@velocity-exchange/sdk 0.4.0 → 0.6.1
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.
- package/README.md +3 -3
- package/lib/browser/adminClient.d.ts +52 -0
- package/lib/browser/adminClient.js +97 -0
- package/lib/browser/config.js +6 -7
- package/lib/browser/constants/numericConstants.d.ts +1 -1
- package/lib/browser/constants/numericConstants.js +1 -1
- package/lib/browser/decode/user.js +5 -1
- package/lib/browser/idl/velocity.d.ts +191 -15
- package/lib/browser/idl/velocity.json +192 -16
- package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
- package/lib/browser/types.d.ts +6 -0
- package/lib/browser/user.d.ts +20 -3
- package/lib/browser/user.js +52 -4
- package/lib/browser/velocityClient.d.ts +46 -10
- package/lib/browser/velocityClient.js +107 -35
- package/lib/node/adminClient.d.ts +52 -0
- package/lib/node/adminClient.d.ts.map +1 -1
- package/lib/node/adminClient.js +97 -0
- package/lib/node/config.d.ts.map +1 -1
- package/lib/node/config.js +6 -7
- package/lib/node/constants/numericConstants.d.ts +1 -1
- package/lib/node/constants/numericConstants.d.ts.map +1 -1
- package/lib/node/constants/numericConstants.js +1 -1
- package/lib/node/decode/user.d.ts.map +1 -1
- package/lib/node/decode/user.js +5 -1
- package/lib/node/idl/velocity.d.ts +191 -15
- package/lib/node/idl/velocity.d.ts.map +1 -1
- package/lib/node/idl/velocity.json +192 -16
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
- package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
- package/lib/node/pyth/pythLazerSubscriber.js +37 -27
- package/lib/node/types.d.ts +6 -0
- package/lib/node/types.d.ts.map +1 -1
- package/lib/node/user.d.ts +20 -3
- package/lib/node/user.d.ts.map +1 -1
- package/lib/node/user.js +52 -4
- package/lib/node/velocityClient.d.ts +46 -10
- package/lib/node/velocityClient.d.ts.map +1 -1
- package/lib/node/velocityClient.js +107 -35
- package/package.json +7 -3
- package/.prettierignore +0 -1
- package/CHANGELOG.md +0 -132
- package/build-browser.js +0 -58
- package/bunfig.toml +0 -3
- package/esbuild-shims.js +0 -12
- package/scripts/deposit-isolated-positions.ts +0 -110
- package/scripts/find-flagged-users.ts +0 -213
- package/scripts/grpc-client-test-comparison.ts +0 -372
- package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
- package/scripts/postbuild.js +0 -95
- package/scripts/single-grpc-client-test.ts +0 -284
- package/scripts/withdraw-isolated-positions.ts +0 -174
- package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
- package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
- package/src/accounts/basicUserAccountSubscriber.ts +0 -79
- package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
- package/src/accounts/bulkAccountLoader.ts +0 -358
- package/src/accounts/bulkUserStatsSubscription.ts +0 -40
- package/src/accounts/bulkUserSubscription.ts +0 -39
- package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
- package/src/accounts/fetch.ts +0 -200
- package/src/accounts/grpcAccountSubscriber.ts +0 -225
- package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
- package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
- package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
- package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
- package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
- package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
- package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
- package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
- package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
- package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
- package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
- package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
- package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
- package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
- package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
- package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
- package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
- package/src/accounts/testBulkAccountLoader.ts +0 -59
- package/src/accounts/types.ts +0 -428
- package/src/accounts/utils.ts +0 -90
- package/src/accounts/webSocketAccountSubscriber.ts +0 -304
- package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
- package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
- package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
- package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
- package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
- package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
- package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
- package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
- package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
- package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
- package/src/addresses/marketAddresses.ts +0 -28
- package/src/addresses/pda.ts +0 -620
- package/src/adminClient.ts +0 -8136
- package/src/assert/assert.ts +0 -5
- package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
