@velocity-exchange/sdk 0.7.0 → 0.9.0

package/lib/node/math/liquidation.d.ts.map

@@ -1 +1 @@
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package/lib/node/math/liquidation.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMarginShortage = exports.calculateMaxPctToLiquidate = exports.calculateAssetTransferForLiabilityTransfer = exports.calculateSpotIfFee = exports.calculatePerpIfFee = exports.calculateLiabilityTransferToCoverMarginShortage = exports.calculateBaseAssetAmountToCoverMarginShortage = void 0;
+exports.getMarginShortage = exports.calculateMaxPctToLiquidate = exports.calculateAssetTransferForLiabilityTransfer = exports.calculateUserProtectiveLiabilityPrice = exports.calculateUserProtectiveAssetPrice = exports.calculateSpotIfFee = exports.calculatePerpIfFee = exports.calculateLiabilityTransferToCoverMarginShortage = exports.calculateBaseAssetAmountToCoverMarginShortage = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 /**
@@ -188,6 +188,43 @@ function calculateSpotIfFee(marginShortage, tokenAmount, assetWeight, assetLiqui
     return anchor_1.BN.min(new anchor_1.BN(maxIfFee), impliedIfFee).toNumber();
 }
 exports.calculateSpotIfFee = calculateSpotIfFee;
+/**
+ * User-protective price at which a collateral (deposit) asset is seized when its oracle is
+ * margin-invalid (`StaleForMargin`/`TooUncertain`) but still acceptable for
+ * `VelocityAction::Liquidate`, mirroring `calculate_user_protective_asset_price` in
+ * `programs/velocity/src/math/liquidation.rs`. The program sizes the asset-conversion leg
+ * of spot and pnl-vs-spot liquidations (and the swap-liquidation worst-case price) with this
+ * instead of the raw oracle price whenever the deposit oracle fails the margin-calc validity
+ * gate — a stale or uncertain oracle can make an account liquidatable but cannot cheapen its
+ * collateral. Pass the result as `assetPrice` to `calculateAssetTransferForLiabilityTransfer`
+ * to predict on-chain transfer amounts in that case.
+ * @param oraclePrice Raw oracle price of the asset, PRICE_PRECISION (1e6).
+ * @param oracleConfidence Oracle confidence interval, PRICE_PRECISION (1e6).
+ * @param lastOraclePriceTwap5Min The asset spot market's `historicalOracleData.lastOraclePriceTwap5Min`, PRICE_PRECISION (1e6).
+ * @returns `max(oraclePrice, lastOraclePriceTwap5Min, oraclePrice + oracleConfidence)`, PRICE_PRECISION (1e6).
+ */
+function calculateUserProtectiveAssetPrice(oraclePrice, oracleConfidence, lastOraclePriceTwap5Min) {
+    return anchor_1.BN.max(anchor_1.BN.max(oraclePrice, lastOraclePriceTwap5Min), oraclePrice.add(oracleConfidence));
+}
+exports.calculateUserProtectiveAssetPrice = calculateUserProtectiveAssetPrice;
+/**
+ * Liability-side counterpart of `calculateUserProtectiveAssetPrice`, mirroring
+ * `calculate_user_protective_liability_price` in
+ * `programs/velocity/src/math/liquidation.rs`. When the borrow (liability) oracle is
+ * margin-invalid, the program prices the repayment leg of spot and pnl-vs-spot liquidations
+ * (and the swap-liquidation worst-case price) at this instead of the raw oracle price, so an
+ * inflated stale/uncertain debt price cannot cheapen the collateral (or pnl) exchanged for
+ * it. Pass the result as `liabilityPrice` to `calculateAssetTransferForLiabilityTransfer` to
+ * predict on-chain transfer amounts in that case.
+ * @param oraclePrice Raw oracle price of the liability, PRICE_PRECISION (1e6).
+ * @param oracleConfidence Oracle confidence interval, PRICE_PRECISION (1e6).
+ * @param lastOraclePriceTwap5Min The liability spot market's `historicalOracleData.lastOraclePriceTwap5Min`, PRICE_PRECISION (1e6).
+ * @returns `min(oraclePrice, lastOraclePriceTwap5Min, oraclePrice - oracleConfidence)`, floored at 1, PRICE_PRECISION (1e6).
+ */
+function calculateUserProtectiveLiabilityPrice(oraclePrice, oracleConfidence, lastOraclePriceTwap5Min) {
+    return anchor_1.BN.max(anchor_1.BN.min(anchor_1.BN.min(oraclePrice, lastOraclePriceTwap5Min), oraclePrice.sub(oracleConfidence)), numericConstants_1.ONE);
+}
+exports.calculateUserProtectiveLiabilityPrice = calculateUserProtectiveLiabilityPrice;
 /**
  * Calculates how much of a liquidated user's collateral asset a liquidator receives in
  * exchange for repaying `liabilityAmount` of a liability, mirroring
@@ -200,11 +237,15 @@ exports.calculateSpotIfFee = calculateSpotIfFee;
  * @param assetAmount User's available balance of the asset being transferred, asset spot market's own token precision.
  * @param assetLiquidationMultiplier Liquidation-time discount multiplier on the asset side, LIQUIDATION_FEE_PRECISION (1e6).
  * @param assetDecimals Asset spot market's token decimals.
- * @param assetPrice Oracle price of the asset, PRICE_PRECISION (1e6).
+ * @param assetPrice Oracle price of the asset, PRICE_PRECISION (1e6). When the asset oracle
+ *   is margin-invalid, the program prices the seizure protectively — pass
+ *   `calculateUserProtectiveAssetPrice(...)` instead of the raw oracle price to match.
  * @param liabilityAmount Liability amount being repaid, liability spot market's own token precision.
  * @param liabilityLiquidationMultiplier Liquidation-time premium multiplier on the liability side, LIQUIDATION_FEE_PRECISION (1e6).
  * @param liabilityDecimals Liability spot market's token decimals.
- * @param liabilityPrice Oracle price of the liability asset, PRICE_PRECISION (1e6).
+ * @param liabilityPrice Oracle price of the liability asset, PRICE_PRECISION (1e6). When the
+ *   liability oracle is margin-invalid, the program prices the repayment protectively — pass
+ *   `calculateUserProtectiveLiabilityPrice(...)` instead of the raw oracle price to match.
  * @returns Asset amount to transfer to the liquidator, asset spot market's own token precision (floored at 1).
  */
 function calculateAssetTransferForLiabilityTransfer(assetAmount, assetLiquidationMultiplier, assetDecimals, assetPrice, liabilityAmount, liabilityLiquidationMultiplier, liabilityDecimals, liabilityPrice) {

