flash-sdk 1.0.0

package/src/types/index.ts

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+import { BN } from "@project-serum/anchor";
+import { PublicKey } from "@solana/web3.js";
+import { OraclePrice } from "../OraclePrice";
+
+export type PositionSide = "long" | "short";
+
+//  taken from drift 
+export function isVariant(object: any, type: string) {
+    return object.hasOwnProperty(type);
+}
+
+// isOneOfVariant(side, ['long', 'short']
+export function isOneOfVariant(object: any, types: string[]) {
+    return types.reduce((result, type) => {
+        return result || object.hasOwnProperty(type);
+    }, false);
+}
+
+//  simple type cannot be used as anchor somehow makes it a object while parseing 
+// export enum Side {
+//     None,
+//     Long,
+//     Short,
+// }
+export class Side {
+    static None = { none: {} };
+    static Long = { long: {} };
+    static Short = { short: {} };
+}
+
+// =======================================================
+// ==================    POSITION     ====================
+// =======================================================
+
+export interface Position {
+    owner: PublicKey,
+    pool: PublicKey,
+    custody: PublicKey,
+    // lockCustody: PublicKey,
+
+    openTime: BN,
+    updateTime: BN,
+
+    side: Side,
+    price: BN,
+    sizeUsd: BN,
+    collateralUsd: BN,
+    unrealizedProfitUsd: BN,
+    unrealizedLossUsd: BN,
+    cumulativeInterestSnapshot: BN,
+    lockedAmount: BN,
+    collateralAmount: BN,
+
+    bump: number
+}
+
+// =======================================================
+// ==================    POOL     ========================
+// =======================================================
+export interface Pool {
+    name: string;
+    custodies: PublicKey[];
+    ratios: TokenRatios[];
+    aumUsd: BN;
+    bump: number;
+    lpTokenBump: number;
+    inceptionTime: BN;
+}
+
+export interface TokenRatios {
+    target: BN;
+    min: BN;
+    max: BN;
+}
+
+// =======================================================
+// ==================    CUSTODY     =====================
+// =======================================================
+
+export interface Custody {
+    // static parameters
+    pool: PublicKey;
+    mint: PublicKey;
+    tokenAccount: PublicKey;
+    decimals: number;
+    isStable: boolean;
+    oracle: OracleParams;
+    pricing: PricingParams;
+    permissions: Permissions;
+    fees: Fees;
+    borrowRate: BorrowRateParams;
+
+    // dynamic variables
+    assets: Assets;
+    collectedFees: FeesStats;
+    volumeStats: VolumeStats;
+    tradeStats: TradeStats;
+
+    longPositions: PositionStats,
+    shortPositions: PositionStats,
+    borrowRateState: BorrowRateState,
+
+    // bumps for address validation
+    bump: number;
+    tokenAccountBump: number;
+}
+
+export interface BorrowRateParams {
+    // borrow rate params have implied RATE_DECIMALS decimals
+    baseRate: BN,
+    slope1: BN,
+    slope2: BN,
+    optimalUtilization: BN,
+}
+
+export interface BorrowRateState {
+    // borrow rates have implied RATE_DECIMALS decimals
+    currentRate: BN,
+    cumulativeInterest: BN,
+    lastUpdate: BN,
+}
+
+export interface PositionStats {
+    openPositions: BN,
+    collateralUsd: BN,
+    sizeUsd: BN,
+    lockedAmount: BN,
+    weightedLeverage: BN,
+    totalLeverage: BN,
+    cumulativeInterestUsd: BN,
+    cumulativeInterestSnapshot: BN,
+}
+
+
+
+export interface Assets {
+    collateral: BN;
+    protocolFees: BN;
+    owned: BN;
+    locked: BN;
+}
+
+export interface FeesStats {
+    swapUsd: BN;
+    addLiquidityUsd: BN;
+    removeLiquidityUsd: BN;
+    openPositionUsd: BN;
+    closePositionUsd: BN;
+    liquidationUsd: BN;
+}
+
+export interface VolumeStats {
+    swapUsd: BN;
+    addLiquidityUsd: BN;
+    removeLiquidityUsd: BN;
+    openPositionUsd: BN;
+    closePositionUsd: BN;
+    liquidationUsd: BN;
+}
+
+export interface Fees {
+    mode: FeesMode;
+    ratioMult :BN;
+    utilizationMult : BN;
+     swapIn: BN,
+     swapOut: BN,
+     stableSwapIn: BN,
+     stableSwapOut: BN,
+     addLiquidity: BN,
+     removeLiquidity: BN,
+     openPosition: BN,
+     closePosition: BN,
+     liquidation: BN,
+     protocolShare: BN,
+}
+
+// export enum FeesMode {
+//     Fixed,
+//     Linear
+// }
+export class FeesMode {
+    static Fixed = { fixed: {} };
+    static Linear = { linear: {} };
+}
+
+export interface OracleParams {
+    oracleAccount: PublicKey;
+    oracleType: OracleType;
+    maxPriceError: BN;
+    maxPriceAgeSec: number;
+}
+
+// export enum OracleType {
+//     None,
+//     Test,
+//     Pyth,
+// }
+
+export class OracleType {
+    static None = { none: {} };
+    static Test = { test: {} };
+    static Pyth = { pyth: {} };
+}
+
+export interface Permissions {
+    allowSwap: boolean;
+    allowAddLiquidity: boolean;
+    allowRemoveLiquidity: boolean;
+    allowOpenPosition: boolean;
+    allowClosePosition: boolean;
+    allowPnlWithdrawal: boolean;
+    allowCollateralWithdrawal: boolean;
+    allowSizeChange: boolean;
+}
+
+export interface PricingParams {
+    useEma: boolean;
+    useUnrealizedPnlInAum: boolean;
+
+    tradeSpreadLong: BN;
+    tradeSpreadShort: BN;
+    swapSpread: BN;
+
+    minInitialLeverage: BN;
+    maxInitialLeverage: BN;
+    maxLeverage: BN;
+
+    maxPayoffMult: BN;
+    maxUtilization: BN;
+    // USD denominated values always have implied USD_DECIMALS decimals
+    maxPositionLockedUsd: BN;
+    maxTotalLockedUsd: BN;
+}
+
+export interface TradeStats {
+    profitUsd: BN;
+    lossUsd: BN;
+    oiLongUsd: BN;
+    oiShortUsd: BN;
+}
+
+// export interface Price {
+//     price: BN, //i64,
+//     conf?: BN,
+//     /// Exponent.
+//     expo: BN, // i32,
+//     /// Publish time.
+//     publish_time?: BN,//UnixTimestamp,
+// }
+
+export interface PriceFeed {
+    /// Unique identifier for this price.
+    //  id: any,// PriceIdentifier,
+    /// Price.
+    price: OraclePrice,
+    /// Exponentially-weighted moving average (EMA) price.
+    ema_price: OraclePrice,
+}
+
+