- package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
- package/src/auctionSubscriber/index.ts +0 -9
- package/src/auctionSubscriber/types.ts +0 -30
- package/src/bankrun/bankrunConnection.ts +0 -630
- package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
- package/src/blockhashSubscriber/index.ts +0 -6
- package/src/blockhashSubscriber/types.ts +0 -13
- package/src/clock/clockSubscriber.ts +0 -146
- package/src/config.ts +0 -312
- package/src/constants/index.ts +0 -9
- package/src/constants/numericConstants.ts +0 -194
- package/src/constants/perpMarkets.ts +0 -127
- package/src/constants/spotMarkets.ts +0 -104
- package/src/constants/txConstants.ts +0 -2
- package/src/constituentMap/constituentMap.ts +0 -305
- package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
- package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
- package/src/core/VelocityCore.ts +0 -606
- package/src/core/index.ts +0 -12
- package/src/core/instructions/deposit.ts +0 -64
- package/src/core/instructions/fill.ts +0 -51
- package/src/core/instructions/funding.ts +0 -33
- package/src/core/instructions/liquidation.ts +0 -55
- package/src/core/instructions/orders.ts +0 -84
- package/src/core/instructions/perpOrders.ts +0 -312
- package/src/core/instructions/settlement.ts +0 -40
- package/src/core/instructions/trigger.ts +0 -41
- package/src/core/instructions/withdraw.ts +0 -65
- package/src/core/remainingAccounts.ts +0 -320
- package/src/core/signedMsg.ts +0 -109
- package/src/decode/customCoder.ts +0 -148
- package/src/decode/user.ts +0 -401
- package/src/dlob/DLOB.ts +0 -2793
- package/src/dlob/DLOBNode.ts +0 -305
- package/src/dlob/DLOBSubscriber.ts +0 -269
- package/src/dlob/NodeList.ts +0 -244
- package/src/dlob/orderBookLevels.ts +0 -695
- package/src/dlob/types.ts +0 -37
- package/src/events/eventList.ts +0 -114
- package/src/events/eventSubscriber.ts +0 -521
- package/src/events/eventsServerLogProvider.ts +0 -189
- package/src/events/fetchLogs.ts +0 -219
- package/src/events/parse.ts +0 -271
- package/src/events/pollingLogProvider.ts +0 -113
- package/src/events/sort.ts +0 -51
- package/src/events/txEventCache.ts +0 -92
- package/src/events/types.ts +0 -337
- package/src/events/webSocketLogProvider.ts +0 -152
- package/src/factory/bigNum.ts +0 -709
- package/src/factory/oracleClient.ts +0 -73
- package/src/idl/pyth.json +0 -142
- package/src/idl/pyth.ts +0 -97
- package/src/idl/pyth_solana_receiver.json +0 -628
- package/src/idl/token_faucet.json +0 -229
- package/src/idl/token_faucet.ts +0 -197
- package/src/idl/velocity.json +0 -23974
- package/src/idl/velocity.ts +0 -23980
- package/src/index.ts +0 -150
- package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
- package/src/isomorphic/README.md +0 -19
- package/src/isomorphic/anchor.browser.ts +0 -44
- package/src/isomorphic/anchor.node.ts +0 -1
- package/src/isomorphic/anchor.ts +0 -1
- package/src/isomorphic/anchor29.browser.ts +0 -24
- package/src/isomorphic/anchor29.node.ts +0 -1
- package/src/isomorphic/anchor29.ts +0 -1
- package/src/isomorphic/grpc.browser.ts +0 -4
- package/src/isomorphic/grpc.node.ts +0 -130
- package/src/isomorphic/grpc.ts +0 -1
- package/src/jupiter/jupiterClient.ts +0 -502
- package/src/keypair.ts +0 -32
- package/src/margin/README.md +0 -138
- package/src/marginCalculation.ts +0 -407
- package/src/marinade/idl/idl.json +0 -1962
- package/src/marinade/index.ts +0 -73
- package/src/marinade/types.ts +0 -3925
- package/src/math/amm.ts +0 -1758
- package/src/math/auction.ts +0 -480
- package/src/math/bankruptcy.ts +0 -138
- package/src/math/builder.ts +0 -130
- package/src/math/conversion.ts +0 -45
- package/src/math/exchangeStatus.ts +0 -261
- package/src/math/funding.ts +0 -498
- package/src/math/insurance.ts +0 -171
- package/src/math/liquidation.ts +0 -433
- package/src/math/margin.ts +0 -327
- package/src/math/market.ts +0 -487
- package/src/math/oracles.ts +0 -477
- package/src/math/orders.ts +0 -500
- package/src/math/position.ts +0 -381
- package/src/math/repeg.ts +0 -223
- package/src/math/spotBalance.ts +0 -996
- package/src/math/spotMarket.ts +0 -115
- package/src/math/spotPosition.ts +0 -263
- package/src/math/state.ts +0 -71
- package/src/math/superStake.ts +0 -602
- package/src/math/tiers.ts +0 -73
- package/src/math/trade.ts +0 -879
- package/src/math/utils.ts +0 -183
- package/src/memcmp.ts +0 -279
- package/src/oracles/oracleClientCache.ts +0 -41
- package/src/oracles/oracleId.ts +0 -99
- package/src/oracles/prelaunchOracleClient.ts +0 -63
- package/src/oracles/pythClient.ts +0 -125
- package/src/oracles/pythLazerClient.ts +0 -141
- package/src/oracles/quoteAssetOracleClient.ts +0 -43
- package/src/oracles/strictOraclePrice.ts +0 -40
- package/src/oracles/types.ts +0 -82
- package/src/oracles/utils.ts +0 -45
- package/src/orderParams.ts +0 -117
- package/src/orderSubscriber/OrderSubscriber.ts +0 -378
- package/src/orderSubscriber/PollingSubscription.ts +0 -50
- package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
- package/src/orderSubscriber/grpcSubscription.ts +0 -155
- package/src/orderSubscriber/index.ts +0 -7
- package/src/orderSubscriber/types.ts +0 -64
