@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.
Files changed (325) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +52 -0
  3. package/lib/browser/adminClient.js +97 -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 +191 -15
  9. package/lib/browser/idl/velocity.json +192 -16
  10. package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
  11. package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
  12. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  13. package/lib/browser/types.d.ts +6 -0
  14. package/lib/browser/user.d.ts +20 -3
  15. package/lib/browser/user.js +52 -4
  16. package/lib/browser/velocityClient.d.ts +46 -10
  17. package/lib/browser/velocityClient.js +107 -35
  18. package/lib/node/adminClient.d.ts +52 -0
  19. package/lib/node/adminClient.d.ts.map +1 -1
  20. package/lib/node/adminClient.js +97 -0
  21. package/lib/node/config.d.ts.map +1 -1
  22. package/lib/node/config.js +6 -7
  23. package/lib/node/constants/numericConstants.d.ts +1 -1
  24. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  25. package/lib/node/constants/numericConstants.js +1 -1
  26. package/lib/node/decode/user.d.ts.map +1 -1
  27. package/lib/node/decode/user.js +5 -1
  28. package/lib/node/idl/velocity.d.ts +191 -15
  29. package/lib/node/idl/velocity.d.ts.map +1 -1
  30. package/lib/node/idl/velocity.json +192 -16
  31. package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
  32. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  33. package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
  34. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  35. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  36. package/lib/node/types.d.ts +6 -0
  37. package/lib/node/types.d.ts.map +1 -1
  38. package/lib/node/user.d.ts +20 -3
  39. package/lib/node/user.d.ts.map +1 -1
  40. package/lib/node/user.js +52 -4
  41. package/lib/node/velocityClient.d.ts +46 -10
  42. package/lib/node/velocityClient.d.ts.map +1 -1
  43. package/lib/node/velocityClient.js +107 -35
  44. package/package.json +7 -3
  45. package/.prettierignore +0 -1
  46. package/CHANGELOG.md +0 -132
  47. package/build-browser.js +0 -58
  48. package/bunfig.toml +0 -3
  49. package/esbuild-shims.js +0 -12
  50. package/scripts/deposit-isolated-positions.ts +0 -110
  51. package/scripts/find-flagged-users.ts +0 -213
  52. package/scripts/grpc-client-test-comparison.ts +0 -372
  53. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  54. package/scripts/postbuild.js +0 -95
  55. package/scripts/single-grpc-client-test.ts +0 -284
  56. package/scripts/withdraw-isolated-positions.ts +0 -174
  57. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  58. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  59. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  60. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  61. package/src/accounts/bulkAccountLoader.ts +0 -358
  62. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  63. package/src/accounts/bulkUserSubscription.ts +0 -39
  64. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  65. package/src/accounts/fetch.ts +0 -200
  66. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  67. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  68. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  69. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  70. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  71. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  72. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  73. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  74. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  75. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  76. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  77. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  78. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  79. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  80. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  81. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  82. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  83. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  84. package/src/accounts/testBulkAccountLoader.ts +0 -59
  85. package/src/accounts/types.ts +0 -428
  86. package/src/accounts/utils.ts +0 -90
  87. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  88. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  89. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  90. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  91. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  92. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  93. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  94. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  95. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  96. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  97. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  98. package/src/addresses/marketAddresses.ts +0 -28
  99. package/src/addresses/pda.ts +0 -620
  100. package/src/adminClient.ts +0 -8136
  101. package/src/assert/assert.ts +0 -5
