@velocity-exchange/sdk 0.4.0 → 0.6.0

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.
Files changed (323) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +35 -0
  3. package/lib/browser/adminClient.js +65 -0
  4. package/lib/browser/config.js +6 -7
  5. package/lib/browser/constants/numericConstants.d.ts +1 -1
  6. package/lib/browser/constants/numericConstants.js +1 -1
  7. package/lib/browser/decode/user.js +5 -1
  8. package/lib/browser/idl/velocity.d.ts +146 -3
  9. package/lib/browser/idl/velocity.json +147 -4
  10. package/lib/browser/orderSubscriber/OrderSubscriber.js +3 -0
  11. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  12. package/lib/browser/types.d.ts +4 -0
  13. package/lib/browser/user.d.ts +15 -0
  14. package/lib/browser/user.js +37 -1
  15. package/lib/browser/velocityClient.d.ts +46 -10
  16. package/lib/browser/velocityClient.js +107 -35
  17. package/lib/node/adminClient.d.ts +35 -0
  18. package/lib/node/adminClient.d.ts.map +1 -1
  19. package/lib/node/adminClient.js +65 -0
  20. package/lib/node/config.d.ts.map +1 -1
  21. package/lib/node/config.js +6 -7
  22. package/lib/node/constants/numericConstants.d.ts +1 -1
  23. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  24. package/lib/node/constants/numericConstants.js +1 -1
  25. package/lib/node/decode/user.d.ts.map +1 -1
  26. package/lib/node/decode/user.js +5 -1
  27. package/lib/node/idl/velocity.d.ts +146 -3
  28. package/lib/node/idl/velocity.d.ts.map +1 -1
  29. package/lib/node/idl/velocity.json +147 -4
  30. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  31. package/lib/node/orderSubscriber/OrderSubscriber.js +3 -0
  32. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  33. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  34. package/lib/node/types.d.ts +4 -0
  35. package/lib/node/types.d.ts.map +1 -1
  36. package/lib/node/user.d.ts +15 -0
  37. package/lib/node/user.d.ts.map +1 -1
  38. package/lib/node/user.js +37 -1
  39. package/lib/node/velocityClient.d.ts +46 -10
  40. package/lib/node/velocityClient.d.ts.map +1 -1
  41. package/lib/node/velocityClient.js +107 -35
  42. package/package.json +7 -3
  43. package/.prettierignore +0 -1
  44. package/CHANGELOG.md +0 -132
  45. package/build-browser.js +0 -58
  46. package/bunfig.toml +0 -3
  47. package/esbuild-shims.js +0 -12
  48. package/scripts/deposit-isolated-positions.ts +0 -110
  49. package/scripts/find-flagged-users.ts +0 -213
  50. package/scripts/grpc-client-test-comparison.ts +0 -372
  51. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  52. package/scripts/postbuild.js +0 -95
  53. package/scripts/single-grpc-client-test.ts +0 -284
  54. package/scripts/withdraw-isolated-positions.ts +0 -174
  55. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  56. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  57. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  58. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  59. package/src/accounts/bulkAccountLoader.ts +0 -358
  60. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  61. package/src/accounts/bulkUserSubscription.ts +0 -39
  62. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  63. package/src/accounts/fetch.ts +0 -200
  64. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  65. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  66. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  67. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  68. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  69. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  70. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  71. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  72. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  73. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  74. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  75. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  76. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  77. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  78. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  79. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  80. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  81. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  82. package/src/accounts/testBulkAccountLoader.ts +0 -59
  83. package/src/accounts/types.ts +0 -428
  84. package/src/accounts/utils.ts +0 -90
