Class DLOB

Hierarchy

DLOB

Index

Constructors

constructor

Properties

initialized maxSlotForRestingLimitOrders openOrders orderLists

Constructors

constructor

new DLOB(): DLOB
Returns DLOB
- Defined in sdk/src/dlob/DLOB.ts:100

Properties

initialized

initialized: boolean = false

maxSlotForRestingLimitOrders

maxSlotForRestingLimitOrders: number = 0

openOrders

openOrders: Map<MarketTypeStr, Set<string>> = ...

orderLists

orderLists: Map<MarketTypeStr, Map<number, MarketNodeLists>> = ...

Methods

addOrderList

addOrderList(marketType: MarketTypeStr, marketIndex: number): void
Parameters
- marketType: MarketTypeStr
- marketIndex: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:275

clear

clear(): void
Returns void
- Defined in sdk/src/dlob/DLOB.ts:111

delete

delete(order: Order, userAccount: PublicKey, slot: number, onDelete?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- Optional onDelete: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:358

determineMakerAndTaker

determineMakerAndTaker(askNode: DLOBNode, bidNode: DLOBNode): {
makerNode: DLOBNode;
takerNode: DLOBNode;
}
Parameters
- askNode: DLOBNode
- bidNode: DLOBNode
Returns {
makerNode: DLOBNode;
takerNode: DLOBNode;
}
- makerNode: DLOBNode
- takerNode: DLOBNode
- Defined in sdk/src/dlob/DLOB.ts:1444

`Private` estimateFillExactBaseAmountInForSide

estimateFillExactBaseAmountInForSide(baseAmountIn: BN, oraclePriceData: OraclePriceData, slot: number, dlobSide: Generator<DLOBNode, any, unknown>): BN
Parameters
- baseAmountIn: BN
- oraclePriceData: OraclePriceData
- slot: number
- dlobSide: Generator<DLOBNode, any, unknown>
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1858

estimateFillWithExactBaseAmount

estimateFillWithExactBaseAmount(__namedParameters: {
    baseAmount: BN;
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    orderDirection: PositionDirection;
    slot: number;
}): BN
Returns
the estimated quote amount filled: QUOTE_PRECISION
Parameters
- __namedParameters: {
      baseAmount: BN;
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      orderDirection: PositionDirection;
      slot: number;
  }
  - baseAmount: BN
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - orderDirection: PositionDirection
  - slot: number
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1897

findCrossingRestingLimitOrders

findCrossingRestingLimitOrders(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:1356

findExpiredNodesToFill

findExpiredNodesToFill(marketIndex: number, ts: number, marketType: MarketType): NodeToFill[]
Parameters
- marketIndex: number
- ts: number
- marketType: MarketType
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:918

findJitAuctionNodesToFill

findJitAuctionNodesToFill(marketIndex: number, slot: number, oraclePriceData: OraclePriceData, marketType: MarketType): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- oraclePriceData: OraclePriceData
- marketType: MarketType
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:972

findNodesCrossingFallbackLiquidity

findNodesCrossingFallbackLiquidity(marketType: MarketType, slot: number, oraclePriceData: OraclePriceData, nodeGenerator: Generator<DLOBNode, any, unknown>, fallbackPrice: BN, doesCross: ((nodePrice: any, fallbackPrice: BN) => boolean), minAuctionDuration: number): NodeToFill[]
Parameters
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
- nodeGenerator: Generator<DLOBNode, any, unknown>
- fallbackPrice: BN
- doesCross: ((nodePrice: any, fallbackPrice: BN) => boolean)
  - - (nodePrice: any, fallbackPrice: BN): boolean
    - Parameters
      
      nodePrice: any
      
      fallbackPrice: BN
      
      Returns boolean
- minAuctionDuration: number
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:871

findNodesToFill

findNodesToFill(marketIndex: number, fallbackBid: any, fallbackAsk: any, slot: number, ts: number, marketType: MarketType, oraclePriceData: OraclePriceData, stateAccount: StateAccount, marketAccount: PerpMarketAccount | SpotMarketAccount): NodeToFill[]
Parameters
- marketIndex: number
- fallbackBid: any
- fallbackAsk: any
- slot: number
- ts: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- stateAccount: StateAccount
- marketAccount: PerpMarketAccount | SpotMarketAccount
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:479