  102. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  103. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  104. package/src/auctionSubscriber/index.ts +0 -9
  105. package/src/auctionSubscriber/types.ts +0 -30
  106. package/src/bankrun/bankrunConnection.ts +0 -630
  107. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  108. package/src/blockhashSubscriber/index.ts +0 -6
  109. package/src/blockhashSubscriber/types.ts +0 -13
  110. package/src/clock/clockSubscriber.ts +0 -146
  111. package/src/config.ts +0 -312
  112. package/src/constants/index.ts +0 -9
  113. package/src/constants/numericConstants.ts +0 -194
  114. package/src/constants/perpMarkets.ts +0 -127
  115. package/src/constants/spotMarkets.ts +0 -104
  116. package/src/constants/txConstants.ts +0 -2
  117. package/src/constituentMap/constituentMap.ts +0 -305
  118. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  119. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  120. package/src/core/VelocityCore.ts +0 -606
  121. package/src/core/index.ts +0 -12
  122. package/src/core/instructions/deposit.ts +0 -64
  123. package/src/core/instructions/fill.ts +0 -51
  124. package/src/core/instructions/funding.ts +0 -33
  125. package/src/core/instructions/liquidation.ts +0 -55
  126. package/src/core/instructions/orders.ts +0 -84
  127. package/src/core/instructions/perpOrders.ts +0 -312
  128. package/src/core/instructions/settlement.ts +0 -40
  129. package/src/core/instructions/trigger.ts +0 -41
  130. package/src/core/instructions/withdraw.ts +0 -65
  131. package/src/core/remainingAccounts.ts +0 -320
  132. package/src/core/signedMsg.ts +0 -109
  133. package/src/decode/customCoder.ts +0 -148
  134. package/src/decode/user.ts +0 -401
  135. package/src/dlob/DLOB.ts +0 -2793
  136. package/src/dlob/DLOBNode.ts +0 -305
  137. package/src/dlob/DLOBSubscriber.ts +0 -269
  138. package/src/dlob/NodeList.ts +0 -244
  139. package/src/dlob/orderBookLevels.ts +0 -695
  140. package/src/dlob/types.ts +0 -37
  141. package/src/events/eventList.ts +0 -114
  142. package/src/events/eventSubscriber.ts +0 -521
  143. package/src/events/eventsServerLogProvider.ts +0 -189
  144. package/src/events/fetchLogs.ts +0 -219
  145. package/src/events/parse.ts +0 -271
  146. package/src/events/pollingLogProvider.ts +0 -113
  147. package/src/events/sort.ts +0 -51
  148. package/src/events/txEventCache.ts +0 -92
  149. package/src/events/types.ts +0 -337
  150. package/src/events/webSocketLogProvider.ts +0 -152
  151. package/src/factory/bigNum.ts +0 -709
  152. package/src/factory/oracleClient.ts +0 -73
  153. package/src/idl/pyth.json +0 -142
  154. package/src/idl/pyth.ts +0 -97
  155. package/src/idl/pyth_solana_receiver.json +0 -628
  156. package/src/idl/token_faucet.json +0 -229
  157. package/src/idl/token_faucet.ts +0 -197
  158. package/src/idl/velocity.json +0 -23974
  159. package/src/idl/velocity.ts +0 -23980
  160. package/src/index.ts +0 -150
  161. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  162. package/src/isomorphic/README.md +0 -19
  163. package/src/isomorphic/anchor.browser.ts +0 -44
  164. package/src/isomorphic/anchor.node.ts +0 -1
  165. package/src/isomorphic/anchor.ts +0 -1
  166. package/src/isomorphic/anchor29.browser.ts +0 -24
  167. package/src/isomorphic/anchor29.node.ts +0 -1
  168. package/src/isomorphic/anchor29.ts +0 -1
  169. package/src/isomorphic/grpc.browser.ts +0 -4
  170. package/src/isomorphic/grpc.node.ts +0 -130
  171. package/src/isomorphic/grpc.ts +0 -1
  172. package/src/jupiter/jupiterClient.ts +0 -502
  173. package/src/keypair.ts +0 -32
  174. package/src/margin/README.md +0 -138
  175. package/src/marginCalculation.ts +0 -407
  176. package/src/marinade/idl/idl.json +0 -1962
  177. package/src/marinade/index.ts +0 -73
  178. package/src/marinade/types.ts +0 -3925
  179. package/src/math/amm.ts +0 -1758
  180. package/src/math/auction.ts +0 -480
  181. package/src/math/bankruptcy.ts +0 -138
  182. package/src/math/builder.ts +0 -130
  183. package/src/math/conversion.ts +0 -45
  184. package/src/math/exchangeStatus.ts +0 -261
  185. package/src/math/funding.ts +0 -498
  186. package/src/math/insurance.ts +0 -171
  187. package/src/math/liquidation.ts +0 -433
  188. package/src/math/margin.ts +0 -327
  189. package/src/math/market.ts +0 -487
  190. package/src/math/oracles.ts +0 -477
  191. package/src/math/orders.ts +0 -500
  192. package/src/math/position.ts +0 -381
  193. package/src/math/repeg.ts +0 -223
  194. package/src/math/spotBalance.ts +0 -996
  195. package/src/math/spotMarket.ts +0 -115
  196. package/src/math/spotPosition.ts +0 -263
  197. package/src/math/state.ts +0 -71
  198. package/src/math/superStake.ts +0 -602
  199. package/src/math/tiers.ts +0 -73
  200. package/src/math/trade.ts +0 -879
  201. package/src/math/utils.ts +0 -183
  202. package/src/memcmp.ts +0 -279
  203. package/src/oracles/oracleClientCache.ts +0 -41
  204. package/src/oracles/oracleId.ts +0 -99
  205. package/src/oracles/prelaunchOracleClient.ts +0 -63
  206. package/src/oracles/pythClient.ts +0 -125