  85. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  86. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  87. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  88. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  89. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  90. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  91. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  92. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  93. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  94. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  95. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  96. package/src/addresses/marketAddresses.ts +0 -28
  97. package/src/addresses/pda.ts +0 -620
  98. package/src/adminClient.ts +0 -8136
  99. package/src/assert/assert.ts +0 -5
  100. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  101. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  102. package/src/auctionSubscriber/index.ts +0 -9
  103. package/src/auctionSubscriber/types.ts +0 -30
  104. package/src/bankrun/bankrunConnection.ts +0 -630
  105. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  106. package/src/blockhashSubscriber/index.ts +0 -6
  107. package/src/blockhashSubscriber/types.ts +0 -13
  108. package/src/clock/clockSubscriber.ts +0 -146
  109. package/src/config.ts +0 -312
  110. package/src/constants/index.ts +0 -9
  111. package/src/constants/numericConstants.ts +0 -194
  112. package/src/constants/perpMarkets.ts +0 -127
  113. package/src/constants/spotMarkets.ts +0 -104
  114. package/src/constants/txConstants.ts +0 -2
  115. package/src/constituentMap/constituentMap.ts +0 -305
  116. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  117. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  118. package/src/core/VelocityCore.ts +0 -606
  119. package/src/core/index.ts +0 -12
  120. package/src/core/instructions/deposit.ts +0 -64
  121. package/src/core/instructions/fill.ts +0 -51
  122. package/src/core/instructions/funding.ts +0 -33
  123. package/src/core/instructions/liquidation.ts +0 -55
  124. package/src/core/instructions/orders.ts +0 -84
  125. package/src/core/instructions/perpOrders.ts +0 -312
  126. package/src/core/instructions/settlement.ts +0 -40
  127. package/src/core/instructions/trigger.ts +0 -41
  128. package/src/core/instructions/withdraw.ts +0 -65
  129. package/src/core/remainingAccounts.ts +0 -320
  130. package/src/core/signedMsg.ts +0 -109
  131. package/src/decode/customCoder.ts +0 -148
  132. package/src/decode/user.ts +0 -401
  133. package/src/dlob/DLOB.ts +0 -2793
  134. package/src/dlob/DLOBNode.ts +0 -305
  135. package/src/dlob/DLOBSubscriber.ts +0 -269
  136. package/src/dlob/NodeList.ts +0 -244
  137. package/src/dlob/orderBookLevels.ts +0 -695
  138. package/src/dlob/types.ts +0 -37
  139. package/src/events/eventList.ts +0 -114
  140. package/src/events/eventSubscriber.ts +0 -521
  141. package/src/events/eventsServerLogProvider.ts +0 -189
  142. package/src/events/fetchLogs.ts +0 -219
  143. package/src/events/parse.ts +0 -271
  144. package/src/events/pollingLogProvider.ts +0 -113
  145. package/src/events/sort.ts +0 -51
  146. package/src/events/txEventCache.ts +0 -92
  147. package/src/events/types.ts +0 -337
  148. package/src/events/webSocketLogProvider.ts +0 -152
  149. package/src/factory/bigNum.ts +0 -709
  150. package/src/factory/oracleClient.ts +0 -73
  151. package/src/idl/pyth.json +0 -142
  152. package/src/idl/pyth.ts +0 -97
  153. package/src/idl/pyth_solana_receiver.json +0 -628
  154. package/src/idl/token_faucet.json +0 -229
  155. package/src/idl/token_faucet.ts +0 -197
  156. package/src/idl/velocity.json +0 -23974
  157. package/src/idl/velocity.ts +0 -23980
  158. package/src/index.ts +0 -150
  159. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  160. package/src/isomorphic/README.md +0 -19
  161. package/src/isomorphic/anchor.browser.ts +0 -44
  162. package/src/isomorphic/anchor.node.ts +0 -1
  163. package/src/isomorphic/anchor.ts +0 -1
  164. package/src/isomorphic/anchor29.browser.ts +0 -24
  165. package/src/isomorphic/anchor29.node.ts +0 -1
  166. package/src/isomorphic/anchor29.ts +0 -1
  167. package/src/isomorphic/grpc.browser.ts +0 -4
  168. package/src/isomorphic/grpc.node.ts +0 -130
  169. package/src/isomorphic/grpc.ts +0 -1
  170. package/src/jupiter/jupiterClient.ts +0 -502
  171. package/src/keypair.ts +0 -32
  172. package/src/margin/README.md +0 -138
  173. package/src/marginCalculation.ts +0 -407
  174. package/src/marinade/idl/idl.json +0 -1962
  175. package/src/marinade/index.ts +0 -73
  176. package/src/marinade/types.ts +0 -3925
  177. package/src/math/amm.ts +0 -1758
  178. package/src/math/auction.ts +0 -480
  179. package/src/math/bankruptcy.ts +0 -138
  180. package/src/math/builder.ts +0 -130
  181. package/src/math/conversion.ts +0 -45
  182. package/src/math/exchangeStatus.ts +0 -261
  183. package/src/math/funding.ts +0 -498
  184. package/src/math/insurance.ts +0 -171
  185. package/src/math/liquidation.ts +0 -433
