@velocity-exchange/sdk 0.3.0 → 0.6.0

package/lib/node/idl/velocity.json

@@ -2,7 +2,7 @@
     "address": "vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P",
     "metadata": {
         "name": "velocity",
-        "version": "2.162.0",
+        "version": "2.163.0",
         "spec": "0.1.0",
         "description": "Created with Anchor"
     },
@@ -6376,6 +6376,33 @@
                 }
             ]
         },
+        {
+            "name": "reset_equity_floor_breaker",
+            "discriminator": [
+                230,
+                181,
+                202,
+                36,
+                127,
+                56,
+                56,
+                27
+            ],
+            "accounts": [
+                {
+                    "name": "admin",
+                    "signer": true
+                },
+                {
+                    "name": "state"
+                },
+                {
+                    "name": "user_stats",
+                    "writable": true
+                }
+            ],
+            "args": []
+        },
         {
             "name": "reset_perp_market_amm_oracle_twap",
             "discriminator": [
@@ -7734,6 +7761,10 @@
                 {
                     "name": "amount",
                     "type": "u64"
+                },
+                {
+                    "name": "equity_floor_delta",
+                    "type": "u64"
                 }
             ]
         },
@@ -8216,6 +8247,39 @@
                 }
             ]
         },
+        {
+            "name": "trip_equity_floor_breaker",
+            "discriminator": [
+                133,
+                184,
+                25,
+                80,
+                193,
+                52,
+                162,
+                249
+            ],
+            "accounts": [
+                {
+                    "name": "state"
+                },
+                {
+                    "name": "keeper",
+                    "docs": [
+                        "Any signer may trip the breaker; the proof is the margin calculation."
+                    ],
+                    "signer": true
+                },
+                {
+                    "name": "user"
+                },
+                {
+                    "name": "user_stats",
+                    "writable": true
+                }
+            ],
+            "args": []
+        },
         {
             "name": "update_admin",
             "discriminator": [
@@ -9431,7 +9495,10 @@
                 },
                 {
                     "name": "authority",
-                    "signer": true
+                    "signer": true,
+                    "relations": [
+                        "keeper_stats"
+                    ]
                 }
             ],
             "args": []
@@ -11081,13 +11148,13 @@
                 133
             ],
             "accounts": [
-                {
-                    "name": "admin",
-                    "signer": true
-                },
                 {
                     "name": "state",
                     "writable": true
+                },
+                {
+                    "name": "admin",
+                    "signer": true
                 }
             ],
             "args": [
@@ -12221,6 +12288,38 @@
                 }
             ]
         },
+        {
+            "name": "update_user_equity_floor",
+            "discriminator": [
+                49,
+                87,
+                139,
+                119,
+                136,
+                239,
+                186,
+                104
+            ],
+            "accounts": [
+                {
+                    "name": "admin",
+                    "signer": true
+                },
+                {
+                    "name": "state"
+                },
+                {
+                    "name": "user",
+                    "writable": true
+                }
+            ],
+            "args": [
+                {
+                    "name": "equity_floor",
+                    "type": "u64"
+                }
+            ]
+        },
         {
             "name": "update_user_idle",
             "discriminator": [
@@ -16011,6 +16110,21 @@
             "code": 6356,
             "name": "InvalidNativePerpMarketAccount",
             "msg": "Native dispatch: supplied market account is not a Velocity perp market"
+        },
+        {
+            "code": 6357,
+            "name": "IsolatedPositionDisabled",
+            "msg": "Isolated positions are not enabled in this build"
+        },
+        {
+            "code": 6358,
+            "name": "EquityBelowFloor",
+            "msg": "Account equity is below the user-set equity floor"
+        },
+        {
+            "code": 6359,
+            "name": "InvalidEquityFloorTransfer",
+            "msg": "Invalid equity floor transfer between subaccounts"
         }
     ],
     "types": [
@@ -23715,7 +23829,26 @@
                         "type": {
                             "array": [
                                 "u8",
-                                14
+                                3
+                            ]
+                        }
+                    },
+                    {
+                        "name": "equity_floor",
+                        "docs": [
+                            "Minimum account equity (cross-margin total collateral) required for",
+                            "risk-increasing orders, fills, withdrawals and deposit transfers.",
+                            "Settable only by the warm/cold admin; 0 disables the check.",
+                            "precision: QUOTE_PRECISION"
+                        ],
+                        "type": "u64"
+                    },
+                    {
+                        "name": "padding2",
+                        "type": {
+                            "array": [
+                                "u8",
+                                8
                             ]
                         }
                     }
@@ -23904,12 +24037,22 @@
                         ],
                         "type": "u8"
                     },
+                    {
+                        "name": "equity_breaker_tripped",
+                        "docs": [
+                            "Set by the permissionless `trip_equity_floor_breaker` instruction when",
+                            "any of the authority's subaccounts falls below its equity floor.",
+                            "While set, every subaccount of the authority rejects risk-increasing",
+                            "fills, withdrawals and transfers out. Cleared only by the warm admin."
+                        ],
+                        "type": "u8"
+                    },
                     {
                         "name": "padding",
                         "type": {
                             "array": [
                                 "u8",
-                                63
+                                62
                             ]
                         }
                     }

