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@drift-labs/sdk

Index

Namespaces

Enumerations

Classes

Interfaces

Type aliases

Variables

Functions

Type aliases

AMM

AMM: { baseAssetReserve: BN; cumulativeFundingRate: BN; cumulativeFundingRateLong: BN; cumulativeFundingRateShort: BN; cumulativeRepegRebateLong: BN; cumulativeRepegRebateShort: BN; fundingPeriod: BN; lastFundingRate: BN; lastFundingRateTs: BN; lastMarkPriceTwap: BN; lastMarkPriceTwapTs: BN; lastOraclePrice: BN; lastOraclePriceTwap: BN; lastOraclePriceTwapTs: BN; minimumTradeSize: BN; oracle: PublicKey; oracleSource: OracleSource; pegMultiplier: BN; quoteAssetReserve: BN; sqrtK: BN; totalFee: BN; totalFeeMinusDistributions: BN; totalFeeWithdrawn: BN }

Type declaration

  • baseAssetReserve: BN
  • cumulativeFundingRate: BN
  • cumulativeFundingRateLong: BN
  • cumulativeFundingRateShort: BN
  • cumulativeRepegRebateLong: BN
  • cumulativeRepegRebateShort: BN
  • fundingPeriod: BN
  • lastFundingRate: BN
  • lastFundingRateTs: BN
  • lastMarkPriceTwap: BN
  • lastMarkPriceTwapTs: BN
  • lastOraclePrice: BN
  • lastOraclePriceTwap: BN
  • lastOraclePriceTwapTs: BN
  • minimumTradeSize: BN
  • oracle: PublicKey
  • oracleSource: OracleSource
  • pegMultiplier: BN
  • quoteAssetReserve: BN
  • sqrtK: BN
  • totalFee: BN
  • totalFeeMinusDistributions: BN
  • totalFeeWithdrawn: BN

AccountData

AccountData: { buffer: Buffer | undefined; slot: number }

Type declaration

  • buffer: Buffer | undefined
  • slot: number

AccountToPoll

AccountToPoll: { callbackId?: string; eventType: string; key: string; publicKey: PublicKey }

Type declaration

  • Optional callbackId?: string
  • eventType: string
  • key: string
  • publicKey: PublicKey

AssetType

AssetType: "quote" | "base"

CandleResolution

CandleResolution: "1" | "5" | "15" | "60" | "240" | "D" | "W" | "M"

ClearingHouseAccountTypes

ClearingHouseAccountTypes: "tradeHistoryAccount" | "depositHistoryAccount" | "fundingPaymentHistoryAccount" | "fundingRateHistoryAccount" | "curveHistoryAccount" | "liquidationHistoryAccount"

ClearingHouseConfigType

ClearingHouseConfigType: "websocket" | "polling" | "custom"

ClearingHouseUserConfigType

ClearingHouseUserConfigType: "websocket" | "polling" | "custom"

DepositHistoryAccount

DepositHistoryAccount: { depositRecords: DepositRecord[]; head: BN }

Type declaration

DepositRecord

DepositRecord: { amount: BN; collateralBefore: BN; cumulativeDepositsBefore: BN; direction: { deposit?: any; withdraw?: any }; recordId: BN; ts: BN; user: PublicKey; userAuthority: PublicKey }

Type declaration

  • amount: BN
  • collateralBefore: BN
  • cumulativeDepositsBefore: BN
  • direction: { deposit?: any; withdraw?: any }
    • Optional deposit?: any
    • Optional withdraw?: any
  • recordId: BN
  • ts: BN
  • user: PublicKey
  • userAuthority: PublicKey

DriftEnv

DriftEnv: "devnet" | "mainnet-beta"