  186. package/src/math/margin.ts +0 -327
  187. package/src/math/market.ts +0 -487
  188. package/src/math/oracles.ts +0 -477
  189. package/src/math/orders.ts +0 -500
  190. package/src/math/position.ts +0 -381
  191. package/src/math/repeg.ts +0 -223
  192. package/src/math/spotBalance.ts +0 -996
  193. package/src/math/spotMarket.ts +0 -115
  194. package/src/math/spotPosition.ts +0 -263
  195. package/src/math/state.ts +0 -71
  196. package/src/math/superStake.ts +0 -602
  197. package/src/math/tiers.ts +0 -73
  198. package/src/math/trade.ts +0 -879
  199. package/src/math/utils.ts +0 -183
  200. package/src/memcmp.ts +0 -279
  201. package/src/oracles/oracleClientCache.ts +0 -41
  202. package/src/oracles/oracleId.ts +0 -99
  203. package/src/oracles/prelaunchOracleClient.ts +0 -63
  204. package/src/oracles/pythClient.ts +0 -125
  205. package/src/oracles/pythLazerClient.ts +0 -141
  206. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  207. package/src/oracles/strictOraclePrice.ts +0 -40
  208. package/src/oracles/types.ts +0 -82
  209. package/src/oracles/utils.ts +0 -45
  210. package/src/orderParams.ts +0 -117
  211. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  212. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  213. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  214. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  215. package/src/orderSubscriber/index.ts +0 -7
  216. package/src/orderSubscriber/types.ts +0 -64
  217. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  218. package/src/priorityFee/averageStrategy.ts +0 -13
  219. package/src/priorityFee/ewmaStrategy.ts +0 -51
  220. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  221. package/src/priorityFee/index.ts +0 -16
  222. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  223. package/src/priorityFee/maxStrategy.ts +0 -8
  224. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  225. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  226. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  227. package/src/priorityFee/types.ts +0 -82
  228. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  229. package/src/pyth/constants.ts +0 -9
  230. package/src/pyth/index.ts +0 -15
  231. package/src/pyth/pythLazerSubscriber.ts +0 -365
  232. package/src/pyth/types.ts +0 -4451
  233. package/src/pyth/utils.ts +0 -13
  234. package/src/slot/SlotSubscriber.ts +0 -126
  235. package/src/slot/SlothashSubscriber.ts +0 -163
  236. package/src/swap/UnifiedSwapClient.ts +0 -315
  237. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  238. package/src/swift/index.ts +0 -10
  239. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  240. package/src/swift/swiftOrderSubscriber.ts +0 -351
  241. package/src/testClient.ts +0 -42
  242. package/src/titan/titanClient.ts +0 -438
  243. package/src/token/index.ts +0 -13
  244. package/src/tokenFaucet.ts +0 -296
  245. package/src/tx/baseTxSender.ts +0 -651
  246. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  247. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  248. package/src/tx/blockhashFetcher/types.ts +0 -9
  249. package/src/tx/fastSingleTxSender.ts +0 -200
  250. package/src/tx/forwardOnlyTxSender.ts +0 -193
  251. package/src/tx/priorityFeeCalculator.ts +0 -117
  252. package/src/tx/reportTransactionError.ts +0 -176
  253. package/src/tx/retryTxSender.ts +0 -177
  254. package/src/tx/txHandler.ts +0 -1009
  255. package/src/tx/txParamProcessor.ts +0 -225
  256. package/src/tx/types.ts +0 -117
  257. package/src/tx/utils.ts +0 -133
  258. package/src/tx/whileValidTxSender.ts +0 -377
  259. package/src/types.ts +0 -2575
  260. package/src/user.ts +0 -5316
  261. package/src/userConfig.ts +0 -38
  262. package/src/userMap/PollingSubscription.ts +0 -61
  263. package/src/userMap/WebsocketSubscription.ts +0 -93
  264. package/src/userMap/grpcSubscription.ts +0 -93
  265. package/src/userMap/referrerMap.ts +0 -360
  266. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  267. package/src/userMap/userMap.ts +0 -784
  268. package/src/userMap/userMapConfig.ts +0 -82
  269. package/src/userMap/userStatsMap.ts +0 -393
  270. package/src/userName.ts +0 -37
  271. package/src/userStats.ts +0 -159
  272. package/src/userStatsConfig.ts +0 -35
  273. package/src/util/TransactionConfirmationManager.ts +0 -333
  274. package/src/util/chainClock.ts +0 -65
  275. package/src/util/computeUnits.ts +0 -101
  276. package/src/util/digest.ts +0 -33
  277. package/src/util/ed25519Utils.ts +0 -95
  278. package/src/util/promiseTimeout.ts +0 -23
  279. package/src/velocityClient.ts +0 -14802
  280. package/src/velocityClientConfig.ts +0 -119
  281. package/src/wallet.ts +0 -91
