@velocity-exchange/sdk 0.3.0 → 0.6.0

package/src/math/utils.ts

@@ -1,121 +0,0 @@
-import { BN } from '../isomorphic/anchor';
-import { ONE, ZERO } from '../constants/numericConstants';
-
-export function clampBN(x: BN, min: BN, max: BN): BN {
-	return BN.max(min, BN.min(x, max));
-}
-
-export const squareRootBN = (n: BN): BN => {
-	if (n.lt(new BN(0))) {
-		throw new Error('Sqrt only works on non-negtiave inputs');
-	}
-	if (n.lt(new BN(2))) {
-		return n;
-	}
-
-	const smallCand = squareRootBN(n.shrn(2)).shln(1);
-	const largeCand = smallCand.add(new BN(1));
-
-	if (largeCand.mul(largeCand).gt(n)) {
-		return smallCand;
-	} else {
-		return largeCand;
-	}
-};
-
-export const divCeil = (a: BN, b: BN): BN => {
-	const quotient = a.div(b);
-
-	const remainder = a.mod(b);
-
-	if (remainder.gt(ZERO)) {
-		return quotient.add(ONE);
-	} else {
-		return quotient;
-	}
-};
-
-export const sigNum = (x: BN): BN => {
-	return x.isNeg() ? new BN(-1) : new BN(1);
-};
-
-/**
- * calculates the time remaining until the next update based on a rounded, "on-the-hour" update schedule
- * this schedule is used for Perpetual Funding Rate and Revenue -> Insurance Updates
- * @param now: current blockchain unix timestamp
- * @param lastUpdateTs: the unix timestamp of the last update
- * @param updatePeriod: desired interval between updates (in seconds)
- * @returns: timeRemainingUntilUpdate (in seconds)
- */
-export function timeRemainingUntilUpdate(
-	now: BN,
-	lastUpdateTs: BN,
-	updatePeriod: BN
-): BN {
-	const timeSinceLastUpdate = now.sub(lastUpdateTs);
-
-	// round next update time to be available on the hour
-	let nextUpdateWait = updatePeriod;
-	if (updatePeriod.gt(new BN(1))) {
-		const lastUpdateDelay = lastUpdateTs.umod(updatePeriod);
-		if (!lastUpdateDelay.isZero()) {
-			const maxDelayForNextPeriod = updatePeriod.div(new BN(3));
-
-			const twoFundingPeriods = updatePeriod.mul(new BN(2));
-
-			if (lastUpdateDelay.gt(maxDelayForNextPeriod)) {
-				// too late for on the hour next period, delay to following period
-				nextUpdateWait = twoFundingPeriods.sub(lastUpdateDelay);
-			} else {
-				// allow update on the hour
-				nextUpdateWait = updatePeriod.sub(lastUpdateDelay);
-			}
-
-			if (nextUpdateWait.gt(twoFundingPeriods)) {
-				nextUpdateWait = nextUpdateWait.sub(updatePeriod);
-			}
-		}
-	}
-	const timeRemainingUntilUpdate = nextUpdateWait
-		.sub(timeSinceLastUpdate)
-		.isNeg()
-		? ZERO
-		: nextUpdateWait.sub(timeSinceLastUpdate);
-
-	return timeRemainingUntilUpdate;
-}
-
-export const checkSameDate = (dateString1: string, dateString2: string) => {
-	const date1 = new Date(dateString1);
-	const date2 = new Date(dateString2);
-
-	const isSameDate =
-		date1.getDate() === date2.getDate() &&
-		date1.getMonth() === date2.getMonth() &&
-		date1.getFullYear() === date2.getFullYear();
-
-	return isSameDate;
-};
-
-export function isBNSafe(number: number): boolean {
-	return number <= 0x1fffffffffffff;
-}
-
-/**
- * Converts a number to BN makes sure the number is safe to convert to BN (that it does not overflow number after multiplying by precision)
- * @param number the number to convert to BN
- * @param precision the BN precision to use (i.e. QUOTE_PRECISION and BASE_PRECISION from velocity sdk)
- */
-export function numberToSafeBN(number: number, precision: BN): BN {
-	// check if number has decimals
-	const candidate = number * precision.toNumber();
-	if (isBNSafe(candidate)) {
-		return new BN(candidate);
-	} else {
-		if (number % 1 === 0) {
-			return new BN(number.toString()).mul(precision);
-		} else {
-			return new BN(number).mul(precision);
-		}
-	}
-}