- package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
- package/src/priorityFee/averageStrategy.ts +0 -13
- package/src/priorityFee/ewmaStrategy.ts +0 -51
- package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
- package/src/priorityFee/index.ts +0 -16
- package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
- package/src/priorityFee/maxStrategy.ts +0 -8
- package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
- package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
- package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
- package/src/priorityFee/types.ts +0 -82
- package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
- package/src/pyth/constants.ts +0 -9
- package/src/pyth/index.ts +0 -15
- package/src/pyth/pythLazerSubscriber.ts +0 -365
- package/src/pyth/types.ts +0 -4451
- package/src/pyth/utils.ts +0 -13
- package/src/slot/SlotSubscriber.ts +0 -126
- package/src/slot/SlothashSubscriber.ts +0 -163
- package/src/swap/UnifiedSwapClient.ts +0 -315
- package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
- package/src/swift/index.ts +0 -10
- package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
- package/src/swift/swiftOrderSubscriber.ts +0 -351
- package/src/testClient.ts +0 -42
- package/src/titan/titanClient.ts +0 -438
- package/src/token/index.ts +0 -13
- package/src/tokenFaucet.ts +0 -296
- package/src/tx/baseTxSender.ts +0 -651
- package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
- package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
- package/src/tx/blockhashFetcher/types.ts +0 -9
- package/src/tx/fastSingleTxSender.ts +0 -200
- package/src/tx/forwardOnlyTxSender.ts +0 -193
- package/src/tx/priorityFeeCalculator.ts +0 -117
- package/src/tx/reportTransactionError.ts +0 -176
- package/src/tx/retryTxSender.ts +0 -177
- package/src/tx/txHandler.ts +0 -1009
- package/src/tx/txParamProcessor.ts +0 -225
- package/src/tx/types.ts +0 -117
- package/src/tx/utils.ts +0 -133
- package/src/tx/whileValidTxSender.ts +0 -377
- package/src/types.ts +0 -2575
- package/src/user.ts +0 -5316
- package/src/userConfig.ts +0 -38
- package/src/userMap/PollingSubscription.ts +0 -61
- package/src/userMap/WebsocketSubscription.ts +0 -93
- package/src/userMap/grpcSubscription.ts +0 -93
- package/src/userMap/referrerMap.ts +0 -360
- package/src/userMap/revenueShareEscrowMap.ts +0 -342
- package/src/userMap/userMap.ts +0 -784
- package/src/userMap/userMapConfig.ts +0 -82
- package/src/userMap/userStatsMap.ts +0 -393
- package/src/userName.ts +0 -37
- package/src/userStats.ts +0 -159
- package/src/userStatsConfig.ts +0 -35
- package/src/util/TransactionConfirmationManager.ts +0 -333
- package/src/util/chainClock.ts +0 -65
- package/src/util/computeUnits.ts +0 -101
- package/src/util/digest.ts +0 -33
- package/src/util/ed25519Utils.ts +0 -95
- package/src/util/promiseTimeout.ts +0 -23
- package/src/velocityClient.ts +0 -14802
- package/src/velocityClientConfig.ts +0 -119
- package/src/wallet.ts +0 -91
- package/tests/VelocityCore/builder_escrow.test.ts +0 -121
- package/tests/VelocityCore/decode.test.ts +0 -16
- package/tests/VelocityCore/fill_trigger.test.ts +0 -73
- package/tests/VelocityCore/instructions.test.ts +0 -46
- package/tests/VelocityCore/pdas.test.ts +0 -30
- package/tests/VelocityCore/perp_orders.test.ts +0 -205
- package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
- package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
- package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
- package/tests/amm/test.ts +0 -2402
- package/tests/auctions/test.ts +0 -81
- package/tests/bn/test.ts +0 -355
- package/tests/builder/builderFee.test.ts +0 -42
- package/tests/ci/verifyConstants.ts +0 -393
- package/tests/decode/test.ts +0 -262
- package/tests/decode/userAccountBufferStrings.ts +0 -102
- package/tests/dlob/helpers.ts +0 -748
- package/tests/dlob/test.ts +0 -6969
- package/tests/dlob/tickSizeStandardization.ts +0 -545
- package/tests/events/parseLogsForCuUsage.ts +0 -139
- package/tests/exchangeStatus/test.ts +0 -45
- package/tests/insurance/test.ts +0 -40
- package/tests/liquidation/test.ts +0 -125
- package/tests/oracles/mmOracleGate.test.ts +0 -379
- package/tests/oracles/pythPegSnap.test.ts +0 -76
- package/tests/sdkParity/enumParity.test.ts +0 -84
- package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
- package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
- package/tests/spot/test.ts +0 -281
- package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
- package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
- package/tests/tx/priorityFeeCalculator.ts +0 -77
- package/tests/tx/priorityFeeStrategy.ts +0 -95
- package/tests/user/bankruptcy.ts +0 -165
- package/tests/user/feeAndWithdrawLimits.ts +0 -284
- package/tests/user/getMarginCalculation.ts +0 -586
- package/tests/user/helpers.ts +0 -184
- package/tests/user/liquidations.ts +0 -129
- package/tests/user/marginCalculations.test.ts +0 -321
- package/tests/user/test.ts +0 -833
- package/tsconfig.browser.json +0 -18
- package/tsconfig.json +0 -36
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import { expect } from 'chai';