  207. package/src/oracles/pythLazerClient.ts +0 -141
  208. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  209. package/src/oracles/strictOraclePrice.ts +0 -40
  210. package/src/oracles/types.ts +0 -82
  211. package/src/oracles/utils.ts +0 -45
  212. package/src/orderParams.ts +0 -117
  213. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  214. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  215. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  216. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  217. package/src/orderSubscriber/index.ts +0 -7
  218. package/src/orderSubscriber/types.ts +0 -64
  219. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  220. package/src/priorityFee/averageStrategy.ts +0 -13
  221. package/src/priorityFee/ewmaStrategy.ts +0 -51
  222. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  223. package/src/priorityFee/index.ts +0 -16
  224. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  225. package/src/priorityFee/maxStrategy.ts +0 -8
  226. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  227. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  228. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  229. package/src/priorityFee/types.ts +0 -82
  230. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  231. package/src/pyth/constants.ts +0 -9
  232. package/src/pyth/index.ts +0 -15
  233. package/src/pyth/pythLazerSubscriber.ts +0 -365
  234. package/src/pyth/types.ts +0 -4451
  235. package/src/pyth/utils.ts +0 -13
  236. package/src/slot/SlotSubscriber.ts +0 -126
  237. package/src/slot/SlothashSubscriber.ts +0 -163
  238. package/src/swap/UnifiedSwapClient.ts +0 -315
  239. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  240. package/src/swift/index.ts +0 -10
  241. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  242. package/src/swift/swiftOrderSubscriber.ts +0 -351
  243. package/src/testClient.ts +0 -42
  244. package/src/titan/titanClient.ts +0 -438
  245. package/src/token/index.ts +0 -13
  246. package/src/tokenFaucet.ts +0 -296
  247. package/src/tx/baseTxSender.ts +0 -651
  248. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  249. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  250. package/src/tx/blockhashFetcher/types.ts +0 -9
  251. package/src/tx/fastSingleTxSender.ts +0 -200
  252. package/src/tx/forwardOnlyTxSender.ts +0 -193
  253. package/src/tx/priorityFeeCalculator.ts +0 -117
  254. package/src/tx/reportTransactionError.ts +0 -176
  255. package/src/tx/retryTxSender.ts +0 -177
  256. package/src/tx/txHandler.ts +0 -1009
  257. package/src/tx/txParamProcessor.ts +0 -225
  258. package/src/tx/types.ts +0 -117
  259. package/src/tx/utils.ts +0 -133
  260. package/src/tx/whileValidTxSender.ts +0 -377
  261. package/src/types.ts +0 -2575
  262. package/src/user.ts +0 -5316
  263. package/src/userConfig.ts +0 -38
  264. package/src/userMap/PollingSubscription.ts +0 -61
  265. package/src/userMap/WebsocketSubscription.ts +0 -93
  266. package/src/userMap/grpcSubscription.ts +0 -93
  267. package/src/userMap/referrerMap.ts +0 -360
  268. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  269. package/src/userMap/userMap.ts +0 -784
  270. package/src/userMap/userMapConfig.ts +0 -82
  271. package/src/userMap/userStatsMap.ts +0 -393
  272. package/src/userName.ts +0 -37
  273. package/src/userStats.ts +0 -159
  274. package/src/userStatsConfig.ts +0 -35
  275. package/src/util/TransactionConfirmationManager.ts +0 -333
  276. package/src/util/chainClock.ts +0 -65
  277. package/src/util/computeUnits.ts +0 -101
  278. package/src/util/digest.ts +0 -33
  279. package/src/util/ed25519Utils.ts +0 -95
  280. package/src/util/promiseTimeout.ts +0 -23
  281. package/src/velocityClient.ts +0 -14802
  282. package/src/velocityClientConfig.ts +0 -119
  283. package/src/wallet.ts +0 -91
  284. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  285. package/tests/VelocityCore/decode.test.ts +0 -16
  286. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  287. package/tests/VelocityCore/instructions.test.ts +0 -46
  288. package/tests/VelocityCore/pdas.test.ts +0 -30
  289. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  290. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  291. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  292. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  293. package/tests/amm/test.ts +0 -2402
  294. package/tests/auctions/test.ts +0 -81
  295. package/tests/bn/test.ts +0 -355
  296. package/tests/builder/builderFee.test.ts +0 -42
  297. package/tests/ci/verifyConstants.ts +0 -393
  298. package/tests/decode/test.ts +0 -262
  299. package/tests/decode/userAccountBufferStrings.ts +0 -102
  300. package/tests/dlob/helpers.ts +0 -748
  301. package/tests/dlob/test.ts +0 -6969
  302. package/tests/dlob/tickSizeStandardization.ts +0 -545
  303. package/tests/events/parseLogsForCuUsage.ts +0 -139
  304. package/tests/exchangeStatus/test.ts +0 -45
  305. package/tests/insurance/test.ts +0 -40
  306. package/tests/liquidation/test.ts +0 -125
  307. package/tests/oracles/mmOracleGate.test.ts +0 -379