package/lib/node/math/margin.d.ts

@@ -100,4 +100,30 @@ export declare function calculateMarginUSDCRequiredForTrade(velocityClient: Velo
  * @returns Collateral amount required, in `collateralIndex`'s own spot-market precision (via `velocityClient.convertToSpotPrecision`).
  */
 export declare function calculateCollateralDepositRequiredForTrade(velocityClient: VelocityClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, estEntryPrice?: BN): BN;
+/**
+ * Minimal equity floor to carry along with a quote transfer of `amount` out
+ * of a subaccount so the debited side ends at/above its buffered floor
+ * (`equityFloor + equityFloorBuffer`): the first
+ * `totalCollateral - (floor + buffer)` of the transfer carries no floor, the
+ * remainder carries floor one-for-one, capped at the floor the subaccount
+ * actually holds. Returns zero when no floor is set. The result never exceeds
+ * `amount`, so a credited side that met its own buffered floor before the
+ * transfer still meets it after. All values QUOTE_PRECISION.
+ */
+export declare function calculateEquityFloorAutoDelta(amount: BN, totalCollateral: BN, equityFloor: BN, equityFloorBuffer: BN): BN;
+/**
+ * Severity of a subaccount's equity relative to its floor, most to least
+ * severe. `breached`: below the floor, the permissionless breaker can trip.
+ * `critical`: below `floor + buffer`, risk-increasing actions are rejecting.
+ * `warning`: within `warningBufferMultiple * buffer` of the floor.
+ * `healthy`: above all thresholds. `disabled`: no floor set.
+ */
+export type EquityFloorLevel = 'breached' | 'critical' | 'warning' | 'healthy' | 'disabled';
+/**
+ * Classifies `totalCollateral` against the floor thresholds. Used by the
+ * `EquityFloorManager` and the equity-floor guard bot so both report the same
+ * levels. `warningBufferMultiple` scales the warning threshold above the
+ * floor (default 2: warn inside `floor + 2 * buffer`). All QUOTE_PRECISION.
+ */
+export declare function getEquityFloorLevel(totalCollateral: BN, equityFloor: BN, equityFloorBuffer: BN, warningBufferMultiple?: number): EquityFloorLevel;
 //# sourceMappingURL=margin.d.ts.map

