@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
@@ -1,125 +0,0 @@
1
- import { parsePriceData } from '@pythnetwork/client';
2
- import { Connection, PublicKey } from '@solana/web3.js';
3
- import { OracleClient, OraclePriceData } from './types';
4
- import { BN } from '../isomorphic/anchor';
5
- import {
6
- ONE,
7
- PRICE_PRECISION,
8
- QUOTE_PRECISION,
9
- TEN,
10
- } from '../constants/numericConstants';
11
- import { getOracleAccountDataOrThrow } from './utils';
12
-
13
- /**
14
- * `OracleClient` for legacy (push-model) Pyth price accounts, decoded via `@pythnetwork/client`'s
15
- * `parsePriceData`. Backs the `pyth`, `pyth1K`, `pyth1M`, and `pythStableCoin` `OracleSource`
16
- * variants — the `pythPull`/`pyth1KPull`/`pyth1MPull`/`pythStableCoinPull` (Pyth pull-oracle)
17
- * variants have been removed from the SDK and throw in `getOracleClient`.
18
- */
19
- export class PythClient implements OracleClient {
20
- private connection: Connection;
21
- private multiple: BN;
22
- private stableCoin: boolean;
23
-
24
- /**
25
- * @param connection - RPC connection used to fetch oracle account data.
26
- * @param multiple - Divisor applied to the raw Pyth precision before rescaling to
27
- * PRICE_PRECISION; pass `1000`/`1000000` for the `pyth1K`/`pyth1M` source variants (feeds
28
- * quoted per 1,000 / 1,000,000 units of the underlying), or the default `ONE` (1) for a
29
- * standard per-unit feed.
30
- * @param stableCoin - When `true` (the `pythStableCoin` variant), snaps the decoded price to
31
- * exactly `QUOTE_PRECISION` (1.0) whenever it is within 5bps (or within `confidence` if
32
- * tighter) of peg — see `getStableCoinPrice`.
33
- */
34
- public constructor(
35
- connection: Connection,
36
- multiple = ONE,
37
- stableCoin = false
38
- ) {
39
- this.connection = connection;
40
- this.multiple = multiple;
41
- this.stableCoin = stableCoin;
42
- }
43
-
44
- /**
45
- * Fetches and decodes a Pyth price account's current price data.
46
- * @param pricePublicKey - The Pyth price account's address.
47
- * @returns The decoded, normalized price data.
48
- * @throws Error if the account does not exist.
49
- */
50
- public async getOraclePriceData(
51
- pricePublicKey: PublicKey
52
- ): Promise<OraclePriceData> {
53
- const data = await getOracleAccountDataOrThrow(
54
- this.connection,
55
- pricePublicKey,
56
- 'Pyth oracle'
57
- );
58
- return this.getOraclePriceDataFromBuffer(data);
59
- }
60
-
61
- /**
62
- * Decodes raw Pyth price account bytes into normalized `OraclePriceData`, rescaling from
63
- * Pyth's native exponent to PRICE_PRECISION (1e6) via `convertPythPrice`. `confidence` defaults
64
- * to 0 if the account has no confidence field (e.g. uninitialized), and `hasSufficientNumberOfDataPoints`
65
- * is `true` only when the number of active quoters is at least `min(numComponentPrices, 3)`.
66
- * @param buffer - Raw Pyth price account data.
67
- * @returns `price`, `confidence`, `twap`, `twapConfidence` (all PRICE_PRECISION 1e6), `slot`
68
- * (the price account's last update slot), and `hasSufficientNumberOfDataPoints`.
69
- */
70
- public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
71
- const priceData = parsePriceData(buffer);
72
- // `confidence` is absent on uninitialized/invalid price accounts. Base passed it
73
- // straight into convertPythPrice, where `undefined * 10**exponent` is `NaN` and
74
- // `new BN(NaN)` coerces to 0 — so base already yielded a zero-confidence price.
75
- // `?? 0` makes that explicit and type-checks, preserving the same result.