findNodesToTrigger

findNodesToTrigger(marketIndex: number, slot: number, oraclePrice: BN, marketType: MarketType, stateAccount: StateAccount): NodeToTrigger[]
Parameters
- marketIndex: number
- slot: number
- oraclePrice: BN
- marketType: MarketType
- stateAccount: StateAccount
Returns NodeToTrigger[]
- Defined in sdk/src/dlob/DLOB.ts:1516

findRestingLimitOrderNodesToFill

findRestingLimitOrderNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: any, fallbackBid: any): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- isAmmPaused: boolean
- minAuctionDuration: number
- fallbackAsk: any
- fallbackBid: any
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:579

findTakingNodesCrossingMakerNodes

findTakingNodesCrossingMakerNodes(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, takerNodeGenerator: Generator<DLOBNode, any, unknown>, makerNodeGeneratorFn: ((marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackPrice?: BN) => Generator<DLOBNode, any, unknown>), doesCross: ((takerPrice: any, makerPrice: BN) => boolean), fallbackPrice?: BN): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- takerNodeGenerator: Generator<DLOBNode, any, unknown>
- makerNodeGeneratorFn: ((marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackPrice?: BN) => Generator<DLOBNode, any, unknown>)
  - - (marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackPrice?: BN): Generator<DLOBNode, any, unknown>
    - Parameters
      
      marketIndex: number
      
      slot: number
      
      marketType: MarketType
      
      oraclePriceData: OraclePriceData
      
      Optional fallbackPrice: BN
      
      Returns Generator<DLOBNode, any, unknown>
- doesCross: ((takerPrice: any, makerPrice: BN) => boolean)
  - - (takerPrice: any, makerPrice: BN): boolean
    - Parameters
      
      takerPrice: any
      
      makerPrice: BN
      
      Returns boolean
- Optional fallbackPrice: BN
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:783

findTakingNodesToFill

findTakingNodesToFill(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, isAmmPaused: boolean, minAuctionDuration: number, fallbackAsk: any, fallbackBid?: any): NodeToFill[]
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- isAmmPaused: boolean
- minAuctionDuration: number
- fallbackAsk: any
- Optional fallbackBid: any
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:653

getAsks

getAsks(marketIndex: number, fallbackAsk: any, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- fallbackAsk: any
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1252

getBestAsk

getBestAsk(marketIndex: number, fallbackAsk: any, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN
Parameters
- marketIndex: number
- fallbackAsk: any
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1480

getBestBid

getBestBid(marketIndex: number, fallbackBid: any, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): BN
Parameters
- marketIndex: number
- fallbackBid: any
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns BN
- Defined in sdk/src/dlob/DLOB.ts:1498

getBestMakers

getBestMakers(__namedParameters: {
    direction: PositionDirection;
    marketIndex: number;
    marketType: MarketType;
    numMakers: number;
    oraclePriceData: OraclePriceData;
    slot: number;
}): PublicKey[]
Parameters
- __namedParameters: {
      direction: PositionDirection;
      marketIndex: number;
      marketType: MarketType;
      numMakers: number;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - direction: PositionDirection
  - marketIndex: number
  - marketType: MarketType
  - numMakers: number
  - oraclePriceData: OraclePriceData
  - slot: number
Returns PublicKey[]
- Defined in sdk/src/dlob/DLOB.ts:1929

`Private` getBestNode

getBestNode(generatorList: Generator<DLOBNode, any, unknown>[], oraclePriceData: OraclePriceData, slot: number, compareFcn: ((bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData) => boolean)): Generator<DLOBNode, any, unknown>
Parameters
- generatorList: Generator<DLOBNode, any, unknown>[]
- oraclePriceData: OraclePriceData
- slot: number
- compareFcn: ((bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData) => boolean)
  - - (bestDLOBNode: DLOBNode, currentDLOBNode: DLOBNode, slot: number, oraclePriceData: OraclePriceData): boolean
    - Parameters
      
      bestDLOBNode: DLOBNode
      
      currentDLOBNode: DLOBNode
      
      slot: number
      
      oraclePriceData: OraclePriceData
      
      Returns boolean
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1064

getBids

getBids(marketIndex: number, fallbackBid: any, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- fallbackBid: any
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1304

getDLOBOrders

getDLOBOrders(): DLOBOrders
Returns DLOBOrders
- Defined in sdk/src/dlob/DLOB.ts:1666