package/lib/node/math/margin.d.ts.map

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package/lib/node/math/margin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.getEquityFloorLevel = exports.calculateEquityFloorAutoDelta = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 /**
  * Margin calculation helpers — TypeScript mirror of `programs/velocity/src/math/margin.rs`.
  * Computes initial/maintenance margin requirements, free collateral, and account health.
@@ -210,3 +210,43 @@ function calculateCollateralDepositRequiredForTrade(velocityClient, targetMarket
     return baseAmountRequired;
 }
 exports.calculateCollateralDepositRequiredForTrade = calculateCollateralDepositRequiredForTrade;
+/**
+ * Minimal equity floor to carry along with a quote transfer of `amount` out
+ * of a subaccount so the debited side ends at/above its buffered floor
+ * (`equityFloor + equityFloorBuffer`): the first
+ * `totalCollateral - (floor + buffer)` of the transfer carries no floor, the
+ * remainder carries floor one-for-one, capped at the floor the subaccount
+ * actually holds. Returns zero when no floor is set. The result never exceeds
+ * `amount`, so a credited side that met its own buffered floor before the
+ * transfer still meets it after. All values QUOTE_PRECISION.
+ */
+function calculateEquityFloorAutoDelta(amount, totalCollateral, equityFloor, equityFloorBuffer) {
+    if (equityFloor.lte(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    const excess = anchor_1.BN.max(totalCollateral.sub(equityFloor.add(equityFloorBuffer)), numericConstants_1.ZERO);
+    return anchor_1.BN.min(anchor_1.BN.max(amount.sub(excess), numericConstants_1.ZERO), equityFloor);
+}
+exports.calculateEquityFloorAutoDelta = calculateEquityFloorAutoDelta;
+/**
+ * Classifies `totalCollateral` against the floor thresholds. Used by the
+ * `EquityFloorManager` and the equity-floor guard bot so both report the same
+ * levels. `warningBufferMultiple` scales the warning threshold above the
+ * floor (default 2: warn inside `floor + 2 * buffer`). All QUOTE_PRECISION.
+ */
+function getEquityFloorLevel(totalCollateral, equityFloor, equityFloorBuffer, warningBufferMultiple = 2) {
+    if (equityFloor.lte(numericConstants_1.ZERO)) {
+        return 'disabled';
+    }
+    if (totalCollateral.lt(equityFloor)) {
+        return 'breached';
+    }
+    if (totalCollateral.lt(equityFloor.add(equityFloorBuffer))) {
+        return 'critical';
+    }
+    if (totalCollateral.lt(equityFloor.add(equityFloorBuffer.muln(warningBufferMultiple)))) {
+        return 'warning';
+    }
+    return 'healthy';
+}
+exports.getEquityFloorLevel = getEquityFloorLevel;

package/lib/node/math/spotBalance.d.ts

@@ -241,6 +241,19 @@ export declare function calculateWithdrawLimit(spotMarket: SpotMarketAccount, no
     currentDepositAmount: BN;
     currentBorrowAmount: BN;
 };
+/**
+ * Mirror of the program's `calculate_max_deposit_token_amount`. Returns the max
+ * resulting deposit token amount permitted by the daily deposit cap: growth up
+ * to `maxDepositBpsPerDay` above the 24h deposit TWAP, but never below the
+ * deposit guard threshold. Returns null when the cap is disabled (pct == 0).
+ */
+export declare function calculateMaxDepositTokenAmount(depositTokenTwap: BN, depositGuardThreshold: BN, maxDepositBpsPerDay: number): BN | null;
+/**
+ * Mirror of the program's `check_deposit_limits`. Returns true if the market's
+ * current deposit level is within the daily deposit cap (always true when the
+ * cap is disabled).
+ */
+export declare function checkDepositLimits(spotMarket: SpotMarketAccount): boolean;
 /**
  * Calculates the margin-weighted value of a spot deposit, mirroring the asset-side of the
  * program's collateral valuation (`get_strict_token_value` + `get_asset_weight`). Uses the