76
- const confidence = convertPythPrice(
77
- priceData.confidence ?? 0,
78
- priceData.exponent,
79
- this.multiple
80
- );
81
- const minPublishers = Math.min(priceData.numComponentPrices, 3);
82
- let price = convertPythPrice(
83
- priceData.aggregate.price,
84
- priceData.exponent,
85
- this.multiple
86
- );
87
- if (this.stableCoin) {
88
- price = getStableCoinPrice(price, confidence);
89
- }
90
-
91
- return {
92
- price,
93
- slot: new BN(priceData.lastSlot.toString()),
94
- confidence,
95
- twap: convertPythPrice(
96
- priceData.twap.value,
97
- priceData.exponent,
98
- this.multiple
99
- ),
100
- twapConfidence: convertPythPrice(
101
- priceData.twac.value,
102
- priceData.exponent,
103
- this.multiple
104
- ),
105
- hasSufficientNumberOfDataPoints: priceData.numQuoters >= minPublishers,
106
- };
107
- }
108
- }
109
-
110
- function convertPythPrice(price: number, exponent: number, multiple: BN): BN {
111
- exponent = Math.abs(exponent);
112
- const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
113
- return new BN(price * Math.pow(10, exponent))
114
- .mul(PRICE_PRECISION)
115
- .div(pythPrecision);
116
- }
117
-
118
- const fiveBPS = new BN(500);
119
- function getStableCoinPrice(price: BN, confidence: BN): BN {
120
- if (price.sub(QUOTE_PRECISION).abs().lte(BN.min(confidence, fiveBPS))) {
121
- return QUOTE_PRECISION;
122
- } else {
123
- return price;
124
- }
125
- }
@@ -1,141 +0,0 @@
1
- import { Connection, Keypair, PublicKey } from '@solana/web3.js';
2
- import { OracleClient, OraclePriceData } from './types';
3
- import { AnchorProvider, BN, Program } from '../isomorphic/anchor';
4
- import { Velocity } from '../idl/velocity';
5
- import { VelocityProgram } from '../config';
6
- import {
7
- ONE,
8
- PRICE_PRECISION,
9
- QUOTE_PRECISION,
10
- TEN,
11
- } from '../constants/numericConstants';
12
- import { Wallet } from '../wallet';
13
- import velocityIDL from '../idl/velocity.json';
14
- import { getOracleAccountDataOrThrow } from './utils';
15
-
16
- /**
17
- * `OracleClient` for `PythLazerOracle` accounts — Velocity's on-chain cache of a Pyth Lazer
18
- * push-update feed, decoded via the velocity program's own Anchor coder (Lazer has no dedicated
19
- * client account layout package, unlike legacy Pyth). Backs the `pythLazer`, `pythLazer1K`,
20
- * `pythLazer1M`, and `pythLazerStableCoin` `OracleSource` variants.
21
- */
22
- export class PythLazerClient implements OracleClient {
23
- private connection: Connection;
24
- private multiple: BN;
25
- private stableCoin: boolean;
26
- private program: VelocityProgram;
27
- readonly decodeFunc: (name: string, data: Buffer) => any;
28
-
29
- /**
30
- * @param connection - RPC connection used to fetch oracle account data; also used to spin up a
31
- * throwaway `AnchorProvider`/`Program` (with a fresh random keypair, never used to sign) purely
32
- * to get access to the IDL's `pythLazerOracle` account coder.
33
- * @param multiple - Divisor applied to the raw Lazer precision before rescaling to
34
- * PRICE_PRECISION; pass `1000`/`1000000` for the `pythLazer1K`/`pythLazer1M` source variants, or
35
- * the default `ONE` (1) for a standard per-unit feed.
36
- * @param stableCoin - When `true` (the `pythLazerStableCoin` variant), snaps the decoded price
37
- * to exactly `QUOTE_PRECISION` (1.0) whenever it is within 5bps (or within `confidence` if
38
- * tighter) of peg — see `getStableCoinPrice`.