package/lib/node/keypair.d.ts

@@ -1,3 +1,11 @@
 import { Keypair } from '@solana/web3.js';
+/**
+ * Loads a Solana `Keypair` from a private key given in any of the common CLI/env formats.
+ * @param privateKey - One of: a filesystem path to a JSON keypair file (checked first via
+ * `fs.existsSync`); a JSON array string (e.g. `"[1,2,3,...]"`); a comma-separated list of byte
+ * values (e.g. `"1,2,3,..."`); or a base58-encoded secret key string (whitespace is stripped).
+ * @returns The decoded `Keypair`.
+ * @throws Error (from `Keypair.fromSecretKey`) if the decoded bytes are not a valid 64-byte secret key.
+ */
 export declare function loadKeypair(privateKey: string): Keypair;
 //# sourceMappingURL=keypair.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"keypair.d.ts","sourceRoot":"","sources":["../../src/keypair.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAC;AAE1C,wBAAgB,WAAW,CAAC,UAAU,EAAE,MAAM,GAAG,OAAO,CAmBvD"}
+{"version":3,"file":"keypair.d.ts","sourceRoot":"","sources":["../../src/keypair.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAC;AAE1C;;;;;;;GAOG;AACH,wBAAgB,WAAW,CAAC,UAAU,EAAE,MAAM,GAAG,OAAO,CAmBvD"}

package/lib/node/keypair.js

@@ -7,6 +7,14 @@ exports.loadKeypair = void 0;
 const fs_1 = __importDefault(require("fs"));
 const bs58_1 = __importDefault(require("bs58"));
 const web3_js_1 = require("@solana/web3.js");
+/**
+ * Loads a Solana `Keypair` from a private key given in any of the common CLI/env formats.
+ * @param privateKey - One of: a filesystem path to a JSON keypair file (checked first via
+ * `fs.existsSync`); a JSON array string (e.g. `"[1,2,3,...]"`); a comma-separated list of byte
+ * values (e.g. `"1,2,3,..."`); or a base58-encoded secret key string (whitespace is stripped).
+ * @returns The decoded `Keypair`.
+ * @throws Error (from `Keypair.fromSecretKey`) if the decoded bytes are not a valid 64-byte secret key.
+ */
 function loadKeypair(privateKey) {
     // try to load privateKey as a filepath
     let loadedKey;

