@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
@@ -1,833 +0,0 @@
1
- import {
2
- BN,
3
- ZERO,
4
- User,
5
- UserAccount,
6
- PublicKey,
7
- PerpMarketAccount,
8
- SpotMarketAccount,
9
- PRICE_PRECISION,
10
- OraclePriceData,
11
- MMOraclePriceData,
12
- BASE_PRECISION,
13
- QUOTE_PRECISION,
14
- calculatePositionPNL,
15
- SPOT_MARKET_BALANCE_PRECISION,
16
- getWorstCaseTokenAmounts,
17
- StrictOraclePrice,
18
- LAMPORTS_PRECISION,
19
- SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
20
- SpotBalanceType,
21
- MARGIN_PRECISION,
22
- getSpotAssetValue,
23
- } from '../../src';
24
- import { MockUserMap, mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
25
- import { assert } from '../../src/assert/assert';
26
- import {
27
- mockUserAccount,
28
- makeMockUser as makeMockUserFromHelpers,
29
- } from './helpers';
30
- import * as _ from 'lodash';
31
-
32
- async function makeMockUser(
33
- myMockPerpMarkets,
34
- myMockSpotMarkets,
35
- myMockUserAccount,
36
- perpOraclePriceList,
37
- spotOraclePriceList
38
- ): Promise<User> {
39
- const umap = new MockUserMap();
40
- const mockUser: User = await umap.mustGet('1');
41
- mockUser._isSubscribed = true;
42
- mockUser.velocityClient._isSubscribed = true;
43
- mockUser.velocityClient.accountSubscriber.isSubscribed = true;
44
-
45
- const oraclePriceMap = {};
46
- // console.log(perpOraclePriceList, myMockPerpMarkets.length);
47
- // console.log(spotOraclePriceList, myMockSpotMarkets.length);
48
-
49
- for (let i = 0; i < myMockPerpMarkets.length; i++) {
50
- oraclePriceMap[myMockPerpMarkets[i].oracle.toString()] =
51
- perpOraclePriceList[i];
52
- }
53
- for (let i = 0; i < myMockSpotMarkets.length; i++) {
54
- oraclePriceMap[myMockSpotMarkets[i].oracle.toString()] =
55
- spotOraclePriceList[i];
56
- }
57
- // console.log('oraclePriceMap:', oraclePriceMap);
58
-
59
- function getMockUserAccount(): UserAccount {
60
- return myMockUserAccount;
61
- }
62
- function getMockPerpMarket(marketIndex): PerpMarketAccount {
63
- return myMockPerpMarkets[marketIndex];
64
- }
65
- function getMockSpotMarket(marketIndex): SpotMarketAccount {
66
- return myMockSpotMarkets[marketIndex];
67
- }
68
- function getMockOracle(oracleKey: PublicKey) {
69
- // console.log('oracleKey.toString():', oracleKey.toString());
70
- // console.log(
71
- // 'oraclePriceMap[oracleKey.toString()]:',
72
- // oraclePriceMap[oracleKey.toString()]
73
- // );
74
-
75
- const QUOTE_ORACLE_PRICE_DATA: OraclePriceData = {
76
- price: new BN(
77
- oraclePriceMap[oracleKey.toString()] * PRICE_PRECISION.toNumber()
78
- ),
79
- slot: new BN(0),
80
- confidence: new BN(1),
81
- hasSufficientNumberOfDataPoints: true,
82
- };
83
-
84
- return {
85
- data: QUOTE_ORACLE_PRICE_DATA,
86
- slot: 0,
87
- };
88
- }
89
-
90
- function getOracleDataForPerpMarket(marketIndex) {
91
- const oracle = getMockPerpMarket(marketIndex).oracle;
92
- return getMockOracle(oracle).data;
93
- }
94
-
95
- function getOracleDataForSpotMarket(marketIndex) {
96
- const oracle = getMockSpotMarket(marketIndex).oracle;
97
- return getMockOracle(oracle).data;
98
- }
99
-
100
- function getMMOracleDataForPerpMarket(
101
- marketIndex: number
102
- ): MMOraclePriceData {
103
- const oracle = getMockPerpMarket(marketIndex).oracle;
104
- return getMockOracle(oracle).data as unknown as MMOraclePriceData;
105
- }
106
-
107
- mockUser.getUserAccount = getMockUserAccount;
108
- mockUser.velocityClient.getPerpMarketAccount = getMockPerpMarket;
109
- mockUser.velocityClient.getSpotMarketAccount = getMockSpotMarket;
110
- mockUser.velocityClient.getOraclePriceDataAndSlot = getMockOracle;
111
- mockUser.velocityClient.getOracleDataForPerpMarket =
112
- getOracleDataForPerpMarket;
113
- mockUser.velocityClient.getOracleDataForSpotMarket =
114
- getOracleDataForSpotMarket;
115
- mockUser.velocityClient.getMMOracleDataForPerpMarket =
116
- getMMOracleDataForPerpMarket;
117
- return mockUser;
118
- }
119
-
120
