@velocity-exchange/sdk 0.4.0 → 0.6.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +3 -3
- package/lib/browser/adminClient.d.ts +52 -0
- package/lib/browser/adminClient.js +97 -0
- package/lib/browser/config.js +6 -7
- package/lib/browser/constants/numericConstants.d.ts +1 -1
- package/lib/browser/constants/numericConstants.js +1 -1
- package/lib/browser/decode/user.js +5 -1
- package/lib/browser/idl/velocity.d.ts +191 -15
- package/lib/browser/idl/velocity.json +192 -16
- package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
- package/lib/browser/types.d.ts +6 -0
- package/lib/browser/user.d.ts +20 -3
- package/lib/browser/user.js +52 -4
- package/lib/browser/velocityClient.d.ts +46 -10
- package/lib/browser/velocityClient.js +107 -35
- package/lib/node/adminClient.d.ts +52 -0
- package/lib/node/adminClient.d.ts.map +1 -1
- package/lib/node/adminClient.js +97 -0
- package/lib/node/config.d.ts.map +1 -1
- package/lib/node/config.js +6 -7
- package/lib/node/constants/numericConstants.d.ts +1 -1
- package/lib/node/constants/numericConstants.d.ts.map +1 -1
- package/lib/node/constants/numericConstants.js +1 -1
- package/lib/node/decode/user.d.ts.map +1 -1
- package/lib/node/decode/user.js +5 -1
- package/lib/node/idl/velocity.d.ts +191 -15
- package/lib/node/idl/velocity.d.ts.map +1 -1
- package/lib/node/idl/velocity.json +192 -16
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
- package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
- package/lib/node/pyth/pythLazerSubscriber.js +37 -27
- package/lib/node/types.d.ts +6 -0
- package/lib/node/types.d.ts.map +1 -1
- package/lib/node/user.d.ts +20 -3
- package/lib/node/user.d.ts.map +1 -1
- package/lib/node/user.js +52 -4
- package/lib/node/velocityClient.d.ts +46 -10
- package/lib/node/velocityClient.d.ts.map +1 -1
- package/lib/node/velocityClient.js +107 -35
- package/package.json +7 -3
- package/.prettierignore +0 -1
- package/CHANGELOG.md +0 -132
- package/build-browser.js +0 -58
- package/bunfig.toml +0 -3
- package/esbuild-shims.js +0 -12
- package/scripts/deposit-isolated-positions.ts +0 -110
- package/scripts/find-flagged-users.ts +0 -213
- package/scripts/grpc-client-test-comparison.ts +0 -372
- package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
- package/scripts/postbuild.js +0 -95
- package/scripts/single-grpc-client-test.ts +0 -284
- package/scripts/withdraw-isolated-positions.ts +0 -174
- package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
- package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
- package/src/accounts/basicUserAccountSubscriber.ts +0 -79
- package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
- package/src/accounts/bulkAccountLoader.ts +0 -358
- package/src/accounts/bulkUserStatsSubscription.ts +0 -40
- package/src/accounts/bulkUserSubscription.ts +0 -39
- package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
- package/src/accounts/fetch.ts +0 -200
- package/src/accounts/grpcAccountSubscriber.ts +0 -225
- package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
- package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
- package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
- package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
- package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
- package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
- package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
- package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
- package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
- package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
- package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
- package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
- package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
- package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
- package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
- package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
- package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
- package/src/accounts/testBulkAccountLoader.ts +0 -59
- package/src/accounts/types.ts +0 -428
- package/src/accounts/utils.ts +0 -90