package/lib/node/math/spotBalance.d.ts.map

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package/lib/node/math/spotBalance.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpotLiabilityValue = exports.getSpotAssetValue = exports.calculateWithdrawLimit = exports.calculateTokenUtilizationLimits = exports.calculateInterestAccumulated = exports.calculateBorrowRate = exports.calculateDepositRate = exports.calculateInterestRate = exports.calculateSpotMarketBorrowCapacity = exports.calculateUtilization = exports.calculateLiabilityWeight = exports.calculateScaledInitialAssetWeight = exports.calculateAssetWeight = exports.getTokenValue = exports.getStrictTokenValue = exports.getSignedTokenAmount = exports.getTokenAmount = exports.getBalance = void 0;
+exports.getSpotLiabilityValue = exports.getSpotAssetValue = exports.checkDepositLimits = exports.calculateMaxDepositTokenAmount = exports.calculateWithdrawLimit = exports.calculateTokenUtilizationLimits = exports.calculateInterestAccumulated = exports.calculateBorrowRate = exports.calculateDepositRate = exports.calculateInterestRate = exports.calculateSpotMarketBorrowCapacity = exports.calculateUtilization = exports.calculateLiabilityWeight = exports.calculateScaledInitialAssetWeight = exports.calculateAssetWeight = exports.getTokenValue = exports.getStrictTokenValue = exports.getSignedTokenAmount = exports.getTokenAmount = exports.getBalance = void 0;
 const types_1 = require("../types");
 const anchor_1 = require("../isomorphic/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
@@ -571,7 +571,14 @@ function calculateWithdrawLimit(spotMarket, now) {
     else {
         maxBorrowTokensTwap = anchor_1.BN.max(spotMarket.withdrawGuardThreshold, anchor_1.BN.min(anchor_1.BN.max(lesserDepositAmount.div(new anchor_1.BN(2)), borrowTokenTwapLive.add(lesserDepositAmount.div(new anchor_1.BN(3)))), lesserDepositAmount.sub(lesserDepositAmount.div(new anchor_1.BN(20))))); // isolated pools between 50-95% utilization with friction on twap in 33% increments
     }
-    const minDepositTokensTwap = depositTokenTwapLive.sub(anchor_1.BN.max(depositTokenTwapLive.div(new anchor_1.BN(4)), anchor_1.BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)));
+    // 0 is treated as the default 25% (2500 bps) so markets created before the
+    // field existed keep prior behavior (mirrors calculate_min_deposit_token_amount).
+    // withdrawCircuitBreakerBps is in basis points (BPS_PRECISION = 10_000 = 100%).
+    const breakerPct = spotMarket.withdrawCircuitBreakerBps === 0
+        ? numericConstants_2.BPS_PRECISION.divn(4)
+        : new anchor_1.BN(spotMarket.withdrawCircuitBreakerBps);
+    const maxDrop = depositTokenTwapLive.mul(breakerPct).div(numericConstants_2.BPS_PRECISION);
+    const minDepositTokensTwap = depositTokenTwapLive.sub(anchor_1.BN.max(maxDrop, anchor_1.BN.min(spotMarket.withdrawGuardThreshold, depositTokenTwapLive)));
     const { minDepositTokensForUtilization, maxBorrowTokensForUtilization } = calculateTokenUtilizationLimits(marketDepositTokenAmount, marketBorrowTokenAmount, spotMarket);
     const minDepositTokens = anchor_1.BN.max(minDepositTokensForUtilization, minDepositTokensTwap);
     let maxBorrowTokens = anchor_1.BN.min(maxBorrowTokensForUtilization, maxBorrowTokensTwap);
@@ -599,6 +606,40 @@ function calculateWithdrawLimit(spotMarket, now) {
     };
 }
 exports.calculateWithdrawLimit = calculateWithdrawLimit;
+/**
+ * Mirror of the program's `calculate_max_deposit_token_amount`. Returns the max
+ * resulting deposit token amount permitted by the daily deposit cap: growth up
+ * to `maxDepositBpsPerDay` above the 24h deposit TWAP, but never below the
+ * deposit guard threshold. Returns null when the cap is disabled (pct == 0).
+ */
+function calculateMaxDepositTokenAmount(depositTokenTwap, depositGuardThreshold, maxDepositBpsPerDay) {
+    if (maxDepositBpsPerDay === 0) {
+        return null; // disabled
+    }
+    // maxDepositBpsPerDay is in basis points (BPS_PRECISION = 10_000 = 100%).
+    const maxIncrease = depositTokenTwap
+        .mul(new anchor_1.BN(maxDepositBpsPerDay))
+        .div(numericConstants_2.BPS_PRECISION);
+    return anchor_1.BN.max(depositTokenTwap.add(maxIncrease), depositGuardThreshold);
+}
+exports.calculateMaxDepositTokenAmount = calculateMaxDepositTokenAmount;
+/**
+ * Mirror of the program's `check_deposit_limits`. Returns true if the market's
+ * current deposit level is within the daily deposit cap (always true when the
+ * cap is disabled).
+ */
+function checkDepositLimits(spotMarket) {
+    if (spotMarket.maxDepositBpsPerDay === 0) {
+        return true;
+    }
+    const depositTokenAmount = getTokenAmount(spotMarket.depositBalance, spotMarket, types_1.SpotBalanceType.DEPOSIT);
+    const maxDepositToken = calculateMaxDepositTokenAmount(spotMarket.depositTokenTwap, spotMarket.depositGuardThreshold, spotMarket.maxDepositBpsPerDay);
+    if (maxDepositToken === null) {
+        return true;
+    }
+    return depositTokenAmount.lte(maxDepositToken);
+}
+exports.checkDepositLimits = checkDepositLimits;
 /**
  * Calculates the margin-weighted value of a spot deposit, mirroring the asset-side of the
  * program's collateral valuation (`get_strict_token_value` + `get_asset_weight`). Uses the