- describe('User Tests', () => {
121
- it('empty user account', async () => {
122
- console.log(mockSpotMarkets[0]);
123
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
124
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
125
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
126
- console.log(
127
- 'spot cumulativeDepositInterest:',
128
- mockSpotMarkets[0].cumulativeDepositInterest.toString()
129
- );
130
- const mockUser: User = await makeMockUser(
131
- myMockPerpMarkets,
132
- myMockSpotMarkets,
133
- myMockUserAccount,
134
- [1, 1, 1, 1, 1, 1, 1, 1],
135
- [1, 1, 1, 1, 1, 1, 1, 1]
136
- );
137
- const uA = mockUser.getUserAccount();
138
- assert(uA.idle == false);
139
- console.log(
140
- 'spot cumulativeDepositInterest:',
141
- myMockSpotMarkets[0].cumulativeDepositInterest.toString()
142
- );
143
- assert(mockUser.getFreeCollateral().eq(ZERO));
144
-
145
- console.log(mockUser.getHealth());
146
- assert(mockUser.getHealth() == 100);
147
-
148
- console.log(mockUser.getMaxLeverageForPerp(0));
149
- assert(mockUser.getMaxLeverageForPerp(0).eq(ZERO));
150
- });
151
-
152
- it('user account unsettled pnl', async () => {
153
- // no collateral, but positive upnl no liability
154
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
155
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
156
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
157
-
158
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(
159
- 0 * BASE_PRECISION.toNumber()
160
- );
161
- myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(
162
- 10 * QUOTE_PRECISION.toNumber()
163
- );
164
- assert(
165
- myMockUserAccount.perpPositions[0].quoteAssetAmount.eq(new BN('10000000'))
166
- ); // $10
167
-
168
- const mockUser: User = await makeMockUser(
169
- myMockPerpMarkets,
170
- myMockSpotMarkets,
171
- myMockUserAccount,
172
- [1, 1, 1, 1, 1, 1, 1, 1],
173
- [1, 1, 1, 1, 1, 1, 1, 1]
174
- );
175
- const uA = mockUser.getUserAccount();
176
- assert(uA.idle == false);
177
- const activePerps = mockUser.getActivePerpPositions();
178
- assert(activePerps.length == 1);
179
- assert(uA.perpPositions[0].quoteAssetAmount.eq(new BN('10000000'))); // $10
180
- assert(mockUser.getFreeCollateral().eq(ZERO));
181
-
182
- const quotePrice =
183
- mockUser.velocityClient.getOracleDataForSpotMarket(0).price;
184
- console.log('quotePrice:', quotePrice.toString());
185
- assert(quotePrice.eq(new BN('1000000')));
186
- const pnl1 = calculatePositionPNL(
187
- myMockPerpMarkets[0],
188
- activePerps[0],
189
- false,
190
- mockUser.velocityClient.getOracleDataForPerpMarket(0)
191
- );
192
- console.log('pnl1:', pnl1.toString());
193
- assert(pnl1.eq(new BN('10000000')));
194
-
195
- const upnl = mockUser.getUnrealizedPNL(false, undefined, undefined, false);
196
- console.log('upnl:', upnl.toString());
197
- assert(upnl.eq(new BN('10000000'))); // $10
198
-
199
- const liqResult = mockUser.canBeLiquidated();
200
- console.log(liqResult);
201
- assert(liqResult.canBeLiquidated == false);
202
- assert(liqResult.marginRequirement.eq(ZERO));
203
- assert(liqResult.totalCollateral.eq(ZERO));
204
-
205
- console.log(mockUser.getHealth());
206
- assert(mockUser.getHealth() == 100);
207
-
208
- console.log(mockUser.getMaxLeverageForPerp(0));
209
- assert(mockUser.getMaxLeverageForPerp(0).eq(ZERO));
210
- });
211
-
212
- it('liquidatable long user account', async () => {
213
- // no collateral, but positive upnl w/ liability
214
-
215
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
216
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
217
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
218
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(
219
- 20 * BASE_PRECISION.toNumber()
220
- );
221
- myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(
222
- -10 * QUOTE_PRECISION.toNumber()
223
- );
224
-
225
- const mockUser: User = await makeMockUser(
226
- myMockPerpMarkets,
227
- myMockSpotMarkets,
228
- myMockUserAccount,
