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mm oracle sdk change #1806

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b360323
mm oracle sdk change
NourAlharithi Aug 7, 2025
974f4cf
better conditional typing
NourAlharithi Aug 7, 2025
bdc87e4
DLOB bug fix
NourAlharithi Aug 7, 2025
97efcb9
updated idl
NourAlharithi Aug 8, 2025
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162 changes: 101 additions & 61 deletions sdk/src/dlob/DLOB.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ import {
StateAccount,
} from '../types';
import { isUserProtectedMaker } from '../math/userStatus';
import { OraclePriceData } from '../oracles/types';
import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
import { ProtectMakerParamsMap } from './types';
import { SlotSubscriber } from '../slot/SlotSubscriber';
import { UserMap } from '../userMap/userMap';
Expand Down Expand Up @@ -446,16 +446,20 @@ export class DLOB {
return undefined;
}

public findNodesToFill(
public findNodesToFill<T extends MarketType>(
marketIndex: number,
fallbackBid: BN | undefined,
fallbackAsk: BN | undefined,
slot: number,
ts: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
stateAccount: StateAccount,
marketAccount: PerpMarketAccount | SpotMarketAccount
marketAccount: T extends { spot: unknown }
? SpotMarketAccount
: PerpMarketAccount
): NodeToFill[] {
if (fillPaused(stateAccount, marketAccount)) {
return [];
Expand Down Expand Up @@ -572,11 +576,13 @@ export class DLOB {
return Array.from(mergedNodesToFill.values());
}

public findRestingLimitOrderNodesToFill(
public findRestingLimitOrderNodesToFill<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
isAmmPaused: boolean,
minAuctionDuration: number,
makerRebateNumerator: number,
Expand Down Expand Up @@ -656,11 +662,13 @@ export class DLOB {
return nodesToFill;
}

public findTakingNodesToFill(
public findTakingNodesToFill<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
isAmmPaused: boolean,
minAuctionDuration: number,
fallbackAsk: BN | undefined,
Expand Down Expand Up @@ -782,17 +790,21 @@ export class DLOB {
return nodesToFill;
}

public findTakingNodesCrossingMakerNodes(
public findTakingNodesCrossingMakerNodes<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
takerNodeGenerator: Generator<DLOBNode>,
makerNodeGeneratorFn: (
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData
) => Generator<DLOBNode>,
doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean
): NodeToFill[] {
Expand Down Expand Up @@ -878,10 +890,12 @@ export class DLOB {
return nodesToFill;
}

public findNodesCrossingFallbackLiquidity(
marketType: MarketType,
public findNodesCrossingFallbackLiquidity<T extends MarketType>(
marketType: T,
slot: number,
oraclePriceData: OraclePriceData,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
nodeGenerator: Generator<DLOBNode>,
doesCross: (nodePrice: BN | undefined) => boolean,
minAuctionDuration: number
Expand Down Expand Up @@ -997,11 +1011,13 @@ export class DLOB {
return nodesToFill;
}

*getTakingBids(
*getTakingBids<T extends MarketType>(
marketIndex: number,
marketType: MarketType,
marketType: T,
slot: number,
oraclePriceData: OraclePriceData,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
const marketTypeStr = getVariant(marketType) as MarketTypeStr;
Expand Down Expand Up @@ -1032,11 +1048,13 @@ export class DLOB {
);
}

*getTakingAsks(
*getTakingAsks<T extends MarketType>(
marketIndex: number,
marketType: MarketType,
marketType: T,
slot: number,
oraclePriceData: OraclePriceData,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
const marketTypeStr = getVariant(marketType) as MarketTypeStr;
Expand Down Expand Up @@ -1138,11 +1156,13 @@ export class DLOB {
}
}

*getRestingLimitAsks(
*getRestingLimitAsks<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
if (isVariant(marketType, 'spot') && !oraclePriceData) {
Expand Down Expand Up @@ -1180,11 +1200,13 @@ export class DLOB {
);
}

