@velocity-exchange/sdk 0.3.0 → 0.4.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +51 -0
- package/lib/browser/accounts/basicUserAccountSubscriber.d.ts +18 -0
- package/lib/browser/accounts/basicUserAccountSubscriber.js +18 -0
- package/lib/browser/accounts/basicUserStatsAccountSubscriber.d.ts +18 -0
- package/lib/browser/accounts/basicUserStatsAccountSubscriber.js +18 -0
- package/lib/browser/accounts/bulkAccountLoader.d.ts +52 -0
- package/lib/browser/accounts/bulkAccountLoader.js +51 -0
- package/lib/browser/accounts/bulkUserStatsSubscription.d.ts +9 -2
- package/lib/browser/accounts/bulkUserStatsSubscription.js +9 -2
- package/lib/browser/accounts/bulkUserSubscription.d.ts +8 -2
- package/lib/browser/accounts/bulkUserSubscription.js +8 -2
- package/lib/browser/accounts/customizedCadenceBulkAccountLoader.d.ts +37 -0
- package/lib/browser/accounts/customizedCadenceBulkAccountLoader.js +37 -0
- package/lib/browser/accounts/fetch.d.ts +59 -2
- package/lib/browser/accounts/fetch.js +57 -2
- package/lib/browser/accounts/grpcAccountSubscriber.d.ts +30 -0
- package/lib/browser/accounts/grpcAccountSubscriber.js +30 -0
- package/lib/browser/accounts/grpcInsuranceFundStakeAccountSubscriber.d.ts +16 -0
- package/lib/browser/accounts/grpcInsuranceFundStakeAccountSubscriber.js +16 -0
- package/lib/browser/accounts/grpcMultiAccountSubscriber.d.ts +60 -1
- package/lib/browser/accounts/grpcMultiAccountSubscriber.js +118 -37
- package/lib/browser/accounts/grpcMultiUserAccountSubscriber.d.ts +32 -0
- package/lib/browser/accounts/grpcMultiUserAccountSubscriber.js +40 -12
- package/lib/browser/accounts/grpcProgramAccountSubscriber.d.ts +33 -0
- package/lib/browser/accounts/grpcProgramAccountSubscriber.js +33 -0
- package/lib/browser/accounts/grpcUserAccountSubscriber.d.ts +15 -0
- package/lib/browser/accounts/grpcUserAccountSubscriber.js +15 -0
- package/lib/browser/accounts/grpcUserStatsAccountSubscriber.d.ts +15 -0
- package/lib/browser/accounts/grpcUserStatsAccountSubscriber.js +15 -0
- package/lib/browser/accounts/grpcVelocityClientAccountSubscriber.d.ts +41 -0
- package/lib/browser/accounts/grpcVelocityClientAccountSubscriber.js +41 -0
- package/lib/browser/accounts/grpcVelocityClientAccountSubscriberV2.d.ts +116 -0
- package/lib/browser/accounts/grpcVelocityClientAccountSubscriberV2.js +152 -1
- package/lib/browser/accounts/laserProgramAccountSubscriber.d.ts +34 -0
- package/lib/browser/accounts/laserProgramAccountSubscriber.js +34 -0
- package/lib/browser/accounts/oneShotUserAccountSubscriber.d.ts +19 -0
- package/lib/browser/accounts/oneShotUserAccountSubscriber.js +19 -0
- package/lib/browser/accounts/oneShotUserStatsAccountSubscriber.d.ts +19 -0
- package/lib/browser/accounts/oneShotUserStatsAccountSubscriber.js +19 -0
- package/lib/browser/accounts/pollingInsuranceFundStakeAccountSubscriber.d.ts +31 -0
- package/lib/browser/accounts/pollingInsuranceFundStakeAccountSubscriber.js +31 -0
- package/lib/browser/accounts/pollingOracleAccountSubscriber.d.ts +19 -0
- package/lib/browser/accounts/pollingOracleAccountSubscriber.js +21 -2
- package/lib/browser/accounts/pollingTokenAccountSubscriber.d.ts +22 -0
- package/lib/browser/accounts/pollingTokenAccountSubscriber.js +22 -0
- package/lib/browser/accounts/pollingUserAccountSubscriber.d.ts +32 -0
- package/lib/browser/accounts/pollingUserAccountSubscriber.js +32 -0
- package/lib/browser/accounts/pollingUserStatsAccountSubscriber.d.ts +22 -0
- package/lib/browser/accounts/pollingUserStatsAccountSubscriber.js +22 -0
- package/lib/browser/accounts/pollingVelocityClientAccountSubscriber.d.ts +83 -0
- package/lib/browser/accounts/pollingVelocityClientAccountSubscriber.js +84 -1
- package/lib/browser/accounts/testBulkAccountLoader.d.ts +8 -0
- package/lib/browser/accounts/testBulkAccountLoader.js +8 -0
- package/lib/browser/accounts/types.d.ts +149 -0
- package/lib/browser/accounts/types.js +13 -0
- package/lib/browser/accounts/utils.d.ts +18 -0
- package/lib/browser/accounts/utils.js +32 -16
- package/lib/browser/accounts/webSocketAccountSubscriber.d.ts +41 -0
- package/lib/browser/accounts/webSocketAccountSubscriber.js +41 -0
- package/lib/browser/accounts/webSocketAccountSubscriberV2.d.ts +31 -0
- package/lib/browser/accounts/webSocketAccountSubscriberV2.js +31 -23
- package/lib/browser/accounts/webSocketInsuranceFundStakeAccountSubscriber.d.ts +27 -0
- package/lib/browser/accounts/webSocketInsuranceFundStakeAccountSubscriber.js +27 -0
- package/lib/browser/accounts/webSocketProgramAccountSubscriber.d.ts +36 -0
- package/lib/browser/accounts/webSocketProgramAccountSubscriber.js +36 -0
- package/lib/browser/accounts/webSocketProgramAccountSubscriberV2.d.ts +21 -0
- package/lib/browser/accounts/webSocketProgramAccountSubscriberV2.js +25 -0
- package/lib/browser/accounts/webSocketProgramAccountsSubscriberV2.d.ts +21 -0
- package/lib/browser/accounts/webSocketProgramAccountsSubscriberV2.js +21 -0
- package/lib/browser/accounts/webSocketUserAccountSubscriber.d.ts +26 -0
- package/lib/browser/accounts/webSocketUserAccountSubscriber.js +26 -0
- package/lib/browser/accounts/webSocketUserStatsAccountSubsriber.d.ts +20 -0
- package/lib/browser/accounts/webSocketUserStatsAccountSubsriber.js +20 -0
- package/lib/browser/accounts/webSocketVelocityClientAccountSubscriber.d.ts +121 -0
- package/lib/browser/accounts/webSocketVelocityClientAccountSubscriber.js +123 -2
- package/lib/browser/accounts/webSocketVelocityClientAccountSubscriberV2.d.ts +96 -0
- package/lib/browser/accounts/webSocketVelocityClientAccountSubscriberV2.js +108 -0
- package/lib/browser/accounts/websocketProgramUserAccountSubscriber.d.ts +28 -0
- package/lib/browser/accounts/websocketProgramUserAccountSubscriber.js +33 -0
- package/lib/browser/addresses/marketAddresses.d.ts +10 -0
- package/lib/browser/addresses/marketAddresses.js +10 -0
- package/lib/browser/addresses/pda.d.ts +214 -2
- package/lib/browser/addresses/pda.js +217 -5
- package/lib/browser/adminClient.d.ts +2136 -4
- package/lib/browser/adminClient.js +2150 -4
- package/lib/browser/auctionSubscriber/auctionSubscriber.d.ts +15 -0
- package/lib/browser/auctionSubscriber/auctionSubscriber.js +15 -0
- package/lib/browser/auctionSubscriber/auctionSubscriberGrpc.d.ts +19 -0
- package/lib/browser/auctionSubscriber/auctionSubscriberGrpc.js +19 -0
- package/lib/browser/auctionSubscriber/index.d.ts +6 -0
- package/lib/browser/auctionSubscriber/index.js +6 -0
- package/lib/browser/auctionSubscriber/types.d.ts +7 -0
- package/lib/browser/blockhashSubscriber/BlockhashSubscriber.d.ts +33 -0
- package/lib/browser/blockhashSubscriber/BlockhashSubscriber.js +33 -0
- package/lib/browser/blockhashSubscriber/index.d.ts +5 -0
- package/lib/browser/blockhashSubscriber/index.js +5 -0
- package/lib/browser/blockhashSubscriber/types.d.ts +5 -0
- package/lib/browser/clock/clockSubscriber.d.ts +24 -0
- package/lib/browser/clock/clockSubscriber.js +22 -0
- package/lib/browser/config.d.ts +58 -4
- package/lib/browser/config.js +88 -21
- package/lib/browser/constants/numericConstants.d.ts +67 -0
- package/lib/browser/constants/numericConstants.js +68 -1
- package/lib/browser/constants/perpMarkets.d.ts +10 -0
- package/lib/browser/constants/perpMarkets.js +40 -908
- package/lib/browser/constants/spotMarkets.d.ts +13 -0
- package/lib/browser/constants/spotMarkets.js +16 -742
- package/lib/browser/constants/txConstants.d.ts +1 -0
- package/lib/browser/constants/txConstants.js +1 -0
- package/lib/browser/core/VelocityCore.d.ts +285 -8
- package/lib/browser/core/VelocityCore.js +281 -8
- package/lib/browser/core/instructions/deposit.d.ts +22 -0
- package/lib/browser/core/instructions/deposit.js +22 -0
- package/lib/browser/core/instructions/fill.d.ts +17 -0
- package/lib/browser/core/instructions/fill.js +17 -0
- package/lib/browser/core/instructions/funding.d.ts +12 -0
- package/lib/browser/core/instructions/funding.js +12 -0
- package/lib/browser/core/instructions/liquidation.d.ts +18 -0
- package/lib/browser/core/instructions/liquidation.js +18 -0
- package/lib/browser/core/instructions/orders.d.ts +28 -0
- package/lib/browser/core/instructions/orders.js +28 -0
- package/lib/browser/core/instructions/perpOrders.d.ts +106 -0
- package/lib/browser/core/instructions/perpOrders.js +106 -0
- package/lib/browser/core/instructions/settlement.d.ts +14 -0