229
- [1, 1, 1, 1, 1, 1, 1, 1],
230
- [1, 1, 1, 1, 1, 1, 1, 1]
231
- );
232
- const uA = mockUser.getUserAccount();
233
- assert(uA.idle == false);
234
-
235
- assert(mockUser.getFreeCollateral().eq(ZERO));
236
- const upnl = mockUser.getUnrealizedPNL(true, 0, undefined, false);
237
- console.log('upnl:', upnl.toString());
238
- assert(upnl.eq(new BN('10000000'))); // $10
239
-
240
- const liqResult = mockUser.canBeLiquidated();
241
- console.log(liqResult);
242
- assert(liqResult.canBeLiquidated == true);
243
- assert(liqResult.marginRequirement.eq(new BN('2000000'))); //10x maint leverage
244
- assert(liqResult.totalCollateral.eq(ZERO));
245
-
246
- console.log(mockUser.getHealth());
247
- assert(mockUser.getHealth() == 0);
248
-
249
- console.log(mockUser.getMaxLeverageForPerp(0));
250
- assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('20000')));
251
- });
252
-
253
- it('large usdc user account', async () => {
254
- // no collateral, but positive upnl w/ liability
255
-
256
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
257
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
258
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
259
-
260
- myMockPerpMarkets[0].imfFactor = 550;
261
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(
262
- 10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
263
- ); //10k
264
-
265
- const mockUser: User = await makeMockUser(
266
- myMockPerpMarkets,
267
- myMockSpotMarkets,
268
- myMockUserAccount,
269
- [1, 1, 1, 1, 1, 1, 1, 1],
270
- [1, 1, 1, 1, 1, 1, 1, 1]
271
- );
272
- const uA = mockUser.getUserAccount();
273
- assert(uA.idle == false);
274
-
275
- assert(uA.perpPositions[0].baseAssetAmount.eq(ZERO));
276
- assert(uA.perpPositions[0].quoteAssetAmount.eq(ZERO));
277
- assert(mockUser.getActivePerpPositions().length == 0);
278
-
279
- assert(
280
- uA.spotPositions[0].scaledBalance.eq(
281
- new BN(10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber())
282
- )
283
- );
284
- for (let i = 1; i < 8; i++) {
285
- assert(uA.spotPositions[i].scaledBalance.eq(ZERO));
286
- }
287
- console.log(
288
- 'mockUser.getTokenAmount():',
289
- mockUser.getTokenAmount(0).toString()
290
- );
291
- console.log(
292
- 'spot cumulativeDepositInterest:',
293
- mockSpotMarkets[0].cumulativeDepositInterest.toString()
294
- );
295
- const expectedAmount = new BN('10000000000');
296
- assert(mockUser.getTokenAmount(0).eq(expectedAmount));
297
- assert(mockUser.getNetSpotMarketValue().eq(expectedAmount));
298
- assert(
299
- mockUser
300
- .getSpotMarketAssetAndLiabilityValue()
301
- .totalLiabilityValue.eq(ZERO)
302
- );
303
-
304
- assert(mockUser.getFreeCollateral().gt(ZERO));
305
- const upnl = mockUser.getUnrealizedPNL(true, 0, undefined, false);
306
- console.log('upnl:', upnl.toString());
307
- assert(upnl.eq(new BN('0'))); // $10
308
-
309
- const liqResult = mockUser.canBeLiquidated();
310
- console.log(liqResult);
311
- assert(liqResult.canBeLiquidated == false);
312
- assert(liqResult.marginRequirement.eq(new BN('0'))); //10x maint leverage
313
- assert(liqResult.totalCollateral.eq(expectedAmount));
314
-
315
- console.log(mockUser.getHealth());
316
- assert(mockUser.getHealth() == 100);
317
-
318
- console.log(
319
- 'getMaxLeverageForPerp:',
320
- mockUser.getMaxLeverageForPerp(0).toString()
321
- );
322
- assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('37358'))); // ~3.7x
323
- assert(
324
- mockUser.getMaxLeverageForPerp(0, 'Maintenance').eq(new BN('37358'))
325
- ); // same (marginCategory unused)
326
- });
327
-
328
- it('worst case token amount', async () => {
329
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
330
-
331
- const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
332
- initialAssetWeight: 8000,
333
- initialLiabilityWeight: 12000,
334
- cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
335
- cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
336
- });
337
-
338
