RATE_OFFSET_DENOMINATOR: BN;
+/** `FUNDING_RATE_PRECISION / FUNDING_RATE_OFFSET_DENOMINATOR`; the default funding-rate offset floor/ceiling nudge. */
 export declare const FUNDING_RATE_OFFSET_PERCENTAGE: BN;
+/** Denominator (2000, i.e. 0.05%) used to clamp per-update funding-rate changes. */
 export declare const FUNDING_RATE_CLAMP_DENOMINATOR: BN;
+/** `PRICE_PRECISION * AMM_TO_QUOTE_PRECISION_RATIO`; combined conversion ratio used when pricing AMM reserve amounts directly in quote terms. */
 export declare const PRICE_TIMES_AMM_TO_QUOTE_PRECISION_RATIO: BN;
+/** 300 seconds. */
 export declare const FIVE_MINUTE: BN;
+/** 3600 seconds. */
 export declare const ONE_HOUR: BN;
+/** 31,536,000 seconds (365 days). */
 export declare const ONE_YEAR: BN;
+/** Market index of the protocol's quote spot market (USDC on mainnet). */
 export declare const QUOTE_SPOT_MARKET_INDEX = 0;
+/** 1e9 (`LAMPORTS_PER_SOL`); token-mint precision for wrapped SOL spot markets. */
 export declare const LAMPORTS_PRECISION: BN;
+/** 9; decimal exponent for `LAMPORTS_PRECISION`. */
 export declare const LAMPORTS_EXP: BN;
+/** `QUOTE_PRECISION / 100` = $0.01; per-open-order margin requirement reserved against free collateral. */
 export declare const OPEN_ORDER_MARGIN_REQUIREMENT: BN;
+/** -$25 (`QUOTE_PRECISION`); default floor for `AMM.netRevenueSinceLastFunding` below which the funding-rate spread retreats, damping the AMM from over-widening its spread after a large one-off loss. */
 export declare const DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT: BN;
+/** 13 days in seconds; minimum account age before an idle user account becomes eligible for keeper-initiated deletion. */
 export declare const ACCOUNT_AGE_DELETION_CUTOFF_SECONDS: number;
+/** Slots of inactivity (~1 week at `SLOT_TIME_ESTIMATE_MS`) after which a user account is eligible to be marked idle. */
 export declare const IDLE_TIME_SLOTS = 9000;
+/** Approximate Solana slot duration in milliseconds, used by the SDK to convert between slots and wall-clock time. */
 export declare const SLOT_TIME_ESTIMATE_MS = 400;
+/** `QUOTE_PRECISION / 100` = $0.01; a perp position smaller than this is treated as dust (safe to ignore/close for free). */
 export declare const DUST_POSITION_SIZE: BN;
+/**
+ * $100 (`QUOTE_PRECISION`); the cap on a user's unrealized positive perp PnL that may count toward
+ * *initial* margin (free collateral for opening/increasing positions). Unrealized profit beyond
+ * this amount is not double-counted as collateral for new risk — it still counts in full for
+ * maintenance-margin (liquidation) calculations. Mirrors the Rust
+ * `MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN` constant; keep both in sync.