- package/lib/browser/core/instructions/settlement.js +14 -0
- package/lib/browser/core/instructions/trigger.d.ts +15 -0
- package/lib/browser/core/instructions/trigger.js +15 -0
- package/lib/browser/core/instructions/withdraw.d.ts +21 -0
- package/lib/browser/core/instructions/withdraw.js +21 -0
- package/lib/browser/core/remainingAccounts.d.ts +47 -3
- package/lib/browser/core/remainingAccounts.js +20 -0
- package/lib/browser/core/signedMsg.d.ts +38 -0
- package/lib/browser/core/signedMsg.js +33 -0
- package/lib/browser/decode/customCoder.d.ts +39 -3
- package/lib/browser/decode/customCoder.js +45 -3
- package/lib/browser/decode/user.d.ts +22 -0
- package/lib/browser/decode/user.js +22 -0
- package/lib/browser/dlob/DLOB.d.ts +502 -53
- package/lib/browser/dlob/DLOB.js +540 -98
- package/lib/browser/dlob/DLOBNode.d.ts +86 -4
- package/lib/browser/dlob/DLOBNode.js +37 -4
- package/lib/browser/dlob/DLOBSubscriber.d.ts +39 -12
- package/lib/browser/dlob/DLOBSubscriber.js +42 -12
- package/lib/browser/dlob/NodeList.d.ts +69 -0
- package/lib/browser/dlob/NodeList.js +66 -0
- package/lib/browser/dlob/orderBookLevels.d.ts +106 -13
- package/lib/browser/dlob/orderBookLevels.js +84 -14
- package/lib/browser/dlob/types.d.ts +15 -0
- package/lib/browser/events/eventList.d.ts +14 -0
- package/lib/browser/events/eventList.js +14 -0
- package/lib/browser/events/eventSubscriber.d.ts +87 -10
- package/lib/browser/events/eventSubscriber.js +93 -8
- package/lib/browser/events/eventsServerLogProvider.d.ts +22 -0
- package/lib/browser/events/eventsServerLogProvider.js +27 -0
- package/lib/browser/events/fetchLogs.d.ts +31 -0
- package/lib/browser/events/fetchLogs.js +46 -1
- package/lib/browser/events/parse.d.ts +23 -0
- package/lib/browser/events/parse.js +23 -0
- package/lib/browser/events/pollingLogProvider.d.ts +24 -0
- package/lib/browser/events/pollingLogProvider.js +24 -0
- package/lib/browser/events/sort.d.ts +11 -0
- package/lib/browser/events/sort.js +12 -0
- package/lib/browser/events/txEventCache.d.ts +13 -3
- package/lib/browser/events/txEventCache.js +19 -7
- package/lib/browser/events/types.d.ts +118 -2
- package/lib/browser/events/types.js +11 -0
- package/lib/browser/events/webSocketLogProvider.d.ts +23 -0
- package/lib/browser/events/webSocketLogProvider.js +28 -0
- package/lib/browser/factory/oracleClient.js +2 -2
- package/lib/browser/idl/velocity.d.ts +4 -4
- package/lib/browser/idl/velocity.json +4 -4
- package/lib/browser/keypair.d.ts +8 -0
- package/lib/browser/keypair.js +8 -0
- package/lib/browser/marginCalculation.d.ts +134 -2
- package/lib/browser/marginCalculation.js +121 -0
- package/lib/browser/math/amm.d.ts +348 -29
- package/lib/browser/math/amm.js +310 -32
- package/lib/browser/math/auction.d.ts +95 -19
- package/lib/browser/math/auction.js +118 -28
- package/lib/browser/math/bankruptcy.d.ts +46 -0
- package/lib/browser/math/bankruptcy.js +89 -1
- package/lib/browser/math/builder.d.ts +64 -8
- package/lib/browser/math/builder.js +71 -9
- package/lib/browser/math/conversion.d.ts +21 -0
- package/lib/browser/math/conversion.js +21 -0
- package/lib/browser/math/exchangeStatus.d.ts +91 -0
- package/lib/browser/math/exchangeStatus.js +106 -3
- package/lib/browser/math/funding.d.ts +57 -20
- package/lib/browser/math/funding.js +63 -23
- package/lib/browser/math/insurance.d.ts +62 -0
- package/lib/browser/math/insurance.js +62 -0
- package/lib/browser/math/liquidation.d.ts +127 -11
- package/lib/browser/math/liquidation.js +182 -19
- package/lib/browser/math/margin.d.ts +79 -13
- package/lib/browser/math/margin.js +80 -14
- package/lib/browser/math/market.d.ts +135 -15
- package/lib/browser/math/market.js +145 -17
- package/lib/browser/math/oracles.d.ts +113 -0
- package/lib/browser/math/oracles.js +118 -1
- package/lib/browser/math/orders.d.ts +115 -10
- package/lib/browser/math/orders.js +130 -19
- package/lib/browser/math/position.d.ts +80 -33
- package/lib/browser/math/position.js +80 -33
- package/lib/browser/math/repeg.d.ts +48 -10
- package/lib/browser/math/repeg.js +48 -10
- package/lib/browser/math/spotBalance.d.ts +200 -5
- package/lib/browser/math/spotBalance.js +239 -10
- package/lib/browser/math/spotMarket.d.ts +36 -3
- package/lib/browser/math/spotMarket.js +36 -3
- package/lib/browser/math/spotPosition.d.ts +72 -0
- package/lib/browser/math/spotPosition.js +62 -0
- package/lib/browser/math/state.d.ts +31 -0
- package/lib/browser/math/state.js +31 -0
- package/lib/browser/math/superStake.d.ts +126 -2
- package/lib/browser/math/superStake.js +123 -3
- package/lib/browser/math/tiers.d.ts +29 -0
- package/lib/browser/math/tiers.js +29 -0
- package/lib/browser/math/trade.d.ts +102 -51
- package/lib/browser/math/trade.js +101 -55
- package/lib/browser/math/utils.d.ts +71 -9
- package/lib/browser/math/utils.js +71 -9
- package/lib/browser/memcmp.d.ts +94 -0
- package/lib/browser/memcmp.js +103 -2
- package/lib/browser/oracles/oracleClientCache.d.ts +16 -0
- package/lib/browser/oracles/oracleClientCache.js +16 -0
- package/lib/browser/oracles/oracleId.d.ts +31 -0
- package/lib/browser/oracles/oracleId.js +39 -8
- package/lib/browser/oracles/prelaunchOracleClient.d.ts +20 -0
- package/lib/browser/oracles/prelaunchOracleClient.js +20 -0
- package/lib/browser/oracles/pythClient.d.ts +31 -0
- package/lib/browser/oracles/pythClient.js +32 -1
- package/lib/browser/oracles/pythLazerClient.d.ts +34 -0
- package/lib/browser/oracles/pythLazerClient.js +35 -1
- package/lib/browser/oracles/quoteAssetOracleClient.d.ts +18 -0
- package/lib/browser/oracles/quoteAssetOracleClient.js +18 -0
- package/lib/browser/oracles/strictOraclePrice.d.ts +21 -0
- package/lib/browser/oracles/strictOraclePrice.js +21 -0
- package/lib/browser/oracles/types.d.ts +45 -0
- package/lib/browser/oracles/utils.d.ts +20 -0
- package/lib/browser/oracles/utils.js +20 -0
- package/lib/browser/orderParams.d.ts +42 -4
- package/lib/browser/orderParams.js +42 -4
- package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +56 -0
- package/lib/browser/orderSubscriber/OrderSubscriber.js +56 -0
- package/lib/browser/orderSubscriber/PollingSubscription.d.ts +11 -0
- package/lib/browser/orderSubscriber/PollingSubscription.js +11 -0
- package/lib/browser/orderSubscriber/WebsocketSubscription.d.ts +18 -0
- package/lib/browser/orderSubscriber/WebsocketSubscription.js +18 -0
- package/lib/browser/orderSubscriber/grpcSubscription.d.ts +16 -0
- package/lib/browser/orderSubscriber/grpcSubscription.js +16 -0
- package/lib/browser/orderSubscriber/types.d.ts +9 -0
- package/lib/browser/priorityFee/averageOverSlotsStrategy.d.ts +1 -0
- package/lib/browser/priorityFee/averageOverSlotsStrategy.js +1 -0
- package/lib/browser/priorityFee/averageStrategy.d.ts +1 -0
- package/lib/browser/priorityFee/averageStrategy.js +1 -0
- package/lib/browser/priorityFee/ewmaStrategy.d.ts +10 -0
- package/lib/browser/priorityFee/ewmaStrategy.js +10 -0
- package/lib/browser/priorityFee/heliusPriorityFeeMethod.d.ts +13 -0
- package/lib/browser/priorityFee/heliusPriorityFeeMethod.js +9 -2
- package/lib/browser/priorityFee/maxOverSlotsStrategy.d.ts +1 -0
- package/lib/browser/priorityFee/maxOverSlotsStrategy.js +1 -0
- package/lib/browser/priorityFee/maxStrategy.d.ts +1 -0
- package/lib/browser/priorityFee/maxStrategy.js +1 -0
- package/lib/browser/priorityFee/priorityFeeSubscriber.d.ts +39 -0
- package/lib/browser/priorityFee/priorityFeeSubscriber.js +39 -0
- package/lib/browser/priorityFee/priorityFeeSubscriberMap.d.ts +20 -1
- package/lib/browser/priorityFee/priorityFeeSubscriberMap.js +21 -2
- package/lib/browser/priorityFee/solanaPriorityFeeMethod.d.ts +12 -0
- package/lib/browser/priorityFee/solanaPriorityFeeMethod.js +10 -0
- package/lib/browser/priorityFee/types.d.ts +32 -0
- package/lib/browser/priorityFee/types.js +5 -0
- package/lib/browser/priorityFee/velocityPriorityFeeMethod.d.ts +11 -0
- package/lib/browser/priorityFee/velocityPriorityFeeMethod.js +8 -0
- package/lib/browser/slot/SlotSubscriber.d.ts +18 -0
- package/lib/browser/slot/SlotSubscriber.js +16 -0
- package/lib/browser/slot/SlothashSubscriber.d.ts +26 -0
- package/lib/browser/slot/SlothashSubscriber.js +25 -1
- package/lib/browser/tx/baseTxSender.d.ts +163 -0
- package/lib/browser/tx/baseTxSender.js +174 -6
- package/lib/browser/tx/blockhashFetcher/baseBlockhashFetcher.d.ts +12 -0