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import { Keypair } from '@solana/web3.js';
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it('short ceils to the tick above', () => {
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78
|
-
expect(
|
|
79
|
-
standardizePrice(new BN(127), TICK, PositionDirection.SHORT).toString()
|
|
80
|
-
).to.equal('130');
|
|
81
|
-
});
|
|
82
|
-
|
|
83
|
-
it('leaves on-tick prices untouched (both directions)', () => {
|
|
84
|
-
expect(
|
|
85
|
-
standardizePrice(new BN(130), TICK, PositionDirection.LONG).toString()
|
|
86
|
-
).to.equal('130');
|
|
87
|
-
expect(
|
|
88
|
-
standardizePrice(new BN(130), TICK, PositionDirection.SHORT).toString()
|
|
89
|
-
).to.equal('130');
|
|
90
|
-
});
|
|
91
|
-
|
|
92
|
-
it('returns zero unchanged', () => {
|
|
93
|
-
expect(
|
|
94
|
-
standardizePrice(ZERO, TICK, PositionDirection.SHORT).toString()
|
|
95
|
-
).to.equal('0');
|
|
96
|
-
});
|
|
97
|
-
});
|
|
98
|
-
|
|
99
|
-
describe('getAuctionPriceForFixedAuction lands on tick boundaries per direction', () => {
|
|
100
|
-
it('long floors the interpolated price', () => {
|
|
101
|
-
// long: start + (end-start)*num/den = 100 + (207-100)*3/10 = 132 -> floor 130
|
|
102
|
-
const order = makeOrder({
|
|
103
|
-
direction: PositionDirection.LONG,
|
|
104
|
-
auctionStartPrice: new BN(100),
|
|
105
|
-
auctionEndPrice: new BN(207),
|
|
106
|
-
auctionDuration: 10,
|
|
107
|
-
slot: new BN(1),
|
|
108
|
-
});
|
|
109
|
-
expect(
|
|
110
|
-
getAuctionPriceForFixedAuction(order, 4, TICK).toString()
|
|
111
|
-
).to.equal('130');
|
|
112
|
-
});
|
|
113
|
-
|
|
114
|
-
it('short ceils the interpolated price', () => {
|
|
115
|
-
// short: start - (start-end)*num/den = 207 - (207-100)*3/10 = 175 -> ceil 180
|
|
116
|
-
const order = makeOrder({
|
|
117
|
-
direction: PositionDirection.SHORT,
|
|
118
|
-
auctionStartPrice: new BN(207),
|
|
119
|
-
auctionEndPrice: new BN(100),
|
|
120
|
-
auctionDuration: 10,
|
|
121
|
-
slot: new BN(1),
|
|
122
|
-
});
|
|
123
|
-
expect(
|
|
124
|
-
getAuctionPriceForFixedAuction(order, 4, TICK).toString()
|
|
125
|
-
).to.equal('180');
|
|
126
|
-
});
|
|
127
|
-
|
|
128
|
-
it('standardizes the auctionEndPrice when duration is zero', () => {
|
|
129
|
-
const longOrder = makeOrder({
|
|
130
|
-
direction: PositionDirection.LONG,
|
|
131
|
-
auctionEndPrice: new BN(127),
|
|
132
|
-
auctionDuration: 0,
|
|
133
|
-
});
|
|
134
|
-
expect(
|
|
135
|
-
getAuctionPriceForFixedAuction(longOrder, 4, TICK).toString()
|
|
136
|
-
).to.equal('120');
|
|
137
|
-
});
|
|
138
|
-
|
|
139
|
-
it('defaults to no standardization (tick=1) when tickSize omitted', () => {
|
|
140
|
-
const order = makeOrder({
|
|
141
|
-
direction: PositionDirection.LONG,
|
|
142
|
-
auctionStartPrice: new BN(100),
|
|
143
|
-
auctionEndPrice: new BN(207),
|
|
144
|
-
auctionDuration: 10,
|
|
145
|
-
slot: new BN(1),
|
|
146
|
-
});
|
|
147
|
-
expect(getAuctionPriceForFixedAuction(order, 4).toString()).to.equal(
|
|
148
|
-
'132'
|
|
149
|
-
);
|
|
150
|
-
});
|
|
151
|
-
});
|
|
152
|
-
|
|
153
|
-
describe('getAuctionPriceForOracleOffsetAuction floors at tickSize and standardizes', () => {
|
|
154
|
-
it('long: floors oracle+offset to the tick below (duration zero)', () => {
|
|
155
|
-
// max(1000 + 27, 10) = 1027 -> long floor 1020
|
|
156
|
-
const order = makeOrder({
|
|
157
|
-
orderType: OrderType.ORACLE,
|
|
158
|
-
direction: PositionDirection.LONG,
|
|
159
|
-
auctionEndPrice: new BN(27),
|
|
160
|
-
auctionDuration: 0,
|
|
161
|
-
});
|
|
162
|
-
expect(
|
|
163
|
-
getAuctionPriceForOracleOffsetAuction(
|
|
164
|
-
order,
|
|
165
|
-
4,
|
|
166
|
-
new BN(1000),
|
|
167
|
-
TICK
|
|
168
|
-
).toString()
|
|
169
|
-
).to.equal('1020');
|
|
170
|
-
});
|
|
171
|
-
|
|
172
|
-
it('short: ceils oracle+offset to the tick above (duration zero)', () => {
|
|
173
|
-
const order = makeOrder({
|
|
174
|
-
orderType: OrderType.ORACLE,
|
|
175
|
-
direction: PositionDirection.SHORT,
|
|
176
|
-
auctionEndPrice: new BN(27),
|
|
177
|
-
auctionDuration: 0,
|
|
178
|
-
});
|
|
179
|
-
expect(
|
|
180
|
-
getAuctionPriceForOracleOffsetAuction(
|
|
181
|
-
order,
|
|
182
|
-
4,
|
|
183
|
-
new BN(1000),
|
|
184
|
-
TICK
|
|
185
|
-
).toString()
|
|
186
|
-
).to.equal('1030');
|
|
187
|
-
});
|
|
188
|
-
|
|
189
|
-
it('floors the raw result at tickSize, not at ONE', () => {
|
|
190
|
-
// oracle + offset = 1 - 100 = -99 -> max(-99, 10) = 10 (tick), not 1
|
|
191
|
-
const order = makeOrder({
|
|
192
|
-
orderType: OrderType.ORACLE,
|
|
193
|
-
direction: PositionDirection.LONG,
|
|
194
|
-
auctionEndPrice: new BN(-100),
|
|
195
|
-
auctionDuration: 0,
|
|
196
|
-
});
|
|
197
|
-
expect(
|
|
198
|
-
getAuctionPriceForOracleOffsetAuction(
|
|
199
|
-
order,
|
|
200
|
-
4,
|
|
201
|
-
new BN(1),
|
|
202
|
-
TICK
|
|
203
|
-
).toString()
|
|
204
|
-
).to.equal('10');
|
|
205
|
-
});
|
|
206
|
-
|
|
207
|
-
it('standardizes the interpolated offset price (non-zero duration)', () => {
|
|
208
|
-
// offset delta = (107-0)*3/10 = 32 ; price = max(1000+32, 10) = 1032 -> long floor 1030
|
|
209
|