getL2

getL2(__namedParameters: {
    depth: number;
    fallbackAsk?: BN;
    fallbackBid?: BN;
    fallbackL2Generators?: L2OrderBookGenerator[];
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    slot: number;
}): L2OrderBook
Get an L2 view of the order book for a given market.
Parameters
- __namedParameters: {
      depth: number;
      fallbackAsk?: BN;
      fallbackBid?: BN;
      fallbackL2Generators?: L2OrderBookGenerator[];
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - depth: number
  - Optional fallbackAsk?: BN
  - Optional fallbackBid?: BN
  - Optional fallbackL2Generators?: L2OrderBookGenerator[]
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - slot: number
Returns L2OrderBook
- Defined in sdk/src/dlob/DLOB.ts:1721

getL3

getL3(__namedParameters: {
    marketIndex: number;
    marketType: MarketType;
    oraclePriceData: OraclePriceData;
    slot: number;
}): L3OrderBook
Get an L3 view of the order book for a given market. Does not include fallback liquidity sources
Parameters
- __namedParameters: {
      marketIndex: number;
      marketType: MarketType;
      oraclePriceData: OraclePriceData;
      slot: number;
  }
  - marketIndex: number
  - marketType: MarketType
  - oraclePriceData: OraclePriceData
  - slot: number
Returns L3OrderBook
- Defined in sdk/src/dlob/DLOB.ts:1806

getListForOrder

getListForOrder(order: Order, slot: number): NodeList<any>
Parameters
- order: Order
- slot: number
Returns NodeList<any>
- Defined in sdk/src/dlob/DLOB.ts:376

getMakerLimitAsks

getMakerLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackBid?: BN): Generator<DLOBNode, any, unknown>
Filters the limit asks that are resting and do not cross fallback bid Taking orders can only fill against orders that meet this criteria

Returns
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional fallbackBid: BN
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1160

getMakerLimitBids

getMakerLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData, fallbackAsk?: BN): Generator<DLOBNode, any, unknown>
Filters the limit bids that are post only, have been place for sufficiently long or are below the fallback ask Market orders can only fill against orders that meet this criteria

Returns
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
- Optional fallbackAsk: BN
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1227

getNodeLists

getNodeLists(): Generator<NodeList<DLOBNodeType>, any, unknown>
Returns Generator<NodeList<DLOBNodeType>, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1681

getOrder

getOrder(orderId: number, userAccount: PublicKey): Order
Parameters
- orderId: number
- userAccount: PublicKey
Returns Order
- Defined in sdk/src/dlob/DLOB.ts:467

getRestingLimitAsks

getRestingLimitAsks(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1118

getRestingLimitBids

getRestingLimitBids(marketIndex: number, slot: number, marketType: MarketType, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- slot: number
- marketType: MarketType
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1185

getTakingAsks

getTakingAsks(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1035

getTakingBids

getTakingBids(marketIndex: number, marketType: MarketType, slot: number, oraclePriceData: OraclePriceData): Generator<DLOBNode, any, unknown>
Parameters
- marketIndex: number
- marketType: MarketType
- slot: number
- oraclePriceData: OraclePriceData
Returns Generator<DLOBNode, any, unknown>
- Defined in sdk/src/dlob/DLOB.ts:1006

handleOrderActionRecord

handleOrderActionRecord(record: OrderActionRecord, slot: number): void
Parameters
- record: OrderActionRecord
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:180

handleOrderRecord

handleOrderRecord(record: OrderRecord, slot: number): void
Parameters
- record: OrderRecord
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:176

`Private` init

init(): void
Returns void
- Defined in sdk/src/dlob/DLOB.ts:104

initFromOrders

initFromOrders(dlobOrders: DLOBOrders, slot: number): boolean
Parameters
- dlobOrders: DLOBOrders
- slot: number
Returns boolean
- Defined in sdk/src/dlob/DLOB.ts:163

initFromUserMap

initFromUserMap(userMap: UserMap, slot: number): Promise<boolean>
initializes a new DLOB instance