package/src/memcmp.ts

@@ -1,177 +0,0 @@
-import { MemcmpFilter, PublicKey } from '@solana/web3.js';
-import bs58 from 'bs58';
-import { BorshAccountsCoder } from './isomorphic/anchor29';
-import { encodeName } from './userName';
-
-export function getUserFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(BorshAccountsCoder.accountDiscriminator('User')),
-		},
-	};
-}
-
-/*
- * Byte offsets of the trailing scalar flags in the `User` account.
- *
- * These MUST match the on-chain `User` layout decoded in `decode/user.ts`. The
- * current Velocity layout is 4496 bytes, with the tail block laid out as
- * consecutive single bytes:
- *   status(4468) isMarginTradingEnabled(4469) idle(4470) openOrders(4471)
- *   hasOpenOrder(4472) openAuctions(4473) hasOpenAuction(4474) poolId(4475)
- *   specialUserStatus(4476)
- *
- * NOTE: these were previously hardcoded to the older (4376-byte) layout
- * (idle@4350, hasOpenOrder@4352, ...). After Velocity added fields to
- * `PerpPosition`, the account grew by 120 bytes and these flags shifted, but
- * the filters were not updated — so `getUserWithOrderFilter()` matched zero
- * accounts and the DLOB order book never populated. Keep these in sync with
- * `decode/user.ts` if the `User` layout changes again.
- */
-const USER_IDLE_OFFSET = 4470;
-const USER_HAS_OPEN_ORDER_OFFSET = 4472;
-const USER_HAS_OPEN_AUCTION_OFFSET = 4474;
-const USER_POOL_ID_OFFSET = 4475;
-
-export function getNonIdleUserFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: USER_IDLE_OFFSET,
-			bytes: bs58.encode(Uint8Array.from([0])),
-		},
-	};
-}
-
-export function getUserWithOrderFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: USER_HAS_OPEN_ORDER_OFFSET,
-			bytes: bs58.encode(Uint8Array.from([1])),
-		},
-	};
-}
-
-export function getUserWithoutOrderFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: USER_HAS_OPEN_ORDER_OFFSET,
-			bytes: bs58.encode(Uint8Array.from([0])),
-		},
-	};
-}
-
-export function getUserWithAuctionFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: USER_HAS_OPEN_AUCTION_OFFSET,
-			bytes: bs58.encode(Uint8Array.from([1])),
-		},
-	};
-}
-
-export function getUserWithName(name: string): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 72,
-			bytes: bs58.encode(Uint8Array.from(encodeName(name))),
-		},
-	};
-}
-
-export function getUsersWithPoolId(poolId: number): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: USER_POOL_ID_OFFSET,
-			bytes: bs58.encode(Uint8Array.from([poolId])),
-		},
-	};
-}
-
-export function getUserStatsFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(BorshAccountsCoder.accountDiscriminator('UserStats')),
-		},
-	};
-}
-
-export function getUserStatsIsReferredFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 188,
-			bytes: bs58.encode(Buffer.from(Uint8Array.from([2]))),
-		},
-	};
-}
-
-export function getUserStatsIsReferredOrReferrerFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 188,
-			bytes: bs58.encode(Buffer.from(Uint8Array.from([3]))),
-		},
-	};
-}
-
-export function getSignedMsgUserOrdersFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(
-				BorshAccountsCoder.accountDiscriminator('SignedMsgUserOrders')
-			),
-		},
-	};
-}
-
-export function getPerpMarketAccountsFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(BorshAccountsCoder.accountDiscriminator('PerpMarket')),
-		},
-	};
-}
-export function getSpotMarketAccountsFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(BorshAccountsCoder.accountDiscriminator('SpotMarket')),
-		},
-	};
-}
-
-export function getRevenueShareEscrowFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(
-				BorshAccountsCoder.accountDiscriminator('RevenueShareEscrow')
-			),
-		},
-	};
-}
-
-export function getConstituentFilter(): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 0,
-			bytes: bs58.encode(
-				BorshAccountsCoder.accountDiscriminator('Constituent')
-			),
-		},
-	};
-}
-
-export function getConstituentLpPoolFilter(
-	lpPoolPublicKey: PublicKey
-): MemcmpFilter {
-	return {
-		memcmp: {
-			offset: 72,
-			bytes: lpPoolPublicKey.toBase58(),
-		},
-	};
-}