ExtendedCurveHistoryAccount

ExtendedCurveHistoryAccount: { curveRecords: ExtendedCurveRecord[]; head: BN }

Type declaration

ExtendedCurveRecord

ExtendedCurveRecord: { baseAssetAmount: BN; baseAssetAmountLong: BN; baseAssetAmountShort: BN; baseAssetReserveAfter: BN; baseAssetReserveBefore: BN; marketIndex: BN; openInterest: BN; oraclePrice: BN; pegMultiplierAfter: BN; pegMultiplierBefore: BN; quoteAssetReserveAfter: BN; quoteAssetReserveBefore: BN; recordId: BN; sqrtKAfter: BN; sqrtKBefore: BN; tradeId: BN; ts: BN }

Type declaration

  • baseAssetAmount: BN
  • baseAssetAmountLong: BN
  • baseAssetAmountShort: BN
  • baseAssetReserveAfter: BN
  • baseAssetReserveBefore: BN
  • marketIndex: BN
  • openInterest: BN
  • oraclePrice: BN
  • pegMultiplierAfter: BN
  • pegMultiplierBefore: BN
  • quoteAssetReserveAfter: BN
  • quoteAssetReserveBefore: BN
  • recordId: BN
  • sqrtKAfter: BN
  • sqrtKBefore: BN
  • tradeId: BN
  • ts: BN

FeeStructure

FeeStructure: { discountTokenTiers: { firstTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; fourthTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; secondTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; thirdTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN } }; feeDenominator: BN; feeNumerator: BN; referralDiscount: { refereeDiscountDenominator: BN; refereeDiscountNumerator: BN; referrerRewardDenominator: BN; referrerRewardNumerator: BN } }

Type declaration

  • discountTokenTiers: { firstTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; fourthTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; secondTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }; thirdTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN } }
    • firstTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }
      • discountDenominator: BN
      • discountNumerator: BN
      • minimumBalance: BN
    • fourthTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }
      • discountDenominator: BN
      • discountNumerator: BN
      • minimumBalance: BN
    • secondTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }
      • discountDenominator: BN
      • discountNumerator: BN
      • minimumBalance: BN
    • thirdTier: { discountDenominator: BN; discountNumerator: BN; minimumBalance: BN }
      • discountDenominator: BN
      • discountNumerator: BN
      • minimumBalance: BN
  • feeDenominator: BN
  • feeNumerator: BN
  • referralDiscount: { refereeDiscountDenominator: BN; refereeDiscountNumerator: BN; referrerRewardDenominator: BN; referrerRewardNumerator: BN }
    • refereeDiscountDenominator: BN
    • refereeDiscountNumerator: BN
    • referrerRewardDenominator: BN
    • referrerRewardNumerator: BN

FundingPaymentHistoryAccount

FundingPaymentHistoryAccount: { fundingPaymentRecords: FundingPaymentRecord[]; head: BN }

Type declaration

FundingPaymentRecord

FundingPaymentRecord: { ammCumulativeFundingLong: BN; ammCumulativeFundingShort: BN; baseAssetAmount: BN; fundingPayment: BN; marketIndex: BN; recordId: BN; ts: BN; user: PublicKey; userAuthority: PublicKey; userLastCumulativeFunding: BN; userLastFundingRateTs: BN }

Type declaration

  • ammCumulativeFundingLong: BN
  • ammCumulativeFundingShort: BN
  • baseAssetAmount: BN
  • fundingPayment: BN
  • marketIndex: BN
  • recordId: BN
  • ts: BN
  • user: PublicKey
  • userAuthority: PublicKey
  • userLastCumulativeFunding: BN
  • userLastFundingRateTs: BN

FundingRateHistoryAccount

FundingRateHistoryAccount: { fundingRateRecords: FundingRateRecord[]; head: BN }

Type declaration

FundingRateRecord

FundingRateRecord: { cumulativeFundingRateLong: BN; cumulativeFundingRateShort: BN; fundingRate: BN; markPriceTwap: BN; marketIndex: BN; oraclePriceTwap: BN; recordId: BN; ts: BN }