  282. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  283. package/tests/VelocityCore/decode.test.ts +0 -16
  284. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  285. package/tests/VelocityCore/instructions.test.ts +0 -46
  286. package/tests/VelocityCore/pdas.test.ts +0 -30
  287. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  288. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  289. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  290. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  291. package/tests/amm/test.ts +0 -2402
  292. package/tests/auctions/test.ts +0 -81
  293. package/tests/bn/test.ts +0 -355
  294. package/tests/builder/builderFee.test.ts +0 -42
  295. package/tests/ci/verifyConstants.ts +0 -393
  296. package/tests/decode/test.ts +0 -262
  297. package/tests/decode/userAccountBufferStrings.ts +0 -102
  298. package/tests/dlob/helpers.ts +0 -748
  299. package/tests/dlob/test.ts +0 -6969
  300. package/tests/dlob/tickSizeStandardization.ts +0 -545
  301. package/tests/events/parseLogsForCuUsage.ts +0 -139
  302. package/tests/exchangeStatus/test.ts +0 -45
  303. package/tests/insurance/test.ts +0 -40
  304. package/tests/liquidation/test.ts +0 -125
  305. package/tests/oracles/mmOracleGate.test.ts +0 -379
  306. package/tests/oracles/pythPegSnap.test.ts +0 -76
  307. package/tests/sdkParity/enumParity.test.ts +0 -84
  308. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  309. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  310. package/tests/spot/test.ts +0 -281
  311. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  312. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  313. package/tests/tx/priorityFeeCalculator.ts +0 -77
  314. package/tests/tx/priorityFeeStrategy.ts +0 -95
  315. package/tests/user/bankruptcy.ts +0 -165
  316. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  317. package/tests/user/getMarginCalculation.ts +0 -586
  318. package/tests/user/helpers.ts +0 -184
  319. package/tests/user/liquidations.ts +0 -129
  320. package/tests/user/marginCalculations.test.ts +0 -321
  321. package/tests/user/test.ts +0 -833
  322. package/tsconfig.browser.json +0 -18
  323. package/tsconfig.json +0 -36
@@ -1,184 +0,0 @@
1
- import { PublicKey } from '@solana/web3.js';
2
-
3
- import {
4
- BN,
5
- User,
6
- UserAccount,
7
- PerpMarketAccount,
8
- SpotMarketAccount,
9
- PRICE_PRECISION,
10
- OraclePriceData,
11
- SpotPosition,
12
- SpotBalanceType,
13
- Order,
14
- OrderStatus,
15
- MarketType,
16
- OrderType,
17
- PositionDirection,
18
- OrderTriggerCondition,
19
- ZERO,
20
- MMOraclePriceData,
21
- } from '../../src';
22
-
23
- import { MockUserMap, mockPerpPosition } from '../dlob/helpers';
24
-
25
- export const mockOrder: Order = {
26
- status: OrderStatus.INIT,
27
- orderType: OrderType.MARKET,
28
- marketType: MarketType.PERP,
29
- slot: ZERO,
30
- orderId: 0,
31
- userOrderId: 0,
32
- marketIndex: 0,
33
- price: ZERO,
34
- baseAssetAmount: ZERO,
35
- baseAssetAmountFilled: ZERO,
36
- quoteAssetAmountFilled: ZERO,
37
- direction: PositionDirection.LONG,
38
- reduceOnly: false,
39
- triggerPrice: ZERO,
40
- triggerCondition: OrderTriggerCondition.ABOVE,
41
- existingPositionDirection: PositionDirection.LONG,
42
- postOnly: false,
43
- immediateOrCancel: false,
44
- oraclePriceOffset: ZERO,
45
- auctionDuration: 0,
46
- auctionStartPrice: ZERO,
47
- auctionEndPrice: ZERO,
48
- maxTs: ZERO,
49
- bitFlags: 0,
50
- postedSlotTail: 0,
51
- };
52
-
53
- export const mockSpotPosition: SpotPosition = {
54
- marketIndex: 0,
55
- balanceType: SpotBalanceType.DEPOSIT,
56
- scaledBalance: ZERO,
57
- openOrders: 0,
58
- openBids: ZERO,
59
- openAsks: ZERO,
60
- cumulativeDeposits: ZERO,
61
- };
62
-
63
- export const mockUserAccount: UserAccount = {
64
- authority: PublicKey.default,
65
- delegate: PublicKey.default,
66
- name: [1],
67
- subAccountId: 0,
68
- spotPositions: Array.from({ length: 8 }, function () {
69
- return Object.assign({}, mockSpotPosition);
70
- }),
71
- perpPositions: Array.from({ length: 8 }, function () {
72
- return Object.assign({}, mockPerpPosition);
73
- }),
74
- orders: Array.from({ length: 8 }, function () {
75
- return Object.assign({}, mockOrder);
76
- }),
77
- status: 0,
78
- nextLiquidationId: 0,
79
- nextOrderId: 0,
80
- maxMarginRatio: 0,
81
- settledPerpPnl: ZERO,
82
- totalDeposits: ZERO,
83
- totalWithdraws: ZERO,
84
- totalSocialLoss: ZERO,
85
- cumulativePerpFunding: ZERO,
86
- cumulativeSpotFees: ZERO,
87
- liquidationMarginFreed: ZERO,
88
- lastActiveSlot: ZERO,
89
- isMarginTradingEnabled: true,
90
- idle: false,
91
- openOrders: 0,
92
- hasOpenOrder: false,
93
- openAuctions: 0,
94
- hasOpenAuction: false,
95
- poolId: 0,
96
- specialUserStatus: 0,
97
- };
98
-
99
- export async function makeMockUser(