- package/lib/browser/tx/blockhashFetcher/baseBlockhashFetcher.js +12 -0
- package/lib/browser/tx/blockhashFetcher/cachedBlockhashFetcher.d.ts +15 -0
- package/lib/browser/tx/blockhashFetcher/cachedBlockhashFetcher.js +15 -0
- package/lib/browser/tx/blockhashFetcher/types.d.ts +4 -0
- package/lib/browser/tx/fastSingleTxSender.d.ts +47 -0
- package/lib/browser/tx/fastSingleTxSender.js +48 -1
- package/lib/browser/tx/forwardOnlyTxSender.d.ts +48 -0
- package/lib/browser/tx/forwardOnlyTxSender.js +48 -0
- package/lib/browser/tx/reportTransactionError.d.ts +18 -6
- package/lib/browser/tx/reportTransactionError.js +18 -6
- package/lib/browser/tx/retryTxSender.d.ts +40 -0
- package/lib/browser/tx/retryTxSender.js +39 -0
- package/lib/browser/tx/txHandler.d.ts +146 -35
- package/lib/browser/tx/txHandler.js +132 -32
- package/lib/browser/tx/txParamProcessor.d.ts +47 -0
- package/lib/browser/tx/txParamProcessor.js +47 -0
- package/lib/browser/tx/types.d.ts +46 -0
- package/lib/browser/tx/types.js +5 -0
- package/lib/browser/tx/utils.d.ts +26 -0
- package/lib/browser/tx/utils.js +26 -0
- package/lib/browser/tx/whileValidTxSender.d.ts +82 -0
- package/lib/browser/tx/whileValidTxSender.js +81 -0
- package/lib/browser/types.d.ts +781 -13
- package/lib/browser/types.js +126 -9
- package/lib/browser/user.d.ts +645 -84
- package/lib/browser/user.js +779 -96
- package/lib/browser/userMap/PollingSubscription.d.ts +10 -0
- package/lib/browser/userMap/PollingSubscription.js +14 -2
- package/lib/browser/userMap/WebsocketSubscription.d.ts +9 -0
- package/lib/browser/userMap/WebsocketSubscription.js +9 -0
- package/lib/browser/userMap/grpcSubscription.d.ts +8 -0
- package/lib/browser/userMap/grpcSubscription.js +8 -0
- package/lib/browser/userMap/referrerMap.d.ts +72 -2
- package/lib/browser/userMap/referrerMap.js +84 -2
- package/lib/browser/userMap/revenueShareEscrowMap.d.ts +37 -10
- package/lib/browser/userMap/revenueShareEscrowMap.js +38 -11
- package/lib/browser/userMap/userMap.d.ts +81 -3
- package/lib/browser/userMap/userMap.js +81 -4
- package/lib/browser/userMap/userMapConfig.d.ts +23 -0
- package/lib/browser/userMap/userStatsMap.d.ts +22 -0
- package/lib/browser/userMap/userStatsMap.js +22 -0
- package/lib/browser/userName.d.ts +16 -0
- package/lib/browser/userName.js +16 -0
- package/lib/browser/userStats.d.ts +28 -1
- package/lib/browser/userStats.js +28 -1
- package/lib/browser/util/TransactionConfirmationManager.d.ts +33 -0
- package/lib/browser/util/TransactionConfirmationManager.js +33 -0
- package/lib/browser/util/chainClock.d.ts +24 -0
- package/lib/browser/util/chainClock.js +20 -0
- package/lib/browser/util/computeUnits.d.ts +32 -0
- package/lib/browser/util/computeUnits.js +32 -0
- package/lib/browser/util/digest.d.ts +17 -0
- package/lib/browser/util/digest.js +17 -0
- package/lib/browser/util/ed25519Utils.d.ts +12 -2
- package/lib/browser/util/ed25519Utils.js +12 -2
- package/lib/browser/util/promiseTimeout.d.ts +9 -0
- package/lib/browser/util/promiseTimeout.js +9 -0
- package/lib/browser/velocityClient.d.ts +3322 -215
- package/lib/browser/velocityClient.js +3412 -245
- package/lib/browser/wallet.d.ts +37 -0
- package/lib/browser/wallet.js +37 -0
- package/lib/node/accounts/basicUserAccountSubscriber.d.ts +18 -0
- package/lib/node/accounts/basicUserAccountSubscriber.d.ts.map +1 -1
- package/lib/node/accounts/basicUserAccountSubscriber.js +18 -0
- package/lib/node/accounts/basicUserStatsAccountSubscriber.d.ts +18 -0
- package/lib/node/accounts/basicUserStatsAccountSubscriber.d.ts.map +1 -1
- package/lib/node/accounts/basicUserStatsAccountSubscriber.js +18 -0
- package/lib/node/accounts/bulkAccountLoader.d.ts +52 -0
- package/lib/node/accounts/bulkAccountLoader.d.ts.map +1 -1
- package/lib/node/accounts/bulkAccountLoader.js +51 -0
- package/lib/node/accounts/bulkUserStatsSubscription.d.ts +9 -2
- package/lib/node/accounts/bulkUserStatsSubscription.d.ts.map +1 -1
- package/lib/node/accounts/bulkUserStatsSubscription.js +9 -2
- package/lib/node/accounts/bulkUserSubscription.d.ts +8 -2
- package/lib/node/accounts/bulkUserSubscription.d.ts.map +1 -1
- package/lib/node/accounts/bulkUserSubscription.js +8 -2
- package/lib/node/accounts/customizedCadenceBulkAccountLoader.d.ts +37 -0
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- package/lib/node/accounts/customizedCadenceBulkAccountLoader.js +37 -0
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- package/src/constants/spotMarkets.ts +23 -793
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- package/src/math/builder.ts +74 -8
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- package/src/math/position.ts +80 -33
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- package/src/math/spotMarket.ts +36 -3
- package/src/math/spotPosition.ts +72 -0
- package/src/math/state.ts +31 -0
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- package/src/math/tiers.ts +29 -0
- package/src/math/trade.ts +125 -55
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- package/src/oracles/oracleId.ts +39 -6
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- package/src/oracles/pythClient.ts +32 -1
- package/src/oracles/pythLazerClient.ts +35 -1
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- package/src/userName.ts +16 -0
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- package/tests/dlob/tickSizeStandardization.ts +545 -0
- package/tests/exchangeStatus/test.ts +45 -0
- package/tests/liquidation/test.ts +125 -0
- package/tests/oracles/mmOracleGate.test.ts +379 -0
- package/tests/oracles/pythPegSnap.test.ts +76 -0
- package/tests/sdkParity/enumParity.test.ts +84 -0
- package/tests/sdkParity/marginCategoryFill.test.ts +143 -0
- package/tests/sdkParity/memcmpOffsets.test.ts +139 -0
- package/tests/spot/test.ts +55 -0
- package/tests/user/bankruptcy.ts +165 -0
- package/tests/user/feeAndWithdrawLimits.ts +284 -0
- package/tests/user/getMarginCalculation.ts +226 -1
- package/tests/user/test.ts +8 -4
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@@ -3,22 +3,53 @@ Object.defineProperty(exports, "__esModule", { value: true });
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exports.NodeList = exports.getOrderSignature = void 0;
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const types_1 = require("../types");
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const DLOBNode_1 = require("./DLOBNode");
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/**
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* Builds the key used to identify an order uniquely across a user's orders: `"{userAccount}-{orderId}"`.
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* Used as the map key in `NodeList.nodeMap` and to de-duplicate/merge fills in `DLOB`.
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*
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* @param orderId the order's `orderId` (unique per user account, not globally)
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* @param userAccount base58 pubkey string of the order's owner
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* @returns a string uniquely identifying the order within the DLOB
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*/
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function getOrderSignature(orderId, userAccount) {
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return `${userAccount.toString()}-${orderId.toString()}`;
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}
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exports.getOrderSignature = getOrderSignature;
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/**
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* A sorted, doubly-linked list of one order-node type (e.g. resting-limit asks) for one
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* market/side. Insertion walks the list from `head` to find the correct sorted position — O(n)
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* per insert — trading insert speed for cheap best-of-book access (`head`) and cheap iteration.
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* Backed by a `Map` (`nodeMap`) keyed by `getOrderSignature` for O(1) lookup/update/removal by
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* order id.