Returns
a promise that resolves when the DLOB is initialized
Parameters
- userMap: UserMap
- slot: number
Returns Promise<boolean>
- Defined in sdk/src/dlob/DLOB.ts:141

insertOrder

insertOrder(order: Order, userAccount: PublicKey, slot: number, onInsert?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- Optional onInsert: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:243

mergeNodesToFill

mergeNodesToFill(restingLimitOrderNodesToFill: NodeToFill[], takingOrderNodesToFill: NodeToFill[]): NodeToFill[]
Parameters
- restingLimitOrderNodesToFill: NodeToFill[]
- takingOrderNodesToFill: NodeToFill[]
Returns NodeToFill[]
- Defined in sdk/src/dlob/DLOB.ts:545

printTopOfOrderLists

printTopOfOrderLists(sdkConfig: any, driftClient: DriftClient, slotSubscriber: SlotSubscriber, marketIndex: number, marketType: MarketType): void
Parameters
- sdkConfig: any
- driftClient: DriftClient
- slotSubscriber: SlotSubscriber
- marketIndex: number
- marketType: MarketType
Returns void
- Defined in sdk/src/dlob/DLOB.ts:1564

trigger

trigger(order: Order, userAccount: PublicKey, slot: number, onTrigger?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- Optional onTrigger: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:330

updateOrder

updateOrder(order: Order, userAccount: PublicKey, slot: number, cumulativeBaseAssetAmountFilled: BN, onUpdate?: OrderBookCallback): void
Parameters
- order: Order
- userAccount: PublicKey
- slot: number
- cumulativeBaseAssetAmountFilled: BN
- Optional onUpdate: OrderBookCallback
Returns void
- Defined in sdk/src/dlob/DLOB.ts:300

updateRestingLimitOrders

updateRestingLimitOrders(slot: number): void
Parameters
- slot: number
Returns void
- Defined in sdk/src/dlob/DLOB.ts:415

updateRestingLimitOrdersForMarketType

updateRestingLimitOrdersForMarketType(slot: number, marketTypeStr: MarketTypeStr): void
Parameters
- slot: number
- marketTypeStr: MarketTypeStr
Returns void
- Defined in sdk/src/dlob/DLOB.ts:427

Class DLOB

Hierarchy

Index

Constructors

Properties

Methods

Constructors

constructor

Returns DLOB

Properties

initialized

maxSlotForRestingLimitOrders

openOrders

orderLists

Methods

addOrderList

Parameters

marketType: MarketTypeStr

marketIndex: number

Returns void

clear

Returns void

delete

Parameters

order: Order

userAccount: PublicKey

slot: number

Optional onDelete: OrderBookCallback

Returns void

determineMakerAndTaker

Parameters

askNode: DLOBNode

bidNode: DLOBNode

Returns { makerNode: DLOBNode; takerNode: DLOBNode; }

makerNode: DLOBNode

takerNode: DLOBNode

Private estimateFillExactBaseAmountInForSide

Parameters

baseAmountIn: BN

oraclePriceData: OraclePriceData

slot: number

dlobSide: Generator<DLOBNode, any, unknown>

Returns BN

estimateFillWithExactBaseAmount

Returns

Parameters

__namedParameters: { baseAmount: BN; marketIndex: number; marketType: MarketType; oraclePriceData: OraclePriceData; orderDirection: PositionDirection; slot: number; }

baseAmount: BN

marketIndex: number

marketType: MarketType

oraclePriceData: OraclePriceData

orderDirection: PositionDirection

slot: number

Returns BN

findCrossingRestingLimitOrders

Parameters

marketIndex: number

slot: number

marketType: MarketType

oraclePriceData: OraclePriceData

Returns NodeToFill[]

findExpiredNodesToFill

Parameters

marketIndex: number

ts: number

marketType: MarketType

Returns NodeToFill[]

findJitAuctionNodesToFill

Parameters

marketIndex: number

slot: number

oraclePriceData: OraclePriceData

marketType: MarketType

Returns NodeToFill[]

findNodesCrossingFallbackLiquidity

Parameters

marketType: MarketType

slot: number

oraclePriceData: OraclePriceData

nodeGenerator: Generator<DLOBNode, any, unknown>

`Optional` onDelete: OrderBookCallback

Returns {
makerNode: DLOBNode;
takerNode: DLOBNode;
}

`Private` estimateFillExactBaseAmountInForSide

__namedParameters: {
baseAmount: BN;
marketIndex: number;
marketType: MarketType;
oraclePriceData: OraclePriceData;
orderDirection: PositionDirection;
slot: number;
}

`Optional` fallbackPrice: BN

`Optional` fallbackPrice: BN