  308. package/tests/oracles/pythPegSnap.test.ts +0 -76
  309. package/tests/sdkParity/enumParity.test.ts +0 -84
  310. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  311. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  312. package/tests/spot/test.ts +0 -281
  313. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  314. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  315. package/tests/tx/priorityFeeCalculator.ts +0 -77
  316. package/tests/tx/priorityFeeStrategy.ts +0 -95
  317. package/tests/user/bankruptcy.ts +0 -165
  318. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  319. package/tests/user/getMarginCalculation.ts +0 -586
  320. package/tests/user/helpers.ts +0 -184
  321. package/tests/user/liquidations.ts +0 -129
  322. package/tests/user/marginCalculations.test.ts +0 -321
  323. package/tests/user/test.ts +0 -833
  324. package/tsconfig.browser.json +0 -18
  325. package/tsconfig.json +0 -36
@@ -1,45 +0,0 @@
1
- import {
2
- depositPaused,
3
- withdrawPaused,
4
- ExchangeStatus,
5
- SpotOperation,
6
- } from '../../src';
7
- import { mockStateAccount, mockSpotMarkets } from '../dlob/helpers';
8
- import * as _ from 'lodash';
9
-
10
- import { assert } from '../../src/assert/assert';
11
-
12
- describe('Exchange Status Tests', () => {
13
- it('depositPaused mirrors the global ExchangeStatus bit and the per-market SpotOperation bit', () => {
14
- const state = _.cloneDeep(mockStateAccount);
15
- const spotMarket = _.cloneDeep(mockSpotMarkets[0]);
16
-
17
- assert(depositPaused(state, spotMarket) === false);
18
-
19
- state.exchangeStatus = ExchangeStatus.DEPOSIT_PAUSED;
20
- assert(depositPaused(state, spotMarket) === true);
21
-
22
- state.exchangeStatus = ExchangeStatus.ACTIVE;
23
- spotMarket.pausedOperations = SpotOperation.DEPOSIT;
24
- assert(depositPaused(state, spotMarket) === true);
25
- });
26
-
27
- it('withdrawPaused mirrors the global ExchangeStatus bit and the per-market SpotOperation bit', () => {
28
- const state = _.cloneDeep(mockStateAccount);
29
- const spotMarket = _.cloneDeep(mockSpotMarkets[0]);
30
-
31
- assert(withdrawPaused(state, spotMarket) === false);
32
-
33
- state.exchangeStatus = ExchangeStatus.WITHDRAW_PAUSED;
34
- assert(withdrawPaused(state, spotMarket) === true);
35
-
36
- state.exchangeStatus = ExchangeStatus.ACTIVE;
37
- spotMarket.pausedOperations = SpotOperation.WITHDRAW;
38
- assert(withdrawPaused(state, spotMarket) === true);
39
-
40
- // unrelated pause bits must not trip either predicate
41
- spotMarket.pausedOperations = SpotOperation.FILL;
42
- assert(withdrawPaused(state, spotMarket) === false);
43
- assert(depositPaused(state, spotMarket) === false);
44
- });
45
- });
@@ -1,40 +0,0 @@
1
- import { BN, ZERO, timeRemainingUntilUpdate, ONE } from '../../src';
2
- // import { mockPerpMarkets } from '../dlob/helpers';
3
-
4
- import { assert } from '../../src/assert/assert';
5
-
6
- describe('Insurance Tests', () => {
7
- it('time remaining updates', () => {
8
- const now = new BN(1683576852);
9
- const lastUpdate = new BN(1683576000);
10
- const period = new BN(3600); //hourly
11
-
12
- let tr;
13
- // console.log(now.sub(lastUpdate).toString());
14
-
15
- tr = timeRemainingUntilUpdate(now, lastUpdate, period);
16
- // console.log(tr.toString());
17
- assert(tr.eq(new BN('2748')));
18
-
19
- tr = timeRemainingUntilUpdate(now, lastUpdate.sub(period), period);
20
- // console.log(tr.toString());
21
- assert(tr.eq(ZERO));
22
-
23
- const tooLateUpdate = lastUpdate.sub(period.div(new BN(3)).add(ONE));
24
- tr = timeRemainingUntilUpdate(
25
- tooLateUpdate.add(ONE),
26
- tooLateUpdate,
27
- period
28
- );
29
- // console.log(tr.toString());
30
- assert(tr.eq(new BN('4800')));
31
-
32
- tr = timeRemainingUntilUpdate(now, lastUpdate.add(ONE), period);
33
- // console.log(tr.toString());
34
- assert(tr.eq(new BN('2748')));
35
-
36
- tr = timeRemainingUntilUpdate(now, lastUpdate.sub(ONE), period);
37
- // console.log(tr.toString());
38
- assert(tr.eq(new BN('2748')));
39
- });
40
- });
@@ -1,125 +0,0 @@
1
- import { assert } from 'chai';
2
- import {
3
- BN,
4
- BASE_PRECISION,
5
- QUOTE_PRECISION,
6
- LIQUIDATION_PCT_PRECISION,
7
- calculateMaxPctToLiquidate,
8
- calculatePerpIfFee,
9
- calculateSpotIfFee,
10
- } from '../../src';
11
-
12
- describe('calculateMaxPctToLiquidate', () => {
13
- it('isolated position override returns 100% regardless of graduated schedule', () => {
14
- const pct = calculateMaxPctToLiquidate(
15
- new BN(0), // userLastActiveSlot
16
- new BN(0), // userLiquidationMarginFreed
17
- new BN(1_000_000).mul(QUOTE_PRECISION), // huge margin shortage
18
- new BN(0), // slot === lastActiveSlot, no time elapsed
19
- new BN(0), // initialPctToLiquidate
20
- new BN(1000), // liquidationDuration
21
- true // isIsolatedPosition
22
- );
23
-
24
- assert.isTrue(pct.eq(LIQUIDATION_PCT_PRECISION));
25
- });
26
-
27
- it('computes slots elapsed unconditionally, even when no margin has been freed yet', () => {
28
- // userLiquidationMarginFreed === 0: a prior gate on this value would force
29
- // slotsElapsed to 0 and the whole schedule to be stuck at initialPctToLiquidate.