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*/
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class NodeList {
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/**
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* @param nodeType which `DLOBNodeMap` node subclass this list holds
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* @param sortDirection `'asc'` or `'desc'` — the direction new nodes are ordered from `head`
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*/
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constructor(nodeType, sortDirection) {
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this.nodeType = nodeType;
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this.sortDirection = sortDirection;
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/** Number of nodes currently in the list. */
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this.length = 0;
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}
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/** Empties the list: clears `head`, resets `length` to 0, and clears `nodeMap`. */
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}
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/**
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* Inserts an order into its sorted position. No-ops if the order's status is not `open`, or
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* if an order with the same signature (`userAccount` + `orderId`) is already present.
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*
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*/
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insert(order, marketType, userAccount, baseAssetAmount) {
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if (!(0, types_1.isVariant)(order.status, 'open')) {
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return;
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newNode.previous = currentNode;
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}
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/**
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* Whether `newNode` should be spliced in immediately before `currentNode` given the list's
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* `sortDirection`. Ties on `sortValue` are broken by earlier `order.slot` (arrival order)
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*
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prependNode(currentNode, newNode) {
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}
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/**
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* `baseAssetAmountFilled`) and resets `haveFilled` to `false`. No-ops if the order isn't in
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* this list. Note: this does **not** re-sort the node, so it must not be used to change the
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* node's `sortValue` field (price/slot/trigger price) — remove and re-insert instead.
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*
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* @param order the order's new state
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*/
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update(order, userAccount) {
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const node = this.nodeMap.get(orderId);
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@@ -76,6 +125,13 @@ class NodeList {
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node.haveFilled = false;
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}
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}
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/**
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* Unlinks and removes the node matching `order`/`userAccount` from the list. No-ops if the
|
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* order isn't present.
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*
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*/
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remove(order, userAccount) {
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const orderId = getOrderSignature(order.orderId, userAccount);
|
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const node = this.nodeMap.get(orderId);
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@@ -95,6 +151,7 @@ class NodeList {
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this.length--;
|
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}
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}
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/** Yields every node from `head` to tail, in the list's sorted order. A fresh generator is created on each call, so concurrent iteration is safe as long as the list isn't mutated mid-iteration. */
|
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*getGenerator() {
|
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while (node !== undefined) {
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@@ -102,12 +159,20 @@ class NodeList {
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|
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}
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/** Returns whether an order with this `orderId`/`userAccount` signature is present in the list. */
|
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has(order, userAccount) {
|
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|
return this.nodeMap.has(getOrderSignature(order.orderId, userAccount));
|
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|
}
|
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|
+
/**
|
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* Looks up a node directly by its precomputed `getOrderSignature` string.
|
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*
|
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* @param orderSignature signature as produced by `getOrderSignature`
|
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* @returns the matching node, or `undefined` if not present
|
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+
*/
|
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|
get(orderSignature) {
|
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|
return this.nodeMap.get(orderSignature);
|
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|
}
|
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|
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/** Debug helper: logs every node's `getLabel()` output to the console, in sorted order. */
|
|
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|
print() {
|
|
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|
let currentNode = this.head;
|
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|
while (currentNode !== undefined) {
|
|
@@ -115,6 +180,7 @@ class NodeList {
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|
currentNode = currentNode.next;
|
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|
}
|
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|
}
|
|
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|
+
/** Debug helper: logs the sort direction and the `head` node's `getLabel()` output (or `'---'` if the list is empty). */
|
|
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|
printTop() {
|
|
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|
if (this.head) {
|
|
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|
console.log(this.sortDirection.toUpperCase(), this.head.getLabel());
|
|
@@ -4,44 +4,122 @@ import { PerpMarketAccount } from '../types';
|
|
|
4
4
|
import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
|
|
5
5
|
import { PublicKey } from '@solana/web3.js';
|
|
6
6
|
type liquiditySource = 'vamm' | 'dlob' | 'indicative';
|
|
7
|
+
/**
|
|
8
|
+
* A single aggregated price level of an L2 order book: one price with the combined size of all
|
|
9
|
+
* orders resting at (or grouped into) that price, broken down by originating liquidity source.
|
|
10
|
+
*/
|
|
7
11
|
export type L2Level = {
|
|
12
|
+
/** Level price, PRICE_PRECISION (1e6). */
|
|
8
13
|
price: BN;
|
|
14
|
+
/** Total size resting at this price, BASE_PRECISION (1e9). */
|
|
9
15
|
size: BN;
|
|
16
|
+
/** Size contributed by each liquidity source (`'vamm'`, `'dlob'`, `'indicative'`), BASE_PRECISION (1e9). Sources with no contribution are omitted rather than zero. */
|
|
10
17
|
sources: {
|
|
11
18
|
[key in liquiditySource]?: BN;
|
|
12
19
|
};
|
|
13
20
|
};
|
|
21
|
+
/** Aggregated (price, size) view of a market's book, as produced by `DLOB.getL2`. */
|
|
14
22
|
export type L2OrderBook = {
|
|
23
|
+
/** Ask levels, ordered from best (lowest price) to worst. */
|
|
15
24
|
asks: L2Level[];
|
|
25
|
+
/** Bid levels, ordered from best (highest price) to worst. */
|
|
16
26
|
bids: L2Level[];
|
|
27
|
+
/** Slot the book was computed at, if the caller supplied one. */
|
|
17
28
|
slot?: number;
|
|
18
29
|
};
|
|
30
|
+
/** Supplies fallback (non-DLOB) L2 liquidity — e.g. the vAMM — to be merged into `DLOB.getL2`'s output. See `getVammL2Generator`. */
|
|
19
31
|
export interface L2OrderBookGenerator {
|
|
32
|
+
/** Yields ask levels best-first (ascending price). */
|
|
20
33
|
getL2Asks(): Generator<L2Level>;
|
|
34
|
+
/** Yields bid levels best-first (descending price). */
|
|
21
35
|
getL2Bids(): Generator<L2Level>;
|
|
22
36
|
}
|
|
37
|
+
/** A single unaggregated order in an L3 (order-by-order) book view, as produced by `DLOB.getL3`. */
|
|
23
38
|
export type L3Level = {
|
|
39
|
+
/** Order's limit price, PRICE_PRECISION (1e6). */
|
|
24
40
|
price: BN;
|
|
41
|
+
/** Order's remaining (unfilled) size, BASE_PRECISION (1e9). */
|
|
25
42
|
size: BN;
|
|
43
|
+
/** Pubkey of the order's owning `User` account. */
|
|
26
44
|
maker: PublicKey;
|
|
45
|
+
/** The order's `orderId` (unique per maker, not globally). */
|
|
27
46
|
orderId: number;
|
|
28
47
|
};
|
|
48
|
+
/** Unaggregated, order-by-order view of a market's resting liquidity, as produced by `DLOB.getL3`. Does not include fallback (e.g. vAMM) liquidity. */
|
|
29
49
|
export type L3OrderBook = {
|
|
50
|
+
/** Individual resting ask orders, ordered from best (lowest price) to worst. */
|
|
30
51
|
asks: L3Level[];
|
|
52
|
+
/** Individual resting bid orders, ordered from best (highest price) to worst. */
|
|
31
53
|
bids: L3Level[];
|
|
54
|
+
/** Slot the book was computed at, if the caller supplied one. */
|
|
32
55
|
slot?: number;
|
|
33
56
|
};
|
|
57
|
+
/**
|
|
58
|
+
* Default top-of-book quote notional breakpoints ($500/$1000/$2000/$5000, QUOTE_PRECISION 1e6)
|
|
59
|
+
* used by `getVammL2Generator` to produce tighter, more granular vAMM levels near the top of the
|
|
60
|
+
* book for non-major markets before falling back to evenly sized levels for the remaining depth.
|
|
61
|
+
*/
|
|
34
62
|
export declare const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
|
|
63
|
+
/**
|
|
64
|
+
* Same as `DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS` but sized for deeper/more liquid "majors" markets
|
|
65
|
+
* ($5000/$10000/$20000/$50000, QUOTE_PRECISION 1e6). `DLOBSubscriber.getL2` selects this set for
|
|
66
|
+
* `marketIndex < 3`.
|
|
67
|
+
*/
|
|
35
68
|
export declare const MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS: BN[];
|
|
36
69
|
/**
|
|
37
|
-
*
|
|
38
|
-
*
|
|
39
|
-
*
|
|
40
|
-
*
|
|
70
|
+
* Converts a generator of individual `DLOBNode`s (already sorted best-first, e.g. from
|
|
71
|
+
* `DLOB.getRestingLimitAsks`/`getRestingLimitBids`) into a generator of `L2Level`s — one level
|
|
72
|
+
* per node, not yet merged by price (merging/deduping happens in `createL2Levels`). Nodes with
|
|
73
|
+
* no order or with zero remaining size are skipped. A node owned by the well-known indicative
|
|
74
|
+
* quotes pubkey is tagged as `sources.indicative` instead of `sources.dlob`.
|
|
75
|
+
*
|
|
76
|
+
* @param dlobNodes sorted node generator, e.g. `DLOB.getRestingLimitAsks` or `DLOB.getRestingLimitBids`
|
|
77
|
+
* @param oraclePriceData oracle price data used to resolve each node's limit price
|
|
78
|
+
* @param slot current slot, used to resolve each node's limit price
|
|
79
|
+
* @param tickSize market order tick size, PRICE_PRECISION (1e6); passed through to `DLOBNode.getPriceOrThrow`
|
|
80
|
+
* @returns a generator of `L2Level`s, one per DLOB node with remaining size
|
|
81
|
+
* @throws if any yielded node has no resolvable limit price (via `getPriceOrThrow`)
|
|
82
|
+
*/
|
|
83
|
+
export declare function getL2GeneratorFromDLOBNodes(dlobNodes: Generator<DLOBNode>, oraclePriceData: OraclePriceData, slot: number, tickSize?: BN): Generator<L2Level>;
|
|
84
|
+
/**
|
|
85
|
+
* Merges multiple already-sorted `L2Level` generators (e.g. DLOB liquidity plus one or more
|
|
86
|
+
* fallback sources) into a single sorted generator, using a k-way merge. Does not merge/dedupe
|
|
87
|
+
* levels that land on the same price across generators — see `createL2Levels` for that.