Type declaration

  • cumulativeFundingRateLong: BN
  • cumulativeFundingRateShort: BN
  • fundingRate: BN
  • markPriceTwap: BN
  • marketIndex: BN
  • oraclePriceTwap: BN
  • recordId: BN
  • ts: BN

LiquidationHistoryAccount

LiquidationHistoryAccount: { head: BN; liquidationRecords: LiquidationRecord[] }

Type declaration

LiquidationRecord

LiquidationRecord: { baseAssetValue: BN; baseAssetValueClosed: BN; collateral: BN; feeToInsuranceFund: BN; feeToLiquidator: BN; liquidationFee: BN; liquidator: PublicKey; marginRatio: BN; partial: boolean; recordId: BN; totalCollateral: BN; ts: BN; unrealizedPnl: BN; user: PublicKey; userAuthority: PublicKey }

Type declaration

  • baseAssetValue: BN
  • baseAssetValueClosed: BN
  • collateral: BN
  • feeToInsuranceFund: BN
  • feeToLiquidator: BN
  • liquidationFee: BN
  • liquidator: PublicKey
  • marginRatio: BN
  • partial: boolean
  • recordId: BN
  • totalCollateral: BN
  • ts: BN
  • unrealizedPnl: BN
  • user: PublicKey
  • userAuthority: PublicKey

Market

Market: { amm: AMM; baseAssetAmount: BN; baseAssetAmountLong: BN; baseAssetAmountShort: BN; initialized: boolean; openInterest: BN }

Type declaration

  • amm: AMM
  • baseAssetAmount: BN
  • baseAssetAmountLong: BN
  • baseAssetAmountShort: BN
  • initialized: boolean
  • openInterest: BN

MarketsAccount

MarketsAccount: { accountIndex: BN; markets: Market[] }

Type declaration

OracleGuardRails

OracleGuardRails: { priceDivergence: { markOracleDivergenceDenominator: BN; markOracleDivergenceNumerator: BN }; useForLiquidations: boolean; validity: { confidenceIntervalMaxSize: BN; slotsBeforeStale: BN; tooVolatileRatio: BN } }

Type declaration

  • priceDivergence: { markOracleDivergenceDenominator: BN; markOracleDivergenceNumerator: BN }
    • markOracleDivergenceDenominator: BN
    • markOracleDivergenceNumerator: BN
  • useForLiquidations: boolean
  • validity: { confidenceIntervalMaxSize: BN; slotsBeforeStale: BN; tooVolatileRatio: BN }
    • confidenceIntervalMaxSize: BN
    • slotsBeforeStale: BN
    • tooVolatileRatio: BN

PriceImpactUnit

PriceImpactUnit: "entryPrice" | "maxPrice" | "priceDelta" | "priceDeltaAsNumber" | "pctAvg" | "pctMax" | "quoteAssetAmount" | "quoteAssetAmountPeg" | "acquiredBaseAssetAmount" | "acquiredQuoteAssetAmount" | "all"

StateAccount

StateAccount: { admin: PublicKey; adminControlsPrices: boolean; collateralMint: PublicKey; collateralVault: PublicKey; collateralVaultAuthority: PublicKey; collateralVaultNonce: number; curveHistory: PublicKey; depositHistory: PublicKey; discountMint: PublicKey; exchangePaused: boolean; extendedCurveHistory: PublicKey; feeStructure: FeeStructure; fullLiquidationLiquidatorShareDenominator: BN; fullLiquidationPenaltyPercentageDenominator: BN; fullLiquidationPenaltyPercentageNumerator: BN; fundingPaused: boolean; fundingPaymentHistory: PublicKey; fundingRateHistory: PublicKey; insuranceVault: PublicKey; insuranceVaultAuthority: PublicKey; insuranceVaultNonce: number; liquidationHistory: PublicKey; marginRatioInitial: BN; marginRatioMaintenance: BN; marginRatioPartial: BN; markets: PublicKey; maxDeposit: BN; oracleGuardRails: OracleGuardRails; partialLiquidationClosePercentageDenominator: BN; partialLiquidationClosePercentageNumerator: BN; partialLiquidationLiquidatorShareDenominator: BN; partialLiquidationPenaltyPercentageDenominator: BN; partialLiquidationPenaltyPercentageNumerator: BN; totalFee: BN; totalFeeWithdrawn: BN; tradeHistory: PublicKey; whitelistMint: PublicKey }