- const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(100));
339
-
340
- let spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
341
- marketIndex: 1,
342
- openBids: new BN(100).mul(LAMPORTS_PRECISION),
343
- });
344
-
345
- let worstCase = getWorstCaseTokenAmounts(
346
- spotPosition,
347
- solMarket,
348
- strictOraclePrice,
349
- 'Initial'
350
- );
351
-
352
- assert(worstCase.tokenAmount.eq(new BN(100).mul(LAMPORTS_PRECISION))); // 100
353
- assert(worstCase.tokenValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
354
- assert(worstCase.weightedTokenValue.eq(new BN(8000).mul(PRICE_PRECISION))); // $8k
355
- assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
356
- assert(
357
- worstCase.freeCollateralContribution.eq(
358
- new BN(-2000).mul(QUOTE_PRECISION)
359
- )
360
- ); // -$2k
361
-
362
- spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
363
- marketIndex: 1,
364
- scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
365
- openBids: new BN(100).mul(LAMPORTS_PRECISION),
366
- });
367
-
368
- worstCase = getWorstCaseTokenAmounts(
369
- spotPosition,
370
- solMarket,
371
- strictOraclePrice,
372
- 'Initial'
373
- );
374
-
375
- assert(worstCase.tokenAmount.eq(new BN(200).mul(LAMPORTS_PRECISION))); // 200
376
- assert(worstCase.tokenValue.eq(new BN(20000).mul(PRICE_PRECISION))); // $20k
377
- assert(worstCase.weightedTokenValue.eq(new BN(16000).mul(PRICE_PRECISION))); // $16k
378
- assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
379
- assert(
380
- worstCase.freeCollateralContribution.eq(new BN(6000).mul(QUOTE_PRECISION))
381
- ); // $6k
382
-
383
- spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
384
- marketIndex: 1,
385
- openAsks: new BN(-100).mul(LAMPORTS_PRECISION),
386
- });
387
-
388
- worstCase = getWorstCaseTokenAmounts(
389
- spotPosition,
390
- solMarket,
391
- strictOraclePrice,
392
- 'Initial'
393
- );
394
-
395
- assert(worstCase.tokenAmount.eq(new BN(-100).mul(LAMPORTS_PRECISION)));
396
- assert(worstCase.tokenValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
397
- assert(
398
- worstCase.weightedTokenValue.eq(new BN(-12000).mul(PRICE_PRECISION))
399
- ); // -$12k
400
- assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
401
- assert(
402
- worstCase.freeCollateralContribution.eq(
403
- new BN(-2000).mul(QUOTE_PRECISION)
404
- )
405
- ); // -$2k
406
-
407
- spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
408
- marketIndex: 1,
409
- balanceType: SpotBalanceType.BORROW,
410
- scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
411
- openAsks: new BN(-100).mul(LAMPORTS_PRECISION),
412
- });
413
-
414
- worstCase = getWorstCaseTokenAmounts(
415
- spotPosition,
416
- solMarket,
417
- strictOraclePrice,
418
- 'Initial'
419
- );
420
-
421
- assert(worstCase.tokenAmount.eq(new BN(-200).mul(LAMPORTS_PRECISION)));
422
- assert(worstCase.tokenValue.eq(new BN(-20000).mul(PRICE_PRECISION))); // -$20k
423
- assert(
424
- worstCase.weightedTokenValue.eq(new BN(-24000).mul(PRICE_PRECISION))
425
- ); // -$24k
426
- assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
427
- assert(
428
- worstCase.freeCollateralContribution.eq(
429
- new BN(-14000).mul(QUOTE_PRECISION)
430
- )
431
- ); // -$2k
432
- });
433
-
434
- it('custom margin ratio (sol spot)', async () => {
435
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
436
-
437
- const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
438
- initialAssetWeight: 8000,
439
- initialLiabilityWeight: 12000,
440
- cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
441
- cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
442
- });
443
-
444
- // $25
445
- const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(25));
446
-
447
- const spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
448
- marketIndex: 1,
449
- openBids: new BN(100).mul(LAMPORTS_PRECISION),
450
- });
451
-
452
- const worstCase = getWorstCaseTokenAmounts(
453
- spotPosition,
454
- solMarket,