package/src/utils/index.ts

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+import BN from "bn.js";
+import { BN_ONE, BN_ZERO } from "../constants";
+
+export const getUnixTs = () => {
+    return new Date().getTime() / 1000;
+  };
+
+
+  // recheck ?? logic 
+export const scaleToExponent = (arg: BN, exponent: BN, target_exponent: BN) : BN => {
+    if (target_exponent.eq(exponent)) {
+        return arg;
+    }
+    let delta = target_exponent.sub(exponent);
+    if (delta.gt(BN_ZERO)) {
+      // checked_div(arg, checked_pow(10, delta as usize)?)
+      return arg.div( new BN(10).pow(delta) );
+    } else {
+        // checked_mul(arg, checked_pow(10, (-delta) as usize)?)
+        return arg.mul( new BN(10).pow(delta.muln(-1)))
+    }
+}
+
+// ceil(a/b) = ((a + b - 1) / b) , if a>=0
+export const checkedCeilDiv = (arg1: BN, arg2: BN) => {
+    if (arg1.gt(BN_ZERO)){
+        if (arg1.eq(arg2) && !arg2.isZero()) {
+            return BN_ONE;
+        }
+        let res = (arg1.sub(BN_ONE)).div(arg2);
+        if(!res){
+          throw Error("error :: MathOverflow")
+        }
+        return res.add(BN_ONE);
+    } else {
+      let res = (arg1).div(arg2);
+      if(!res){
+        throw Error("error :: MathOverflow")
+      }
+      return res;
+    }
+}
+
+export const checkedDecimalCeilMul = (
+    coefficient1: BN,
+    exponent1: BN,
+    coefficient2: BN,
+    exponent2: BN,
+    target_exponent: BN,
+) : BN => {
+    if (coefficient1.isZero() || coefficient2.isZero()) {
+        return BN_ZERO;
+    }
+    let target_power = (exponent1.add(exponent2)).sub(target_exponent); 
+    if (target_power.gt(BN_ZERO) ){
+        // checked_as_u64(checked_mul(
+        //     checked_mul(coefficient1 as u128, coefficient2 as u128)?,
+        //     checked_pow(10u128, target_power as usize)?,
+        // )?)
+        
+         return (coefficient1.mul(coefficient2)).mul(new BN(10).pow(target_power));
+        
+    } else {
+        // checked_as_u64(checked_ceil_div(
+        //     checked_mul(coefficient1 as u128, coefficient2 as u128)?,
+        //     checked_pow(10u128, (-target_power) as usize)?,
+        // )?)
+
+        // ceil(a/b) = ((a + b - 1) / b) , if a>=0
+        //  
+        const a = (coefficient1.mul(coefficient2));
+        const b = (new BN(10).pow(target_power.muln(-1)))
+        // return (a.add(b).subn(1)).div(b);
+        return checkedCeilDiv(a,b);
+    }
+}
+
+export const checkedDecimalMul = (
+  coefficient1: BN,
+  exponent1: BN,
+  coefficient2: BN,
+  exponent2: BN,
+  target_exponent: BN,
+) : BN => {
+  if (coefficient1.isZero() || coefficient2.isZero()) {
+      return BN_ZERO;
+  }
+  let target_power = (exponent1.add(exponent2)).sub(target_exponent); 
+  if (target_power.gt(BN_ZERO) ){
+      // checked_as_u64(checked_mul(
+      //     checked_mul(coefficient1 as u128, coefficient2 as u128)?,
+      //     checked_pow(10u128, target_power as usize)?,
+      // )?)
+      
+       return (coefficient1.mul(coefficient2)).mul(new BN(10).pow(target_power));
+      
+  } else {
+    // checked_as_u64(checked_div(
+    //   checked_mul(coefficient1 as u128, coefficient2 as u128)?,