Type declaration

  • admin: PublicKey
  • adminControlsPrices: boolean
  • collateralMint: PublicKey
  • collateralVault: PublicKey
  • collateralVaultAuthority: PublicKey
  • collateralVaultNonce: number
  • curveHistory: PublicKey
  • depositHistory: PublicKey
  • discountMint: PublicKey
  • exchangePaused: boolean
  • extendedCurveHistory: PublicKey
  • feeStructure: FeeStructure
  • fullLiquidationLiquidatorShareDenominator: BN
  • fullLiquidationPenaltyPercentageDenominator: BN
  • fullLiquidationPenaltyPercentageNumerator: BN
  • fundingPaused: boolean
  • fundingPaymentHistory: PublicKey
  • fundingRateHistory: PublicKey
  • insuranceVault: PublicKey
  • insuranceVaultAuthority: PublicKey
  • insuranceVaultNonce: number
  • liquidationHistory: PublicKey
  • marginRatioInitial: BN
  • marginRatioMaintenance: BN
  • marginRatioPartial: BN
  • markets: PublicKey
  • maxDeposit: BN
  • oracleGuardRails: OracleGuardRails
  • partialLiquidationClosePercentageDenominator: BN
  • partialLiquidationClosePercentageNumerator: BN
  • partialLiquidationLiquidatorShareDenominator: BN
  • partialLiquidationPenaltyPercentageDenominator: BN
  • partialLiquidationPenaltyPercentageNumerator: BN
  • totalFee: BN
  • totalFeeWithdrawn: BN
  • tradeHistory: PublicKey
  • whitelistMint: PublicKey

TradeHistoryAccount

TradeHistoryAccount: { head: BN; tradeRecords: TradeRecord[] }

Type declaration

TradeRecord

TradeRecord: { baseAssetAmount: BN; direction: { long?: any; short?: any }; fee: BN; liquidation: boolean; markPriceAfter: BN; markPriceBefore: BN; marketIndex: BN; oraclePrice: BN; quoteAssetAmount: BN; recordId: BN; refereeDiscount: BN; referrerReward: BN; tokenDiscount: BN; ts: BN; user: PublicKey; userAuthority: PublicKey }

Type declaration

  • baseAssetAmount: BN
  • direction: { long?: any; short?: any }
    • Optional long?: any
    • Optional short?: any
  • fee: BN
  • liquidation: boolean
  • markPriceAfter: BN
  • markPriceBefore: BN
  • marketIndex: BN
  • oraclePrice: BN
  • quoteAssetAmount: BN
  • recordId: BN
  • refereeDiscount: BN
  • referrerReward: BN
  • tokenDiscount: BN
  • ts: BN
  • user: PublicKey
  • userAuthority: PublicKey

UserAccount

UserAccount: { authority: PublicKey; collateral: BN; cumulativeDeposits: BN; positions: PublicKey; totalFeePaid: BN }

Type declaration

UserPosition

UserPosition: { baseAssetAmount: BN; lastCumulativeFundingRate: BN; marketIndex: BN; quoteAssetAmount: BN }

Type declaration

  • baseAssetAmount: BN
  • lastCumulativeFundingRate: BN
  • marketIndex: BN
  • quoteAssetAmount: BN

UserPositionsAccount

UserPositionsAccount: { positions: UserPosition[]; user: PublicKey }

Type declaration

Variables

AMM_RESERVE_PRECISION

AMM_RESERVE_PRECISION: BN = ...

AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO

AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN = ...