+ */
+export declare const MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN: BN;
+/** Max number of pubkeys per `getMultipleAccounts` RPC call the SDK will batch (RPC-imposed ceiling is 100; kept at 99 for headroom). */
 export declare const GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
+/** `i64::MAX` (9223372036854775807). */
 export declare const MAX_I64: BN;
+/** `i64::MIN` (-9223372036854775808). */
 export declare const MIN_I64: BN;
 //# sourceMappingURL=numericConstants.d.ts.map

package/lib/node/constants/numericConstants.d.ts.map

@@ -1 +1 @@
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package/lib/node/constants/numericConstants.js

@@ -1,9 +1,10 @@
 "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 = exports.BPS_PRECISION = void 0;
+exports.MIN_I64 = exports.MAX_I64 = exports.GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = exports.MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN = 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");
+/** Precision constants used throughout the SDK. Each mirrors an on-chain fixed-point scale — a raw `BN` amount at that precision represents `amount / 10^exponent` in human units (e.g. `PRICE_PRECISION` = 1e6, so a raw price of `1_500_000` is `$1.50`). Values must stay numerically identical to the Rust program's `math::constants` — a mismatch here silently mis-scales every derived SDK computation. */
 exports.ZERO = new anchor_1.BN(0);
 exports.ONE = new anchor_1.BN(1);
 exports.TWO = new anchor_1.BN(2);
@@ -16,67 +17,133 @@ exports.EIGHT = new anchor_1.BN(8);
 exports.NINE = new anchor_1.BN(9);
 exports.TEN = new anchor_1.BN(10);
 exports.TEN_THOUSAND = new anchor_1.BN(10000);
+/** Largest value safely representable as a JS `number` (2^53 - 1), wrapped in a `BN`; used as a practical "infinite" ceiling, not an on-chain limit. */
 exports.BN_MAX = new anchor_1.BN(Number.MAX_SAFE_INTEGER);
 exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
+/** Default max leverage (5x) used by SDK helpers when a market's actual `marginRatioInitial` isn't available. */
 exports.MAX_LEVERAGE = new anchor_1.BN(5);
+/** `u64::MAX`; sentinel order size meaning "close the whole position" in reduce-only market-order helpers. */
 exports.MAX_LEVERAGE_ORDER_SIZE = new anchor_1.BN('18446744073709551615');
+/** Exponent for `PERCENTAGE_PRECISION` (1e6). */
 exports.PERCENTAGE_PRECISION_EXP = new anchor_1.BN(6);
+/** 1e6; precision for percentage/fraction fields (e.g. AMM concentration coefficient, funding ramp slope, LP pool volatility). */
 exports.PERCENTAGE_PRECISION = new anchor_1.BN(10).pow(exports.PERCENTAGE_PRECISION_EXP);
+/** Alias of `PERCENTAGE_PRECISION` (1e6) for the AMM's `concentrationCoef` field. */
 exports.CONCENTRATION_PRECISION = exports.PERCENTAGE_PRECISION;
+/** Exponent for `QUOTE_PRECISION` (1e6). */
 exports.QUOTE_PRECISION_EXP = new anchor_1.BN(6);
+/** Exponent for `FUNDING_RATE_BUFFER_PRECISION` (1e3) — the extra precision funding rates carry beyond `PRICE_PRECISION`. */
 exports.FUNDING_RATE_BUFFER_PRECISION_EXP = new anchor_1.BN(3);
+/** Exponent for `PRICE_PRECISION` (1e6). */
 exports.PRICE_PRECISION_EXP = new anchor_1.BN(6);
+/** Exponent for `FUNDING_RATE_PRECISION` (1e9) = `PRICE_PRECISION_EXP` + `FUNDING_RATE_BUFFER_PRECISION_EXP`. */
 exports.FUNDING_RATE_PRECISION_EXP = exports.PRICE_PRECISION_EXP.add(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
+/** Exponent for `PEG_PRECISION` (1e6). */
 exports.PEG_PRECISION_EXP = new anchor_1.BN(6);
+/** Exponent for `AMM_RESERVE_PRECISION` / `BASE_PRECISION` (1e9). */
 exports.AMM_RESERVE_PRECISION_EXP = new anchor_1.BN(9);
+/** Exponent for `SPOT_MARKET_RATE_PRECISION` (1e6). */