|
|
88
|
+
*
|
|
89
|
+
* @param l2LevelGenerators generators to merge, each already sorted in the desired final order
|
|
90
|
+
* @param compare returns true if `a` should be yielded before `b` (e.g. `a.price.lt(b.price)` for asks)
|
|
91
|
+
* @returns a single generator yielding levels in the order defined by `compare`
|
|
41
92
|
*/
|
|
42
|
-
export declare function getL2GeneratorFromDLOBNodes(dlobNodes: Generator<DLOBNode>, oraclePriceData: OraclePriceData, slot: number): Generator<L2Level>;
|
|
43
93
|
export declare function mergeL2LevelGenerators(l2LevelGenerators: Generator<L2Level>[], compare: (a: L2Level, b: L2Level) => boolean): Generator<L2Level>;
|
|
94
|
+
/**
|
|
95
|
+
* Materializes a sorted `L2Level` generator into an array, merging consecutive levels that share
|
|
96
|
+
* the same price (summing size and per-source sizes) and capping the result at `depth` distinct
|
|
97
|
+
* price levels.
|
|
98
|
+
*
|
|
99
|
+
* @param generator sorted level generator, e.g. output of `mergeL2LevelGenerators`
|
|
100
|
+
* @param depth maximum number of distinct price levels to return
|
|
101
|
+
* @returns up to `depth` merged `L2Level`s
|
|
102
|
+
*/
|
|
44
103
|
export declare function createL2Levels(generator: Generator<L2Level>, depth: number): L2Level[];
|
|
104
|
+
/**
|
|
105
|
+
* Builds an `L2OrderBookGenerator` that synthesizes vAMM (virtual AMM) liquidity levels for a
|
|
106
|
+
* perp market, for use as fallback liquidity in `DLOB.getL2`. Simulates walking the AMM's
|
|
107
|
+
* spread-adjusted reserves outward from the mid price on each side, standardizing prices to the
|
|
108
|
+
* market's `orderTickSize` and sizes to its `orderStepSize`. Returns zero liquidity on a side
|
|
109
|
+
* entirely if AMM fills are paused (`PerpOperation.AMM_FILL`) or if that side's open liquidity is
|
|
110
|
+
* less than 2x the market's `minOrderSize`.
|
|
111
|
+
*
|
|
112
|
+
* @param marketAccount perp market whose AMM reserves/config drive the simulated levels
|
|
113
|
+
* @param mmOraclePriceData market-maker oracle price data used to reprice the AMM before walking it
|
|
114
|
+
* @param numOrders total number of levels to generate per side (including any top-of-book levels)
|
|
115
|
+
* @param now unix timestamp (seconds) used for spread-reserve calculation; defaults to the current time
|
|
116
|
+
* @param topOfBookQuoteAmounts quote-notional breakpoints (QUOTE_PRECISION, 1e6) used to size the
|
|
117
|
+
* first levels more granularly near the top of book — see `DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS` /
|
|
118
|
+
* `MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS`; defaults to `[]` (all levels evenly sized)
|
|
119
|
+
* @param latestSlot most recent known slot, improves spread-reserve accuracy when provided; optional
|
|
120
|
+
* @returns a generator pair (`getL2Bids`/`getL2Asks`) yielding vAMM `L2Level`s, best price first,
|
|
121
|
+
* each tagged with `sources.vamm`
|
|
122
|
+
*/
|
|
45
123
|
export declare function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now, topOfBookQuoteAmounts, latestSlot, }: {
|
|
46
124
|
marketAccount: PerpMarketAccount;
|
|
47
125
|
mmOraclePriceData: MMOraclePriceData;
|
|
@@ -50,6 +128,17 @@ export declare function getVammL2Generator({ marketAccount, mmOraclePriceData, n
|
|
|
50
128
|
topOfBookQuoteAmounts?: BN[];
|
|
51
129
|
latestSlot?: BN;
|
|
52
130
|
}): L2OrderBookGenerator;
|
|
131
|
+
/**
|
|
132
|
+
* Re-buckets an `L2OrderBook`'s levels onto a coarser price grid ("grouping"), summing size and
|
|
133
|
+
* per-source sizes of levels that land in the same bucket, and truncating each side to `depth`
|
|
134
|
+
* levels. Bids are standardized down (grouped toward the taker-friendly direction for longs),
|
|
135
|
+
* asks standardized up, matching on-chain price standardization semantics.
|
|
136
|
+
*
|
|
137
|
+
* @param l2 the ungrouped order book, e.g. from `DLOB.getL2`
|
|
138
|
+
* @param grouping price bucket size, PRICE_PRECISION (1e6) — must be a multiple of the market's tick size to produce valid on-chain prices
|
|
139
|
+
* @param depth maximum number of levels to keep per side after grouping
|
|
140
|
+
* @returns a new `L2OrderBook` with grouped bids/asks (does not mutate `l2`)
|
|
141
|
+
*/
|
|
53
142
|
export declare function groupL2(l2: L2OrderBook, grouping: BN, depth: number): L2OrderBook;
|
|
54
143
|
/**
|
|
55
144
|
* The purpose of this function is uncross the L2 orderbook by modifying the bid/ask price at the top of the book
|
|
@@ -60,14 +149,18 @@ export declare function groupL2(l2: L2OrderBook, grouping: BN, depth: number): L
|
|
|
60
149
|
* - it will not uncross the user's liquidity
|
|
61
150
|
* - it does the uncrossing by "shifting" the crossing liquidity to the nearest uncrossed levels. Thus the output liquidity maintains the same total size.
|
|
62
151
|
*
|
|
63
|
-
*
|
|
64
|
-
*
|
|
65
|
-
*
|
|
66
|
-
* @param
|
|
67
|
-
* @param
|
|
68
|
-
* @param
|
|
69
|
-
* @param
|
|
70
|
-
* @param
|
|
152
|
+
* No-ops (returns `bids`/`asks` unchanged) if either side is empty, or if the top of book is
|
|
153
|
+
* already uncrossed (`bids[0].price < asks[0].price`).
|
|
154
|
+
*
|
|
155
|
+
* @param bids bid levels, PRICE_PRECISION (1e6) prices, best (highest) first
|
|
156
|
+
* @param asks ask levels, PRICE_PRECISION (1e6) prices, best (lowest) first
|
|
157
|
+
* @param oraclePrice current oracle price, PRICE_PRECISION (1e6)
|
|
158
|
+
* @param oracleTwap5Min 5-minute oracle price TWAP, PRICE_PRECISION (1e6)
|
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159
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* @param markTwap5Min 5-minute mark price TWAP, PRICE_PRECISION (1e6); `markTwap5Min - oracleTwap5Min` estimates the market's premium/discount to oracle, used as the reference point crossing liquidity is shifted around
|
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* @param grouping minimum price gap to enforce between the shifted bid/ask, PRICE_PRECISION (1e6)
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* @param userBids set of bid price strings (`BN.toString()`) belonging to the requesting user, which are left untouched rather than shifted
|
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* @param userAsks set of ask price strings (`BN.toString()`) belonging to the requesting user, which are left untouched rather than shifted
|
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* @returns new `bids`/`asks` arrays with crossing levels shifted apart by at least `grouping`; total size per side is preserved
|
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|
*/
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export declare function uncrossL2(bids: L2Level[], asks: L2Level[], oraclePrice: BN, oracleTwap5Min: BN, markTwap5Min: BN, grouping: BN, userBids: Set<string>, userAsks: Set<string>): {
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bids: L2Level[];
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@@ -1 +1 @@
|
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1
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-
{"version":3,"file":"orderBookLevels.d.ts","sourceRoot":"","sources":["../../../src/dlob/orderBookLevels.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAe1C,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAEtC,OAAO,EAEN,iBAAiB,EAIjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,KAAK,eAAe,GAAG,MAAM,GAAG,MAAM,GAAG,YAAY,CAAC;AAEtD,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,OAAO,EAAE;SAAG,GAAG,IAAI,eAAe,CAAC,CAAC,EAAE,EAAE;KAAE,CAAC;CAC3C,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;IAChC,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;CAChC;AAED,MAAM,MAAM,OAAO,GAAG;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,IAAI,EAAE,EAAE,CAAC;IACT,KAAK,EAAE,SAAS,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,MAAM,MAAM,WAAW,GAAG;IACzB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,eAAO,MAAM,iCAAiC,MAK7C,CAAC;AAEF,eAAO,MAAM,gCAAgC,MAK5C,CAAC;AAIF
|
|
1
|
+
{"version":3,"file":"orderBookLevels.d.ts","sourceRoot":"","sources":["../../../src/dlob/orderBookLevels.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAe1C,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAEtC,OAAO,EAEN,iBAAiB,EAIjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,KAAK,eAAe,GAAG,MAAM,GAAG,MAAM,GAAG,YAAY,CAAC;AAEtD;;;GAGG;AACH,MAAM,MAAM,OAAO,GAAG;IACrB,0CAA0C;IAC1C,KAAK,EAAE,EAAE,CAAC;IACV,8DAA8D;IAC9D,IAAI,EAAE,EAAE,CAAC;IACT,uKAAuK;IACvK,OAAO,EAAE;SAAG,GAAG,IAAI,eAAe,CAAC,CAAC,EAAE,EAAE;KAAE,CAAC;CAC3C,CAAC;AAEF,qFAAqF;AACrF,MAAM,MAAM,WAAW,GAAG;IACzB,6DAA6D;IAC7D,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,8DAA8D;IAC9D,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,iEAAiE;IACjE,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,qIAAqI;AACrI,MAAM,WAAW,oBAAoB;IACpC,sDAAsD;IACtD,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;IAChC,uDAAuD;IACvD,SAAS,IAAI,SAAS,CAAC,OAAO,CAAC,CAAC;CAChC;AAED,oGAAoG;AACpG,MAAM,MAAM,OAAO,GAAG;IACrB,kDAAkD;IAClD,KAAK,EAAE,EAAE,CAAC;IACV,+DAA+D;IAC/D,IAAI,EAAE,EAAE,CAAC;IACT,mDAAmD;IACnD,KAAK,EAAE,SAAS,CAAC;IACjB,8DAA8D;IAC9D,OAAO,EAAE,MAAM,CAAC;CAChB,CAAC;AAEF,uJAAuJ;AACvJ,MAAM,MAAM,WAAW,GAAG;IACzB,gFAAgF;IAChF,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,iFAAiF;IACjF,IAAI,EAAE,OAAO,EAAE,CAAC;IAChB,iEAAiE;IACjE,IAAI,CAAC,EAAE,MAAM,CAAC;CACd,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,iCAAiC,MAK7C,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,gCAAgC,MAK5C,CAAC;AAIF;;;;;;;;;;;;;GAaG;AACH,wBAAiB,2BAA2B,CAC3C,SAAS,EAAE,SAAS,CAAC,QAAQ,CAAC,EAC9B,eAAe,EAAE,eAAe,EAChC,IAAI,EAAE,MAAM,EACZ,QAAQ,CAAC,EAAE,EAAE,GACX,SAAS,CAAC,OAAO,CAAC,CAwBpB;AAED;;;;;;;;GAQG;AACH,wBAAiB,sBAAsB,CACtC,iBAAiB,EAAE,SAAS,CAAC,OAAO,CAAC,EAAE,EACvC,OAAO,EAAE,CAAC,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,OAAO,KAAK,OAAO,GAC1C,SAAS,CAAC,OAAO,CAAC,CAoCpB;AAED;;;;;;;;GAQG;AACH,wBAAgB,cAAc,CAC7B,SAAS,EAAE,SAAS,CAAC,OAAO,CAAC,EAC7B,KAAK,EAAE,MAAM,GACX,OAAO,EAAE,CA0BX;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,kBAAkB,CAAC,EAClC,aAAa,EACb,iBAAiB,EACjB,SAAS,EACT,GAA2C,EAC3C,qBAA0B,EAC1B,UAAU,GACV,EAAE;IACF,aAAa,EAAE,iBAAiB,CAAC;IACjC,iBAAiB,EAAE,iBAAiB,CAAC;IACrC,SAAS,EAAE,MAAM,CAAC;IAClB,GAAG,CAAC,EAAE,EAAE,CAAC;IACT,qBAAqB,CAAC,EAAE,EAAE,EAAE,CAAC;IAC7B,UAAU,CAAC,EAAE,EAAE,CAAC;CAChB,GAAG,oBAAoB,CA0HvB;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,OAAO,CACtB,EAAE,EAAE,WAAW,EACf,QAAQ,EAAE,EAAE,EACZ,KAAK,EAAE,MAAM,GACX,WAAW,CAMb;AAyFD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,SAAS,CACxB,IAAI,EAAE,OAAO,EAAE,EACf,IAAI,EAAE,OAAO,EAAE,EACf,WAAW,EAAE,EAAE,EACf,cAAc,EAAE,EAAE,EAClB,YAAY,EAAE,EAAE,EAChB,QAAQ,EAAE,EAAE,EACZ,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,EACrB,QAAQ,EAAE,GAAG,CAAC,MAAM,CAAC,GACnB;IAAE,IAAI,EAAE,OAAO,EAAE,CAAC;IAAC,IAAI,EAAE,OAAO,EAAE,CAAA;CAAE,CAwJtC"}