package/src/oracles/oracleClientCache.ts

@@ -1,25 +0,0 @@
-import { OracleClient } from './types';
-import { OracleSource } from '../types';
-import { getOracleClient } from '../factory/oracleClient';
-import { Connection } from '@solana/web3.js';
-import { VelocityProgram } from '../config';
-
-export class OracleClientCache {
-	cache = new Map<string, OracleClient>();
-	public constructor() {}
-
-	public get(
-		oracleSource: OracleSource,
-		connection: Connection,
-		program: VelocityProgram
-	) {
-		const key = Object.keys(oracleSource)[0];
-		if (this.cache.has(key)) {
-			return this.cache.get(key);
-		}
-
-		const client = getOracleClient(oracleSource, connection, program);
-		this.cache.set(key, client);
-		return client;
-	}
-}

package/src/oracles/oracleId.ts

@@ -1,66 +0,0 @@
-import { PublicKey } from '@solana/web3.js';
-import { OracleSource, OracleSourceNum } from '../types';
-
-export function getOracleSourceNum(source: OracleSource): number {
-	if ('pyth' in source) return OracleSourceNum.PYTH;
-	if ('pyth1K' in source) return OracleSourceNum.PYTH_1K;
-	if ('pyth1M' in source) return OracleSourceNum.PYTH_1M;
-	if ('pythPull' in source) return OracleSourceNum.PYTH_PULL;
-	if ('pyth1KPull' in source) return OracleSourceNum.PYTH_1K_PULL;
-	if ('pyth1MPull' in source) return OracleSourceNum.PYTH_1M_PULL;
-	if ('switchboard' in source) return OracleSourceNum.SWITCHBOARD;
-	if ('quoteAsset' in source) return OracleSourceNum.QUOTE_ASSET;
-	if ('pythStableCoin' in source) return OracleSourceNum.PYTH_STABLE_COIN;
-	if ('pythStableCoinPull' in source)
-		return OracleSourceNum.PYTH_STABLE_COIN_PULL;
-	if ('prelaunch' in source) return OracleSourceNum.PRELAUNCH;
-	if ('switchboardOnDemand' in source)
-		return OracleSourceNum.SWITCHBOARD_ON_DEMAND;
-	if ('pythLazer' in source) return OracleSourceNum.PYTH_LAZER;
-	if ('pythLazer1K' in source) return OracleSourceNum.PYTH_LAZER_1K;
-	if ('pythLazer1M' in source) return OracleSourceNum.PYTH_LAZER_1M;
-	if ('pythLazerStableCoin' in source)
-		return OracleSourceNum.PYTH_LAZER_STABLE_COIN;
-	throw new Error('Invalid oracle source');
-}
-
-export function getOracleSourceFromNum(sourceNum: number): OracleSource {
-	if (sourceNum === OracleSourceNum.PYTH) return 'pyth';
-	if (sourceNum === OracleSourceNum.PYTH_1K) return 'pyth1K';
-	if (sourceNum === OracleSourceNum.PYTH_1M) return 'pyth1M';
-	if (sourceNum === OracleSourceNum.PYTH_PULL) return 'pythPull';
-	if (sourceNum === OracleSourceNum.PYTH_1K_PULL) return 'pyth1KPull';
-	if (sourceNum === OracleSourceNum.PYTH_1M_PULL) return 'pyth1MPull';
-	if (sourceNum === OracleSourceNum.SWITCHBOARD) return 'switchboard';
-	if (sourceNum === OracleSourceNum.QUOTE_ASSET) return 'quoteAsset';
-	if (sourceNum === OracleSourceNum.PYTH_STABLE_COIN) return 'pythStableCoin';
-	if (sourceNum === OracleSourceNum.PYTH_STABLE_COIN_PULL)
-		return 'pythStableCoinPull';
-	if (sourceNum === OracleSourceNum.PRELAUNCH) return 'prelaunch';
-	if (sourceNum === OracleSourceNum.SWITCHBOARD_ON_DEMAND)
-		return 'switchboardOnDemand';
-	if (sourceNum === OracleSourceNum.PYTH_LAZER) return 'pythLazer';
-	if (sourceNum === OracleSourceNum.PYTH_LAZER_1K) return 'pythLazer1K';
-	if (sourceNum === OracleSourceNum.PYTH_LAZER_1M) return 'pythLazer1M';
-	if (sourceNum === OracleSourceNum.PYTH_LAZER_STABLE_COIN)
-		return 'pythLazerStableCoin';
-	throw new Error('Invalid oracle source');
-}
-
-export function getOracleId(
-	publicKey: PublicKey,
-	source: OracleSource
-): string {
-	return `${publicKey.toBase58()}-${getOracleSourceNum(source)}`;
-}
-
-export function getPublicKeyAndSourceFromOracleId(oracleId: string): {
-	publicKey: PublicKey;
-	source: OracleSource;
-} {
-	const [publicKey, source] = oracleId.split('-');
-	return {
-		publicKey: new PublicKey(publicKey),
-		source: getOracleSourceFromNum(parseInt(source)),
-	};
-}