-
const order = makeOrder({
|
|
210
|
-
orderType: OrderType.ORACLE,
|
|
211
|
-
direction: PositionDirection.LONG,
|
|
212
|
-
auctionStartPrice: ZERO,
|
|
213
|
-
auctionEndPrice: new BN(107),
|
|
214
|
-
auctionDuration: 10,
|
|
215
|
-
slot: new BN(1),
|
|
216
|
-
});
|
|
217
|
-
expect(
|
|
218
|
-
getAuctionPriceForOracleOffsetAuction(
|
|
219
|
-
order,
|
|
220
|
-
4,
|
|
221
|
-
new BN(1000),
|
|
222
|
-
TICK
|
|
223
|
-
).toString()
|
|
224
|
-
).to.equal('1030');
|
|
225
|
-
});
|
|
226
|
-
});
|
|
227
|
-
|
|
228
|
-
describe('getLimitPrice threads tick size', () => {
|
|
229
|
-
it('standardizes the oracle-offset limit price and floors at tickSize', () => {
|
|
230
|
-
// auction complete (duration 0), oracle offset path
|
|
231
|
-
const longOrder = makeOrder({
|
|
232
|
-
orderType: OrderType.LIMIT,
|
|
233
|
-
direction: PositionDirection.LONG,
|
|
234
|
-
oraclePriceOffset: new BN(27),
|
|
235
|
-
auctionDuration: 0,
|
|
236
|
-
});
|
|
237
|
-
expect(
|
|
238
|
-
getLimitPrice(
|
|
239
|
-
longOrder,
|
|
240
|
-
mmOracle(1000, 4),
|
|
241
|
-
4,
|
|
242
|
-
undefined,
|
|
243
|
-
TICK
|
|
244
|
-
)!.toString()
|
|
245
|
-
).to.equal('1020');
|
|
246
|
-
|
|
247
|
-
const shortOrder = makeOrder({
|
|
248
|
-
orderType: OrderType.LIMIT,
|
|
249
|
-
direction: PositionDirection.SHORT,
|
|
250
|
-
oraclePriceOffset: new BN(27),
|
|
251
|
-
auctionDuration: 0,
|
|
252
|
-
});
|
|
253
|
-
expect(
|
|
254
|
-
getLimitPrice(
|
|
255
|
-
shortOrder,
|
|
256
|
-
mmOracle(1000, 4),
|
|
257
|
-
4,
|
|
258
|
-
undefined,
|
|
259
|
-
TICK
|
|
260
|
-
)!.toString()
|
|
261
|
-
).to.equal('1030');
|
|
262
|
-
});
|
|
263
|
-
|
|
264
|
-
it('oracle-offset limit floors at tickSize when the sum underflows', () => {
|
|
265
|
-
const order = makeOrder({
|
|
266
|
-
orderType: OrderType.LIMIT,
|
|
267
|
-
direction: PositionDirection.LONG,
|
|
268
|
-
oraclePriceOffset: new BN(-100),
|
|
269
|
-
auctionDuration: 0,
|
|
270
|
-
});
|
|
271
|
-
expect(
|
|
272
|
-
getLimitPrice(order, mmOracle(5, 4), 4, undefined, TICK)!.toString()
|
|
273
|
-
).to.equal('10');
|
|
274
|
-
});
|
|
275
|
-
|
|
276
|
-
it('routes auction orders through the standardized auction price', () => {
|
|
277
|
-
// live auction (not complete) with fixed prices
|
|
278
|
-
const order = makeOrder({
|
|
279
|
-
orderType: OrderType.MARKET,
|
|
280
|
-
direction: PositionDirection.LONG,
|
|
281
|
-
auctionStartPrice: new BN(100),
|
|
282
|
-
auctionEndPrice: new BN(207),
|
|
283
|
-
auctionDuration: 10,
|
|
284
|
-
slot: new BN(1),
|
|
285
|
-
});
|
|
286
|
-
// slot 4 -> elapsed 3 -> raw 132 -> floor 130
|
|
287
|
-
expect(
|
|
288
|
-
getLimitPrice(order, mmOracle(1000, 4), 4, undefined, TICK)!.toString()
|
|
289
|
-
).to.equal('130');
|
|
290
|
-
});
|
|
291
|
-
|
|
292
|
-
it('returns a raw fixed limit price unchanged (matches program)', () => {
|
|
293
|
-
const order = makeOrder({
|
|
294
|
-
orderType: OrderType.LIMIT,
|
|
295
|
-
direction: PositionDirection.LONG,
|
|
296
|
-
price: new BN(123),
|
|
297
|
-
auctionDuration: 0,
|
|
298
|
-
});
|
|
299
|
-
expect(
|
|
300
|
-
getLimitPrice(order, mmOracle(1000, 4), 4, undefined, TICK)!.toString()
|
|
301
|
-
).to.equal('123');
|
|
302
|
-
});
|
|
303
|
-
|
|
304
|
-
it('standardizes a fallback price when order price is zero', () => {
|
|
305
|
-
const order = makeOrder({
|
|
306
|
-
orderType: OrderType.LIMIT,
|
|
307
|
-
direction: PositionDirection.SHORT,
|
|
308
|
-
price: ZERO,
|
|
309
|
-
oraclePriceOffset: ZERO,
|
|
310
|
-
auctionDuration: 0,
|
|
311
|
-
});
|
|
312
|
-
expect(
|
|
313
|
-
getLimitPrice(
|
|
314
|
-
order,
|
|
315
|
-
mmOracle(1000, 4),
|
|
316
|
-
4,
|
|
317
|
-
new BN(127),
|
|
318
|
-
TICK
|
|
319
|
-
)!.toString()
|
|
320
|
-
).to.equal('130');
|
|
321
|
-
});
|
|
322
|
-
});
|
|
323
|
-
|
|
324
|
-
describe('getAuctionPrice dispatch honours tick size', () => {
|
|
325
|
-
it('passes tickSize down for oracle offset limit orders', () => {
|
|
326
|
-
const order = makeOrder({
|
|
327
|
-
orderType: OrderType.LIMIT,
|
|
328
|
-
direction: PositionDirection.LONG,
|
|
329
|
-
oraclePriceOffset: new BN(27),
|
|
330
|
-
auctionStartPrice: new BN(10),
|
|
331
|
-
auctionEndPrice: new BN(27),
|
|
332
|
-
auctionDuration: 10,
|
|
333
|
-
slot: new BN(1),
|
|
334
|
-
});
|
|
335
|
-
// live auction, oracle-offset auction path: offset delta = (27-10)*3/10 = 5,
|
|
336
|
-
// offset = 15, price = max(1000+15, 10) = 1015 -> long floor 1010
|
|
337
|
-
expect(getAuctionPrice(order, 4, new BN(1000), TICK).toString()).to.equal(
|
|
338
|
-
'1010'
|
|
339
|
-
);
|
|
340
|
-
});
|
|
341
|
-
});
|
|
342
|
-
|
|
343
|
-
describe('DLOB crossing evaluation at a tick boundary', () => {
|
|
344
|
-
const marketIndex = 0;
|
|
345
|
-
const marketType = MarketType.PERP;
|
|
346
|
-
const slot = 100; // auctions (duration 10, order slot 1) are complete
|
|
347
|
-
const oracle = mmOracle(1000, slot);
|
|
348
|
-
|
|
349
|
-
const buildDlob = (): DLOB => {
|
|
350
|
-
const dlob = new DLOB();
|
|
351
|
-
const longUser = Keypair.generate().publicKey;
|
|
352
|
-
const shortUser = Keypair.generate().publicKey;
|
|
353
|
-