455
- strictOraclePrice,
456
- 'Initial',
457
- myMockUserAccount.maxMarginRatio
458
- );
459
-
460
- console.log(worstCase);
461
- assert(worstCase.weight.eq(new BN(8000)));
462
-
463
- myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.toNumber(); // max 1x pls
464
-
465
- const worstCaseAfter = getWorstCaseTokenAmounts(
466
- spotPosition,
467
- solMarket,
468
- strictOraclePrice,
469
- 'Initial',
470
- myMockUserAccount.maxMarginRatio
471
- );
472
-
473
- console.log(worstCaseAfter);
474
- assert(worstCaseAfter.weight.eq(new BN(0))); // not allowed to increase exposure
475
-
476
- // customMarginRatio > SPOT weight precision must not throw (BN subn asserted non-negative)
477
- const depositOnlyNonQuote = Object.assign(
478
- {},
479
- myMockUserAccount.spotPositions[1],
480
- {
481
- marketIndex: 1,
482
- scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
483
- openBids: ZERO,
484
- openAsks: ZERO,
485
- }
486
- );
487
- for (const ratio of [
488
- MARGIN_PRECISION.toNumber() * 2,
489
- MARGIN_PRECISION.toNumber() * 10,
490
- 89478485,
491
- ]) {
492
- const wc = getWorstCaseTokenAmounts(
493
- depositOnlyNonQuote,
494
- solMarket,
495
- strictOraclePrice,
496
- 'Initial',
497
- ratio
498
- );
499
- assert(wc.weight.eq(new BN(0)));
500
- assert(wc.weightedTokenValue.eq(ZERO));
501
- }
502
- });
503
-
504
- it('getSpotAssetValue: large maxMarginRatio does not throw (matches getFreeCollateral path)', () => {
505
- const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
506
- marketIndex: 1,
507
- initialAssetWeight: 8000,
508
- initialLiabilityWeight: 12000,
509
- cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
510
- cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
511
- });
512
- const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(25));
513
- const tokenAmount = new BN(100).mul(LAMPORTS_PRECISION);
514
-
515
- for (const ratio of [MARGIN_PRECISION.toNumber() * 2, 89478485]) {
516
- const assetValue = getSpotAssetValue(
517
- tokenAmount,
518
- strictOraclePrice,
519
- solMarket,
520
- ratio,
521
- 'Initial'
522
- );
523
- assert(assetValue.eq(ZERO));
524
- }
525
- });
526
-
527
- it('custom margin ratio (sol perp)', async () => {
528
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
529
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
530
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
531
- // myMockPerpMarkets[0].imfFactor = 550;
532
- myMockPerpMarkets[0].marginRatioInitial = 2000; // 5x
533
- myMockPerpMarkets[0].marginRatioMaintenance = 1000; // 10x
534
-
535
- myMockSpotMarkets[0].initialAssetWeight = 1000;
536
- myMockSpotMarkets[0].initialLiabilityWeight = 1000;
537
-
538
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(
539
- 10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
540
- ); //10k
541
-
542
- const mockUser: User = await makeMockUser(
543
- myMockPerpMarkets,
544
- myMockSpotMarkets,
545
- myMockUserAccount,
546
- [1, 1, 1, 1, 1, 1, 1, 1],
547
- [1, 1, 1, 1, 1, 1, 1, 1]
548
- );
549
-
550
- assert(mockUser.getTokenAmount(0).eq(new BN('10000000000')));
551
- assert(mockUser.getNetSpotMarketValue().eq(new BN('10000000000')));
552
- assert(
553
- mockUser
554
- .getSpotMarketAssetAndLiabilityValue()
555
- .totalLiabilityValue.eq(ZERO)
556
- );
557
-
558
- assert(mockUser.getFreeCollateral().gt(ZERO));
559
-
560
- // quote-market asset weights are ignored in cross-margin calc (margin.rs
561
- // values market 0 at its raw strict token value), so $10k quote collateral
562
- // at marginRatioInitial 2000 (20%) allows exactly 5x
563
- let iLev = mockUser.getMaxLeverageForPerp(0, 'Initial').toNumber();
564
- let mLev = mockUser.getMaxLeverageForPerp(0, 'Maintenance').toNumber();
565
- console.log(iLev, mLev);
566
- assert(iLev == 50000);
567
- assert(mLev == 50000);
568
-
569
- myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.div(
570
- new BN(2)
571
- ).toNumber(); // 2x max pls
572
-
573
- const mockUser2: User = await makeMockUser(