package/lib/node/swap/UnifiedSwapClient.d.ts.map

@@ -1 +1 @@
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package/lib/node/swap/UnifiedSwapClient.js

@@ -3,6 +3,14 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.UnifiedSwapClient = void 0;
 const jupiterClient_1 = require("../jupiter/jupiterClient");
 const titanClient_1 = require("../titan/titanClient");
+const utils_1 = require("../tx/utils");
+/**
+ * Bytes reserved for the velocity begin/end swap instructions that wrap the
+ * route, so the provider only gets the budget actually left for the route.
+ */
+const VELOCITY_SWAP_IX_SIZE_BUFFER = 375;
+/** Byte budget handed to a swap provider for the route portion of the tx. */
+const DEFAULT_ROUTE_SIZE_CONSTRAINT = utils_1.MAX_TX_BYTE_SIZE - VELOCITY_SWAP_IX_SIZE_BUFFER;
 class UnifiedSwapClient {
     /**
      * Create a unified swap client
@@ -56,7 +64,7 @@ class UnifiedSwapClient {
                 ...titanParams,
                 userPublicKey: titanParams.userPublicKey,
                 swapMode: titanParams.swapMode, // Titan expects string
-                sizeConstraint: titanParams.sizeConstraint || 1280 - 375, // Use same default as getSwapInstructions
+                sizeConstraint: titanParams.sizeConstraint || DEFAULT_ROUTE_SIZE_CONSTRAINT,
             };
             return await titanClient.getQuote(titanParamsWithUser);
         }
@@ -131,7 +139,13 @@ class UnifiedSwapClient {
         }
         else {
             const titanClient = this.client;
-            // For Titan, get swap directly (it handles quote internally)
+            // For Titan, get swap directly (it handles quote internally).
+            //
+            // NOTE: `getSwap` reads only `userPublicKey` — it replays the route
+            // cached by the preceding `getQuote`, so every other argument here is
+            // inert. The size constraint is therefore enforced at quote time (see
+            // `getQuote` above), which means an explicit `sizeConstraint` passed
+            // only to this method does not affect route selection.
             const { transactionMessage, lookupTables: titanLookupTables } = await titanClient.getSwap({
                 inputMint,
                 outputMint,
@@ -140,7 +154,7 @@ class UnifiedSwapClient {
                 slippageBps,
                 swapMode: isExactOut ? titanClient_1.SwapMode.ExactOut : titanClient_1.SwapMode.ExactIn,
                 onlyDirectRoutes,
-                sizeConstraint: sizeConstraint || 1280 - 375, // MAX_TX_BYTE_SIZE - buffer for velocity instructions
+                sizeConstraint: sizeConstraint || DEFAULT_ROUTE_SIZE_CONSTRAINT,
             });
             swapInstructions = titanClient.getTitanInstructions({
                 transactionMessage,

package/lib/node/titan/titanClient.d.ts

@@ -85,6 +85,12 @@ export declare class TitanClient {
         inputMint: PublicKey;
         outputMint: PublicKey;
     }): TransactionInstruction[];
+    /**
+     * Fetches a lookup table required by a route, retrying transient RPC
+     * failures (rate limiting in particular) before giving up.
+     * @throws If the table still can't be loaded, or doesn't exist on-chain.
+     */
+    private fetchLookupTable;
     private getTransactionMessageAndLookupTables;
 }
 //# sourceMappingURL=titanClient.d.ts.map

package/lib/node/titan/titanClient.d.ts.map

@@ -1 +1 @@
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package/lib/node/titan/titanClient.js