- package/src/accounts/webSocketAccountSubscriber.ts +0 -304
- package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
- package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
- package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
- package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
- package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
- package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
- package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
- package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
- package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
- package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
- package/src/addresses/marketAddresses.ts +0 -28
- package/src/addresses/pda.ts +0 -620
- package/src/adminClient.ts +0 -8136
- package/src/assert/assert.ts +0 -5
- package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
- package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
- package/src/auctionSubscriber/index.ts +0 -9
- package/src/auctionSubscriber/types.ts +0 -30
- package/src/bankrun/bankrunConnection.ts +0 -630
- package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
- package/src/blockhashSubscriber/index.ts +0 -6
- package/src/blockhashSubscriber/types.ts +0 -13
- package/src/clock/clockSubscriber.ts +0 -146
- package/src/config.ts +0 -312
- package/src/constants/index.ts +0 -9
- package/src/constants/numericConstants.ts +0 -194
- package/src/constants/perpMarkets.ts +0 -127
- package/src/constants/spotMarkets.ts +0 -104
- package/src/constants/txConstants.ts +0 -2
- package/src/constituentMap/constituentMap.ts +0 -305
- package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
- package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
- package/src/core/VelocityCore.ts +0 -606
- package/src/core/index.ts +0 -12
- package/src/core/instructions/deposit.ts +0 -64
- package/src/core/instructions/fill.ts +0 -51
- package/src/core/instructions/funding.ts +0 -33
- package/src/core/instructions/liquidation.ts +0 -55
- package/src/core/instructions/orders.ts +0 -84
- package/src/core/instructions/perpOrders.ts +0 -312
- package/src/core/instructions/settlement.ts +0 -40
- package/src/core/instructions/trigger.ts +0 -41
- package/src/core/instructions/withdraw.ts +0 -65
- package/src/core/remainingAccounts.ts +0 -320
- package/src/core/signedMsg.ts +0 -109
- package/src/decode/customCoder.ts +0 -148
- package/src/decode/user.ts +0 -401
- package/src/dlob/DLOB.ts +0 -2793
- package/src/dlob/DLOBNode.ts +0 -305
- package/src/dlob/DLOBSubscriber.ts +0 -269
- package/src/dlob/NodeList.ts +0 -244
- package/src/dlob/orderBookLevels.ts +0 -695
- package/src/dlob/types.ts +0 -37
- package/src/events/eventList.ts +0 -114
- package/src/events/eventSubscriber.ts +0 -521
- package/src/events/eventsServerLogProvider.ts +0 -189
- package/src/events/fetchLogs.ts +0 -219
- package/src/events/parse.ts +0 -271
- package/src/events/pollingLogProvider.ts +0 -113
- package/src/events/sort.ts +0 -51
- package/src/events/txEventCache.ts +0 -92
- package/src/events/types.ts +0 -337
- package/src/events/webSocketLogProvider.ts +0 -152
- package/src/factory/bigNum.ts +0 -709
- package/src/factory/oracleClient.ts +0 -73
- package/src/idl/pyth.json +0 -142
- package/src/idl/pyth.ts +0 -97
- package/src/idl/pyth_solana_receiver.json +0 -628
- package/src/idl/token_faucet.json +0 -229
- package/src/idl/token_faucet.ts +0 -197
- package/src/idl/velocity.json +0 -23974
- package/src/idl/velocity.ts +0 -23980
- package/src/index.ts +0 -150
- package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
- package/src/isomorphic/README.md +0 -19
- package/src/isomorphic/anchor.browser.ts +0 -44
- package/src/isomorphic/anchor.node.ts +0 -1
- package/src/isomorphic/anchor.ts +0 -1
- package/src/isomorphic/anchor29.browser.ts +0 -24
- package/src/isomorphic/anchor29.node.ts +0 -1
- package/src/isomorphic/anchor29.ts +0 -1
- package/src/isomorphic/grpc.browser.ts +0 -4
- package/src/isomorphic/grpc.node.ts +0 -130
- package/src/isomorphic/grpc.ts +0 -1
- package/src/jupiter/jupiterClient.ts +0 -502
- package/src/keypair.ts +0 -32