30
- const pct = calculateMaxPctToLiquidate(
31
- new BN(0), // userLastActiveSlot
32
- new BN(0), // userLiquidationMarginFreed
33
- new BN(1000).mul(QUOTE_PRECISION), // margin shortage (above the 50 QUOTE_PRECISION floor)
34
- new BN(100), // slot
35
- new BN(0), // initialPctToLiquidate
36
- new BN(1000) // liquidationDuration
37
- );
38
-
39
- // slotsElapsed = 100, pctFreeable = 100 * 10000 / 1000 = 1000 (10%)
40
- assert.isTrue(pct.eq(new BN(1000)));
41
- });
42
- });
43
-
44
- describe('calculatePerpIfFee', () => {
45
- // marginRatio 5%, liquidator fee 0.5%, quote oracle price != 1.0
46
- const marginRatio = 500;
47
- const liquidatorFee = 5000;
48
- const oraclePrice = new BN(100).mul(new BN(1_000_000));
49
- const quoteOraclePrice = new BN(1_020_000); // 1.02
50
- const userBaseAssetAmount = new BN(10).mul(BASE_PRECISION);
51
- const marginShortage = new BN(1).mul(QUOTE_PRECISION);
52
-
53
- it('returns the implied fee when it is below the combined-rate cap', () => {
54
- const fee = calculatePerpIfFee(
55
- marginShortage,
56
- userBaseAssetAmount,
57
- marginRatio,
58
- liquidatorFee,
59
- oraclePrice,
60
- quoteOraclePrice,
61
- 50_000 // cap well above the implied fee
62
- );
63
-
64
- assert.equal(fee, 41_819);
65
- });
66
-
67
- it('clamps to the combined-rate cap when the implied fee exceeds it', () => {
68
- const fee = calculatePerpIfFee(
69
- marginShortage,
70
- userBaseAssetAmount,
71
- marginRatio,
72
- liquidatorFee,
73
- oraclePrice,
74
- quoteOraclePrice,
75
- 20_000 // cap below the implied fee
76
- );
77
-
78
- assert.equal(fee, 20_000);
79
- });
80
- });
81
-
82
- describe('calculateSpotIfFee', () => {
83
- const assetWeight = 8000;
84
- const liabilityWeight = 12000;
85
- const assetLiquidationMultiplier = 1_000_000;
86
- const liabilityLiquidationMultiplier = 1_000_000;
87
- const liabilityDecimals = 6;
88
- const liabilityPrice = new BN(1_050_000); // non-1.0 price
89
- const tokenAmount = new BN(1000).mul(
90
- new BN(10).pow(new BN(liabilityDecimals))
91
- );
92
- const marginShortage = new BN(10).mul(QUOTE_PRECISION);
93
-
94
- it('returns the implied fee when it is below the combined-rate cap', () => {
95
- const fee = calculateSpotIfFee(
96
- marginShortage,
97
- tokenAmount,
98
- assetWeight,
99
- assetLiquidationMultiplier,
100
- liabilityWeight,
101
- liabilityLiquidationMultiplier,
102
- liabilityDecimals,
103
- liabilityPrice,
104
- 400_000 // cap well above the implied fee
105
- );
106
-
107
- assert.equal(fee, 325_397);
108
- });
109
-
110
- it('clamps to the combined-rate cap when the implied fee exceeds it', () => {
111
- const fee = calculateSpotIfFee(
112
- marginShortage,
113
- tokenAmount,
114
- assetWeight,
115
- assetLiquidationMultiplier,
116
- liabilityWeight,
117
- liabilityLiquidationMultiplier,
118
- liabilityDecimals,
119
- liabilityPrice,
120
- 100_000 // cap below the implied fee
121
- );
122
-
123
- assert.equal(fee, 100_000);
124
- });
125
- });
@@ -1,379 +0,0 @@
1
- import * as _ from 'lodash';
2
- import {
3
- BN,
4
- OracleGuardRails,
5
- OracleValidity,
6
- PRICE_PRECISION,
7
- getOracleValidity,
8
- isOracleTooDivergent,
9
- isFallbackAvailableLiquiditySource,
10
- MMOraclePriceData,
11
- StateAccount,
12
- VelocityClient,
13
- } from '../../src';
14
- import { mockPerpMarkets } from '../dlob/helpers';
15
- import { mockOrder } from '../user/helpers';
16
- import { assert } from '../../src/assert/assert';
17
-
18
- // Pins the UseMMOraclePrice gating semantics from
19
- // `programs/velocity/src/state/perp_market.rs::get_mm_oracle_price_data`: the
20
- // fallback to the exchange oracle is driven by `is_oracle_valid_for_action`
21
- // (NonPositive/TooVolatile only), never by the twap-5min divergence band that
22
- // `isOracleTooDivergent` mirrors elsewhere (`validate_fill_price_within_price_bands`).
23
- describe('MM oracle validity gate (UseMMOraclePrice semantics)', () => {
24
- it('does not fall back to the exchange oracle solely because mm price diverged from a stale 5min twap', () => {
25
- const market = _.cloneDeep(mockPerpMarkets[0]);
26
- market.marketStats.historicalOracleData.lastOraclePriceTwap = new BN(
27
- 100
28
- ).mul(PRICE_PRECISION);
29
- market.marketStats.historicalOracleData.lastOraclePriceTwap5Min = new BN(
30
- 100
31
- ).mul(PRICE_PRECISION);
32
-
33
- // Market has moved a long way from the stale 5min twap, but the mm
34
- // oracle and the current exchange oracle agree closely with each other.
35
- const exchangeOraclePrice = new BN(160).mul(PRICE_PRECISION);
36
- const mmOraclePrice = new BN(161).mul(PRICE_PRECISION);
37
- const mmOracleSlot = new BN(1000);
38
- const mmOracleConfidence = new BN(1000);
39
-
40
- const oracleGuardRails: OracleGuardRails = {
41
- priceDivergence: {
42
- markOraclePercentDivergence: new BN(0),
43
- oracleTwap5MinPercentDivergence: new BN(0),
44
- },
45
- validity: {
46
- slotsBeforeStaleForAmm: new BN(10),
47
- slotsBeforeStaleForMargin: new BN(60),
48
- confidenceIntervalMaxSize: new BN(20000),
49
- tooVolatileRatio: new BN(5),
50
- },
51
- };
52
-
53
- // Old (incorrect) gate: mirrors validate_fill_price_within_price_bands,
54
- // which is NOT what the program checks before using the mm oracle price.
55
- const wasTooDivergentUnderOldGate = isOracleTooDivergent(
56
- market.marketStats,
57
- {
58
- price: mmOraclePrice,
59
- slot: mmOracleSlot,
60
- confidence: mmOracleConfidence,
61
- hasSufficientNumberOfDataPoints: true,
62
- },
63
- oracleGuardRails
64
- );
65
- assert(
66
- wasTooDivergentUnderOldGate,
67
- 'expected the twap5min-divergence check to trip on the stale twap'
68
- );
69
-
70
- // Correct gate: is_oracle_valid_for_action(mm_oracle_validity, UseMMOraclePrice)
71
- // only rejects NonPositive/TooVolatile.