@@ -9,6 +9,10 @@ var SwapMode;
     SwapMode["ExactOut"] = "ExactOut";
 })(SwapMode || (exports.SwapMode = SwapMode = {}));
 const TITAN_API_URL = 'https://api.titan.exchange';
+/** Retries for a route's lookup tables, which must all resolve for the tx to fit. */
+const LOOKUP_TABLE_FETCH_RETRIES = 2;
+const LOOKUP_TABLE_RETRY_BASE_DELAY_MS = 150;
+const sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms));
 class TitanClient {
     constructor({ connection, authToken, url, proxyUrl, }) {
         this.connection = connection;
@@ -141,13 +145,13 @@ class TitanClient {
             throw new Error('No routes available');
         }
         if (route.instructions && route.instructions.length > 0) {
+            // Errors propagate as-is. Replacing them with generic copy here loses
+            // the reason the swap can't be built — an unresolvable lookup table,
+            // say — which the caller needs to decide whether re-quoting will help.
             try {
                 const { transactionMessage, lookupTables } = await this.getTransactionMessageAndLookupTables(route, userPublicKey);
                 return { transactionMessage, lookupTables };
             }
-            catch (err) {
-                throw new Error('Something went wrong with creating the Titan swap transaction. Please try again.');
-            }
             finally {
                 // Clear cached quote data after use
                 this.lastQuoteData = undefined;
@@ -189,6 +193,35 @@ class TitanClient {
         });
         return filteredInstructions;
     }
+    /**
+     * Fetches a lookup table required by a route, retrying transient RPC
+     * failures (rate limiting in particular) before giving up.
+     * @throws If the table still can't be loaded, or doesn't exist on-chain.
+     */
+    async fetchLookupTable(altPubkey) {
+        let lastError;
+        for (let attempt = 0; attempt <= LOOKUP_TABLE_FETCH_RETRIES; attempt++) {
+            if (attempt > 0) {
+                await sleep(LOOKUP_TABLE_RETRY_BASE_DELAY_MS * 2 ** (attempt - 1));
+            }
+            let altAccount;
+            try {
+                altAccount = await this.connection.getAddressLookupTable(altPubkey);
+            }
+            catch (err) {
+                // Transient — rate limiting, connection reset. Worth another go.
+                lastError = err;
+                continue;
+            }
+            if (altAccount.value) {
+                return altAccount.value;
+            }
+            // A successful response with no value means the route references a
+            // table that isn't on-chain. Retrying won't conjure it up.
+            throw new Error(`Address lookup table ${altPubkey.toString()} does not exist`);
+        }
+        throw new Error(`Failed to fetch address lookup table ${altPubkey.toString()}: ${lastError instanceof Error ? lastError.message : String(lastError)}`);
+    }
     async getTransactionMessageAndLookupTables(route, userPublicKey) {
         const solanaInstructions = route.instructions.map((instruction) => ({
             programId: new web3_js_1.PublicKey(instruction.p),
@@ -201,19 +234,17 @@ class TitanClient {
         }));
         // Get recent blockhash
         const { blockhash } = await this.connection.getLatestBlockhash();
-        // Build address lookup tables if provided
+        // Build address lookup tables if provided.
+        //
+        // These all have to resolve. A table that fails to load isn't a slightly
+        // worse route — every account it would have compressed to a 1-byte index
+        // gets inlined as a 32-byte pubkey instead, which pushes the transaction
+        // past the size limit and only surfaces later as an opaque
+        // "encoding overruns Uint8Array". Failing here lets the caller re-quote.
         const addressLookupTables = [];
         if (route.addressLookupTables && route.addressLookupTables.length > 0) {
             for (const altPubkey of route.addressLookupTables) {
-                try {
-                    const altAccount = await this.connection.getAddressLookupTable(new web3_js_1.PublicKey(altPubkey));
-                    if (altAccount.value) {
-                        addressLookupTables.push(altAccount.value);
-                    }
-                }
-                catch (err) {
-                    console.warn(`Failed to fetch address lookup table:`, err);
-                }
+                addressLookupTables.push(await this.fetchLookupTable(new web3_js_1.PublicKey(altPubkey)));
             }
         }
         const transactionMessage = new web3_js_1.TransactionMessage({