- package/src/margin/README.md +0 -138
- package/src/marginCalculation.ts +0 -407
- package/src/marinade/idl/idl.json +0 -1962
- package/src/marinade/index.ts +0 -73
- package/src/marinade/types.ts +0 -3925
- package/src/math/amm.ts +0 -1758
- package/src/math/auction.ts +0 -480
- package/src/math/bankruptcy.ts +0 -138
- package/src/math/builder.ts +0 -130
- package/src/math/conversion.ts +0 -45
- package/src/math/exchangeStatus.ts +0 -261
- package/src/math/funding.ts +0 -498
- package/src/math/insurance.ts +0 -171
- package/src/math/liquidation.ts +0 -433
- package/src/math/margin.ts +0 -327
- package/src/math/market.ts +0 -487
- package/src/math/oracles.ts +0 -477
- package/src/math/orders.ts +0 -500
- package/src/math/position.ts +0 -381
- package/src/math/repeg.ts +0 -223
- package/src/math/spotBalance.ts +0 -996
- package/src/math/spotMarket.ts +0 -115
- package/src/math/spotPosition.ts +0 -263
- package/src/math/state.ts +0 -71
- package/src/math/superStake.ts +0 -602
- package/src/math/tiers.ts +0 -73
- package/src/math/trade.ts +0 -879
- package/src/math/utils.ts +0 -183
- package/src/memcmp.ts +0 -279
- package/src/oracles/oracleClientCache.ts +0 -41
- package/src/oracles/oracleId.ts +0 -99
- package/src/oracles/prelaunchOracleClient.ts +0 -63
- package/src/oracles/pythClient.ts +0 -125
- package/src/oracles/pythLazerClient.ts +0 -141
- package/src/oracles/quoteAssetOracleClient.ts +0 -43
- package/src/oracles/strictOraclePrice.ts +0 -40
- package/src/oracles/types.ts +0 -82
- package/src/oracles/utils.ts +0 -45
- package/src/orderParams.ts +0 -117
- package/src/orderSubscriber/OrderSubscriber.ts +0 -378
- package/src/orderSubscriber/PollingSubscription.ts +0 -50
- package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
- package/src/orderSubscriber/grpcSubscription.ts +0 -155
- package/src/orderSubscriber/index.ts +0 -7
- package/src/orderSubscriber/types.ts +0 -64
- package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
- package/src/priorityFee/averageStrategy.ts +0 -13
- package/src/priorityFee/ewmaStrategy.ts +0 -51
- package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
- package/src/priorityFee/index.ts +0 -16
- package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
- package/src/priorityFee/maxStrategy.ts +0 -8
- package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
- package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
- package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
- package/src/priorityFee/types.ts +0 -82
- package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
- package/src/pyth/constants.ts +0 -9
- package/src/pyth/index.ts +0 -15
- package/src/pyth/pythLazerSubscriber.ts +0 -365
- package/src/pyth/types.ts +0 -4451
- package/src/pyth/utils.ts +0 -13
- package/src/slot/SlotSubscriber.ts +0 -126
- package/src/slot/SlothashSubscriber.ts +0 -163
- package/src/swap/UnifiedSwapClient.ts +0 -315
- package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
- package/src/swift/index.ts +0 -10
- package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
- package/src/swift/swiftOrderSubscriber.ts +0 -351
- package/src/testClient.ts +0 -42
- package/src/titan/titanClient.ts +0 -438
- package/src/token/index.ts +0 -13
- package/src/tokenFaucet.ts +0 -296
- package/src/tx/baseTxSender.ts +0 -651
- package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
- package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
- package/src/tx/blockhashFetcher/types.ts +0 -9
- package/src/tx/fastSingleTxSender.ts +0 -200
- package/src/tx/forwardOnlyTxSender.ts +0 -193
- package/src/tx/priorityFeeCalculator.ts +0 -117
- package/src/tx/reportTransactionError.ts +0 -176
- package/src/tx/retryTxSender.ts +0 -177
- package/src/tx/txHandler.ts +0 -1009
- package/src/tx/txParamProcessor.ts +0 -225
- package/src/tx/types.ts +0 -117
- package/src/tx/utils.ts +0 -133
- package/src/tx/whileValidTxSender.ts +0 -377
- package/src/types.ts +0 -2575
- package/src/user.ts +0 -5316
- package/src/userConfig.ts +0 -38
- package/src/userMap/PollingSubscription.ts +0 -61
- package/src/userMap/WebsocketSubscription.ts +0 -93
- package/src/userMap/grpcSubscription.ts +0 -93