+    //   checked_pow(10u128, (-target_power) as usize)?,
+    // )?)
+
+      return (coefficient1.mul(coefficient2))
+              .div 
+              (new BN(10).pow(target_power.muln(-1)));
+  }
+}
+
+export const checkedDecimalDiv = (
+  coefficient1: BN,
+  exponent1: BN,
+  coefficient2: BN,
+  exponent2: BN,
+  target_exponent: BN,
+) : BN => {
+  if (coefficient2.isZero()) {
+      // msg!("Error: Overflow in {} / {}", coefficient1, coefficient2);
+      // return err!(PerpetualsError::MathOverflow);
+      throw Error(`"Error: Overflow in ${coefficient1} / ${coefficient2}`)
+  }
+  if (coefficient1.isZero()) {
+      return BN_ZERO;
+  }
+  // compute scale factor for the dividend
+  let  scale_factor = BN_ZERO;
+  let  target_power = (exponent1.sub(exponent2)).sub(target_exponent);
+  if (exponent1.gt(BN_ZERO))  {
+      scale_factor = scale_factor.add(exponent1);
+  }
+  if (exponent2.lt(BN_ZERO)) {
+      scale_factor = scale_factor.sub(exponent2);
+      target_power = target_power.add(exponent2);
+  }
+  if (target_exponent.lt(BN_ZERO)) {
+      scale_factor = scale_factor.sub(target_exponent);
+      target_power = target_power.add(target_exponent);
+  }
+  let scaled_coeff1 = BN_ZERO;
+  if (scale_factor.gt(BN_ZERO)) {
+      // checked_mul(
+      //     coefficient1 ,
+      //     checked_pow(10u128, scale_factor as usize)?,
+      // )?
+      scaled_coeff1 = coefficient1.mul(
+        new BN(10).pow(scale_factor)
+      );
+  } else {
+      scaled_coeff1 = coefficient1;
+  };
+
+  if (target_power.gte(BN_ZERO)) {
+    //  return (
+    //   checked_mul(
+    //       checked_div(scaled_coeff1, coefficient2),
+    //       checked_pow(10u128, target_power),
+    //   ))
+   return (scaled_coeff1.div(coefficient2))
+     .mul( new BN(10).pow(target_power) );
+
+  } else {
+    // return checked_as_u64(checked_div(
+    //       checked_div(scaled_coeff1, coefficient2 as u128)?,
+    //       checked_pow(10u128, (-target_power) as usize)?,
+    //   ))
+    return (scaled_coeff1.div(coefficient2))
+     .div( new BN(10).pow(target_power.muln(-1)) );
+
+  }
+}

package/tsconfig.json

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+{
+  "compilerOptions": {
+    "incremental": true,            /* Enable incremental compilation */
+    "target": "es5",                /* Specify ECMAScript target version: */
+    // "lib": ["es2019"],
+    "module": "commonjs",           /* 'none', 'commonjs', 'amd', 'system', etc */
+    "declaration": true,            /* Concatenate & emit output to single file.*/
+    "outDir": "lib",                /* Redirect output to the directory. */
+    "esModuleInterop": true,        /* Enables intero between CommonJS and ES */
+    "skipLibCheck": true,           /* Skip type checking of declaration files. */
+    "forceConsistentCasingInFileNames": true, /* Disallow inconsistently */
+    "allowJs": true,
+    "checkJs": true,
+
+    // "declarationMap": true,
+    // "noImplicitAny": false,
+    // "resolveJsonModule": true,
+    // "sourceMap": true,
+    
+  },
+  "include": ["./src/**/*"],
+  "exclude": ["./src/**/*.test.js", "node_modules", "**/node_modules"]
+}