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@@ -7,12 +7,22 @@ const amm_1 = require("../math/amm");
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const exchangeStatus_1 = require("../math/exchangeStatus");
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8
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const types_1 = require("../types");
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9
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const orders_1 = require("../math/orders");
|
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/**
|
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|
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* Default top-of-book quote notional breakpoints ($500/$1000/$2000/$5000, QUOTE_PRECISION 1e6)
|
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12
|
+
* used by `getVammL2Generator` to produce tighter, more granular vAMM levels near the top of the
|
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+
* book for non-major markets before falling back to evenly sized levels for the remaining depth.
|
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+
*/
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15
|
exports.DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
|
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16
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new anchor_1.BN(500).mul(numericConstants_1.QUOTE_PRECISION),
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17
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new anchor_1.BN(1000).mul(numericConstants_1.QUOTE_PRECISION),
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18
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new anchor_1.BN(2000).mul(numericConstants_1.QUOTE_PRECISION),
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new anchor_1.BN(5000).mul(numericConstants_1.QUOTE_PRECISION),
|
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|
];
|
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/**
|
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|
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* Same as `DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS` but sized for deeper/more liquid "majors" markets
|
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+
* ($5000/$10000/$20000/$50000, QUOTE_PRECISION 1e6). `DLOBSubscriber.getL2` selects this set for
|
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+
* `marketIndex < 3`.
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+
*/
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exports.MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS = [
|
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new anchor_1.BN(5000).mul(numericConstants_1.QUOTE_PRECISION),
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new anchor_1.BN(10000).mul(numericConstants_1.QUOTE_PRECISION),
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@@ -21,12 +31,20 @@ exports.MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS = [
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];
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const INDICATIVE_QUOTES_PUBKEY = 'inDNdu3ML4vG5LNExqcwuCQtLcCU8KfK5YM2qYV3JJz';
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/**
|
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-
*
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|
-
*
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-
*
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*
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* Converts a generator of individual `DLOBNode`s (already sorted best-first, e.g. from
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* `DLOB.getRestingLimitAsks`/`getRestingLimitBids`) into a generator of `L2Level`s — one level
|
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* per node, not yet merged by price (merging/deduping happens in `createL2Levels`). Nodes with
|
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+
* no order or with zero remaining size are skipped. A node owned by the well-known indicative
|
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+
* quotes pubkey is tagged as `sources.indicative` instead of `sources.dlob`.
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|
+
*
|
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|
+
* @param dlobNodes sorted node generator, e.g. `DLOB.getRestingLimitAsks` or `DLOB.getRestingLimitBids`
|
|
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+
* @param oraclePriceData oracle price data used to resolve each node's limit price
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|
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|
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* @param slot current slot, used to resolve each node's limit price
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|
+
* @param tickSize market order tick size, PRICE_PRECISION (1e6); passed through to `DLOBNode.getPriceOrThrow`
|
|
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|
+
* @returns a generator of `L2Level`s, one per DLOB node with remaining size
|
|
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|
+
* @throws if any yielded node has no resolvable limit price (via `getPriceOrThrow`)
|
|
28
46
|
*/
|
|
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|
-
function* getL2GeneratorFromDLOBNodes(dlobNodes, oraclePriceData, slot) {
|
|
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|
+
function* getL2GeneratorFromDLOBNodes(dlobNodes, oraclePriceData, slot, tickSize) {
|
|
30
48
|
for (const dlobNode of dlobNodes) {
|
|
31
49
|
if (!dlobNode.order) {
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|
continue;
|
|
@@ -37,7 +55,7 @@ function* getL2GeneratorFromDLOBNodes(dlobNodes, oraclePriceData, slot) {
|
|
|
37
55
|
}
|
|
38
56
|
yield {
|
|
39
57
|
size,
|
|
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|
-
price: dlobNode.getPriceOrThrow(oraclePriceData, slot),
|
|
58
|
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price: dlobNode.getPriceOrThrow(oraclePriceData, slot, tickSize),
|
|
41
59
|
sources: dlobNode.userAccount == INDICATIVE_QUOTES_PUBKEY
|
|
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60
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? { indicative: size }
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61
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: {
|
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@@ -47,6 +65,15 @@ function* getL2GeneratorFromDLOBNodes(dlobNodes, oraclePriceData, slot) {
|
|
|
47
65
|
}
|
|
48
66
|
}
|
|
49
67
|
exports.getL2GeneratorFromDLOBNodes = getL2GeneratorFromDLOBNodes;
|
|
68
|
+
/**
|
|
69
|
+
* Merges multiple already-sorted `L2Level` generators (e.g. DLOB liquidity plus one or more
|
|
70
|
+
* fallback sources) into a single sorted generator, using a k-way merge. Does not merge/dedupe
|
|
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|
+
* levels that land on the same price across generators — see `createL2Levels` for that.
|
|
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|
+
*
|
|
73
|
+
* @param l2LevelGenerators generators to merge, each already sorted in the desired final order
|
|
74
|
+
* @param compare returns true if `a` should be yielded before `b` (e.g. `a.price.lt(b.price)` for asks)
|
|
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|
+
* @returns a single generator yielding levels in the order defined by `compare`
|
|
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|
+
*/
|
|
50
77
|
function* mergeL2LevelGenerators(l2LevelGenerators, compare) {
|
|
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78
|
const generators = l2LevelGenerators.map((generator) => {
|
|
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79
|
return {
|
|
@@ -77,6 +104,15 @@ function* mergeL2LevelGenerators(l2LevelGenerators, compare) {
|
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77
104
|
} while (next !== undefined);
|
|
78
105
|
}
|
|
79
106
|
exports.mergeL2LevelGenerators = mergeL2LevelGenerators;
|
|
107
|
+
/**
|
|
108
|
+
* Materializes a sorted `L2Level` generator into an array, merging consecutive levels that share
|
|
109
|
+
* the same price (summing size and per-source sizes) and capping the result at `depth` distinct
|
|
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|
+
* price levels.