AMM_TO_QUOTE_PRECISION_RATIO

AMM_TO_QUOTE_PRECISION_RATIO: BN = ...

BASE_PRECISION

BASE_PRECISION: BN = AMM_RESERVE_PRECISION

BN_MAX

BN_MAX: BN = ...

FULL_LIQUIDATION_RATIO

FULL_LIQUIDATION_RATIO: BN = ...

FUNDING_PAYMENT_PRECISION

FUNDING_PAYMENT_PRECISION: BN = ...

MARK_PRICE_PRECISION

MARK_PRICE_PRECISION: BN = ...

MAX_LEVERAGE

MAX_LEVERAGE: BN = ...

Markets

Markets: Market[] = ...

ONE

ONE: BN = ...

PARTIAL_LIQUIDATION_RATIO

PARTIAL_LIQUIDATION_RATIO: BN = ...

PEG_PRECISION

PEG_PRECISION: BN = ...

PRICE_TO_QUOTE_PRECISION

PRICE_TO_QUOTE_PRECISION: BN = ...

QUOTE_PRECISION

QUOTE_PRECISION: BN = ...

TEN_THOUSAND

TEN_THOUSAND: BN = ...

ZERO

ZERO: BN = ...

configs

configs: { [ key in DriftEnv]: DriftConfig } = ...

Functions

calculateAdjustKCost

  • calculateAdjustKCost(market: Market, marketIndex: BN, numerator: BN, denomenator: BN): BN

  • Helper function calculating adjust k cost

    Parameters

    Returns BN

    cost : Precision QUOTE_ASSET_PRECISION

calculateAllEstimatedFundingRate

  • calculateAllEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN, BN]>

calculateAmmReservesAfterSwap

  • Calculates what the amm reserves would be after swapping a quote or base asset amount.

    Parameters

    Returns [BN, BN]

    quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION

calculateBaseAssetValue

calculateEntryPrice

calculateEstimatedFundingRate

  • calculateEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN, estimationMethod: "interpolated" | "lowerbound" | "capped"): Promise<BN>

  • Parameters

    • market: Market
    • oraclePriceData: PriceData
    • periodAdjustment: BN = ...
    • estimationMethod: "interpolated" | "lowerbound" | "capped"

    Returns Promise<BN>

    Estimated funding rate. : Precision //TODO-PRECISION

calculateFundingPool

  • calculateFundingPool(market: Market): BN

calculateInsuranceFundSize

  • In the case of a levered loss, the exchange first pays out undistributed fees and then the insurance fund. Thus the de facto size of the insurance fund is the amount in the insurance vault plus the sum of each markets undistributed fees.

    Parameters

    Returns Promise<BN>

    Precision : QUOTE_ASSET_PRECISION

calculateLongShortFundingRate

  • calculateLongShortFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN]>

calculateLongShortFundingRateAndLiveTwaps

  • calculateLongShortFundingRateAndLiveTwaps(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>

calculateMarkPrice

calculatePositionFundingPNL

calculatePositionPNL

  • calculatePositionPNL = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)

    Parameters

    • market: Market
    • marketPosition: UserPosition
    • withFunding: boolean = false

      (adds unrealized funding payment pnl to result)

    Returns BN

    BaseAssetAmount : Precision QUOTE_PRECISION

calculatePrice

  • calculatePrice(baseAssetAmount: BN, quoteAssetAmount: BN, peg_multiplier: BN): BN

  • Calculates a price given an arbitrary base and quote amount (they must have the same precision)

    Parameters

    • baseAssetAmount: BN
    • quoteAssetAmount: BN
    • peg_multiplier: BN

    Returns BN

    price : Precision MARK_PRICE_PRECISION

calculateRepegCost

  • calculateRepegCost(market: Market, marketIndex: BN, newPeg: BN): BN

  • Helper function calculating adjust pegMultiplier (repeg) cost

    Parameters

    Returns BN

    cost : Precision QUOTE_ASSET_PRECISION

calculateSwapOutput

  • Helper function calculating constant product curve output. Agnostic to whether input asset is quote or base

    Parameters

    Returns [BN, BN]

    newInputAssetReserve and newOutputAssetReserve after swap. : Precision AMM_RESERVE_PRECISION

calculateTargetPriceTrade

  • calculateTargetPriceTrade simple function for finding arbitraging trades

    Parameters

    • market: Market
    • targetPrice: BN
    • pct: BN = MAXPCT

      optional default is 100% gap filling, can set smaller.