package/lib/node/marginCalculation.d.ts

@@ -1,19 +1,38 @@
 import { BN } from './isomorphic/anchor';
-import { MarketType } from './types';
-export type MarginCategory = 'Initial' | 'Maintenance' | 'Fill';
+import { MarginCategory, MarketType } from './types';
+/**
+ * Which margin threshold a `MarginCalculation` is computing against: `Initial` (opening/increasing
+ * risk), `Maintenance` (liquidation eligibility), or `Fill` (order-fill-time check, the
+ * integer-averaged midpoint of Initial and Maintenance). Re-exported from `./types` so the SDK has
+ * a single `MarginCategory` definition.
+ */
+export type { MarginCategory };
+/** Selects the margin-buffer behavior of a `MarginContext`: `Standard` for ordinary health checks (no buffer), or `Liquidation` to apply the cross/isolated margin buffers used to avoid liquidating a user who is only marginally underwater. */
 export type MarginCalculationMode = {
     type: 'Standard';
 } | {
     type: 'Liquidation';
 };
+/** Identifies a market by type (spot or perp) and index, used as a key into per-market margin state (e.g. isolated margin buffers). Construct via `MarketIdentifier.spot` / `MarketIdentifier.perp`. */
 export declare class MarketIdentifier {
     marketType: MarketType;
     marketIndex: number;
     private constructor();
+    /** Builds a `MarketIdentifier` for a spot market index. */
     static spot(marketIndex: number): MarketIdentifier;
+    /** Builds a `MarketIdentifier` for a perp market index. */
     static perp(marketIndex: number): MarketIdentifier;
+    /** True if `other` refers to the same market type and index. */
     equals(other: MarketIdentifier | undefined): boolean;
 }
+/**
+ * Configuration driving a `MarginCalculation` pass: which margin category to compute,
+ * whether it's a plain health check or a liquidation-margin-freed calculation, and the
+ * per-market buffers (in `MARGIN_PRECISION`, 1e4, fractional-of-liability-value units)
+ * applied to cross-margin and isolated-margin requirements/collateral so a user isn't
+ * flagged liquidatable from a hair's-width shortfall. Mirrors `MarginContext` in
+ * `programs/velocity/src/state/margin_calculation.rs`.
+ */
 export declare class MarginContext {
     marginType: MarginCategory;
     mode: MarginCalculationMode;
@@ -22,46 +41,159 @@ export declare class MarginContext {
     isolatedMarginBuffers: Map<number, BN>;
     crossMarginBuffer: BN;
     private constructor();
+    /** Builds a plain `Standard`-mode context (no liquidation buffers) for the given margin category — the usual choice for health/leverage/order-placement checks. */
     static standard(marginType: MarginCategory): MarginContext;
+    /**
+     * Builds a `Maintenance`-category, `Liquidation`-mode context with the given buffers.
+     * Used by liquidation eligibility / margin-freed calculations so a position is only
+     * eligible once it's underwater by more than the buffer, avoiding flip-flopping right
+     * at the maintenance threshold.
+     * @param crossMarginBuffer Extra maintenance-margin cushion applied to the cross-margin
+     *   book, `MARGIN_PRECISION` (1e4) fraction of liability value.
+     * @param isolatedMarginBuffers Same buffer, per isolated-position market index.
+     */
     static liquidation(crossMarginBuffer: BN, isolatedMarginBuffers: Map<number, BN>): MarginContext;
+    /** Sets whether strict oracle pricing (worse of last/twap price) is used for collateral/liability valuation. Returns `this` for chaining. */
     strictMode(strict: boolean): this;
+    /** Sets whether spot deposits with an invalid oracle are ignored (valued at zero) rather than failing the calculation. Returns `this` for chaining. */
     ignoreInvalidDeposits(ignore: boolean): this;
+    /** Sets the cross-margin maintenance buffer (`MARGIN_PRECISION`, 1e4, fraction of liability value). Returns `this` for chaining. */
     setCrossMarginBuffer(crossMarginBuffer: BN): this;
+    /** Replaces the whole per-market isolated-margin buffer map. Returns `this` for chaining. */
     setIsolatedMarginBuffers(isolatedMarginBuffers: Map<number, BN>): this;
+    /** Sets the isolated-margin buffer (`MARGIN_PRECISION`, 1e4, fraction of liability value) for a single perp market index. Returns `this` for chaining. */
     setIsolatedMarginBuffer(marketIndex: number, isolatedMarginBuffer: BN): this;
 }
+/**
+ * Accumulated margin requirement and collateral for a single isolated perp position,
+ * built up during a `MarginCalculation` pass via `MarginCalculation.addIsolatedMarginCalculation`.
+ * All BN fields are QUOTE_PRECISION (1e6). Isolated positions have their own dedicated
+ * collateral pool, so their margin health is tracked independently of the user's
+ * cross-margin book.
+ */
 export declare class IsolatedMarginCalculation {