39
- */
40
- public constructor(
41
- connection: Connection,
42
- multiple = ONE,
43
- stableCoin = false
44
- ) {
45
- this.connection = connection;
46
- this.multiple = multiple;
47
- this.stableCoin = stableCoin;
48
- const provider = new AnchorProvider(
49
- this.connection,
50
- //@ts-ignore
51
- new Wallet(new Keypair()),
52
- {
53
- commitment: connection.commitment,
54
- }
55
- );
56
- this.program = new Program<Velocity>(velocityIDL as Velocity, provider);
57
- this.decodeFunc = (
58
- this.program.account as any
59
- ).pythLazerOracle.coder.accounts.decodeUnchecked.bind(
60
- (this.program.account as any).pythLazerOracle.coder.accounts
61
- );
62
- }
63
-
64
- /**
65
- * Fetches and decodes a `PythLazerOracle` account's current price data.
66
- * @param pricePublicKey - The `PythLazerOracle` account's address (see `getPythLazerOraclePublicKey`).
67
- * @returns The decoded, normalized price data.
68
- * @throws Error if the account does not exist.
69
- */
70
- public async getOraclePriceData(
71
- pricePublicKey: PublicKey
72
- ): Promise<OraclePriceData> {
73
- const data = await getOracleAccountDataOrThrow(
74
- this.connection,
75
- pricePublicKey,
76
- 'Pyth lazer oracle'
77
- );
78
- return this.getOraclePriceDataFromBuffer(data);
79
- }
80
-
81
- /**
82
- * Decodes raw `PythLazerOracle` account bytes into normalized `OraclePriceData`, rescaling from
83
- * the feed's native exponent to PRICE_PRECISION (1e6) via `convertPythPrice`. Unlike legacy
84
- * Pyth, Lazer has no separate TWAP field on-chain, so `twap`/`twapConfidence` are both set to
85
- * the same converted live `price`/`conf` rather than a genuine time-weighted average.
86
- * `hasSufficientNumberOfDataPoints` is always `true` (no publisher-count concept for this
87
- * source), and `sequenceId` is set to the feed's `publishTime` for staleness/ordering checks.
88
- * @param buffer - Raw `PythLazerOracle` account data.
89
- * @returns `price`, `confidence`, `twap`, `twapConfidence` (all PRICE_PRECISION 1e6), `slot`
90
- * (`postedSlot`, the slot the update landed on-chain), and `sequenceId` (`publishTime`).
91
- */
92
- public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
93
- const priceData = this.decodeFunc('pythLazerOracle', buffer);
94
- const confidence = convertPythPrice(
95
- priceData.conf,
96
- priceData.exponent,
97
- this.multiple
98
- );
99
- let price = convertPythPrice(
100
- priceData.price,
101
- priceData.exponent,
102
- this.multiple
103
- );
104
- if (this.stableCoin) {
105
- price = getStableCoinPrice(price, confidence);
106
- }
107
-
108
- return {
109
- price,
110
- slot: priceData.postedSlot,
111
- confidence,
112
- twap: convertPythPrice(
113
- priceData.price,
114
- priceData.exponent,
115
- this.multiple
116
- ),
117
- twapConfidence: convertPythPrice(
118
- priceData.price,
119
- priceData.exponent,
120
- this.multiple
121
- ),
122
- hasSufficientNumberOfDataPoints: true,
123
- sequenceId: priceData.publishTime,
124
- };
125
- }
126
- }
127
-
128
- function convertPythPrice(price: BN, exponent: number, multiple: BN): BN {
129
- exponent = Math.abs(exponent);
130
- const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
131
- return price.mul(PRICE_PRECISION).div(pythPrecision);
132
- }
133
-
134
- const fiveBPS = new BN(500);
135
- function getStableCoinPrice(price: BN, confidence: BN): BN {
136
- if (price.sub(QUOTE_PRECISION).abs().lte(BN.min(confidence, fiveBPS))) {
137
- return QUOTE_PRECISION;
138
- } else {
139
- return price;
140
- }
141
- }
@@ -1,43 +0,0 @@
1
- import { PublicKey } from '@solana/web3.js';
2
- import { OracleClient, OraclePriceData } from './types';
3
- import { BN } from '../isomorphic/anchor';
4
- import { PRICE_PRECISION } from '../constants/numericConstants';
5
-
6
- /**
7
- * Fixed price of exactly 1.0 (PRICE_PRECISION, 1e6) with a minimal confidence band, returned by
8
- * `QuoteAssetOracleClient` for any oracle lookup. Represents the quote asset (e.g. USDC) pegged
9
- * 1:1 to itself with no real oracle needed.