package/src/oracles/prelaunchOracleClient.ts

@@ -1,43 +0,0 @@
-import { Connection, PublicKey } from '@solana/web3.js';
-import { OracleClient, OraclePriceData } from './types';
-import { VelocityProgram } from '../config';
-import { PrelaunchOracle } from '../types';
-import { getOracleAccountDataOrThrow } from './utils';
-
-export class PrelaunchOracleClient implements OracleClient {
-	private connection: Connection;
-	private program: VelocityProgram;
-
-	public constructor(connection: Connection, program: VelocityProgram) {
-		this.connection = connection;
-		this.program = program;
-	}
-
-	public async getOraclePriceData(
-		pricePublicKey: PublicKey
-	): Promise<OraclePriceData> {
-		const data = await getOracleAccountDataOrThrow(
-			this.connection,
-			pricePublicKey,
-			'Prelaunch oracle'
-		);
-		return this.getOraclePriceDataFromBuffer(data);
-	}
-
-	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
-		const prelaunchOracle = (
-			this.program.account as any
-		).prelaunchOracle.coder.accounts.decodeUnchecked(
-			'prelaunchOracle',
-			buffer
-		) as PrelaunchOracle;
-
-		return {
-			price: prelaunchOracle.price,
-			slot: prelaunchOracle.ammLastUpdateSlot,
-			confidence: prelaunchOracle.confidence,
-			hasSufficientNumberOfDataPoints: true,
-			maxPrice: prelaunchOracle.maxPrice,
-		};
-	}
-}