72
- const mmOracleValidity = getOracleValidity(
73
- market,
74
- {
75
- price: mmOraclePrice,
76
- slot: mmOracleSlot,
77
- confidence: mmOracleConfidence,
78
- hasSufficientNumberOfDataPoints: true,
79
- },
80
- oracleGuardRails,
81
- mmOracleSlot
82
- );
83
- const isMMOracleInvalidForUse =
84
- mmOracleValidity === OracleValidity.NonPositive ||
85
- mmOracleValidity === OracleValidity.TooVolatile;
86
-
87
- assert(
88
- !isMMOracleInvalidForUse,
89
- `expected mm oracle to remain valid for UseMMOraclePrice, got validity=${OracleValidity[mmOracleValidity]}`
90
- );
91
-
92
- // Sanity: the exchange oracle is not materially different from the mm
93
- // oracle, so the 1% mm-vs-exchange fallback threshold used alongside this
94
- // gate would not itself trigger a fallback either.
95
- const pctDiff = mmOraclePrice
96
- .sub(exchangeOraclePrice)
97
- .abs()
98
- .mul(new BN(1_000_000))
99
- .div(exchangeOraclePrice);
100
- assert(pctDiff.lt(new BN(10_000)), 'expected mm/exchange prices within 1%');
101
- });
102
-
103
- it('does fall back when the mm oracle itself is too volatile vs its own twap', () => {
104
- const market = _.cloneDeep(mockPerpMarkets[0]);
105
- market.marketStats.historicalOracleData.lastOraclePriceTwap = new BN(
106
- 100
107
- ).mul(PRICE_PRECISION);
108
- market.marketStats.historicalOracleData.lastOraclePriceTwap5Min = new BN(
109
- 100
110
- ).mul(PRICE_PRECISION);
111
-
112
- const mmOraclePrice = new BN(600).mul(PRICE_PRECISION); // 6x the twap
113
- const mmOracleSlot = new BN(1000);
114
- const mmOracleConfidence = new BN(1000);
115
-
116
- const oracleGuardRails: OracleGuardRails = {
117
- priceDivergence: {
118
- markOraclePercentDivergence: new BN(0),
119
- oracleTwap5MinPercentDivergence: new BN(0),
120
- },
121
- validity: {
122
- slotsBeforeStaleForAmm: new BN(10),
123
- slotsBeforeStaleForMargin: new BN(60),
124
- confidenceIntervalMaxSize: new BN(20000),
125
- tooVolatileRatio: new BN(5),
126
- },
127
- };
128
-
129
- const mmOracleValidity = getOracleValidity(
130
- market,
131
- {
132
- price: mmOraclePrice,
133
- slot: mmOracleSlot,
134
- confidence: mmOracleConfidence,
135
- hasSufficientNumberOfDataPoints: true,
136
- },
137
- oracleGuardRails,
138
- mmOracleSlot
139
- );
140
-
141
- assert(mmOracleValidity === OracleValidity.TooVolatile);
142
- });
143
- });
144
-
145
- // Pins the sequence-id recency ordering in
146
- // `VelocityClient.getMMOracleDataForPerpMarket` against the program's
147
- // `MMOraclePriceData::new` (`state/oracle.rs`). Two boundary cases the SDK
148
- // previously got wrong:
149
- // 1. Equal sequence ids: Rust uses `exchange_seq > mm_seq`, so equal ids mean
150
- // the exchange oracle is NOT more recent and the MM price is used.
151
- // 2. The sequence-id path guard is `abs_diff < exchange_seq / 10_000`; the slot
152
- // path is its negation and must fire on `>=`, not `>`.
153
- describe('MM oracle sequence-id recency (getMMOracleDataForPerpMarket)', () => {
154
- const guardRails: OracleGuardRails = {
155
- priceDivergence: {
156
- markOraclePercentDivergence: new BN(0),
157
- oracleTwap5MinPercentDivergence: new BN(0),
158
- },
159
- validity: {
160
- slotsBeforeStaleForAmm: new BN(10),
161
- slotsBeforeStaleForMargin: new BN(60),
162
- confidenceIntervalMaxSize: new BN(20000),
163
- tooVolatileRatio: new BN(5),
164
- },
165
- };
166
-
167
- // exchange 100.0, mm 100.5 => 0.5% apart (within the 1% fallback threshold),
168
- // so the only thing deciding which price is returned is the recency ordering.
169
- const exchangePrice = new BN(100).mul(PRICE_PRECISION);
170
- const mmOraclePrice = exchangePrice.add(PRICE_PRECISION.divn(2));
171
-
172
- function callWith(
173
- exchangeSequenceId: BN,
174
- mmOracleSequenceId: BN
175
- ): MMOraclePriceData {
176
- const market = _.cloneDeep(mockPerpMarkets[0]);
177
- // twaps == exchange price keeps the mm oracle Valid (not TooVolatile).