- package/src/userMap/referrerMap.ts +0 -360
- package/src/userMap/revenueShareEscrowMap.ts +0 -342
- package/src/userMap/userMap.ts +0 -784
- package/src/userMap/userMapConfig.ts +0 -82
- package/src/userMap/userStatsMap.ts +0 -393
- package/src/userName.ts +0 -37
- package/src/userStats.ts +0 -159
- package/src/userStatsConfig.ts +0 -35
- package/src/util/TransactionConfirmationManager.ts +0 -333
- package/src/util/chainClock.ts +0 -65
- package/src/util/computeUnits.ts +0 -101
- package/src/util/digest.ts +0 -33
- package/src/util/ed25519Utils.ts +0 -95
- package/src/util/promiseTimeout.ts +0 -23
- package/src/velocityClient.ts +0 -14802
- package/src/velocityClientConfig.ts +0 -119
- package/src/wallet.ts +0 -91
- package/tests/VelocityCore/builder_escrow.test.ts +0 -121
- package/tests/VelocityCore/decode.test.ts +0 -16
- package/tests/VelocityCore/fill_trigger.test.ts +0 -73
- package/tests/VelocityCore/instructions.test.ts +0 -46
- package/tests/VelocityCore/pdas.test.ts +0 -30
- package/tests/VelocityCore/perp_orders.test.ts +0 -205
- package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
- package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
- package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
- package/tests/amm/test.ts +0 -2402
- package/tests/auctions/test.ts +0 -81
- package/tests/bn/test.ts +0 -355
- package/tests/builder/builderFee.test.ts +0 -42
- package/tests/ci/verifyConstants.ts +0 -393
- package/tests/decode/test.ts +0 -262
- package/tests/decode/userAccountBufferStrings.ts +0 -102
- package/tests/dlob/helpers.ts +0 -748
- package/tests/dlob/test.ts +0 -6969
- package/tests/dlob/tickSizeStandardization.ts +0 -545
- package/tests/events/parseLogsForCuUsage.ts +0 -139
- package/tests/exchangeStatus/test.ts +0 -45
- package/tests/insurance/test.ts +0 -40
- package/tests/liquidation/test.ts +0 -125
- package/tests/oracles/mmOracleGate.test.ts +0 -379
- package/tests/oracles/pythPegSnap.test.ts +0 -76
- package/tests/sdkParity/enumParity.test.ts +0 -84
- package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
- package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
- package/tests/spot/test.ts +0 -281
- package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
- package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
- package/tests/tx/priorityFeeCalculator.ts +0 -77
- package/tests/tx/priorityFeeStrategy.ts +0 -95
- package/tests/user/bankruptcy.ts +0 -165
- package/tests/user/feeAndWithdrawLimits.ts +0 -284
- package/tests/user/getMarginCalculation.ts +0 -586
- package/tests/user/helpers.ts +0 -184
- package/tests/user/liquidations.ts +0 -129
- package/tests/user/marginCalculations.test.ts +0 -321
- package/tests/user/test.ts +0 -833
- package/tsconfig.browser.json +0 -18
- package/tsconfig.json +0 -36
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import { parsePriceData } from '@pythnetwork/client';
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* is `true` only when the number of active quoters is at least `min(numComponentPrices, 3)`.
|
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* @param buffer - Raw Pyth price account data.
|
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* @returns `price`, `confidence`, `twap`, `twapConfidence` (all PRICE_PRECISION 1e6), `slot`
|
|
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|
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* (the price account's last update slot), and `hasSufficientNumberOfDataPoints`.
|
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*/
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public getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData {
|
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const priceData = parsePriceData(buffer);
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// `confidence` is absent on uninitialized/invalid price accounts. Base passed it
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// straight into convertPythPrice, where `undefined * 10**exponent` is `NaN` and
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// `new BN(NaN)` coerces to 0 — so base already yielded a zero-confidence price.