// long resting limit via oracle offset: raw 1005 -> floor(10) 1000
|
|
354
|
-
dlob.insertOrder(
|
|
355
|
-
{
|
|
356
|
-
status: OrderStatus.OPEN,
|
|
357
|
-
orderType: OrderType.LIMIT,
|
|
358
|
-
marketType,
|
|
359
|
-
slot: new BN(1),
|
|
360
|
-
orderId: 1,
|
|
361
|
-
userOrderId: 0,
|
|
362
|
-
marketIndex,
|
|
363
|
-
price: ZERO,
|
|
364
|
-
baseAssetAmount: new BN(1),
|
|
365
|
-
baseAssetAmountFilled: ZERO,
|
|
366
|
-
quoteAssetAmountFilled: ZERO,
|
|
367
|
-
direction: PositionDirection.LONG,
|
|
368
|
-
reduceOnly: false,
|
|
369
|
-
triggerPrice: ZERO,
|
|
370
|
-
triggerCondition: OrderTriggerCondition.ABOVE,
|
|
371
|
-
existingPositionDirection: PositionDirection.LONG,
|
|
372
|
-
postOnly: false,
|
|
373
|
-
immediateOrCancel: false,
|
|
374
|
-
oraclePriceOffset: new BN(5),
|
|
375
|
-
auctionDuration: 10,
|
|
376
|
-
auctionStartPrice: ZERO,
|
|
377
|
-
auctionEndPrice: ZERO,
|
|
378
|
-
maxTs: ZERO,
|
|
379
|
-
bitFlags: 0,
|
|
380
|
-
postedSlotTail: 0,
|
|
381
|
-
} as Order,
|
|
382
|
-
longUser.toString(),
|
|
383
|
-
1,
|
|
384
|
-
new BN(1)
|
|
385
|
-
);
|
|
386
|
-
// short resting limit via oracle offset: raw 1004 -> ceil(10) 1010
|
|
387
|
-
dlob.insertOrder(
|
|
388
|
-
{
|
|
389
|
-
status: OrderStatus.OPEN,
|
|
390
|
-
orderType: OrderType.LIMIT,
|
|
391
|
-
marketType,
|
|
392
|
-
slot: new BN(1),
|
|
393
|
-
orderId: 2,
|
|
394
|
-
userOrderId: 0,
|
|
395
|
-
marketIndex,
|
|
396
|
-
price: ZERO,
|
|
397
|
-
baseAssetAmount: new BN(1),
|
|
398
|
-
baseAssetAmountFilled: ZERO,
|
|
399
|
-
quoteAssetAmountFilled: ZERO,
|
|
400
|
-
direction: PositionDirection.SHORT,
|
|
401
|
-
reduceOnly: false,
|
|
402
|
-
triggerPrice: ZERO,
|
|
403
|
-
triggerCondition: OrderTriggerCondition.ABOVE,
|
|
404
|
-
existingPositionDirection: PositionDirection.LONG,
|
|
405
|
-
postOnly: false,
|
|
406
|
-
immediateOrCancel: false,
|
|
407
|
-
oraclePriceOffset: new BN(4),
|
|
408
|
-
auctionDuration: 10,
|
|
409
|
-
auctionStartPrice: ZERO,
|
|
410
|
-
auctionEndPrice: ZERO,
|
|
411
|
-
maxTs: ZERO,
|
|
412
|
-
bitFlags: 0,
|
|
413
|
-
postedSlotTail: 0,
|
|
414
|
-
} as Order,
|
|
415
|
-
shortUser.toString(),
|
|
416
|
-
1,
|
|
417
|
-
new BN(1)
|
|
418
|
-
);
|
|
419
|
-
return dlob;
|
|
420
|
-
};
|
|
421
|
-
|
|
422
|
-
it('with tick=1 the raw prices cross (bid 1005 >= ask 1004)', () => {
|
|
423
|
-
const dlob = buildDlob();
|
|
424
|
-
const fills = dlob.findCrossingRestingLimitOrders(
|
|
425
|
-
marketIndex,
|
|
426
|
-
slot,
|
|
427
|
-
marketType,
|
|
428
|
-
oracle
|
|
429
|
-
);
|
|
430
|
-
expect(fills.length).to.equal(1);
|
|
431
|
-
});
|
|
432
|
-
|
|
433
|
-
it('with tick=10 the standardized prices do NOT cross (bid 1000 < ask 1010)', () => {
|
|
434
|
-
const dlob = buildDlob();
|
|
435
|
-
const fills = dlob.findCrossingRestingLimitOrders(
|
|
436
|
-
marketIndex,
|
|
437
|
-
slot,
|
|
438
|
-
marketType,
|
|
439
|
-
oracle,
|
|
440
|
-
TICK
|
|
441
|
-
);
|
|
442
|
-
expect(fills.length).to.equal(0);
|
|
443
|
-
});
|
|
444
|
-
});
|
|
445
|
-
|
|
446
|
-
describe('hasBuilder uses the shared OrderBitFlag enum', () => {
|
|
447
|
-
it('detects the HasBuilder flag', () => {
|
|
448
|
-
const order = makeOrder({ bitFlags: OrderBitFlag.HasBuilder });
|
|
449
|
-
expect(hasBuilder(order)).to.equal(true);
|
|
450
|
-
});
|
|
451
|
-
it('is false without the flag', () => {
|
|
452
|
-
const order = makeOrder({ bitFlags: OrderBitFlag.SignedMessage });
|
|
453
|
-
expect(hasBuilder(order)).to.equal(false);
|
|
454
|
-
});
|
|
455
|
-
});
|
|
456
|
-
});
|
|
457
|
-
|
|
458
|
-
// C3: the public book-view wrapper (DLOBSubscriber.getL2/getL3) must forward the
|
|
459
|
-
// market's orderTickSize into DLOB, otherwise getLimitPrice falls back to ONE and
|
|
460
|
-
// the shipped book (dlob-server) emits un-standardized prices for tick_size>1 markets.
|
|
461
|
-
describe('DLOBSubscriber threads orderTickSize into DLOB', () => {
|
|
462
|
-
const PERP_TICK = new BN(1000);
|
|
463
|
-
const SPOT_TICK = new BN(500);
|
|
464
|
-
|
|
465
|
-
function makeSubscriberWithSpy() {
|
|
466
|
-
const calls: {
|
|
467
|
-
method: string;
|
|
468
|
-
marketType: MarketType;
|
|
469
|
-
tickSize?: BN;
|
|
470
|
-
}[] = [];
|
|
471
|
-
|
|
472
|
-
const velocityClient = {
|
|
473
|
-
getMMOracleDataForPerpMarket: () => mmOracle(100, 1),
|
|
474
|
-
getOracleDataForSpotMarket: () => ({
|
|
475
|
-
price: new BN(100),
|
|
476
|
-
slot: new BN(1),
|
|
477
|
-
confidence: new BN(1),
|
|
478
|
-
hasSufficientNumberOfDataPoints: true,
|
|
479
|
-
}),
|
|
480
|
-
getPerpMarketAccountOrThrow: () => ({
|
|
481
|
-
marketIndex: 0,
|
|
482
|
-
orderTickSize: PERP_TICK,
|
|
483
|
-
}),
|
|
484
|
-
getSpotMarketAccountOrThrow: () => ({
|
|
485
|
-
marketIndex: 0,
|
|
486
|
-
orderTickSize: SPOT_TICK,
|
|
487
|
-
}),
|
|
488
|
-
} as any;
|
|
489
|
-
|
|
490
|
-
const subscriber = new DLOBSubscriber({
|
|
491
|
-
velocityClient,
|
|
492
|
-
slotSource: { getSlot: () => 1 },
|
|
493
|
-
dlobSource: { getDLOB: async () => new DLOB() } as any,
|
|
494
|
-
updateFrequency: 1000,
|
|
495
|
-
});
|
|
496
|
-
|
|
497
|
-
// Spy on the underlying DLOB the wrapper delegates to.