package/lib/node/types.d.ts

@@ -116,7 +116,9 @@ export declare enum UserStatus {
     BEING_LIQUIDATED = 1,
     BANKRUPT = 2,
     REDUCE_ONLY = 4,
-    ADVANCED_LP = 8
+    ADVANCED_LP = 8,
+    /** Owned by a Strategy Vault (authority is a vault PDA; equity prices vault shares). Revenue-share sweeps skip such Users so a builder/referral reward can't enter vault NAV. */
+    VAULT_OWNED = 32
 }
 /** Bitmask mirror of `UserAccount.specialUserStatus`. `VAMM_HEDGER` marks the account used by the protocol's own vAMM-hedging bot. */
 export declare enum SpecialUserStatus {
@@ -1207,6 +1209,8 @@ export type PerpMarketAccount = {
     feePoolBufferTarget: BN;
     /** PERCENTAGE_PRECISION (1e6 = 100%); fraction of OI notional (at the oracle TWAP) the sweep leaves behind in `feeLedger.pendingIfFee` as a standing bankruptcy first-loss tranche; 0 disables */
     bankruptcyIfFloorPct: number;
+    /** QUOTE_PRECISION (1e6); aggregate builder/referrer revenue share accrued but not yet paid out of this market's pnl pool. The fee sweep reserves it (like `max(net_user_pnl, 0)` and the floored IF tranche) so a protocol-fee drain can't leave accrued revenue-share claims temporarily unpayable */
+    pendingRevenueShare: BN;
     /** MARGIN_PRECISION (1e4); scales margin ratio up for large positions */
     imfFactor: number;
     /** MARGIN_PRECISION (1e4); discounts positive-unrealized-pnl asset weight for large positions */
@@ -1357,6 +1361,10 @@ export type SpotMarketAccount = {
     protocolLiquidationFee: number;
     /** IF_FACTOR_PRECISION (1e6); protocol's carveout of lending deposit-interest gains */
     protocolFeeFactor: number;
+    /** token mint precision; IF vault balance recorded at the last revenue settle, used as a
+     * donation-proof base for the per-period revenue-settle APR cap (see `settle_revenue_to_insurance_fund`);
+     * `0` = uninitialized (pre-upgrade accounts, seeded on first settle) */
+    ifLastSettleVaultAmount: BN;
     /** token mint decimals; token-mint precision throughout this account is 10^decimals */
     decimals: number;
     /** SPOT_UTILIZATION_PRECISION (1e6) */
@@ -1439,6 +1447,9 @@ export type SpotMarketAccount = {
     poolId: number;
     /** -100 to 100; percentage adjustment applied to the base fee rate */
     feeAdjustment: number;
+    depositGuardThreshold: BN;
+    withdrawCircuitBreakerBps: number;
+    maxDepositBpsPerDay: number;
 };
 /** A scaled token balance inside a market's internal pools (pnl pool, protocol fee pool, revenue pool, spot fee pool, AMM fee pool). Multiply `scaledBalance` (SPOT_BALANCE_PRECISION, 1e9) by the referenced spot market's `cumulativeDepositInterest`/`cumulativeBorrowInterest` to get the token amount. */
 export type PoolBalance = {
@@ -1688,8 +1699,10 @@ export type UserAccount = {
     poolId: number;
     /** bitmask, see `SpecialUserStatus` */
     specialUserStatus: number;
-    /** QUOTE_PRECISION (1e6); admin-set minimum cross-margin total collateral for risk-increasing orders, fills, withdrawals and transfers; 0 = disabled */
+    /** QUOTE_PRECISION (1e6); admin-set minimum cross-margin total collateral; below it the permissionless breaker can trip; 0 = disabled */
     equityFloor: BN;
+    /** QUOTE_PRECISION (1e6); extra headroom above `equityFloor` required by risk-increasing orders, fills, withdrawals and transfers; no effect while `equityFloor` is 0 */
+    equityFloorBuffer: BN;
 };
 /** A user's balance in one spot market. Decoded mirror of the on-chain `SpotPosition`. */
 export type SpotPosition = {