100
- myMockPerpMarkets: Array<PerpMarketAccount>,
101
- myMockSpotMarkets: Array<SpotMarketAccount>,
102
- myMockUserAccount: UserAccount,
103
- perpOraclePriceList: number[],
104
- spotOraclePriceList: number[]
105
- ): Promise<User> {
106
- const umap = new MockUserMap();
107
- const mockUser: User = await umap.mustGet('1');
108
- mockUser._isSubscribed = true;
109
- mockUser.velocityClient._isSubscribed = true;
110
- mockUser.velocityClient.accountSubscriber.isSubscribed = true;
111
- const getStateAccount = () =>
112
- ({
113
- data: {
114
- liquidationMarginBufferRatio: 1000,
115
- },
116
- slot: 0,
117
- }) as any;
118
- mockUser.velocityClient.getStateAccount = getStateAccount;
119
-
120
- const oraclePriceMap: Record<string, number> = {};
121
- for (let i = 0; i < myMockPerpMarkets.length; i++) {
122
- oraclePriceMap[myMockPerpMarkets[i].oracle.toString()] =
123
- perpOraclePriceList[i] ?? 1;
124
- }
125
- for (let i = 0; i < myMockSpotMarkets.length; i++) {
126
- oraclePriceMap[myMockSpotMarkets[i].oracle.toString()] =
127
- spotOraclePriceList[i] ?? 1;
128
- }
129
-
130
- function getMockUserAccount(): UserAccount {
131
- return myMockUserAccount;
132
- }
133
- function getMockPerpMarket(marketIndex: number): PerpMarketAccount {
134
- return myMockPerpMarkets[marketIndex];
135
- }
136
- function getMockSpotMarket(marketIndex: number): SpotMarketAccount {
137
- return myMockSpotMarkets[marketIndex];
138
- }
139
- function getMockOracle(oracleKey: PublicKey) {
140
- const data: OraclePriceData = {
141
- price: new BN(
142
- (oraclePriceMap[oracleKey.toString()] ?? 1) * PRICE_PRECISION.toNumber()
143
- ),
144
- slot: new BN(0),
145
- confidence: new BN(1),
146
- hasSufficientNumberOfDataPoints: true,
147
- };
148
- return { data, slot: 0 };
149
- }
150
- function getOracleDataForPerpMarket(marketIndex: number) {
151
- const oracle = getMockPerpMarket(marketIndex).oracle;
152
- return getMockOracle(oracle).data;
153
- }
154
- function getOracleDataForSpotMarket(marketIndex: number) {
155
- const oracle = getMockSpotMarket(marketIndex).oracle;
156
- return getMockOracle(oracle).data;
157
- }
158
-
159
- function getMMOracleDataForPerpMarket(
160
- marketIndex: number
161
- ): MMOraclePriceData {
162
- const oracle = getMockPerpMarket(marketIndex).oracle;
163
- return {
164
- price: getMockOracle(oracle).data.price,
165
- slot: getMockOracle(oracle).data.slot,
166
- confidence: getMockOracle(oracle).data.confidence,
167
- hasSufficientNumberOfDataPoints:
168
- getMockOracle(oracle).data.hasSufficientNumberOfDataPoints,
169
- isMMOracleActive: true,
170
- };
171
- }
172
-
173
- mockUser.getUserAccount = getMockUserAccount;
174
- mockUser.velocityClient.getPerpMarketAccount = getMockPerpMarket as any;
175
- mockUser.velocityClient.getSpotMarketAccount = getMockSpotMarket as any;
176
- mockUser.velocityClient.getOraclePriceDataAndSlot = getMockOracle as any;
177
- mockUser.velocityClient.getOracleDataForPerpMarket =
178
- getOracleDataForPerpMarket as any;
179
- mockUser.velocityClient.getOracleDataForSpotMarket =
180
- getOracleDataForSpotMarket as any;
181
- mockUser.velocityClient.getMMOracleDataForPerpMarket =
182
- getMMOracleDataForPerpMarket as any;
183
- return mockUser;
184
- }
@@ -1,129 +0,0 @@
1
- import { assert } from 'chai';
2
- import _ from 'lodash';
3
- import { SpotBalanceType, PositionFlag } from '../../src/types';
4
- import {
5
- BASE_PRECISION,
6
- QUOTE_PRECISION,
7
- SPOT_MARKET_BALANCE_PRECISION,
8
- } from '../../src/constants/numericConstants';
9
- import { BN } from '../../src';
10
- import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
11
- import {
12
- mockUserAccount as baseMockUserAccount,
13
- makeMockUser,
14
- } from './helpers';
15
-
16
- // Helper for easy async test creation
17
- async function makeUserWithAccount(
18
- account,
19
- perpOraclePrices: number[],
20
- spotOraclePrices: number[]
21
- ) {
22
- const user = await makeMockUser(
23
- _.cloneDeep(mockPerpMarkets),
24
- _.cloneDeep(mockSpotMarkets),
25
- account,
26
- perpOraclePrices,
27
- spotOraclePrices
28
- );
29
- return user;
30
- }
31
-
32
- describe('User.getLiquidationStatuses', () => {
33
- it('isolated account: healthy, then becomes liquidatable on IM', async () => {
34
- const isoAccount = _.cloneDeep(baseMockUserAccount);
35
-
36
- // put full isolated perp position in the first market (marketIndex 0 = KEN)
37
- isoAccount.perpPositions[0].baseAssetAmount = new BN(100).mul(
38
- BASE_PRECISION
39
- );
40
- isoAccount.perpPositions[0].quoteAssetAmount = new BN(100).mul(
41
- QUOTE_PRECISION
42
- );
43
- isoAccount.perpPositions[0].positionFlag = PositionFlag.IsolatedPosition;
44
- isoAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
45