|
|
111
|
+
*
|
|
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|
+
* @param generator sorted level generator, e.g. output of `mergeL2LevelGenerators`
|
|
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|
+
* @param depth maximum number of distinct price levels to return
|
|
114
|
+
* @returns up to `depth` merged `L2Level`s
|
|
115
|
+
*/
|
|
80
116
|
function createL2Levels(generator, depth) {
|
|
81
117
|
const levels = [];
|
|
82
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|
for (const level of generator) {
|
|
@@ -105,6 +141,25 @@ function createL2Levels(generator, depth) {
|
|
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105
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|
return levels;
|
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106
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|
}
|
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143
|
exports.createL2Levels = createL2Levels;
|
|
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|
+
/**
|
|
145
|
+
* Builds an `L2OrderBookGenerator` that synthesizes vAMM (virtual AMM) liquidity levels for a
|
|
146
|
+
* perp market, for use as fallback liquidity in `DLOB.getL2`. Simulates walking the AMM's
|
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|
+
* spread-adjusted reserves outward from the mid price on each side, standardizing prices to the
|
|
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|
+
* market's `orderTickSize` and sizes to its `orderStepSize`. Returns zero liquidity on a side
|
|
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|
+
* entirely if AMM fills are paused (`PerpOperation.AMM_FILL`) or if that side's open liquidity is
|
|
150
|
+
* less than 2x the market's `minOrderSize`.
|
|
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|
+
*
|
|
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|
+
* @param marketAccount perp market whose AMM reserves/config drive the simulated levels
|
|
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|
+
* @param mmOraclePriceData market-maker oracle price data used to reprice the AMM before walking it
|
|
154
|
+
* @param numOrders total number of levels to generate per side (including any top-of-book levels)
|
|
155
|
+
* @param now unix timestamp (seconds) used for spread-reserve calculation; defaults to the current time
|
|
156
|
+
* @param topOfBookQuoteAmounts quote-notional breakpoints (QUOTE_PRECISION, 1e6) used to size the
|
|
157
|
+
* first levels more granularly near the top of book — see `DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS` /
|
|
158
|
+
* `MAJORS_TOP_OF_BOOK_QUOTE_AMOUNTS`; defaults to `[]` (all levels evenly sized)
|
|
159
|
+
* @param latestSlot most recent known slot, improves spread-reserve accuracy when provided; optional
|
|
160
|
+
* @returns a generator pair (`getL2Bids`/`getL2Asks`) yielding vAMM `L2Level`s, best price first,
|
|
161
|
+
* each tagged with `sources.vamm`
|
|
162
|
+
*/
|
|
108
163
|
function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now = new anchor_1.BN(Math.floor(Date.now() / 1000)), topOfBookQuoteAmounts = [], latestSlot, }) {
|
|
109
164
|
const updatedAmm = (0, amm_1.calculateUpdatedAMM)(marketAccount.amm, mmOraclePriceData);
|
|
110
165
|
const paused = (0, exchangeStatus_1.isOperationPaused)(marketAccount.pausedOperations, types_1.PerpOperation.AMM_FILL);
|
|
@@ -184,6 +239,17 @@ function getVammL2Generator({ marketAccount, mmOraclePriceData, numOrders, now =
|
|
|
184
239
|
};
|
|
185
240
|
}
|
|
186
241
|
exports.getVammL2Generator = getVammL2Generator;
|
|
242
|
+
/**
|
|
243
|
+
* Re-buckets an `L2OrderBook`'s levels onto a coarser price grid ("grouping"), summing size and
|
|
244
|
+
* per-source sizes of levels that land in the same bucket, and truncating each side to `depth`
|
|
245
|
+
* levels. Bids are standardized down (grouped toward the taker-friendly direction for longs),
|
|
246
|
+
* asks standardized up, matching on-chain price standardization semantics.
|
|
247
|
+
*
|
|
248
|
+
* @param l2 the ungrouped order book, e.g. from `DLOB.getL2`
|
|
249
|
+
* @param grouping price bucket size, PRICE_PRECISION (1e6) — must be a multiple of the market's tick size to produce valid on-chain prices
|
|
250
|
+
* @param depth maximum number of levels to keep per side after grouping
|
|
251
|
+
* @returns a new `L2OrderBook` with grouped bids/asks (does not mutate `l2`)
|
|
252
|
+
*/
|
|
187
253
|
function groupL2(l2, grouping, depth) {
|
|
188
254
|
return {
|
|
189
255
|
bids: groupL2Levels(l2.bids, grouping, types_1.PositionDirection.LONG, depth),
|
|
@@ -271,14 +337,18 @@ const mergeByPrice = (bidsOrAsks) => {
|
|
|
271
337
|
* - it will not uncross the user's liquidity
|
|
272
338
|
* - it does the uncrossing by "shifting" the crossing liquidity to the nearest uncrossed levels. Thus the output liquidity maintains the same total size.
|
|
273
339
|
*
|
|
274
|
-
*
|
|
275
|
-
*
|
|
276
|
-
*
|
|
277
|
-
* @param
|
|
278
|
-
* @param
|
|
279
|
-
* @param
|
|
280
|
-
* @param
|
|
281
|
-
* @param
|
|
340
|
+
* No-ops (returns `bids`/`asks` unchanged) if either side is empty, or if the top of book is
|
|
341
|
+
* already uncrossed (`bids[0].price < asks[0].price`).
|
|
342
|
+
*
|
|
343
|
+
* @param bids bid levels, PRICE_PRECISION (1e6) prices, best (highest) first
|
|
344
|
+
* @param asks ask levels, PRICE_PRECISION (1e6) prices, best (lowest) first
|
|
345
|
+
* @param oraclePrice current oracle price, PRICE_PRECISION (1e6)
|
|
346
|
+
* @param oracleTwap5Min 5-minute oracle price TWAP, PRICE_PRECISION (1e6)
|
|
347
|
+
* @param markTwap5Min 5-minute mark price TWAP, PRICE_PRECISION (1e6); `markTwap5Min - oracleTwap5Min` estimates the market's premium/discount to oracle, used as the reference point crossing liquidity is shifted around
|
|
348
|
+
* @param grouping minimum price gap to enforce between the shifted bid/ask, PRICE_PRECISION (1e6)
|
|
349
|
+
* @param userBids set of bid price strings (`BN.toString()`) belonging to the requesting user, which are left untouched rather than shifted
|
|
350
|
+
* @param userAsks set of ask price strings (`BN.toString()`) belonging to the requesting user, which are left untouched rather than shifted
|
|
351
|
+
* @returns new `bids`/`asks` arrays with crossing levels shifted apart by at least `grouping`; total size per side is preserved
|
|
282
352
|
*/
|
|
283
353
|
function uncrossL2(bids, asks, oraclePrice, oracleTwap5Min, markTwap5Min, grouping, userBids, userAsks) {
|
|
284
354
|
// If there are no bids or asks, there is nothing to center
|
package/lib/node/dlob/types.d.ts
CHANGED
|
@@ -1,19 +1,34 @@
|
|
|
1
1
|
import { DLOB } from './DLOB';
|
|
2
2
|
import { VelocityClient } from '../velocityClient';
|
|
3
|
+
/** Configuration for constructing a `DLOBSubscriber`. */
|
|
3
4
|
export type DLOBSubscriptionConfig = {
|
|
5
|
+
/** Client used to resolve market accounts/oracle data for `getL2`/`getL3`. Required — the constructor throws if omitted. */
|
|
4
6
|
velocityClient?: VelocityClient;
|
|
7
|
+
/** Provides the `DLOB` snapshot to poll, e.g. built from a `UserMap`. */
|
|
5
8
|
dlobSource: DLOBSource;
|
|
9
|
+
/** Provides the current slot used both to request the next `DLOB` snapshot and to price orders when serving `getL2`/`getL3`. */
|
|
6
10
|
slotSource: SlotSource;
|
|
11
|
+
/** Polling interval in milliseconds between calls to `dlobSource.getDLOB`. */
|
|
7
12
|
updateFrequency: number;
|
|
8
13
|
};
|
|
14
|
+
/** Events emitted by `DLOBSubscriber`'s `eventEmitter`. */
|
|
9
15
|
export interface DLOBSubscriberEvents {
|
|
16
|
+
/** Fired after each successful periodic `DLOB` refresh, with the newly fetched `DLOB`. */
|
|
10
17
|
update: (dlob: DLOB) => void;
|
|
18
|
+
/** Fired if a periodic refresh's `dlobSource.getDLOB` call throws. */
|
|
11
19
|
error: (e: Error) => void;
|
|
12
20
|
}
|
|
21
|
+
/** Supplies a fresh `DLOB` snapshot on demand, e.g. built from a `UserMap` of on-chain user accounts. */
|
|
13
22
|
export interface DLOBSource {
|
|
23
|
+
/**
|
|
24
|
+
* @param slot slot to build/tag the returned `DLOB` snapshot at
|
|
25
|
+
* @returns a promise resolving to a populated `DLOB`
|
|
26
|
+
*/
|
|
14
27
|
getDLOB(slot: number): Promise<DLOB>;
|
|
15
28
|
}
|
|
29
|
+
/** Supplies the current slot, e.g. backed by a `SlotSubscriber`. */
|
|
16
30
|
export interface SlotSource {
|
|
31
|
+
/** @returns the most recently observed slot. */
|
|
17
32
|
getSlot(): number;
|
|
18
33
|
}
|
|
19
34
|
//# sourceMappingURL=types.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/dlob/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,MAAM,sBAAsB,GAAG;IACpC,cAAc,CAAC,EAAE,cAAc,CAAC;IAChC,UAAU,EAAE,UAAU,CAAC;IACvB,UAAU,EAAE,UAAU,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,MAAM,WAAW,oBAAoB;IACpC,MAAM,EAAE,CAAC,IAAI,EAAE,IAAI,KAAK,IAAI,CAAC;IAC7B,KAAK,EAAE,CAAC,CAAC,EAAE,KAAK,KAAK,IAAI,CAAC;CAC1B;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACrC;AAED,MAAM,WAAW,UAAU;IAC1B,OAAO,IAAI,MAAM,CAAC;CAClB"}
|
|
1
|
+
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../../src/dlob/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAC9B,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,yDAAyD;AACzD,MAAM,MAAM,sBAAsB,GAAG;IACpC,4HAA4H;IAC5H,cAAc,CAAC,EAAE,cAAc,CAAC;IAChC,yEAAyE;IACzE,UAAU,EAAE,UAAU,CAAC;IACvB,gIAAgI;IAChI,UAAU,EAAE,UAAU,CAAC;IACvB,8EAA8E;IAC9E,eAAe,EAAE,MAAM,CAAC;CACxB,CAAC;AAEF,2DAA2D;AAC3D,MAAM,WAAW,oBAAoB;IACpC,0FAA0F;IAC1F,MAAM,EAAE,CAAC,IAAI,EAAE,IAAI,KAAK,IAAI,CAAC;IAC7B,sEAAsE;IACtE,KAAK,EAAE,CAAC,CAAC,EAAE,KAAK,KAAK,IAAI,CAAC;CAC1B;AAED,yGAAyG;AACzG,MAAM,WAAW,UAAU;IAC1B;;;OAGG;IACH,OAAO,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACrC;AAED,oEAAoE;AACpE,MAAM,WAAW,UAAU;IAC1B,gDAAgD;IAChD,OAAO,IAAI,MAAM,CAAC;CAClB"}
|
|
@@ -5,6 +5,11 @@ declare class Node<Type extends EventType, Event extends EventMap[Type]> {
|
|
|
5
5
|
prev?: Node<Type, Event> | undefined;
|
|
6
6
|
constructor(event: Event, next?: Node<Type, Event> | undefined, prev?: Node<Type, Event> | undefined);
|
|
7
7
|
}
|
|
8
|
+
/**
|
|
9
|
+
* Fixed-capacity, sorted doubly-linked list of decoded events for a single
|
|
10
|
+
* `EventType`, used internally by `EventSubscriber` to retain the most
|
|
11
|
+
* recent `maxSize` events per type in the configured order.