574
- myMockPerpMarkets,
575
- myMockSpotMarkets,
576
- myMockUserAccount,
577
- [1, 1, 1, 1, 1, 1, 1, 1],
578
- [1, 1, 1, 1, 1, 1, 1, 1]
579
- );
580
- iLev = mockUser2.getMaxLeverageForPerp(0, 'Initial').toNumber();
581
- mLev = mockUser2.getMaxLeverageForPerp(0, 'Maintenance').toNumber();
582
- console.log(iLev, mLev);
583
-
584
- // maxMarginRatio 50% caps leverage at 2x
585
- assert(iLev == 20000);
586
- assert(mLev == 20000);
587
- });
588
-
589
- it('getTotalIsolatedPositionDeposits sums isolated USDC deposits', async () => {
590
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
591
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
592
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
593
-
594
- // Give perp position 0 an isolated deposit of 100 USDC
595
- // mockSpotMarkets[0] is USDC with cumulativeDepositInterest = SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION
596
- // so scaledBalance of 100 * SPOT_MARKET_BALANCE_PRECISION = 100 USDC token amount
597
- myMockUserAccount.perpPositions[0].marketIndex = 0;
598
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(1); // make position active
599
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
600
- 100
601
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
602
-
603
- // Give perp position 1 an isolated deposit of 50 USDC
604
- myMockUserAccount.perpPositions[1].marketIndex = 1;
605
- myMockUserAccount.perpPositions[1].baseAssetAmount = new BN(1);
606
- myMockUserAccount.perpPositions[1].isolatedPositionScaledBalance = new BN(
607
- 50
608
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
609
-
610
- const mockUser = await makeMockUserFromHelpers(
611
- myMockPerpMarkets,
612
- myMockSpotMarkets,
613
- myMockUserAccount,
614
- [1, 1, 1, 1, 1, 1, 1, 1],
615
- [1, 1, 1, 1, 1, 1, 1, 1]
616
- );
617
-
618
- const totalIsolatedDeposits = mockUser.getTotalIsolatedPositionDeposits();
619
- // 150 USDC = 150 * QUOTE_PRECISION
620
- assert(totalIsolatedDeposits.eq(new BN(150).mul(QUOTE_PRECISION)));
621
- });
622
-
623
- it('getTotalIsolatedPositionDeposits applies oracle price for depeg', async () => {
624
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
625
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
626
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
627
-
628
- // Give spot market 0 (USDC) a unique oracle so it gets its own price
629
- // (all mock markets share PublicKey.default, causing oracle map overwrites)
630
- const usdcOracle = new PublicKey(
631
- 'Erq8cpkof3kitj7rkzKba3j1Hdib6gFFZ7QktwGpsa3w'
632
- );
633
- myMockSpotMarkets[0].oracle = usdcOracle;
634
-
635
- // 100 USDC isolated deposit on perp position 0
636
- myMockUserAccount.perpPositions[0].marketIndex = 0;
637
- myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(1);
638
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
639
- 100
640
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
641
-
642
- // Spot oracle price list: index 0 = USDC at $0.99 (depeg)
643
- const mockUser = await makeMockUserFromHelpers(
644
- myMockPerpMarkets,
645
- myMockSpotMarkets,
646
- myMockUserAccount,
647
- [1, 1, 1, 1, 1, 1, 1, 1],
648
- [0.99, 1, 1, 1, 1, 1, 1, 1]
649
- );
650
-
651
- const totalIsolatedDeposits = mockUser.getTotalIsolatedPositionDeposits();
652
- // 100 tokens * $0.99 = $99 = 99 * QUOTE_PRECISION
653
- assert(totalIsolatedDeposits.eq(new BN(99).mul(QUOTE_PRECISION)));
654
- });
655
-
656
- it('getNetUsdValue includes isolated position deposits', async () => {
657
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
658
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
659
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
660
-
661
- // 200 USDC cross-margin deposit in spot position 0 (USDC market)
662
- myMockUserAccount.spotPositions[0].marketIndex = 0;
663
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
664
- SPOT_MARKET_BALANCE_PRECISION
665
- );
666