- 1000
46
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
47
-
48
- // enough deposit for margin
49
- isoAccount.spotPositions[0].marketIndex = 0;
50
- isoAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
51
- isoAccount.spotPositions[0].scaledBalance = new BN(10000).mul(
52
- SPOT_MARKET_BALANCE_PRECISION
53
- );
54
-
55
- const user = await makeUserWithAccount(
56
- isoAccount,
57
- [100, 1, 1, 1, 1, 1, 1, 1],
58
- [1, 100, 1, 1, 1, 1, 1, 1]
59
- );
60
-
61
- let statuses = user.getLiquidationStatuses();
62
- // Isolated position is not liquidatable
63
- const cross1 = statuses.get('cross');
64
- const iso0_1 = statuses.get(0);
65
- assert.equal(iso0_1?.canBeLiquidated, false);
66
- assert.equal(cross1?.canBeLiquidated, false);
67
-
68
- // Lower spot deposit to make isolated margin not enough for IM (but still above MM)
69
- isoAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(1).mul(
70
- SPOT_MARKET_BALANCE_PRECISION
71
- );
72
-
73
- const underfundedUser = await makeUserWithAccount(
74
- isoAccount,
75
- [100, 1, 1, 1, 1, 1, 1, 1],
76
- [1, 100, 1, 1, 1, 1, 1, 1]
77
- );
78
-
79
- statuses = underfundedUser.getLiquidationStatuses();
80
- const cross2 = statuses.get('cross');
81
- const iso0_2 = statuses.get(0);
82
- assert.equal(iso0_2?.canBeLiquidated, true);
83
- assert.equal(cross2?.canBeLiquidated, false);
84
- });
85
-
86
- it('isolated position becomes fully bankrupt (both margin requirements breached)', async () => {
87
- const bankruptAccount = _.cloneDeep(baseMockUserAccount);
88
-
89
- bankruptAccount.perpPositions[0].baseAssetAmount = new BN(100).mul(
90
- BASE_PRECISION
91
- );
92
- bankruptAccount.perpPositions[0].quoteAssetAmount = new BN(-14000).mul(
93
- QUOTE_PRECISION
94
- );
95
- bankruptAccount.perpPositions[0].positionFlag =
96
- PositionFlag.IsolatedPosition;
97
- bankruptAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
98
- 100
99
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
100
-
101
- bankruptAccount.spotPositions[0].marketIndex = 0;
102
- bankruptAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
103
- bankruptAccount.spotPositions[0].scaledBalance = new BN(1000).mul(
104
- SPOT_MARKET_BALANCE_PRECISION
105
- );
106
-
107
- const user = await makeUserWithAccount(
108
- bankruptAccount,
109
- [100, 1, 1, 1, 1, 1, 1, 1],
110
- [1, 100, 1, 1, 1, 1, 1, 1]
111
- );
112
-
113
- const statuses = user.getLiquidationStatuses();
114
- const cross = statuses.get('cross');
115
- const iso0 = statuses.get(0);
116
- assert.equal(
117
- iso0?.canBeLiquidated,
118
- true,
119
- 'isolated position 0 should be liquidatable'
120
- );
121
- // Breaches maintenance requirement if MR > total collateral
122
- assert.ok(iso0 && iso0.marginRequirement.gt(iso0.totalCollateral));
123
- assert.equal(
124
- cross?.canBeLiquidated,
125
- false,
126
- 'cross margin should not be liquidatable'
127
- );
128
- });
129
- });
@@ -1,321 +0,0 @@
1
- import {
2
- BN,
3
- BASE_PRECISION,
4
- QUOTE_PRECISION,
5
- SPOT_MARKET_BALANCE_PRECISION,
6
- PositionFlag,
7
- SpotBalanceType,
8
- ZERO,
9
- } from '../../src';
10
- import { assert } from '../../src/assert/assert';
11
- import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
12
- import {
13
- mockUserAccount,
14
- makeMockUser as makeMockUserFromHelpers,
15
- } from './helpers';
16
- import * as _ from 'lodash';
17
-
18
- const DEFAULT_ORACLES = [1, 1, 1, 1, 1, 1, 1, 1];
19
-
20
- describe('User margin calculations', () => {
21
- describe('cross collateral', () => {
22
- it('getTotalCollateral for USDC-only account matches expected value', async () => {
23
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
24
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
25
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
26
-
27
- myMockUserAccount.spotPositions[0].marketIndex = 0;
28
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
29
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(10_000).mul(
30
- SPOT_MARKET_BALANCE_PRECISION
31
- );
32
-
33
- const mockUser = await makeMockUserFromHelpers(
34
- myMockPerpMarkets,
35
- myMockSpotMarkets,
36
- myMockUserAccount,
37
- DEFAULT_ORACLES,
38
- DEFAULT_ORACLES
39
- );
40
-
41
- const expectedValue = new BN(10_000).mul(QUOTE_PRECISION);
42
- assert(mockUser.getTotalCollateral('Initial').eq(expectedValue));
43
- assert(mockUser.getTotalCollateral('Maintenance').eq(expectedValue));
44
- });
45
-
46
- it('getInitialMarginRequirement is greater than or equal to maintenance', async () => {
47
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
48
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
49
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
50
-
51
- myMockUserAccount.spotPositions[0].marketIndex = 0;
52
