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