|
|
498
|
-
subscriber.dlob = {
|
|
499
|
-
getL2: (args: any) => {
|
|
500
|
-
calls.push({
|
|
501
|
-
method: 'getL2',
|
|
502
|
-
marketType: args.marketType,
|
|
503
|
-
tickSize: args.tickSize,
|
|
504
|
-
});
|
|
505
|
-
return { bids: [], asks: [], slot: 1 };
|
|
506
|
-
},
|
|
507
|
-
getL3: (args: any) => {
|
|
508
|
-
calls.push({
|
|
509
|
-
method: 'getL3',
|
|
510
|
-
marketType: args.marketType,
|
|
511
|
-
tickSize: args.tickSize,
|
|
512
|
-
});
|
|
513
|
-
return { bids: [], asks: [], slot: 1 };
|
|
514
|
-
},
|
|
515
|
-
} as any;
|
|
516
|
-
|
|
517
|
-
return { subscriber, calls };
|
|
518
|
-
}
|
|
519
|
-
|
|
520
|
-
it('getL2 passes the perp market orderTickSize', () => {
|
|
521
|
-
const { subscriber, calls } = makeSubscriberWithSpy();
|
|
522
|
-
subscriber.getL2({ marketIndex: 0, marketType: MarketType.PERP });
|
|
523
|
-
expect(calls).to.have.length(1);
|
|
524
|
-
expect(calls[0].tickSize).to.not.equal(undefined);
|
|
525
|
-
expect(calls[0].tickSize!.eq(PERP_TICK)).to.equal(true);
|
|
526
|
-
});
|
|
527
|
-
|
|
528
|
-
it('getL2 passes the spot market orderTickSize', () => {
|
|
529
|
-
const { subscriber, calls } = makeSubscriberWithSpy();
|
|
530
|
-
subscriber.getL2({ marketIndex: 0, marketType: MarketType.SPOT });
|
|
531
|
-
expect(calls[0].tickSize!.eq(SPOT_TICK)).to.equal(true);
|
|
532
|
-
});
|
|
533
|
-
|
|
534
|
-
it('getL3 passes the perp market orderTickSize', () => {
|
|
535
|
-
const { subscriber, calls } = makeSubscriberWithSpy();
|
|
536
|
-
subscriber.getL3({ marketIndex: 0, marketType: MarketType.PERP });
|
|
537
|
-
expect(calls[0].tickSize!.eq(PERP_TICK)).to.equal(true);
|
|
538
|
-
});
|
|
539
|
-
|
|
540
|
-
it('getL3 passes the spot market orderTickSize', () => {
|
|
541
|
-
const { subscriber, calls } = makeSubscriberWithSpy();
|
|
542
|
-
subscriber.getL3({ marketIndex: 0, marketType: MarketType.SPOT });
|
|
543
|
-
expect(calls[0].tickSize!.eq(SPOT_TICK)).to.equal(true);
|
|
544
|
-
});
|
|
545
|
-
});
|
|
@@ -1,139 +0,0 @@
|
|
|
1
|
-
import { expect } from 'chai';
|
|
2
|
-
import { parseLogsForCuUsage } from '../../src/events/parse';
|
|
3
|
-
|
|
4
|
-
// if you used the '@types/mocha' method to install mocha type definitions, uncomment the following line
|
|
5
|
-
// import 'mocha';
|
|
6
|
-
|
|
7
|
-
describe('parseLogsForCuUsage Tests', () => {
|
|
8
|
-
it('can parse single ix', () => {
|
|
9
|
-
const logs = [
|
|
10
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
11
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
12
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
13
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
14
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
|
|
15
|
-
'Program log: Instruction: UpdateFundingRate',
|
|
16
|
-
'Program log: correcting mark twap update (oracle previously invalid for 1625 seconds)',
|
|
17
|
-
'Program data: Ze4o5EYuPXWjSrNoAAAAADkUAAAAAAAAZTIKAAAAAAAAAAAAAAAAAGwIAGYvdqgAAAAAAAAAAAAxpQahVMKdAAAAAAAAAAAAK0cfnMcFowAAAAAAAAAAAGUyCgAAAAAAAAAAAAAAAAAbXpy4n6WoAAAAAAAAAAAAGAAXbsHunQAAAAAAAAAAAObum9evM6MAAAAAAAAAAAAA9PA5+UYKAAAAAAAAAAAAAKhuDZ0RCgAAAAAAAAAAAABMgixcNQAAAAAAAAAAAAA9NqYKSgAAAAAAAAAAAAAA4nylcy0AAAAAAAAAAAAAAMvCAAAAAAAAAAAAAAAAAACOjAkAAAAAAET3AgAAAAAAAAAAAAAAAAAMAQAAHgA=',
|
|
18
|
-
'Program data: RAP/GoVbk/6jSrNoAAAAAA0rAAAAAAAAHgBxcgEAAAAAAHFyAQAAAAAAAAAAAAAAAABxcgEAAAAAAAAAAAAAAAAAZRuYAQAAAAAAAAAAAAAAAJMNmAEAAAAAAAAAAAAAAAC0eAkAAAAAAByBCQAAAAAAWUbv4v////8ATIIsXDUAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA==',
|
|
19
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P consumed 102636 of 143817 compute units',
|
|
20
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
|
|
21
|
-
];
|
|
22
|
-
const cuUsage = parseLogsForCuUsage(logs);
|
|
23
|
-
expect(cuUsage).to.deep.equal([
|
|
24
|
-
{
|
|
25
|
-
name: 'CuUsage',
|
|
26
|
-
data: {
|
|
27
|
-
instruction: 'UpdateFundingRate',
|
|
28
|
-
cuUsage: 102636,
|
|
29
|
-
},
|
|
30
|
-
},
|
|
31
|
-
]);
|
|
32
|
-
});
|
|
33
|
-
|
|
34
|
-
it('can parse multiple ixs', () => {
|
|
35
|
-
const logs = [
|
|
36
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
37
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
38
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
39
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
40
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
|
|
41
|
-
'Program log: Instruction: PostPythLazerOracleUpdate',
|
|
42
|
-
'Program log: Skipping new lazer update. current ts 1756622092550000 >= next ts 1756622092000000',
|
|
43
|
-
'Program log: Skipping new lazer update. current ts 1756622092550000 >= next ts 1756622092000000',
|
|
44
|
-
'Program log: Skipping new lazer update. current ts 1756622092550000 >= next ts 1756622092000000',
|
|
45
|
-
'Program log: Price updated to 433158894',
|
|
46
|
-
'Program log: Posting new lazer update. current ts 1756622079000000 < next ts 1756622092000000',
|
|
47
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P consumed 29242 of 199700 compute units',
|
|
48
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
|