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// `?? 0` makes that explicit and type-checks, preserving the same result.
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priceData.confidence ?? 0,
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this.multiple
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);
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const minPublishers = Math.min(priceData.numComponentPrices, 3);
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let price = convertPythPrice(
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priceData.aggregate.price,
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|
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this.multiple
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);
|
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price = getStableCoinPrice(price, confidence);
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}
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return {
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price,
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confidence,
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twap: convertPythPrice(
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priceData.twap.value,
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),
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twapConfidence: convertPythPrice(
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priceData.twac.value,
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};
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}
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function convertPythPrice(price: number, exponent: number, multiple: BN): BN {
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exponent = Math.abs(exponent);
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const pythPrecision = TEN.pow(new BN(exponent).abs()).div(multiple);
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return new BN(price * Math.pow(10, exponent))
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.mul(PRICE_PRECISION)
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.div(pythPrecision);
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}
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const fiveBPS = new BN(500);
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function getStableCoinPrice(price: BN, confidence: BN): BN {
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if (price.sub(QUOTE_PRECISION).abs().lte(BN.min(confidence, fiveBPS))) {
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return QUOTE_PRECISION;
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}
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}
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@@ -1,141 +0,0 @@
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import { Connection, Keypair, PublicKey } from '@solana/web3.js';
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import { OracleClient, OraclePriceData } from './types';
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import { AnchorProvider, BN, Program } from '../isomorphic/anchor';
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import { Velocity } from '../idl/velocity';
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import { VelocityProgram } from '../config';
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import {
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ONE,
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PRICE_PRECISION,
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QUOTE_PRECISION,
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TEN,
|
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} from '../constants/numericConstants';
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import { Wallet } from '../wallet';
|
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import velocityIDL from '../idl/velocity.json';
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import { getOracleAccountDataOrThrow } from './utils';
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|
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/**
|
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* `OracleClient` for `PythLazerOracle` accounts — Velocity's on-chain cache of a Pyth Lazer
|
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* push-update feed, decoded via the velocity program's own Anchor coder (Lazer has no dedicated
|
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* client account layout package, unlike legacy Pyth). Backs the `pythLazer`, `pythLazer1K`,
|
|
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* `pythLazer1M`, and `pythLazerStableCoin` `OracleSource` variants.
|
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|
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*/
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|
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export class PythLazerClient implements OracleClient {
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private connection: Connection;
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private multiple: BN;
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private stableCoin: boolean;
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private program: VelocityProgram;
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|
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readonly decodeFunc: (name: string, data: Buffer) => any;
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|
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|
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|
-
/**
|
|
30
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* @param connection - RPC connection used to fetch oracle account data; also used to spin up a
|
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|
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* throwaway `AnchorProvider`/`Program` (with a fresh random keypair, never used to sign) purely
|
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|
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* to get access to the IDL's `pythLazerOracle` account coder.
|
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|
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* @param multiple - Divisor applied to the raw Lazer precision before rescaling to
|
|
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|
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* PRICE_PRECISION; pass `1000`/`1000000` for the `pythLazer1K`/`pythLazer1M` source variants, or
|
|
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|
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* the default `ONE` (1) for a standard per-unit feed.
|
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|
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* @param stableCoin - When `true` (the `pythLazerStableCoin` variant), snaps the decoded price
|
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|
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* to exactly `QUOTE_PRECISION` (1.0) whenever it is within 5bps (or within `confidence` if
|
|
38
|
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* tighter) of peg — see `getStableCoinPrice`.
|
|
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|
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*/
|
|
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|
-
public constructor(
|
|
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|
-
connection: Connection,
|
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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
|
-
}
|
package/src/oracles/types.ts
DELETED
|
@@ -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
|
-
}
|
package/src/oracles/utils.ts
DELETED
|
@@ -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
|
-
}
|
package/src/orderParams.ts
DELETED
|
@@ -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
|
-
}
|