10
- */
11
- export const QUOTE_ORACLE_PRICE_DATA: OraclePriceData = {
12
- price: PRICE_PRECISION,
13
- slot: new BN(0),
14
- confidence: new BN(1),
15
- hasSufficientNumberOfDataPoints: true,
16
- };
17
-
18
- /**
19
- * `OracleClient` for the `quoteAsset` `OracleSource` variant — the spot market whose asset *is*
20
- * the protocol's quote currency. Ignores its inputs entirely and always returns the constant
21
- * `QUOTE_ORACLE_PRICE_DATA` (price 1.0); never makes an RPC call.
22
- */
23
- export class QuoteAssetOracleClient implements OracleClient {
24
- public constructor() {}
25
-
26
- /**
27
- * @param _pricePublicKey - Ignored.
28
- * @returns The constant `QUOTE_ORACLE_PRICE_DATA`.
29
- */
30
- public async getOraclePriceData(
31
- _pricePublicKey: PublicKey
32
- ): Promise<OraclePriceData> {
33
- return Promise.resolve(QUOTE_ORACLE_PRICE_DATA);
34
- }
35
-
36
- /**
37
- * @param _buffer - Ignored.
38
- * @returns The constant `QUOTE_ORACLE_PRICE_DATA`.
39
- */
40
- public getOraclePriceDataFromBuffer(_buffer: Buffer): OraclePriceData {
41
- return QUOTE_ORACLE_PRICE_DATA;
42
- }
43
- }
@@ -1,40 +0,0 @@
1
- import { BN } from '../isomorphic/anchor';
2
-
3
- /**
4
- * Pairs a live oracle price with its 5-minute TWAP so margin/value calculations can pick whichever
5
- * is more conservative — mirroring the on-chain "strict" price used for collateral valuation, which
6
- * exists so a transient price spike/dip can't be used to over-value collateral or under-value a
7
- * liability. All values are PRICE_PRECISION (1e6).
8
- */
9
- export class StrictOraclePrice {
10
- current: BN;
11
- twap?: BN;
12
-
13
- /**
14
- * @param current - Live oracle price, PRICE_PRECISION (1e6).
15
- * @param twap - 5-minute oracle TWAP, PRICE_PRECISION (1e6). If omitted, `max()`/`min()` both
16
- * fall back to `current`.
17
- */
18
- constructor(current: BN, twap?: BN) {
19
- this.current = current;
20
- this.twap = twap;
21
- }
22
-
23
- /**
24
- * The higher of `current` and `twap` — use when a higher price is the conservative choice
25
- * (e.g. valuing a liability/borrow, where undervaluing it would overstate free collateral).
26
- * @returns The larger of `current` and `twap` (or just `current` if no `twap` was provided), PRICE_PRECISION (1e6).
27
- */
28
- public max(): BN {
29
- return this.twap ? BN.max(this.twap, this.current) : this.current;
30
- }
31
-
32
- /**
33
- * The lower of `current` and `twap` — use when a lower price is the conservative choice (e.g.
34
- * valuing a deposit/asset, where overvaluing it would overstate free collateral).
35
- * @returns The smaller of `current` and `twap` (or just `current` if no `twap` was provided), PRICE_PRECISION (1e6).
36
- */
37
- public min(): BN {
38
- return this.twap ? BN.min(this.twap, this.current) : this.current;
39
- }
40
- }
@@ -1,82 +0,0 @@
1
- /**
2
- * Oracle types and the OraclePriceData interface used throughout the SDK.
3
- * Each oracle source (Pyth, Switchboard, Pyth Lazer, Prelaunch) has a client adapter
4
- * in this directory that fetches and normalises prices into OraclePriceData.
5
- * Oracle client selection is configured via VelocityClientConfig and cached in OracleClientCache.