 exports.SPOT_MARKET_RATE_PRECISION_EXP = new anchor_1.BN(6);
+/** 1e6; precision for spot market interest-rate fields (`optimalBorrowRate`, `maxBorrowRate`). */
 exports.SPOT_MARKET_RATE_PRECISION = new anchor_1.BN(10).pow(exports.SPOT_MARKET_RATE_PRECISION_EXP);
+/** Exponent for `SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION` (1e10). */
 exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP = new anchor_1.BN(10);
+/** 1e10; precision for `SpotMarketAccount.cumulativeDepositInterest`/`cumulativeBorrowInterest`. */
 exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION = new anchor_1.BN(10).pow(exports.SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION_EXP);
+/** Exponent for `SPOT_MARKET_UTILIZATION_PRECISION` (1e6). */
 exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP = new anchor_1.BN(6);
+/** 1e6; precision for spot market utilization fields (`optimalUtilization`, `utilizationTwap`). */
 exports.SPOT_MARKET_UTILIZATION_PRECISION = new anchor_1.BN(10).pow(exports.SPOT_MARKET_UTILIZATION_PRECISION_EXP);
+/** 1e4; precision for spot asset/liability weight fields (`initialAssetWeight`, `maintenanceLiabilityWeight`, etc). Same scale as `MARGIN_PRECISION`. */
 exports.SPOT_MARKET_WEIGHT_PRECISION = new anchor_1.BN(10000);
+/** Exponent for `SPOT_MARKET_BALANCE_PRECISION` (1e9). */
 exports.SPOT_MARKET_BALANCE_PRECISION_EXP = new anchor_1.BN(9);
+/** 1e9; precision for scaled spot balances (`SpotPosition.scaledBalance`, `PoolBalance.scaledBalance`, `depositBalance`/`borrowBalance`). Multiply by the market's cumulative interest to get the token amount. */
 exports.SPOT_MARKET_BALANCE_PRECISION = new anchor_1.BN(10).pow(exports.SPOT_MARKET_BALANCE_PRECISION_EXP);
+/** Exponent for `SPOT_MARKET_IMF_PRECISION` (1e6). */
 exports.SPOT_MARKET_IMF_PRECISION_EXP = new anchor_1.BN(6);
+/** 1e6; precision for `imfFactor`-style fields (deprecated alias — most `imfFactor` fields use `MARGIN_PRECISION`, 1e4). */
 exports.SPOT_MARKET_IMF_PRECISION = new anchor_1.BN(10).pow(exports.SPOT_MARKET_IMF_PRECISION_EXP);
+/** 1e6; precision for `liquidatorFee`/`ifLiquidationFee`/`protocolLiquidationFee` fields on perp and spot markets. */
 exports.LIQUIDATION_FEE_PRECISION = new anchor_1.BN(1000000);
+/** 1e6; precision for quote-asset (USD-denominated) amounts — pnl, deposits/withdraws, fees, collateral. The protocol's most widely used precision. */
 exports.QUOTE_PRECISION = new anchor_1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
+/** 1e6; precision for prices (`Order.price`, oracle prices, TWAPs, `oraclePriceOffset`). */
 exports.PRICE_PRECISION = new anchor_1.BN(10).pow(exports.PRICE_PRECISION_EXP);
+/** 1e9; precision for funding-rate fields (`cumulativeFundingRateLong/Short`, `lastFundingRate`, `FundingRateRecord.fundingRate`). Unit is quote per base. */
 exports.FUNDING_RATE_PRECISION = new anchor_1.BN(10).pow(exports.FUNDING_RATE_PRECISION_EXP);
+/** 1e3; the extra scale factor between `PRICE_PRECISION` and `FUNDING_RATE_PRECISION`. */
 exports.FUNDING_RATE_BUFFER_PRECISION = new anchor_1.BN(10).pow(exports.FUNDING_RATE_BUFFER_PRECISION_EXP);
+/** 1e6; precision for `AMM.pegMultiplier`, normalizing the AMM's quote reserve. */
 exports.PEG_PRECISION = new anchor_1.BN(10).pow(exports.PEG_PRECISION_EXP);
+/** 1e9; precision for AMM constant-product reserves (`baseAssetReserve`, `quoteAssetReserve`, `sqrtK`, etc). Same scale as `BASE_PRECISION`. */
 exports.AMM_RESERVE_PRECISION = new anchor_1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
+/** 1e9; precision for perp base-asset amounts (position size, `Order.baseAssetAmount`, open interest). Alias of `AMM_RESERVE_PRECISION`. */
 exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
+/** 1e3; ratio to convert an `AMM_RESERVE_PRECISION` amount into `QUOTE_PRECISION` units (at peg = 1). */
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^3
+/** 1e1 (=10); ratio between `PRICE_PRECISION` and `PEG_PRECISION`. */
 exports.PRICE_DIV_PEG = exports.PRICE_PRECISION.div(exports.PEG_PRECISION); //10^1
+/** 1e1 (=10); ratio between `PRICE_PRECISION` and `QUOTE_PRECISION`. */
 exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_PRECISION.div(exports.QUOTE_PRECISION); // 10^1
+/** 1e9; combined `AMM_RESERVE_PRECISION * PEG_PRECISION / QUOTE_PRECISION` conversion ratio used in AMM quote-value math. */
 exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^9
+/** 1e4; precision for margin-ratio fields (`marginRatioInitial`, `marginRatioMaintenance`, `imfFactor`, `maxMarginRatio`, `StateAccount.liquidationMarginBufferRatio`). */
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
+/** 1e4; precision for basis-point fields where 1 unit = 1 bp (e.g. `PerpMarketAccount.fundingClampThreshold`). */
 exports.BPS_PRECISION = exports.TEN_THOUSAND; // 1 unit = 1bp
+/** 1e6; precision for AMM bid/ask spread fields (`baseSpread`, `maxSpread`, `longSpread`, `shortSpread`, `lastOracleReservePriceSpreadPct`). */
 exports.BID_ASK_SPREAD_PRECISION = new anchor_1.BN(1000000); // 10^6
+/** 1e4; precision for `StateAccount.initialPctToLiquidate`, the fraction of a position liquidated per partial-liquidation pass. */
 exports.LIQUIDATION_PCT_PRECISION = exports.TEN_THOUSAND;
+/** Denominator (3333) used to derive `FUNDING_RATE_OFFSET_PERCENTAGE`; yields ~10.95% annualized when applied hourly. */
 exports.FUNDING_RATE_OFFSET_DENOMINATOR = new anchor_1.BN(3333);
+/** `FUNDING_RATE_PRECISION / FUNDING_RATE_OFFSET_DENOMINATOR`; the default funding-rate offset floor/ceiling nudge. */
 exports.FUNDING_RATE_OFFSET_PERCENTAGE = exports.FUNDING_RATE_PRECISION.div(exports.FUNDING_RATE_OFFSET_DENOMINATOR);
+/** Denominator (2000, i.e. 0.05%) used to clamp per-update funding-rate changes. */
 exports.FUNDING_RATE_CLAMP_DENOMINATOR = new anchor_1.BN(2000);
+/** `PRICE_PRECISION * AMM_TO_QUOTE_PRECISION_RATIO`; combined conversion ratio used when pricing AMM reserve amounts directly in quote terms. */
 exports.PRICE_TIMES_AMM_TO_QUOTE_PRECISION_RATIO = exports.PRICE_PRECISION.mul(exports.AMM_TO_QUOTE_PRECISION_RATIO);
+/** 300 seconds. */
 exports.FIVE_MINUTE = new anchor_1.BN(60 * 5);
+/** 3600 seconds. */
 exports.ONE_HOUR = new anchor_1.BN(60 * 60);
+/** 31,536,000 seconds (365 days). */
 exports.ONE_YEAR = new anchor_1.BN(31536000);
+/** Market index of the protocol's quote spot market (USDC on mainnet). */
 exports.QUOTE_SPOT_MARKET_INDEX = 0;
+/** 1e9 (`LAMPORTS_PER_SOL`); token-mint precision for wrapped SOL spot markets. */
 exports.LAMPORTS_PRECISION = new anchor_1.BN(web3_js_1.LAMPORTS_PER_SOL);
+/** 9; decimal exponent for `LAMPORTS_PRECISION`. */
 exports.LAMPORTS_EXP = new anchor_1.BN(Math.log10(web3_js_1.LAMPORTS_PER_SOL));
+/** `QUOTE_PRECISION / 100` = $0.01; per-open-order margin requirement reserved against free collateral. */
 exports.OPEN_ORDER_MARGIN_REQUIREMENT = exports.QUOTE_PRECISION.div(new anchor_1.BN(100));
+/** -$25 (`QUOTE_PRECISION`); default floor for `AMM.netRevenueSinceLastFunding` below which the funding-rate spread retreats, damping the AMM from over-widening its spread after a large one-off loss. */
 exports.DEFAULT_REVENUE_SINCE_LAST_FUNDING_SPREAD_RETREAT = new anchor_1.BN(-25).mul(exports.QUOTE_PRECISION);
+/** 13 days in seconds; minimum account age before an idle user account becomes eligible for keeper-initiated deletion. */