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
667
-
668
- // 100 USDC isolated deposit on perp position 0
669
- myMockUserAccount.perpPositions[0].marketIndex = 0;
670
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION; // 1 unit long
671
- myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg(); // entered at $1, PnL=0
672
- myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg(); // entered at $1
673
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
674
- QUOTE_PRECISION.neg();
675
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
676
- 100
677
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
678
-
679
- const mockUser = await makeMockUserFromHelpers(
680
- myMockPerpMarkets,
681
- myMockSpotMarkets,
682
- myMockUserAccount,
683
- [1, 1, 1, 1, 1, 1, 1, 1],
684
- [1, 1, 1, 1, 1, 1, 1, 1]
685
- );
686
-
687
- const netUsdValue = mockUser.getNetUsdValue();
688
- // Cross spot: 200 USDC + Isolated deposit: 100 USDC + PnL: 0 = 300 USDC
689
- assert(netUsdValue.eq(new BN(300).mul(QUOTE_PRECISION)));
690
- });
691
-
692
- it('getTotalAssetValue includes isolated position deposits', async () => {
693
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
694
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
695
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
696
-
697
- // 200 USDC cross-margin deposit
698
- myMockUserAccount.spotPositions[0].marketIndex = 0;
699
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
700
- SPOT_MARKET_BALANCE_PRECISION
701
- );
702
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
703
-
704
- // 100 USDC isolated deposit on perp position 0
705
- myMockUserAccount.perpPositions[0].marketIndex = 0;
706
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
707
- myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg(); // PnL=0 at oracle $1
708
- myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
709
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
710
- QUOTE_PRECISION.neg();
711
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
712
- 100
713
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
714
-
715
- const mockUser = await makeMockUserFromHelpers(
716
- myMockPerpMarkets,
717
- myMockSpotMarkets,
718
- myMockUserAccount,
719
- [1, 1, 1, 1, 1, 1, 1, 1],
720
- [1, 1, 1, 1, 1, 1, 1, 1]
721
- );
722
-
723
- const totalAssetValue = mockUser.getTotalAssetValue();
724
- // Cross spot asset: 200 USDC + Isolated: 100 USDC + PnL: 0 = 300 USDC
725
- assert(totalAssetValue.eq(new BN(300).mul(QUOTE_PRECISION)));
726
- });
727
-
728
- it('getTotalAssetValue with Initial margin excludes isolated position deposits', async () => {
729
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
730
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
731
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
732
-
733
- // 200 USDC cross-margin deposit
734
- myMockUserAccount.spotPositions[0].marketIndex = 0;
735
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
736
- SPOT_MARKET_BALANCE_PRECISION
737
- );
738
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
739
-
740
- // 100 USDC isolated deposit on perp position 0
741
- myMockUserAccount.perpPositions[0].marketIndex = 0;
742
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
743
- myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg();
744
- myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
745
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
746
- QUOTE_PRECISION.neg();
747
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
748
- 100
749
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
750
-
751
- const mockUser = await makeMockUserFromHelpers(
752
- myMockPerpMarkets,
753
- myMockSpotMarkets,
754
- myMockUserAccount,
755
- [1, 1, 1, 1, 1, 1, 1, 1],
756
- [1, 1, 1, 1, 1, 1, 1, 1]
757
- );
758
-
759
- const totalAssetValue = mockUser.getTotalAssetValue('Initial');
760
- // Cross spot asset only: 200 USDC. Isolated collateral is handled separately.