package/src/oracles/pythClient.ts

@@ -1,94 +0,0 @@
-import { parsePriceData } from '@pythnetwork/client';
-import { Connection, PublicKey } from '@solana/web3.js';
-import { OracleClient, OraclePriceData } from './types';
-import { BN } from '../isomorphic/anchor';
-import {
-	ONE,
-	PRICE_PRECISION,
-	QUOTE_PRECISION,
-	TEN,
-} from '../constants/numericConstants';
-import { getOracleAccountDataOrThrow } from './utils';
-
-export class PythClient implements OracleClient {
-	private connection: Connection;
-	private multiple: BN;
-	private stableCoin: boolean;
-
-	public constructor(
-		connection: Connection,
-		multiple = ONE,
-		stableCoin = false
-	) {
-		this.connection = connection;
-		this.multiple = multiple;
-		this.stableCoin = stableCoin;
-	}
-
-	public async getOraclePriceData(
-		pricePublicKey: PublicKey
-	): Promise<OraclePriceData> {
-		const data = await getOracleAccountDataOrThrow(
-			this.connection,
-			pricePublicKey,
-			'Pyth oracle'
-		);
-		return this.getOraclePriceDataFromBuffer(data);
-	}
-
-	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
-		const priceData = parsePriceData(buffer);
-		// `confidence` is absent on uninitialized/invalid price accounts. Base passed it
-		// straight into convertPythPrice, where `undefined * 10**exponent` is `NaN` and
-		// `new BN(NaN)` coerces to 0 — so base already yielded a zero-confidence price.
-		// `?? 0` makes that explicit and type-checks, preserving the same result.
-		const confidence = convertPythPrice(
-			priceData.confidence ?? 0,
-			priceData.exponent,
-			this.multiple
-		);
-		const minPublishers = Math.min(priceData.numComponentPrices, 3);
-		let price = convertPythPrice(
-			priceData.aggregate.price,
-			priceData.exponent,
-			this.multiple
-		);
-		if (this.stableCoin) {
-			price = getStableCoinPrice(price, confidence);
-		}
-
-		return {
-			price,
-			slot: new BN(priceData.lastSlot.toString()),
-			confidence,
-			twap: convertPythPrice(
-				priceData.twap.value,
-				priceData.exponent,
-				this.multiple
-			),
-			twapConfidence: convertPythPrice(
-				priceData.twac.value,
-				priceData.exponent,
-				this.multiple
-			),
-			hasSufficientNumberOfDataPoints: priceData.numQuoters >= minPublishers,
-		};
-	}
-}
-
-function convertPythPrice(price: number, exponent: number, multiple: BN): BN {
-	exponent = Math.abs(exponent);
-	const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
-	return new BN(price * Math.pow(10, exponent))
-		.mul(PRICE_PRECISION)
-		.div(pythPrecision);
-}
-
-const fiveBPS = new BN(500);
-function getStableCoinPrice(price: BN, confidence: BN): BN {
-	if (price.sub(QUOTE_PRECISION).abs().lt(BN.min(confidence, fiveBPS))) {
-		return QUOTE_PRECISION;
-	} else {
-		return price;
-	}
-}