6
- */
7
- import { BN } from '../isomorphic/anchor';
8
- import { PublicKey } from '@solana/web3.js';
9
- import { OracleSource } from '../types';
10
-
11
- /**
12
- * `OraclePriceData` variant for the market-maker (MM) oracle feed, which has no TWAP or
13
- * pre-launch `maxPrice` fields but instead flags whether the MM oracle is currently trusted.
14
- */
15
- export type MMOraclePriceData = Omit<
16
- OraclePriceData,
17
- 'twap' | 'twapConfidence' | 'maxPrice'
18
- > & {
19
- /** Whether the MM oracle is currently considered active/valid and safe to use in place of the primary oracle. */
20
- isMMOracleActive: boolean;
21
- /**
22
- * Whether the MM oracle is enabled (has a non-zero price), mirroring `MMOraclePriceData::is_enabled`.
23
- * Populated by `VelocityClient.getMMOracleDataForPerpMarket`; used by the AMM-fill volatility gate
24
- * (`isFallbackAvailableLiquiditySource`). Optional because MM data is sometimes constructed without it.
25
- */
26
- isMMOracleEnabled?: boolean;
27
- /**
28
- * Whether the MM oracle is at least as recent as the exchange (safe) oracle, mirroring
29
- * `MMOraclePriceData::is_mm_oracle_as_recent`. Used together with `isMMExchangeDiffBpsHigh` by the
30
- * AMM-fill volatility gate.
31
- */
32
- isMMOracleAsRecent?: boolean;
33
- /**
34
- * Whether the MM-vs-exchange oracle price difference exceeds the 1% fallback threshold
35
- * (`MM_EXCHANGE_FALLBACK_THRESHOLD`), mirroring `MMOraclePriceData::is_mm_exchange_diff_bps_high`.
36
- * When the MM oracle is enabled and as-recent, a high diff suppresses AMM fills (early volatility protection).
37
- */
38
- isMMExchangeDiffBpsHigh?: boolean;
39
- };
40
-
41
- /** Normalized oracle price snapshot produced by every `OracleClient`, regardless of underlying source. */
42
- export type OraclePriceData = {
43
- /** Oracle price, PRICE_PRECISION (1e6). */
44
- price: BN;
45
- /** Slot at which this price was last updated on-chain. */
46
- slot: BN;
47
- /** Oracle confidence interval (± band around `price`), PRICE_PRECISION (1e6). */
48
- confidence: BN;
49
- /** Whether the source had enough independent publishers/quoters for the price to be trusted (Pyth-specific; always `true` for sources without a publisher-count concept). */
50
- hasSufficientNumberOfDataPoints: boolean;
51
- /** Time-weighted average price, PRICE_PRECISION (1e6). Absent for sources with no TWAP (e.g. Pyth Lazer echoes the live price here instead). */
52
- twap?: BN;
53
- /** Confidence interval of `twap`, PRICE_PRECISION (1e6). */
54
- twapConfidence?: BN;
55
- /** Upper price bound; only populated for prelaunch-market oracles, PRICE_PRECISION (1e6). */
56
- maxPrice?: BN; // pre-launch markets only
57
- /** Monotonic sequence/publish-time id used to detect out-of-order updates (Pyth Lazer only). */
58
- sequenceId?: BN;
59
- };
60
-
61
- /** Identifies an oracle account and which `OracleSource` variant to decode it as. */
62
- export type OracleInfo = {
63
- publicKey: PublicKey;
64
- source: OracleSource;
65
- };
66
-
67
- /** Common interface implemented by every per-source oracle adapter (Pyth, Pyth Lazer, prelaunch, quote-asset). */
68
- export interface OracleClient {
69
- /**
70
- * Decodes raw oracle account bytes into normalized `OraclePriceData` without any RPC call.
71
- * @param buffer - Raw account data as returned by `getAccountInfo`/`getMultipleAccounts`.
72
- * @returns The decoded, normalized price data.
73
- */
74
- getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
75
- /**
76
- * Fetches and decodes an oracle account's current price data.
77
- * @param publicKey - The oracle account's address.
78
- * @returns The decoded, normalized price data.
79
- * @throws Error if the account does not exist.