761
- assert(totalAssetValue.eq(new BN(200).mul(QUOTE_PRECISION)));
762
- });
763
-
764
- it('getLeverageComponents aggregate path includes isolated deposits in spotAssetValue', async () => {
765
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
766
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
767
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
768
-
769
- // 200 USDC cross-margin deposit
770
- myMockUserAccount.spotPositions[0].marketIndex = 0;
771
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
772
- SPOT_MARKET_BALANCE_PRECISION
773
- );
774
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
775
-
776
- // 100 USDC isolated deposit on perp position 0 with 1 unit long at $1
777
- myMockUserAccount.perpPositions[0].marketIndex = 0;
778
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
779
- myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
780
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
781
- QUOTE_PRECISION.neg();
782
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
783
- 100
784
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
785
-
786
- const mockUser = await makeMockUserFromHelpers(
787
- myMockPerpMarkets,
788
- myMockSpotMarkets,
789
- myMockUserAccount,
790
- [1, 1, 1, 1, 1, 1, 1, 1],
791
- [1, 1, 1, 1, 1, 1, 1, 1]
792
- );
793
-
794
- const { spotAssetValue } = mockUser.getLeverageComponents();
795
- // Cross spot: 200 USDC + Isolated: 100 USDC = 300 USDC
796
- assert(spotAssetValue.eq(new BN(300).mul(QUOTE_PRECISION)));
797
- });
798
-
799
- it('getLeverageComponents with Initial margin excludes isolated deposits from aggregate spotAssetValue', async () => {
800
- const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
801
- const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
802
- const myMockUserAccount = _.cloneDeep(mockUserAccount);
803
-
804
- // 200 USDC cross-margin deposit
805
- myMockUserAccount.spotPositions[0].marketIndex = 0;
806
- myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
807
- SPOT_MARKET_BALANCE_PRECISION
808
- );
809
- myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
810
-
811
- // 100 USDC isolated deposit on perp position 0 with 1 unit long at $1
812
- myMockUserAccount.perpPositions[0].marketIndex = 0;
813
- myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
814
- myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
815
- myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
816
- QUOTE_PRECISION.neg();
817
- myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
818
- 100
819
- ).mul(SPOT_MARKET_BALANCE_PRECISION);
820
-
821
- const mockUser = await makeMockUserFromHelpers(
822
- myMockPerpMarkets,
823
- myMockSpotMarkets,
824
- myMockUserAccount,
825
- [1, 1, 1, 1, 1, 1, 1, 1],
826
- [1, 1, 1, 1, 1, 1, 1, 1]
827
- );
828
-
829
- const { spotAssetValue } = mockUser.getLeverageComponents(true, 'Initial');
830
- // Cross spot asset only: 200 USDC. Isolated collateral is handled separately.
831
- assert(spotAssetValue.eq(new BN(200).mul(QUOTE_PRECISION)));
832
- });
833
- });