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
53
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
54
- SPOT_MARKET_BALANCE_PRECISION
55
- );
56
-
57
- myMockUserAccount.perpPositions[0].marketIndex = 0;
58
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
59
- myMockUserAccount.perpPositions[0].quoteAssetAmount =
60
- QUOTE_PRECISION.neg();
61
- myMockUserAccount.perpPositions[0].quoteEntryAmount =
62
- QUOTE_PRECISION.neg();
63
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
64
- QUOTE_PRECISION.neg();
65
-
66
- const mockUser = await makeMockUserFromHelpers(
67
- myMockPerpMarkets,
68
- myMockSpotMarkets,
69
- myMockUserAccount,
70
- DEFAULT_ORACLES,
71
- DEFAULT_ORACLES
72
- );
73
-
74
- const initialMarginRequirement = mockUser.getInitialMarginRequirement();
75
- const maintenanceMarginRequirement =
76
- mockUser.getMaintenanceMarginRequirement();
77
- assert(initialMarginRequirement.gte(maintenanceMarginRequirement));
78
- assert(maintenanceMarginRequirement.gt(ZERO));
79
- });
80
-
81
- it('getFreeCollateral is positive for solvent cross account', async () => {
82
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
83
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
84
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
85
-
86
- myMockUserAccount.spotPositions[0].marketIndex = 0;
87
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
88
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(10_000).mul(
89
- SPOT_MARKET_BALANCE_PRECISION
90
- );
91
-
92
- const mockUser = await makeMockUserFromHelpers(
93
- myMockPerpMarkets,
94
- myMockSpotMarkets,
95
- myMockUserAccount,
96
- DEFAULT_ORACLES,
97
- DEFAULT_ORACLES
98
- );
99
-
100
- assert(mockUser.getFreeCollateral('Initial').gt(ZERO));
101
- });
102
-
103
- it('getFreeCollateral is zero for undercollateralized account', async () => {
104
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
105
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
106
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
107
-
108
- myMockUserAccount.perpPositions[0].marketIndex = 0;
109
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(20).mul(
110
- BASE_PRECISION
111
- );
112
- myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
113
- .mul(QUOTE_PRECISION)
114
- .neg();
115
-
116
- const mockUser = await makeMockUserFromHelpers(
117
- myMockPerpMarkets,
118
- myMockSpotMarkets,
119
- myMockUserAccount,
120
- DEFAULT_ORACLES,
121
- DEFAULT_ORACLES
122
- );
123
-
124
- assert(mockUser.getFreeCollateral('Initial').eq(ZERO));
125
- });
126
- });
127
-
128
- describe('isolated collateral', () => {
129
- it('cross total collateral excludes isolated deposits', async () => {
130
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
131
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
132
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
133
-
134
- myMockUserAccount.spotPositions[0].marketIndex = 0;
135
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
136
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
137
- SPOT_MARKET_BALANCE_PRECISION
138
- );
139
-
140
- myMockUserAccount.perpPositions[0].marketIndex = 0;
141
- myMockUserAccount.perpPositions[0].positionFlag =
142
- PositionFlag.IsolatedPosition;
143
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
144
- myMockUserAccount.perpPositions[0].quoteAssetAmount =
145
- QUOTE_PRECISION.neg();
146
- myMockUserAccount.perpPositions[0].quoteEntryAmount =
147
- QUOTE_PRECISION.neg();
148
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
149
- QUOTE_PRECISION.neg();
150
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
151
- 100
152
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
153
-
154
- const mockUser = await makeMockUserFromHelpers(
155
- myMockPerpMarkets,
156
- myMockSpotMarkets,
157
- myMockUserAccount,
158
- DEFAULT_ORACLES,
159
- DEFAULT_ORACLES
160
- );
161
-
162
- const crossTotalCollateral = mockUser.getTotalCollateral('Initial');
163
- assert(crossTotalCollateral.eq(new BN(200).mul(QUOTE_PRECISION)));
164
- });
165
-
166
- it('getTotalCollateral with perpMarketIndex returns isolated collateral bucket', async () => {
167
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
168
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
169
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
170
-
171
- myMockUserAccount.perpPositions[0].marketIndex = 0;
172
- myMockUserAccount.perpPositions[0].positionFlag =
173
- PositionFlag.IsolatedPosition;
174
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
175
- myMockUserAccount.perpPositions[0].quoteAssetAmount =
176
- QUOTE_PRECISION.neg();
177
- myMockUserAccount.perpPositions[0].quoteEntryAmount =
178
- QUOTE_PRECISION.neg();
179
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