80
- */
81
- getOraclePriceData(publicKey: PublicKey): Promise<OraclePriceData>;
82
- }
@@ -1,45 +0,0 @@
1
- import { Connection, PublicKey } from '@solana/web3.js';
2
- import { BN } from '../isomorphic/anchor';
3
- import { OraclePriceData } from './types';
4
-
5
- /**
6
- * Fetches an account's raw data, throwing if the account does not exist. Shared by every
7
- * `OracleClient.getOraclePriceData` implementation so a missing oracle account fails loudly rather
8
- * than silently decoding garbage/zeroed data.
9
- * @param connection - RPC connection to fetch from.
10
- * @param pricePublicKey - The oracle account's address.
11
- * @param oracleName - Human-readable oracle name used only in the thrown error message (e.g. `"Pyth oracle"`).
12
- * @returns The account's raw data buffer.
13
- * @throws Error if the account does not exist.
14
- */
15
- export async function getOracleAccountDataOrThrow(
16
- connection: Connection,
17
- pricePublicKey: PublicKey,
18
- oracleName: string
19
- ): Promise<Buffer> {
20
- const accountInfo = await connection.getAccountInfo(pricePublicKey);
21
- if (!accountInfo) {
22
- throw new Error(
23
- `${oracleName} account not found: ${pricePublicKey.toBase58()}`
24
- );
25
- }
26
- return accountInfo.data;
27
- }
28
-
29
- /**
30
- * Derives an effective confidence interval for the market-maker (MM) oracle price by widening the
31
- * primary oracle's confidence by however far the MM price has diverged from it. Used when
32
- * validating the MM oracle (via `getOracleValidity`) so a large MM/primary-oracle divergence
33
- * degrades MM-oracle validity the same way low primary-oracle confidence would, rather than
34
- * evaluating MM price divergence with an artificially tight confidence band.
35
- * @param mmOraclePrice - The perp market's cached MM oracle price, PRICE_PRECISION (1e6).
36
- * @param oraclePriceData - The primary oracle's current price data (`price`/`confidence` in PRICE_PRECISION, 1e6).
37
- * @returns `oraclePriceData.confidence + |mmOraclePrice - oraclePriceData.price|`, PRICE_PRECISION (1e6).
38
- */
39
- export function getOracleConfidenceFromMMOracleData(
40
- mmOraclePrice: BN,
41
- oraclePriceData: OraclePriceData
42
- ): BN {
43
- const mmOracleDiffPremium = mmOraclePrice.sub(oraclePriceData.price).abs();
44
- return oraclePriceData.confidence.add(mmOracleDiffPremium);
45
- }
@@ -1,117 +0,0 @@
1
- import {
2
- DefaultOrderParams,
3
- OptionalOrderParams,
4
- OrderParams,
5
- OrderTriggerCondition,
6
- OrderType,
7
- } from './types';
8
- import { BN } from './isomorphic/anchor';
9
-
10
- /**
11
- * Builds `OptionalOrderParams` for a resting limit order (`OrderType.LIMIT`).
12
- * Unlike a market order, a limit order has no auction and rests on the book at `price` until
13
- * filled, cancelled, or expired.
14
- * @param params - Order fields (see `OrderParams`); `baseAssetAmount` is in BASE_PRECISION
15
- * (1e9), `price` is in PRICE_PRECISION (1e6). `orderType` is set automatically and must not be
16
- * passed in.
17
- * @returns Params merged onto `DefaultOrderParams`, ready to pass to `placeOrder`/`placePerpOrder`.
18
- */
19
- export function getLimitOrderParams(
20
- params: Omit<OptionalOrderParams, 'orderType'> & { price: BN }
21
- ): OptionalOrderParams {
22
- return getOrderParams(
23
- Object.assign({}, params, {
24
- orderType: OrderType.LIMIT,
25
- })
26
- );
27
- }
28
-
29
- /**
30
- * Builds `OptionalOrderParams` for a trigger market order (`OrderType.TRIGGER_MARKET`) — a
31
- * conditional order (e.g. stop-loss/take-profit) that becomes an auctioned market order once the
32
- * oracle price crosses `triggerPrice` per `triggerCondition`.