    • outputAssetType: AssetType = 'quote'

    Returns [PositionDirection, BN, BN, BN]

    trade direction/size in order to push price to a targetPrice,

    [ direction => direction of trade required, TODO-PRECISION tradeSize => size of trade required, TODO-PRECISION entryPrice => the entry price for the trade, TODO-PRECISION targetPrice => the target price TODO-PRECISION ]

calculateTerminalPrice

  • calculateTerminalPrice(market: Market): BN

  • Helper function calculating terminal price of amm

    Parameters

    Returns BN

    cost : Precision MARK_PRICE_PRECISION

calculateTradeAcquiredAmounts

  • Calculates acquired amounts for trade executed

    Parameters

    Returns [BN, BN]

    | 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
    | 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION

calculateTradeSlippage

  • Calculates avg/max slippage (price impact) for candidate trade

    Parameters

    Returns [BN, BN, BN, BN]

    'pctAvgSlippage' => the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION

    'pctMaxSlippage' => the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION

    'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION

    'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION

Const convertBaseAssetAmountToNumber

  • convertBaseAssetAmountToNumber(baseAssetAmount: BN): number

Const convertToNumber

  • convertToNumber(bigNumber: BN, precision?: BN): number

estimateTps

  • estimateTps(programId: PublicKey, connection: Connection, failed: boolean): Promise<number>

findComputeUnitConsumption

  • findComputeUnitConsumption(programId: PublicKey, connection: Connection, txSignature: string, commitment?: Finality): Promise<number[]>

getAdmin

  • getAdmin(config: ClearingHouseConfig): Admin

getClearingHouse

getClearingHouseStateAccountPublicKey

getClearingHouseStateAccountPublicKeyAndNonce

  • getClearingHouseStateAccountPublicKeyAndNonce(programId: PublicKey): Promise<[PublicKey, number]>

getClearingHouseUser

Const getConfig

  • getConfig(): DriftConfig

getPollingClearingHouseConfig

  • getPollingClearingHouseConfig(connection: Connection, wallet: IWallet, programID: PublicKey, accountLoader: BulkAccountLoader, opts?: ConfirmOptions, txSender?: TxSender): PollingClearingHouseConfiguration

getPollingClearingHouseUserConfig

getSwapDirection

getUserAccountPublicKey

getUserAccountPublicKeyAndNonce

getWebSocketClearingHouseConfig

  • getWebSocketClearingHouseConfig(connection: Connection, wallet: IWallet, programID: PublicKey, opts?: ConfirmOptions, txSender?: TxSender): WebSocketClearingHouseConfiguration

getWebSocketClearingHouseUserConfig

  • getWebSocketClearingHouseUserConfig(clearingHouse: ClearingHouse, authority: PublicKey): WebSocketClearingHouseUserConfig

Const initialize

  • initialize(props: { env: DriftEnv; overrideEnv?: Partial<DriftConfig> }): DriftConfig

  • Allows customization of the SDK's environment and endpoints. You can pass individual settings to override the settings with your own presets.

    Defaults to master environment if you don't use this function.

    Parameters

    • props: { env: DriftEnv; overrideEnv?: Partial<DriftConfig> }
      • env: DriftEnv
      • Optional overrideEnv?: Partial<DriftConfig>

    Returns DriftConfig

Const squareRootBN

  • squareRootBN(n: any, closeness?: BN): any

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