|
49
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
|
|
50
|
-
'Program log: Instruction: UpdatePerpBidAskTwap',
|
|
51
|
-
'Program log: estimated_bid = None estimated_ask = None',
|
|
52
|
-
'Program log: after amm bid twap = 204332308 -> 204328128 \n ask twap = 204350474 -> 204347149 \n ts = 1756622080 -> 1756622092',
|
|
53
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P consumed 71006 of 170458 compute units',
|
|
54
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
|
|
55
|
-
];
|
|
56
|
-
const cuUsage = parseLogsForCuUsage(logs);
|
|
57
|
-
expect(cuUsage).to.deep.equal([
|
|
58
|
-
{
|
|
59
|
-
name: 'CuUsage',
|
|
60
|
-
data: {
|
|
61
|
-
instruction: 'PostPythLazerOracleUpdate',
|
|
62
|
-
cuUsage: 29242,
|
|
63
|
-
},
|
|
64
|
-
},
|
|
65
|
-
{
|
|
66
|
-
name: 'CuUsage',
|
|
67
|
-
data: {
|
|
68
|
-
instruction: 'UpdatePerpBidAskTwap',
|
|
69
|
-
cuUsage: 71006,
|
|
70
|
-
},
|
|
71
|
-
},
|
|
72
|
-
]);
|
|
73
|
-
});
|
|
74
|
-
|
|
75
|
-
it('can parse ixs with CPI (swaps)', () => {
|
|
76
|
-
const logs = [
|
|
77
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
78
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
79
|
-
'Program ComputeBudget111111111111111111111111111111 invoke [1]',
|
|
80
|
-
'Program ComputeBudget111111111111111111111111111111 success',
|
|
81
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
|
|
82
|
-
'Program log: Instruction: BeginSwap',
|
|
83
|
-
'Program data: t7rLuuG7X4K7X+loAAAAAAAAoDz72UK0JwQAAAAAAAAAAMS7r8ACAAAAAAAAAAAAAAB36Aiv26cZAwAAAAAAAAAArDDOLAMAAAAAAAAAAAAAAAA1DAAUzQAAoLsNAA==',
|
|
84
|
-
'Program data: t7rLuuG7X4K7X+loAAAAAAEASQcRhBUVAQAAAAAAAAAAAG3WGn8CAAAAAAAAAAAAAADBBakRTIoAAAAAAAAAAAAAFfFDwgIAAAAAAAAAAAAAAAA1DACghgEAYOMWAA==',
|
|
85
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA invoke [2]',
|
|
86
|
-
'Program log: Instruction: Transfer',
|
|
87
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA consumed 4645 of 1336324 compute units',
|
|
88
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA success',
|
|
89
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P consumed 79071 of 1399700 compute units',
|
|
90
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
|
|
91
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 invoke [1]',
|
|
92
|
-
'Program log: Instruction: Route',
|
|
93
|
-
'Program SV2EYYJyRz2YhfXwXnhNAevDEui5Q6yrfyo13WtupPF invoke [2]',
|
|
94
|
-
'Program data: S3VCwUhV8CXSyrcV3EtPUNCsQJvXpBqCGUobEJZVRnl5bVAAAAAAAFUFNBYAAAAAAAAAAAAAAAAAAAAAAAAAAA==',
|
|
95
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA invoke [3]',
|
|
96
|
-
'Program log: Instruction: Transfer',
|
|
97
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA consumed 4645 of 1255262 compute units',
|
|
98
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA success',
|
|
99
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA invoke [3]',
|
|
100
|
-
'Program log: Instruction: Transfer',
|
|
101
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA consumed 4736 of 1249195 compute units',
|
|
102
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA success',
|
|
103
|
-
'Program SV2EYYJyRz2YhfXwXnhNAevDEui5Q6yrfyo13WtupPF consumed 69257 of 1311915 compute units',
|
|
104
|
-
'Program SV2EYYJyRz2YhfXwXnhNAevDEui5Q6yrfyo13WtupPF success',
|
|
105
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 invoke [2]',
|
|
106
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 consumed 199 of 1241147 compute units',
|
|
107
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 success',
|
|
108
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 consumed 81059 of 1320629 compute units',
|
|
109
|
-
'Program return: JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 Z/tXxXEAAAA=',
|
|
110
|
-
'Program JUP6LkbZbjS1jKKwapdHNy74zcZ3tLUZoi5QNyVTaV4 success',
|
|
111
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P invoke [1]',
|
|
112
|
-
'Program log: Instruction: EndSwap',
|
|
113
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA invoke [2]',
|
|
114
|
-
'Program log: Instruction: Transfer',
|
|
115
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA consumed 4736 of 1187840 compute units',
|
|
116
|
-
'Program TokenkegQfeZyiNwAJbNbGKPFXCWuBvf9Ss623VQ5DA success',
|
|
117
|
-
'Program data: ort7woo4+vG7X+loAAAAAJ1Bg8Gp9WhWrw9VRm1UiC0KW6LRC2am2mjhfd3lzm6WZ/tXxXEAAAAA6HZIFwAAAAEAAAAJdDEMAAAAANFBDwAAAAAAAAAAAAAAAAA=',
|
|
118
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P consumed 156076 of 1239570 compute units',
|
|
119
|
-
'Program vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P success',
|
|
120
|
-
];
|
|
121
|
-
const cuUsage = parseLogsForCuUsage(logs);
|
|
122
|
-
expect(cuUsage).to.deep.equal([
|
|
123
|
-
{
|
|
124
|
-
name: 'CuUsage',
|
|
125
|
-
data: {
|
|
126
|
-
instruction: 'BeginSwap',
|
|
127
|
-
cuUsage: 79071,
|
|
128
|
-
},
|
|
129
|
-
},
|
|
130
|
-
{
|
|
131
|
-
name: 'CuUsage',
|
|
132
|
-
data: {
|
|
133
|
-
instruction: 'EndSwap',
|
|
134
|
-
cuUsage: 156076,
|
|
135
|
-
},
|
|
136
|
-
},
|
|
137
|
-
]);
|
|
138
|
-
});
|
|
139
|
-
});
|