mango-v4/ts/client/src/accounts/perp.ts

import { BN } from '@project-serum/anchor';
import { utf8 } from '@project-serum/anchor/dist/cjs/utils/bytes';
import { PublicKey } from '@solana/web3.js';
import { OracleConfig, QUOTE_DECIMALS } from './bank';
import { I80F48, I80F48Dto } from './I80F48';

export class PerpMarket {
  public name: string;
  public maintAssetWeight: I80F48;
  public initAssetWeight: I80F48;
  public maintLiabWeight: I80F48;
  public initLiabWeight: I80F48;
  public liquidationFee: I80F48;
  public makerFee: I80F48;
  public takerFee: I80F48;
  public openInterest: number;
  public seqNum: number;
  public feesAccrued: I80F48;

  static from(
    publicKey: PublicKey,
    obj: {
      group: PublicKey;
      baseTokenIndex: number;
      quoteTokenIndex: number;
      perpMarketIndex: number;
      name: number[];
      oracle: PublicKey;
      oracleConfig: OracleConfig;
      bids: PublicKey;
      asks: PublicKey;
      eventQueue: PublicKey;
      quoteLotSize: BN;
      baseLotSize: BN;
      maintAssetWeight: I80F48Dto;
      initAssetWeight: I80F48Dto;
      maintLiabWeight: I80F48Dto;
      initLiabWeight: I80F48Dto;
      liquidationFee: I80F48Dto;
      makerFee: I80F48Dto;
      takerFee: I80F48Dto;
      minFunding: I80F48Dto;
      maxFunding: I80F48Dto;
      impactQuantity: BN;
      longFunding: I80F48Dto;
      shortFunding: I80F48Dto;
      fundingLastUpdated: BN;
      openInterest: BN;
      seqNum: any; // TODO: ts complains that this is unknown for whatever reason
      feesAccrued: I80F48Dto;
      bump: number;
      baseTokenDecimals: number;
      registrationTime: BN;
    },
  ): PerpMarket {
    return new PerpMarket(
      publicKey,
      obj.group,
      obj.baseTokenIndex,
      obj.quoteTokenIndex,
      obj.perpMarketIndex,
      obj.name,
      obj.oracle,
      obj.oracleConfig,
      obj.bids,
      obj.asks,
      obj.eventQueue,
      obj.quoteLotSize,
      obj.baseLotSize,
      obj.maintAssetWeight,
      obj.initAssetWeight,
      obj.maintLiabWeight,
      obj.initLiabWeight,
      obj.liquidationFee,
      obj.makerFee,
      obj.takerFee,
      obj.minFunding,
      obj.maxFunding,
      obj.impactQuantity,
      obj.longFunding,
      obj.shortFunding,
      obj.fundingLastUpdated,
      obj.openInterest,
      obj.seqNum,
      obj.feesAccrued,
      obj.bump,
      obj.baseTokenDecimals,
      obj.registrationTime,
    );
  }

  constructor(
    public publicKey: PublicKey,
    public group: PublicKey,
    public baseTokenIndex: number,
    public quoteTokenIndex: number,
    public perpMarketIndex: number,
    name: number[],
    public oracle: PublicKey,
    oracleConfig: OracleConfig,
    public bids: PublicKey,
    public asks: PublicKey,
    public eventQueue: PublicKey,
    public quoteLotSize: BN,
    public baseLotSize: BN,
    maintAssetWeight: I80F48Dto,
    initAssetWeight: I80F48Dto,
    maintLiabWeight: I80F48Dto,
    initLiabWeight: I80F48Dto,
    liquidationFee: I80F48Dto,
    makerFee: I80F48Dto,
    takerFee: I80F48Dto,
    minFunding: I80F48Dto,
    maxFundingI80F48Dto,
    impactQuantity: BN,
    longFunding: I80F48Dto,
    shortFunding: I80F48Dto,
    fundingLastUpdated: BN,
    openInterest: BN,
    seqNum: BN,
    feesAccrued: I80F48Dto,
    bump: number,
    public baseTokenDecimals: number,
    public registrationTime: BN,
  ) {
    this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0];
    this.maintAssetWeight = I80F48.from(maintAssetWeight);
    this.initAssetWeight = I80F48.from(initAssetWeight);
    this.maintLiabWeight = I80F48.from(maintLiabWeight);
    this.initLiabWeight = I80F48.from(initLiabWeight);
    this.liquidationFee = I80F48.from(liquidationFee);
    this.makerFee = I80F48.from(makerFee);
    this.takerFee = I80F48.from(takerFee);
    this.openInterest = openInterest.toNumber();
    this.seqNum = seqNum.toNumber();
    this.feesAccrued = I80F48.from(feesAccrued);
  }

  uiToNativePriceQuantity(price: number, quantity: number): [BN, BN] {
    const baseUnit = Math.pow(10, this.baseTokenDecimals);
    const quoteUnit = Math.pow(10, QUOTE_DECIMALS);
    const nativePrice = new BN(price * quoteUnit)
      .mul(this.baseLotSize)
      .div(this.quoteLotSize.mul(new BN(baseUnit)));
    const nativeQuantity = new BN(quantity * baseUnit).div(this.baseLotSize);
    return [nativePrice, nativeQuantity];
  }

  uiQuoteToLots(uiQuote: number): BN {
    const quoteUnit = Math.pow(10, QUOTE_DECIMALS);
    return new BN(uiQuote * quoteUnit).div(this.quoteLotSize);
  }

  toString(): string {
    return (
      'PerpMarket ' +
      '\n perpMarketIndex -' +
      this.perpMarketIndex +
      '\n maintAssetWeight -' +
      this.maintAssetWeight.toNumber() +
      '\n initAssetWeight -' +
      this.initAssetWeight.toNumber() +
      '\n maintLiabWeight -' +
      this.maintLiabWeight.toNumber() +
      '\n initLiabWeight -' +
      this.initLiabWeight.toNumber() +
      '\n liquidationFee -' +
      this.liquidationFee.toNumber() +
      '\n makerFee -' +
      this.makerFee.toNumber() +
      '\n takerFee -' +
      this.takerFee.toNumber()
    );
  }
}

export class Side {
  static bid = { bid: {} };
  static ask = { ask: {} };
}

export class OrderType {
  static limit = { limit: {} };
  static immediateOrCancel = { immediateorcancel: {} };
  static postOnly = { postonly: {} };
  static market = { market: {} };
  static postOnlySlide = { postonlyslide: {} };
}