180
- QUOTE_PRECISION.neg();
181
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
182
- 100
183
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
184
-
185
- const mockUser = await makeMockUserFromHelpers(
186
- myMockPerpMarkets,
187
- myMockSpotMarkets,
188
- myMockUserAccount,
189
- DEFAULT_ORACLES,
190
- DEFAULT_ORACLES
191
- );
192
-
193
- const isolatedCollateral = mockUser.getTotalCollateral(
194
- 'Maintenance',
195
- false,
196
- true,
197
- undefined,
198
- 0
199
- );
200
- assert(isolatedCollateral.eq(new BN(100).mul(QUOTE_PRECISION)));
201
- });
202
-
203
- it('getFreeCollateral with perpMarketIndex reads isolated free collateral', async () => {
204
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
205
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
206
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
207
-
208
- myMockUserAccount.perpPositions[0].marketIndex = 0;
209
- myMockUserAccount.perpPositions[0].positionFlag =
210
- PositionFlag.IsolatedPosition;
211
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
212
- myMockUserAccount.perpPositions[0].quoteAssetAmount =
213
- QUOTE_PRECISION.neg();
214
- myMockUserAccount.perpPositions[0].quoteEntryAmount =
215
- QUOTE_PRECISION.neg();
216
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
217
- QUOTE_PRECISION.neg();
218
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
219
- 100
220
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
221
-
222
- const mockUser = await makeMockUserFromHelpers(
223
- myMockPerpMarkets,
224
- myMockSpotMarkets,
225
- myMockUserAccount,
226
- DEFAULT_ORACLES,
227
- DEFAULT_ORACLES
228
- );
229
-
230
- assert(mockUser.getFreeCollateral('Initial', 0).gt(ZERO));
231
- assert(mockUser.getFreeCollateral('Initial', 5).eq(ZERO));
232
- });
233
- });
234
-
235
- describe('liquidationPrice', () => {
236
- it('cross liquidationPrice returns a valid value for active position', async () => {
237
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
238
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
239
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
240
- myMockPerpMarkets[0].orderStepSize = BASE_PRECISION;
241
-
242
- myMockUserAccount.spotPositions[0].marketIndex = 0;
243
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
244
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(2).mul(
245
- SPOT_MARKET_BALANCE_PRECISION
246
- );
247
-
248
- myMockUserAccount.perpPositions[0].marketIndex = 0;
249
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10).mul(
250
- BASE_PRECISION
251
- );
252
- myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
253
- .mul(QUOTE_PRECISION)
254
- .neg();
255
- myMockUserAccount.perpPositions[0].quoteEntryAmount = new BN(10)
256
- .mul(QUOTE_PRECISION)
257
- .neg();
258
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount = new BN(10)
259
- .mul(QUOTE_PRECISION)
260
- .neg();
261
-
262
- const mockUser = await makeMockUserFromHelpers(
263
- myMockPerpMarkets,
264
- myMockSpotMarkets,
265
- myMockUserAccount,
266
- DEFAULT_ORACLES,
267
- DEFAULT_ORACLES
268
- );
269
-
270
- const liqPrice = mockUser.liquidationPrice(0);
271
- assert(liqPrice.gte(ZERO));
272
- assert(!liqPrice.eq(new BN(-1)));
273
- });
274
-
275
- it('isolated liquidationPrice returns a valid value for isolated position', async () => {
276
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
277
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
278
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
279
- myMockPerpMarkets[0].orderStepSize = BASE_PRECISION;
280
-
281
- myMockUserAccount.perpPositions[0].marketIndex = 0;
282
- myMockUserAccount.perpPositions[0].positionFlag =
283
- PositionFlag.IsolatedPosition;
284
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10).mul(
285
- BASE_PRECISION
286
- );
287
- myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
288
- .mul(QUOTE_PRECISION)
289
- .neg();
290
- myMockUserAccount.perpPositions[0].quoteEntryAmount = new BN(10)
291
- .mul(QUOTE_PRECISION)
292
- .neg();
293
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount = new BN(10)
294
- .mul(QUOTE_PRECISION)
295
- .neg();
296
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
297
- 2
298
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
299
-
300
- const mockUser = await makeMockUserFromHelpers(
301
- myMockPerpMarkets,
302
- myMockSpotMarkets,
303
- myMockUserAccount,
304
- DEFAULT_ORACLES,
305
- DEFAULT_ORACLES
306
- );
307
-
308
- const liqPrice = mockUser.liquidationPrice(
309
- 0,
310
- ZERO,
311
- ZERO,
312
- 'Maintenance',
313
- false,
314
- ZERO,
315
- 'Isolated'
316
- );
317
- assert(liqPrice.gte(ZERO));
318
- assert(!liqPrice.eq(new BN(-1)));
319
- });
320
- });
321
- });