178
- market.marketStats.historicalOracleData.lastOraclePriceTwap = exchangePrice;
179
- market.marketStats.historicalOracleData.lastOraclePriceTwap5Min =
180
- exchangePrice;
181
- market.marketStats.mmOraclePrice = mmOraclePrice;
182
- market.marketStats.mmOracleSlot = new BN(1000);
183
- market.marketStats.mmOracleSequenceId = mmOracleSequenceId;
184
-
185
- const oracleData = {
186
- price: exchangePrice,
187
- slot: new BN(1000),
188
- confidence: new BN(1000),
189
- hasSufficientNumberOfDataPoints: true,
190
- sequenceId: exchangeSequenceId,
191
- };
192
-
193
- const fakeThis = {
194
- getPerpMarketAccountOrThrow: () => market,
195
- getOracleDataForPerpMarket: () => oracleData,
196
- accountSubscriber: {
197
- getStateAccountAndSlot: () => ({
198
- data: { oracleGuardRails: guardRails },
199
- slot: 1000,
200
- }),
201
- },
202
- };
203
-
204
- return VelocityClient.prototype.getMMOracleDataForPerpMarket.call(
205
- fakeThis,
206
- 0
207
- ) as MMOraclePriceData;
208
- }
209
-
210
- it('uses the MM oracle when sequence ids are equal (mirrors exchange_seq > mm_seq)', () => {
211
- // seq >= 10_000 so abs_diff(0) < seq/10_000, i.e. the sequence-id path is taken.
212
- const result = callWith(new BN(20000), new BN(20000));
213
- assert(
214
- result.price.eq(mmOraclePrice),
215
- `expected MM price on equal sequence ids, got ${result.price.toString()}`
216
- );
217
- });
218
-
219
- it('uses the MM oracle when the exchange sequence id is older', () => {
220
- // abs_diff (5) < threshold (100_000 / 10_000 = 10) => sequence-id path.
221
- const result = callWith(new BN(100_000), new BN(100_005));
222
- assert(
223
- result.price.eq(mmOraclePrice),
224
- `expected MM price when exchange seq < mm seq, got ${result.price.toString()}`
225
- );
226
- });
227
-
228
- it('falls back to the exchange oracle when its sequence id is newer', () => {
229
- // abs_diff (6) < threshold (100_006 / 10_000 = 10) => sequence-id path.
230
- const result = callWith(new BN(100_006), new BN(100_000));
231
- assert(
232
- result.price.eq(exchangePrice),
233
- `expected exchange price when exchange seq > mm seq, got ${result.price.toString()}`
234
- );
235
- });
236
-
237
- it('switches to slot recency at the abs_diff == seq/10_000 boundary (>=, not >)', () => {
238
- // exchange_seq = 100_000 => threshold = 10. abs_diff = 10 == threshold, so
239
- // Rust takes the slot/delay path. With equal slots the exchange oracle is not
240
- // more recent, so the MM price is used — a `>` guard would instead take the
241
- // sequence path and, with exchange_seq (100_010) > mm_seq (100_000), wrongly
242
- // fall back to the exchange oracle.
243
- const result = callWith(new BN(100_010), new BN(100_000));
244
- assert(
245
- result.price.eq(mmOraclePrice),
246
- `expected MM price at the slot-path boundary, got ${result.price.toString()}`
247
- );
248
- });
249
- });
250
-
251
- // M15: isFallbackAvailableLiquiditySource must mirror amm_fill_gates_ok's
252
- // mm_oracle_not_too_volatile gate: suppress AMM fills when the MM oracle is
253
- // enabled, at least as recent as the exchange oracle, and diverges >1% from it.
254
- describe('AMM fallback availability — MM-oracle volatility gate', () => {
255
- const guardRails: OracleGuardRails = {
256
- priceDivergence: {
257
- markOraclePercentDivergence: new BN(0),
258
- oracleTwap5MinPercentDivergence: new BN(0),
259
- },
260
- validity: {
261
- slotsBeforeStaleForAmm: new BN(10),
262
- slotsBeforeStaleForMargin: new BN(60),
263
- confidenceIntervalMaxSize: new BN(20000),
264
- tooVolatileRatio: new BN(5),
265
- },
266
- };
267
-
268
- const slot = 1000;
269
-
270
- function makeValidMarketAndState() {
271
- const market = _.cloneDeep(mockPerpMarkets[0]);
272
- market.pausedOperations = 0;
273
- market.marketStats.historicalOracleData.lastOraclePriceTwap = new BN(
274
- 100
275
- ).mul(PRICE_PRECISION);
276
- market.marketStats.historicalOracleData.lastOraclePriceTwap5Min = new BN(
277
- 100
278
- ).mul(PRICE_PRECISION);
279
- const state = { oracleGuardRails: guardRails } as StateAccount;
280
- return { market, state };
281
- }
282
-
283
- // A fresh, on-price MM oracle => OracleValidity.Valid, so the only thing that
284
- // can flip availability in these cases is the volatility gate.
