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