 exports.ACCOUNT_AGE_DELETION_CUTOFF_SECONDS = 60 * 60 * 24 * 13; // 13 days
+/** Slots of inactivity (~1 week at `SLOT_TIME_ESTIMATE_MS`) after which a user account is eligible to be marked idle. */
 exports.IDLE_TIME_SLOTS = 9000;
+/** Approximate Solana slot duration in milliseconds, used by the SDK to convert between slots and wall-clock time. */
 exports.SLOT_TIME_ESTIMATE_MS = 400;
+/** `QUOTE_PRECISION / 100` = $0.01; a perp position smaller than this is treated as dust (safe to ignore/close for free). */
 exports.DUST_POSITION_SIZE = exports.QUOTE_PRECISION.divn(100); // Dust position is any position smaller than 1c
+/**
+ * $100 (`QUOTE_PRECISION`); the cap on a user's unrealized positive perp PnL that may count toward
+ * *initial* margin (free collateral for opening/increasing positions). Unrealized profit beyond
+ * this amount is not double-counted as collateral for new risk — it still counts in full for
+ * maintenance-margin (liquidation) calculations. Mirrors the Rust
+ * `MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN` constant; keep both in sync.
+ */
+exports.MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN = new anchor_1.BN(100).mul(exports.QUOTE_PRECISION); // max upnl for initial margin calc
+/** Max number of pubkeys per `getMultipleAccounts` RPC call the SDK will batch (RPC-imposed ceiling is 100; kept at 99 for headroom). */
 exports.GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
 // integer constants
 // Built with `BN` directly (not `BigNum.fromPrint`) to avoid a module-load
 // circular dependency: `bigNum.ts` imports `ZERO` from this file, so importing
 // `bigNum.ts` first leaves `BigNum` undefined while this module body evaluates.
+/** `i64::MAX` (9223372036854775807). */
 exports.MAX_I64 = new anchor_1.BN('9223372036854775807');
+/** `i64::MIN` (-9223372036854775808). */
 exports.MIN_I64 = new anchor_1.BN('-9223372036854775808');

package/lib/node/constants/perpMarkets.d.ts

@@ -1,21 +1,31 @@
 import { PublicKey } from '@solana/web3.js';
 import { MarketStatus, OracleSource } from '../types';
 import { VelocityEnv } from '../config';
+/** Static off-chain metadata for one deployed perp market, keyed by `marketIndex`. This is a client-side registry (symbol/oracle wiring for UIs and SDK bootstrapping) — it is not decoded from chain and can drift from the live `PerpMarketAccount` if not kept in sync with deployments. */
 export type PerpMarketConfig = {
     fullName?: string;
     category?: string[];
     symbol: string;
     baseAssetSymbol: string;
     marketIndex: number;
+    /** unix ms timestamp the market launched */
     launchTs: number;
     oracle: PublicKey;
     oracleSource: OracleSource;
+    /** Pyth price-feed id (hex), for the legacy Pyth push/pull oracle path */
     pythFeedId?: string;
+    /** Pyth Lazer feed id, for `OracleSource.PYTH_LAZER*` markets */
     pythLazerId?: number;
+    /** current known on-chain status; omitted means `ACTIVE`. Kept here so tooling can filter out delisted markets without an RPC round-trip */
     marketStatus?: MarketStatus;
 };
+/**
+ * Reflects what is actually deployed on devnet (per on-chain enumeration of
+ * `StateAccount.numberOfMarkets`). Update when devnet adds/changes a perp market.
+ */
 export declare const DevnetPerpMarkets: PerpMarketConfig[];
 export declare const MainnetPerpMarkets: PerpMarketConfig[];
+/** Perp market registries keyed by `VelocityEnv`, for looking up a deployment's markets without hardcoding the environment. */
 export declare const PerpMarkets: {
     [key in VelocityEnv]: PerpMarketConfig[];
 };

package/lib/node/constants/perpMarkets.d.ts.map

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