+    /** Margin required to maintain/open the isolated position, QUOTE_PRECISION (1e6). */
     marginRequirement: BN;
+    /** Isolated collateral: position's deposit value plus unrealized/settled pnl, QUOTE_PRECISION (1e6). */
     totalCollateral: BN;
+    /** Signed adjustment to `totalCollateral` from the context's isolated margin buffer (liquidation mode only), QUOTE_PRECISION (1e6). */
     totalCollateralBuffer: BN;
+    /** `marginRequirement` plus the buffered liability-value addition (liquidation mode only), QUOTE_PRECISION (1e6). */
     marginRequirementPlusBuffer: BN;
     constructor();
+    /** `totalCollateral + totalCollateralBuffer`, QUOTE_PRECISION (1e6). */
     getTotalCollateralPlusBuffer(): BN;
+    /** True if the isolated position's collateral covers its margin requirement (no buffer applied). */
     meetsMarginRequirement(): boolean;
+    /** True if the buffered collateral covers the buffered margin requirement — the check used for liquidation eligibility. */
     meetsMarginRequirementWithBuffer(): boolean;
+    /** Buffered margin shortfall (`marginRequirementPlusBuffer - totalCollateralPlusBuffer`, floored at zero), QUOTE_PRECISION (1e6). */
     marginShortage(): BN;
 }
+/**
+ * Accumulator built up by walking a user's spot and perp positions, mirroring
+ * `MarginCalculation` in `programs/velocity/src/state/margin_calculation.rs`. Tracks the
+ * cross-margin book's total collateral/margin requirement plus a separate
+ * `IsolatedMarginCalculation` per isolated perp market, so cross and isolated health are
+ * evaluated independently — `meetsMarginRequirement`/`meetsMarginRequirementWithBuffer`
+ * require both the cross book and every isolated position to pass.
+ *
+ * `numSpotLiabilities`/`numPerpLiabilities`/`withPerpIsolatedLiability`/
+ * `withSpotIsolatedLiability` track the on-chain "isolated contract tier" risk-isolation
+ * rule (`validate_any_isolated_tier_requirements`): a user holding a liability in a market
+ * whose `ContractTier` is `Isolated` may not simultaneously hold other liabilities (perp or
+ * non-quote spot) unless in reduce-only mode. Note this `ContractTier::Isolated` market
+ * classification is unrelated to per-position isolated margin
+ * (`isolatedPositionScaledBalance`) — a market can be isolated-tier without any position on
+ * it using isolated margin.
+ */
 export declare class MarginCalculation {
     context: MarginContext;
+    /** Cross-margin collateral (deposits + perp pnl), QUOTE_PRECISION (1e6). */
     totalCollateral: BN;
+    /** Signed liquidation-buffer adjustment to `totalCollateral`, QUOTE_PRECISION (1e6). Zero outside `Liquidation` mode. */
     totalCollateralBuffer: BN;
+    /** Cross-margin requirement accumulated so far, QUOTE_PRECISION (1e6). */
     marginRequirement: BN;
+    /** `marginRequirement` plus the buffered liability-value addition (liquidation mode only), QUOTE_PRECISION (1e6). */
     marginRequirementPlusBuffer: BN;
+    /** Per-isolated-perp-market margin state, keyed by perp market index. */
     isolatedMarginCalculations: Map<number, IsolatedMarginCalculation>;
+    /** Sum of worst-case perp liability value across all (cross + isolated) perp positions seen so far, QUOTE_PRECISION (1e6). */
     totalPerpLiabilityValue: BN;
+    /** Count of spot positions counted as liabilities (borrows) so far. */
+    numSpotLiabilities: number;
+    /** Count of perp positions counted as liabilities (non-flat base, negative quote, or open orders) so far. */
+    numPerpLiabilities: number;
+    /** True once any perp liability seen belongs to a `ContractTier::Isolated` market. */
+    withPerpIsolatedLiability: boolean;
+    /** True once any spot liability seen is a borrow (or has open orders) in an `AssetTier::Isolated` spot market (isolated-tier borrows are restricted to the quote asset). */
+    withSpotIsolatedLiability: boolean;
     constructor(context: MarginContext);
+    /**
+     * Adds a signed collateral delta (deposit value or perp pnl, QUOTE_PRECISION 1e6) to
+     * the cross-margin book. When in `Liquidation` mode with a nonzero `crossMarginBuffer`
+     * and the delta is negative, also extends `totalCollateralBuffer` by
+     * `delta * crossMarginBuffer / MARGIN_PRECISION` so a negative-pnl position looks worse
+     * under the buffered (liquidation-eligibility) check than under the plain one.
+     * @param delta Signed collateral value to add, QUOTE_PRECISION (1e6).
+     */
     addCrossMarginTotalCollateral(delta: BN): void;
+    /**
+     * Adds a position's margin requirement to the cross-margin book. When a nonzero
+     * `crossMarginBuffer` is configured, also accrues `marginRequirementPlusBuffer` with an
+     * extra `liabilityValue * crossMarginBuffer / MARGIN_PRECISION` on top, inflating the