285
- function makeMMData(
286
- overrides: Partial<MMOraclePriceData>
287
- ): MMOraclePriceData {
288
- return {
289
- price: new BN(100).mul(PRICE_PRECISION),
290
- slot: new BN(slot),
291
- confidence: new BN(1000),
292
- hasSufficientNumberOfDataPoints: true,
293
- isMMOracleActive: true,
294
- isMMOracleEnabled: true,
295
- isMMOracleAsRecent: true,
296
- isMMExchangeDiffBpsHigh: false,
297
- ...overrides,
298
- };
299
- }
300
-
301
- it('is available (baseline) when the mm oracle is valid and diff is within 1%', () => {
302
- const { market, state } = makeValidMarketAndState();
303
- const available = isFallbackAvailableLiquiditySource(
304
- mockOrder,
305
- makeMMData({}),
306
- slot,
307
- state,
308
- market
309
- );
310
- assert(
311
- available,
312
- 'expected AMM fallback available for a valid, low-diff mm oracle'
313
- );
314
- });
315
-
316
- it('is blocked when mm oracle is enabled, as-recent, and diff > 1%', () => {
317
- const { market, state } = makeValidMarketAndState();
318
- const available = isFallbackAvailableLiquiditySource(
319
- mockOrder,
320
- makeMMData({ isMMExchangeDiffBpsHigh: true }),
321
- slot,
322
- state,
323
- market
324
- );
325
- assert(
326
- !available,
327
- 'expected AMM fallback blocked by mm-oracle volatility gate'
328
- );
329
- });
330
-
331
- it('is NOT blocked by the volatility gate when the mm oracle is not as-recent (mirrors else{true})', () => {
332
- const { market, state } = makeValidMarketAndState();
333
- const available = isFallbackAvailableLiquiditySource(
334
- mockOrder,
335
- makeMMData({ isMMExchangeDiffBpsHigh: true, isMMOracleAsRecent: false }),
336
- slot,
337
- state,
338
- market
339
- );
340
- assert(
341
- available,
342
- 'expected volatility gate to not apply when mm oracle is stale'
343
- );
344
- });
345
-
346
- it('is NOT blocked by the volatility gate when the mm oracle is disabled', () => {
347
- const { market, state } = makeValidMarketAndState();
348
- const available = isFallbackAvailableLiquiditySource(
349
- mockOrder,
350
- makeMMData({ isMMExchangeDiffBpsHigh: true, isMMOracleEnabled: false }),
351
- slot,
352
- state,
353
- market
354
- );
355
- assert(
356
- available,
357
- 'expected volatility gate to not apply when mm oracle disabled'
358
- );
359
- });
360
-
361
- it('skips the volatility gate when the flags are absent (backward compat)', () => {
362
- const { market, state } = makeValidMarketAndState();
363
- const available = isFallbackAvailableLiquiditySource(
364
- mockOrder,
365
- makeMMData({
366
- isMMOracleEnabled: undefined,
367
- isMMOracleAsRecent: undefined,
368
- isMMExchangeDiffBpsHigh: undefined,
369
- }),
370
- slot,
371
- state,
372
- market
373
- );
374
- assert(
375
- available,
376
- 'expected gate skipped when mm volatility flags unpopulated'
377
- );
378
- });
379
- });
@@ -1,76 +0,0 @@
1
- import * as pythClientLib from '@pythnetwork/client';
2
- import * as sinon from 'sinon';
3
- import { PythClient } from '../../src/oracles/pythClient';
4
- import { PythLazerClient } from '../../src/oracles/pythLazerClient';
5
- import { BN, QUOTE_PRECISION } from '../../src';
6
- import { assert } from '../../src/assert/assert';
7
-
8
- // Program's `get_pyth_stable_coin_price` snaps to peg when
9
- // `|price - QUOTE_PRECISION| <= min(confidence, five_bps)` (note `<=`, not `<`).
10
- describe('Pyth stablecoin peg-snap boundary', () => {
11
- afterEach(() => {
12
- sinon.restore();
13
- });
14
-
15
- describe('PythClient', () => {
16
- function stubParsePriceData(priceAboveQuote: number, confidence: number) {
17
- sinon.stub(pythClientLib, 'parsePriceData').returns({
18
- exponent: -6,
19
- aggregate: { price: 1 + priceAboveQuote / 1_000_000 },
20
- confidence: confidence / 1_000_000,
21
- twap: { value: 1 },
22
- twac: { value: 0 },
23
- lastSlot: { toString: () => '1' },
24
- numComponentPrices: 3,
25
- numQuoters: 3,
26
- } as any);
27
- }
28
-
29
- it('snaps to peg exactly at the confidence bound', () => {
30
- // spread == min(confidence, fiveBPS) == 500 exactly
31
- stubParsePriceData(500, 1000);
32
- const client = new PythClient({} as any, undefined, true);
33
- const data = client.getOraclePriceDataFromBuffer(Buffer.alloc(1));
34
- assert(data.price.eq(QUOTE_PRECISION));
35
- });
36
-
37
- it('does not snap just past the confidence bound', () => {
38
- stubParsePriceData(501, 1000);
39
- const client = new PythClient({} as any, undefined, true);
40
- const data = client.getOraclePriceDataFromBuffer(Buffer.alloc(1));
41
- assert(!data.price.eq(QUOTE_PRECISION));
42
- assert(data.price.eq(QUOTE_PRECISION.add(new BN(501))));
43
- });
44
- });
45
-
46
- describe('PythLazerClient', () => {
47
- function makeClient(priceAboveQuote: number, confidence: number) {
48
- const client = new PythLazerClient(
49
- { commitment: 'confirmed' } as any,
50
- undefined,
51
- true
52
- );
53
- (client as any).decodeFunc = () => ({
54
- price: QUOTE_PRECISION.add(new BN(priceAboveQuote)),
55
- conf: new BN(confidence),
56
- exponent: -6,
57
- postedSlot: new BN(1),
58
- publishTime: new BN(1),
59
- });
60
- return client;
61
- }
62
-
63
- it('snaps to peg exactly at the confidence bound', () => {
64
- const client = makeClient(500, 1000);
65
- const data = client.getOraclePriceDataFromBuffer(Buffer.alloc(1));
66
- assert(data.price.eq(QUOTE_PRECISION));
67
- });
68
-
69
- it('does not snap just past the confidence bound', () => {
70
- const client = makeClient(501, 1000);
71
- const data = client.getOraclePriceDataFromBuffer(Buffer.alloc(1));
72
- assert(!data.price.eq(QUOTE_PRECISION));
73
- assert(data.price.eq(QUOTE_PRECISION.add(new BN(501))));
74
- });
75
- });
76
- });