33
- * @param params - Order fields (see `OrderParams`); `baseAssetAmount` and `triggerPrice` use
34
- * BASE_PRECISION (1e9) and PRICE_PRECISION (1e6) respectively. `orderType` is set automatically.
35
- * @returns Params merged onto `DefaultOrderParams`, ready to pass to `placeOrder`/`placePerpOrder`.
36
- */
37
- export function getTriggerMarketOrderParams(
38
- params: Omit<OptionalOrderParams, 'orderType'> & {
39
- triggerCondition: OrderTriggerCondition;
40
- triggerPrice: BN;
41
- }
42
- ): OptionalOrderParams {
43
- return getOrderParams(
44
- Object.assign({}, params, {
45
- orderType: OrderType.TRIGGER_MARKET,
46
- })
47
- );
48
- }
49
-
50
- /**
51
- * Builds `OptionalOrderParams` for a trigger limit order (`OrderType.TRIGGER_LIMIT`) — a
52
- * conditional order that becomes a resting limit order at `price` once the oracle price crosses
53
- * `triggerPrice` per `triggerCondition`.
54
- * @param params - Order fields (see `OrderParams`); `baseAssetAmount`, `triggerPrice`, and `price`
55
- * use BASE_PRECISION (1e9) and PRICE_PRECISION (1e6) respectively. `orderType` is set automatically.
56
- * @returns Params merged onto `DefaultOrderParams`, ready to pass to `placeOrder`/`placePerpOrder`.
57
- */
58
- export function getTriggerLimitOrderParams(
59
- params: Omit<OptionalOrderParams, 'orderType'> & {
60
- triggerCondition: OrderTriggerCondition;
61
- triggerPrice: BN;
62
- price: BN;
63
- }
64
- ): OptionalOrderParams {
65
- return getOrderParams(
66
- Object.assign({}, params, {
67
- orderType: OrderType.TRIGGER_LIMIT,
68
- })
69
- );
70
- }
71
-
72
- /**
73
- * Builds `OptionalOrderParams` for a market order (`OrderType.MARKET`), filled immediately via a
74
- * Dutch auction between `auctionStartPrice` and `auctionEndPrice` (defaults derived on-chain from
75
- * the oracle price if omitted) over `auctionDuration` slots.
76
- * @param params - Order fields (see `OrderParams`); `baseAssetAmount` is in BASE_PRECISION (1e9),
77
- * any price fields are in PRICE_PRECISION (1e6). `orderType` is set automatically and must not be
78
- * passed in.
79
- * @returns Params merged onto `DefaultOrderParams`, ready to pass to `placeOrder`/`placePerpOrder`.
80
- */
81
- export function getMarketOrderParams(
82
- params: Omit<OptionalOrderParams, 'orderType'>
83
- ): OptionalOrderParams {
84
- return getOrderParams(
85
- Object.assign({}, params, {
86
- orderType: OrderType.MARKET,
87
- })
88
- );
89
- }
90
-
91
- /**
92
- * Merges `optionalOrderParams` onto `DefaultOrderParams` (filling in any field the caller omitted,
93
- * e.g. `marketType: MarketType.PERP`, `reduceOnly: false`, no trigger/oracle-offset), then applies
94
- * `overridingParams` on top of that. Used internally by the `get*OrderParams` factories; call it
95
- * directly only if you need to force a field that a factory doesn't expose.
96
- *
97
- * example:
98
- * ```
99
- * const orderParams = getOrderParams(optionalOrderParams, { marketType: MarketType.PERP });
100
- * ```
101
- *
102
- * @param optionalOrderParams - Required order fields plus any optional `OrderParams` overrides.
103
- * @param overridingParams - Fields applied last, taking precedence over both the defaults and
104
- * `optionalOrderParams`.
105
- * @returns A fully-populated `OrderParams` object.
106
- */
107
- export function getOrderParams(
108
- optionalOrderParams: OptionalOrderParams,
109
- overridingParams: Record<string, any> = {}
110
- ): OrderParams {
111
- return Object.assign(
112
- {},
113
- DefaultOrderParams,
114
- optionalOrderParams,
115
- overridingParams
116
- );
117
- }