+     * buffered requirement used for liquidation eligibility.
+     * @param marginRequirement Margin required for this position, QUOTE_PRECISION (1e6).
+     * @param liabilityValue Position's (worst-case) liability value the buffer is scaled from, QUOTE_PRECISION (1e6).
+     */
     addCrossMarginRequirement(marginRequirement: BN, liabilityValue: BN): void;
+    /**
+     * Records (or overwrites) the margin state for one isolated perp position, applying that
+     * market's isolated margin buffer (from `context.isolatedMarginBuffers`) to the
+     * buffered requirement, and to the buffered collateral only when `pnl` is negative —
+     * mirroring `addCrossMarginRequirement`/`addCrossMarginTotalCollateral` but scoped to a
+     * single isolated market instead of the shared cross-margin book.
+     * @param marketIndex Perp market index of the isolated position.
+     * @param depositValue Isolated collateral deposited into the position, QUOTE_PRECISION (1e6).
+     * @param pnl Position's unrealized/settled pnl, QUOTE_PRECISION (1e6, signed).
+     * @param liabilityValue Position's (worst-case) liability value the buffer is scaled from, QUOTE_PRECISION (1e6).
+     * @param marginRequirement Margin required to maintain/open the isolated position, QUOTE_PRECISION (1e6).
+     */
     addIsolatedMarginCalculation(marketIndex: number, depositValue: BN, pnl: BN, liabilityValue: BN, marginRequirement: BN): void;
+    /** Adds to the running total of worst-case perp liability value across all perp positions seen. @param perpLiabilityValue QUOTE_PRECISION (1e6). */
     addPerpLiabilityValue(perpLiabilityValue: BN): void;
+    /** Increments the count of spot positions counted as liabilities (borrows, or zero-balance positions with open orders). Call once per qualifying spot position. */
+    addSpotLiability(): void;
+    /** Increments the count of perp positions counted as liabilities (non-flat base, negative quote, or open orders). Call once per qualifying perp position. */
+    addPerpLiability(): void;
+    /** Latches `withSpotIsolatedLiability` to `true` if `isolated` is true (sticky OR — never reset to false once set). Pass whether the spot liability just added belongs to an `AssetTier::Isolated` market. */
+    updateWithSpotIsolatedLiability(isolated: boolean): void;
+    /** Latches `withPerpIsolatedLiability` to `true` if `isolated` is true (sticky OR — never reset to false once set). Pass whether the perp liability just added belongs to a `ContractTier::Isolated` market. */
+    updateWithPerpIsolatedLiability(isolated: boolean): void;
+    /** Total number of liability positions (spot borrows + perp liabilities) counted so far. */
+    getNumOfLiabilities(): number;
+    /** `totalCollateral + totalCollateralBuffer` for the cross-margin book, QUOTE_PRECISION (1e6). */
     getCrossTotalCollateralPlusBuffer(): BN;
+    /** True if the cross-margin book's collateral covers its margin requirement (no buffer applied). */
     meetsCrossMarginRequirement(): boolean;
+    /** True if the cross-margin book's buffered collateral covers its buffered margin requirement — the check used for cross-margin liquidation eligibility. */
     meetsCrossMarginRequirementWithBuffer(): boolean;
+    /** True only if the cross-margin book AND every tracked isolated position independently meet their (unbuffered) margin requirement. */
     meetsMarginRequirement(): boolean;
+    /** True only if the cross-margin book AND every tracked isolated position independently meet their buffered margin requirement — the overall liquidation-eligibility check. */
     meetsMarginRequirementWithBuffer(): boolean;
+    /** Cross-margin collateral in excess of its margin requirement, floored at zero, QUOTE_PRECISION (1e6). */
     getCrossFreeCollateral(): BN;
+    /**
+     * Free (unbuffered) collateral for one isolated perp position, floored at zero, QUOTE_PRECISION (1e6).
+     * @param marketIndex Perp market index of the isolated position.
+     * @throws if no isolated margin calculation was recorded for `marketIndex` (call `addIsolatedMarginCalculation` first).
+     */
     getIsolatedFreeCollateral(marketIndex: number): BN;
+    /** Returns the recorded `IsolatedMarginCalculation` for `marketIndex`, or `undefined` if none was recorded (the user has no isolated position in that market). */
     getIsolatedMarginCalculation(marketIndex: number): IsolatedMarginCalculation | undefined;
+    /** True if an isolated margin calculation has been recorded for `marketIndex`. */
     hasIsolatedMarginCalculation(marketIndex: number): boolean;
 }
 //# sourceMappingURL=marginCalculation.d.ts.map

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

@@ -1 +1 @@
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