@drift-labs/sdk - npm Package Compare versions

Comparing version 2.11.0 to 2.12.0-beta.0

lib/dlob/DLOB.d.ts

@@ -67,3 +67,18 @@ /// <reference types="bn.js" />
     getLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    /**
+     * Filters the limit asks that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, minPerpAuctionDuration: number): Generator<DLOBNode>;
+    isRestingLimitOrder(order: Order, slot: number, minPerpAuctionDuration: number): boolean;
     getLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
+    /**
+     * Filters the limit bids that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, minPerpAuctionDuration: number): Generator<DLOBNode>;
     getAsks(marketIndex: number, fallbackAsk: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;
@@ -70,0 +85,0 @@ getBids(marketIndex: number, fallbackBid: BN | undefined, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode>;

lib/dlob/DLOB.js

@@ -538,2 +538,19 @@ "use strict";
     }
+    /**
+     * Filters the limit asks that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    *getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData, minPerpAuctionDuration) {
+        for (const node of this.getLimitAsks(marketIndex, slot, marketType, oraclePriceData)) {
+            if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+                yield node;
+            }
+        }
+    }
+    isRestingLimitOrder(order, slot, minPerpAuctionDuration) {
+        return (order.postOnly ||
+            new __1.BN(slot).sub(order.slot).gte(new __1.BN(minPerpAuctionDuration * 1.5)));
+    }
     *getLimitBids(marketIndex, slot, marketType, oraclePriceData) {
@@ -556,2 +573,15 @@ if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {
     }
+    /**
+     * Filters the limit bids that are post only or have been place for sufficiently long
+     * Useful for displaying order book that doesn't have taker limit orders crossing spread
+     *
+     * @returns
+     */
+    *getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData, minPerpAuctionDuration) {
+        for (const node of this.getLimitBids(marketIndex, slot, marketType, oraclePriceData)) {
+            if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+                yield node;
+            }
+        }
+    }
     *getAsks(marketIndex, fallbackAsk, slot, marketType, oraclePriceData) {
@@ -558,0 +588,0 @@ if ((0, __1.isVariant)(marketType, 'spot') && !oraclePriceData) {

lib/examples/makeTradeExample.js

@@ -39,4 +39,3 @@ "use strict";
         programID: driftPublicKey,
-        perpMarketIndexes: __2.PerpMarkets[cluster].map((market) => market.marketIndex),
-        spotMarketIndexes: spotMarkets_1.SpotMarkets[cluster].map((spotMarket) => spotMarket.marketIndex),
+        ...(0, __2.getMarketsAndOraclesForSubscription)(cluster),
         accountSubscription: {
@@ -73,3 +72,3 @@ type: 'polling',
     const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
-    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.PRICE_PRECISION);
+    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex))[0], __2.PRICE_PRECISION);
     console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
@@ -76,0 +75,0 @@ // Make a $5000 LONG trade

lib/math/trade.d.ts

@@ -24,3 +24,3 @@ /// <reference types="bn.js" />
  */
-export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: PerpMarketAccount, inputAssetType?: AssetType, oraclePriceData?: OraclePriceData, useSpread?: boolean): [BN, BN, BN, BN];
+export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: PerpMarketAccount, inputAssetType: AssetType, oraclePriceData: OraclePriceData, useSpread?: boolean): [BN, BN, BN, BN];
 /**
@@ -27,0 +27,0 @@ * Calculates acquired amounts for trade executed

package.json

 {
 	"name": "@drift-labs/sdk",
-	"version": "2.11.0",
+	"version": "2.12.0-beta.0",
 	"main": "lib/index.js",
@@ -5,0 +5,0 @@ "types": "lib/index.d.ts",

src/dlob/DLOB.ts

@@ -918,2 +918,38 @@ import { getOrderSignature, getVammNodeGenerator, NodeList } from './NodeList';
 
+	/**
+	 * Filters the limit asks that are post only or have been place for sufficiently long
+	 * Useful for displaying order book that doesn't have taker limit orders crossing spread
+	 *
+	 * @returns
+	 */
+	*getRestingLimitAsks(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		minPerpAuctionDuration: number
+	): Generator<DLOBNode> {
+		for (const node of this.getLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		)) {
+			if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+				yield node;
+			}
+		}
+	}
+
+	isRestingLimitOrder(
+		order: Order,
+		slot: number,
+		minPerpAuctionDuration: number
+	): boolean {
+		return (
+			order.postOnly ||
+			new BN(slot).sub(order.slot).gte(new BN(minPerpAuctionDuration * 1.5))
+		);
+	}
+
 	*getLimitBids(
@@ -951,2 +987,27 @@ marketIndex: number,
 
+	/**
+	 * Filters the limit bids that are post only or have been place for sufficiently long
+	 * Useful for displaying order book that doesn't have taker limit orders crossing spread
+	 *
+	 * @returns
+	 */
+	*getRestingLimitBids(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		minPerpAuctionDuration: number
+	): Generator<DLOBNode> {
+		for (const node of this.getLimitBids(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		)) {
+			if (this.isRestingLimitOrder(node.order, slot, minPerpAuctionDuration)) {
+				yield node;
+			}
+		}
+	}
+
 	*getAsks(
@@ -953,0 +1014,0 @@ marketIndex: number,

src/examples/makeTradeExample.ts

@@ -14,3 +14,3 @@ import { AnchorProvider, BN } from '@project-serum/anchor';
 	BulkAccountLoader,
-	PerpMarkets,
+	getMarketsAndOraclesForSubscription,
 	PRICE_PRECISION,
@@ -78,6 +78,3 @@ QUOTE_PRECISION,
 		programID: driftPublicKey,
-		perpMarketIndexes: PerpMarkets[cluster].map((market) => market.marketIndex),
-		spotMarketIndexes: SpotMarkets[cluster].map(
-			(spotMarket) => spotMarket.marketIndex
-		),
+		...getMarketsAndOraclesForSubscription(cluster),
 		accountSubscription: {
@@ -144,3 +141,3 @@ type: 'polling',
 			'quote',
-			undefined
+			driftClient.getOracleDataForPerpMarket(solMarketInfo.marketIndex)
 		)[0],
@@ -147,0 +144,0 @@ PRICE_PRECISION

src/math/trade.ts

@@ -64,3 +64,3 @@ import { PerpMarketAccount, PositionDirection } from '../types';
 	inputAssetType: AssetType = 'quote',
-	oraclePriceData?: OraclePriceData,
+	oraclePriceData: OraclePriceData,
 	useSpread = true
@@ -67,0 +67,0 @@ ): [BN, BN, BN, BN] {

New alerts

No v1

Quality

Package is not semver >=1. This means it is not stable and does not support ^ ranges.

Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

1788796

increased by0.2%

Lines of code

55847

increased by0.18%

Worsened metrics

Number of low quality alerts

1

increased byInfinity%

No dependency changes