|
|
12
|
+
*/
|
|
8
13
|
export declare class EventList<Type extends EventType> {
|
|
9
14
|
eventType: Type;
|
|
10
15
|
maxSize: number;
|
|
@@ -13,9 +18,18 @@ export declare class EventList<Type extends EventType> {
|
|
|
13
18
|
size: number;
|
|
14
19
|
head?: Node<Type, EventMap[Type]>;
|
|
15
20
|
tail?: Node<Type, EventMap[Type]>;
|
|
21
|
+
/**
|
|
22
|
+
* @param eventType The `EventType` this list holds.
|
|
23
|
+
* @param maxSize Max events retained; once exceeded, the tail (least-recent per `sortFn`/`orderDirection`) is evicted.
|
|
24
|
+
* @param sortFn Comparator determining insertion order (see `getSortFn`).
|
|
25
|
+
* @param orderDirection Whether `'less than'` per `sortFn` sorts toward the head (`'asc'`) or tail (`'desc'`).
|
|
26
|
+
*/
|
|
16
27
|
constructor(eventType: Type, maxSize: number, sortFn: SortFn, orderDirection: EventSubscriptionOrderDirection);
|
|
28
|
+
/** Inserts `event` in sorted position (per `sortFn`/`orderDirection`), evicting the tail if this pushes the list over `maxSize`. */
|
|
17
29
|
insert(event: EventMap[Type]): void;
|
|
30
|
+
/** Removes the tail node (the least-recent event per the list's order) and decrements `size`. No-ops on an empty list. */
|
|
18
31
|
detach(): void;
|
|
32
|
+
/** Materializes the list into a plain array, in current sort order. Allocates a new array — prefer iterating the list directly for hot paths. */
|
|
19
33
|
toArray(): EventMap[Type][];
|
|
20
34
|
[Symbol.iterator](): Generator<EventMap[Type], void, unknown>;
|
|
21
35
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"eventList.d.ts","sourceRoot":"","sources":["../../../src/events/eventList.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,SAAS,EACT,QAAQ,EACR,+BAA+B,EAC/B,MAAM,EACN,MAAM,SAAS,CAAC;AAEjB,cAAM,IAAI,CAAC,IAAI,SAAS,SAAS,EAAE,KAAK,SAAS,QAAQ,CAAC,IAAI,CAAC;IAEtD,KAAK,EAAE,KAAK;IACZ,IAAI,CAAC;IACL,IAAI,CAAC;gBAFL,KAAK,EAAE,KAAK,EACZ,IAAI,CAAC,+BAAmB,EACxB,IAAI,CAAC,+BAAmB;CAEhC;AAED,qBAAa,SAAS,CAAC,IAAI,SAAS,SAAS;
|
|
1
|
+
{"version":3,"file":"eventList.d.ts","sourceRoot":"","sources":["../../../src/events/eventList.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,SAAS,EACT,QAAQ,EACR,+BAA+B,EAC/B,MAAM,EACN,MAAM,SAAS,CAAC;AAEjB,cAAM,IAAI,CAAC,IAAI,SAAS,SAAS,EAAE,KAAK,SAAS,QAAQ,CAAC,IAAI,CAAC;IAEtD,KAAK,EAAE,KAAK;IACZ,IAAI,CAAC;IACL,IAAI,CAAC;gBAFL,KAAK,EAAE,KAAK,EACZ,IAAI,CAAC,+BAAmB,EACxB,IAAI,CAAC,+BAAmB;CAEhC;AAED;;;;GAIG;AACH,qBAAa,SAAS,CAAC,IAAI,SAAS,SAAS;IAYpC,SAAS,EAAE,IAAI;IACf,OAAO,EAAE,MAAM;IACtB,OAAO,CAAC,MAAM;IACd,OAAO,CAAC,cAAc;IAdvB,IAAI,SAAK;IACT,IAAI,CAAC,EAAE,IAAI,CAAC,IAAI,EAAE,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC;IAClC,IAAI,CAAC,EAAE,IAAI,CAAC,IAAI,EAAE,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC;IAElC;;;;;OAKG;gBAEK,SAAS,EAAE,IAAI,EACf,OAAO,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,+BAA+B;IAGxD,oIAAoI;IAC7H,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,IAAI,CAAC,GAAG,IAAI;IAyC1C,0HAA0H;IAC1H,MAAM,IAAI,IAAI;IAoBd,iJAAiJ;IACjJ,OAAO,IAAI,QAAQ,CAAC,IAAI,CAAC,EAAE;IAI1B,CAAC,MAAM,CAAC,QAAQ,CAAC;CAOlB"}
|
|
@@ -8,7 +8,18 @@ class Node {
|
|
|
8
8
|
this.prev = prev;
|
|
9
9
|
}
|
|
10
10
|
}
|
|
11
|
+
/**
|
|
12
|
+
* Fixed-capacity, sorted doubly-linked list of decoded events for a single
|
|
13
|
+
* `EventType`, used internally by `EventSubscriber` to retain the most
|
|
14
|
+
* recent `maxSize` events per type in the configured order.
|
|
15
|
+
*/
|
|
11
16
|
class EventList {
|
|
17
|
+
/**
|
|
18
|
+
* @param eventType The `EventType` this list holds.
|
|
19
|
+
* @param maxSize Max events retained; once exceeded, the tail (least-recent per `sortFn`/`orderDirection`) is evicted.
|
|
20
|
+
* @param sortFn Comparator determining insertion order (see `getSortFn`).
|
|
21
|
+
* @param orderDirection Whether `'less than'` per `sortFn` sorts toward the head (`'asc'`) or tail (`'desc'`).
|
|
22
|
+
*/
|
|
12
23
|
constructor(eventType, maxSize, sortFn, orderDirection) {
|
|
13
24
|
this.eventType = eventType;
|
|
14
25
|
this.maxSize = maxSize;
|
|
@@ -16,6 +27,7 @@ class EventList {
|
|
|
16
27
|
this.orderDirection = orderDirection;
|
|
17
28
|
this.size = 0;
|
|
18
29
|
}
|
|
30
|
+
/** Inserts `event` in sorted position (per `sortFn`/`orderDirection`), evicting the tail if this pushes the list over `maxSize`. */
|
|
19
31
|
insert(event) {
|
|
20
32
|
this.size++;
|
|
21
33
|
const newNode = new Node(event);
|
|
@@ -50,6 +62,7 @@ class EventList {
|
|
|
50
62
|
this.detach();
|
|
51
63
|
}
|
|
52
64
|
}
|
|
65
|
+
/** Removes the tail node (the least-recent event per the list's order) and decrements `size`. No-ops on an empty list. */
|
|
53
66
|
detach() {
|
|
54
67
|
const node = this.tail;
|
|
55
68
|
if (node === undefined) {
|
|
@@ -69,6 +82,7 @@ class EventList {
|
|
|
69
82
|
}
|
|
70
83
|
this.size--;
|
|
71
84
|
}
|
|
85
|
+
/** Materializes the list into a plain array, in current sort order. Allocates a new array — prefer iterating the list directly for hot paths. */
|
|
72
86
|
toArray() {
|
|
73
87
|
return Array.from(this);
|
|
74
88
|
}
|