package/src/oracles/pythLazerClient.ts

@@ -1,107 +0,0 @@
-import { Connection, Keypair, PublicKey } from '@solana/web3.js';
-import { OracleClient, OraclePriceData } from './types';
-import { AnchorProvider, BN, Program } from '../isomorphic/anchor';
-import { Velocity } from '../idl/velocity';
-import { VelocityProgram } from '../config';
-import {
-	ONE,
-	PRICE_PRECISION,
-	QUOTE_PRECISION,
-	TEN,
-} from '../constants/numericConstants';
-import { Wallet } from '../wallet';
-import velocityIDL from '../idl/velocity.json';
-import { getOracleAccountDataOrThrow } from './utils';
-
-export class PythLazerClient implements OracleClient {
-	private connection: Connection;
-	private multiple: BN;
-	private stableCoin: boolean;
-	private program: VelocityProgram;
-	readonly decodeFunc: (name: string, data: Buffer) => any;
-
-	public constructor(
-		connection: Connection,
-		multiple = ONE,
-		stableCoin = false
-	) {
-		this.connection = connection;
-		this.multiple = multiple;
-		this.stableCoin = stableCoin;
-		const provider = new AnchorProvider(
-			this.connection,
-			//@ts-ignore
-			new Wallet(new Keypair()),
-			{
-				commitment: connection.commitment,
-			}
-		);
-		this.program = new Program<Velocity>(velocityIDL as Velocity, provider);
-		this.decodeFunc = (
-			this.program.account as any
-		).pythLazerOracle.coder.accounts.decodeUnchecked.bind(
-			(this.program.account as any).pythLazerOracle.coder.accounts
-		);
-	}
-
-	public async getOraclePriceData(
-		pricePublicKey: PublicKey
-	): Promise<OraclePriceData> {
-		const data = await getOracleAccountDataOrThrow(
-			this.connection,
-			pricePublicKey,
-			'Pyth lazer oracle'
-		);
-		return this.getOraclePriceDataFromBuffer(data);
-	}
-
-	public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
-		const priceData = this.decodeFunc('pythLazerOracle', buffer);
-		const confidence = convertPythPrice(
-			priceData.conf,
-			priceData.exponent,
-			this.multiple
-		);
-		let price = convertPythPrice(
-			priceData.price,
-			priceData.exponent,
-			this.multiple
-		);
-		if (this.stableCoin) {
-			price = getStableCoinPrice(price, confidence);
-		}
-
-		return {
-			price,
-			slot: priceData.postedSlot,
-			confidence,
-			twap: convertPythPrice(
-				priceData.price,
-				priceData.exponent,
-				this.multiple
-			),
-			twapConfidence: convertPythPrice(
-				priceData.price,
-				priceData.exponent,
-				this.multiple
-			),
-			hasSufficientNumberOfDataPoints: true,
-			sequenceId: priceData.publishTime,
-		};
-	}
-}
-
-function convertPythPrice(price: BN, exponent: number, multiple: BN): BN {
-	exponent = Math.abs(exponent);
-	const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
-	return price.mul(PRICE_PRECISION).div(pythPrecision);
-}
-
-const fiveBPS = new BN(500);
-function getStableCoinPrice(price: BN, confidence: BN): BN {
-	if (price.sub(QUOTE_PRECISION).abs().lt(BN.min(confidence, fiveBPS))) {
-		return QUOTE_PRECISION;
-	} else {
-		return price;
-	}
-}

package/src/oracles/quoteAssetOracleClient.ts

@@ -1,25 +0,0 @@
-import { PublicKey } from '@solana/web3.js';
-import { OracleClient, OraclePriceData } from './types';
-import { BN } from '../isomorphic/anchor';
-import { PRICE_PRECISION } from '../constants/numericConstants';
-
-export const QUOTE_ORACLE_PRICE_DATA: OraclePriceData = {
-	price: PRICE_PRECISION,
-	slot: new BN(0),
-	confidence: new BN(1),
-	hasSufficientNumberOfDataPoints: true,
-};
-
-export class QuoteAssetOracleClient implements OracleClient {
-	public constructor() {}
-
-	public async getOraclePriceData(
-		_pricePublicKey: PublicKey
-	): Promise<OraclePriceData> {
-		return Promise.resolve(QUOTE_ORACLE_PRICE_DATA);
-	}
-
-	public getOraclePriceDataFromBuffer(_buffer: Buffer): OraclePriceData {
-		return QUOTE_ORACLE_PRICE_DATA;
-	}
-}

package/src/oracles/strictOraclePrice.ts

@@ -1,19 +0,0 @@
-import { BN } from '../isomorphic/anchor';
-
-export class StrictOraclePrice {
-	current: BN;
-	twap?: BN;
-
-	constructor(current: BN, twap?: BN) {
-		this.current = current;
-		this.twap = twap;
-	}
-
-	public max(): BN {
-		return this.twap ? BN.max(this.twap, this.current) : this.current;
-	}
-
-	public min(): BN {
-		return this.twap ? BN.min(this.twap, this.current) : this.current;
-	}
-}