*getRestingLimitBids(
*getRestingLimitBids<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
if (isVariant(marketType, 'spot') && !oraclePriceData) {
Expand Down Expand Up @@ -1231,12 +1253,14 @@ export class DLOB {
* @param oraclePriceData
* @param filterFcn
*/
*getAsks(
*getAsks<T extends MarketType>(
marketIndex: number,
_fallbackAsk: BN | undefined,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
if (isVariant(marketType, 'spot') && !oraclePriceData) {
Expand Down Expand Up @@ -1276,12 +1300,14 @@ export class DLOB {
* @param oraclePriceData
* @param filterFcn
*/
*getBids(
*getBids<T extends MarketType>(
marketIndex: number,
_fallbackBid: BN | undefined,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData,
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData,
filterFcn?: DLOBFilterFcn
): Generator<DLOBNode> {
if (isVariant(marketType, 'spot') && !oraclePriceData) {
Expand Down Expand Up @@ -1313,11 +1339,13 @@ export class DLOB {
);
}

findCrossingRestingLimitOrders(
findCrossingRestingLimitOrders<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData
): NodeToFill[] {
const nodesToFill = new Array<NodeToFill>();

Expand Down Expand Up @@ -1439,11 +1467,13 @@ export class DLOB {
}
}

public getBestAsk(
public getBestAsk<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData
): BN | undefined {
const bestAsk = this.getRestingLimitAsks(
marketIndex,
Expand All @@ -1458,11 +1488,13 @@ export class DLOB {
return undefined;
}

public getBestBid(
public getBestBid<T extends MarketType>(
marketIndex: number,
slot: number,
marketType: MarketType,
oraclePriceData: OraclePriceData
marketType: T,
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData
): BN | undefined {
const bestBid = this.getRestingLimitBids(
marketIndex,
Expand Down Expand Up @@ -1636,7 +1668,7 @@ export class DLOB {
if (isVariant(marketType, 'perp')) {
const slot = slotSubscriber.getSlot();
const oraclePriceData =
driftClient.getOracleDataForPerpMarket(marketIndex);
driftClient.getMMOracleDataForPerpMarket(marketIndex);

const bestAsk = this.getBestAsk(
marketIndex,
Expand Down Expand Up @@ -1681,18 +1713,18 @@ export class DLOB {
} else if (isVariant(marketType, 'spot')) {
const slot = slotSubscriber.getSlot();
const oraclePriceData =
driftClient.getOracleDataForPerpMarket(marketIndex);
driftClient.getOracleDataForSpotMarket(marketIndex);

const bestAsk = this.getBestAsk(
marketIndex,
slot,
marketType,
MarketType.SPOT,
oraclePriceData
);
const bestBid = this.getBestBid(
marketIndex,
slot,
marketType,
MarketType.SPOT,
oraclePriceData
);
const mid = bestAsk.add(bestBid).div(new BN(2));
Expand Down Expand Up @@ -1783,7 +1815,7 @@ export class DLOB {
* @param depth how many levels of the order book to return
* @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
*/
public getL2({
public getL2<T extends MarketType>({
marketIndex,
marketType,
slot,
Expand All @@ -1792,9 +1824,11 @@ export class DLOB {
fallbackL2Generators = [],
}: {
marketIndex: number;
marketType: MarketType;
marketType: T;
slot: number;
oraclePriceData: OraclePriceData;
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData;
depth: number;
fallbackL2Generators?: L2OrderBookGenerator[];
}): L2OrderBook {
Expand Down Expand Up @@ -1853,16 +1887,18 @@ export class DLOB {
* @param slot
* @param oraclePriceData
*/
public getL3({
public getL3<T extends MarketType>({
marketIndex,
marketType,
slot,
oraclePriceData,
}: {
marketIndex: number;
marketType: MarketType;
marketType: T;
slot: number;
oraclePriceData: OraclePriceData;
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData;
}): L3OrderBook {
const bids: L3Level[] = [];
const asks: L3Level[] = [];
Expand Down Expand Up @@ -1945,7 +1981,7 @@ export class DLOB {
* @param param.oraclePriceData the oracle price data
* @returns the estimated quote amount filled: QUOTE_PRECISION
*/
public estimateFillWithExactBaseAmount({
public estimateFillWithExactBaseAmount<T extends MarketType>({
marketIndex,
marketType,
baseAmount,
Expand All @@ -1954,11 +1990,13 @@ export class DLOB {
oraclePriceData,
}: {
marketIndex: number;
marketType: MarketType;
marketType: T;
baseAmount: BN;
orderDirection: PositionDirection;
slot: number;
oraclePriceData: OraclePriceData;
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData;
}): BN {
if (isVariant(orderDirection, 'long')) {
return this.estimateFillExactBaseAmountInForSide(
Expand All @@ -1977,7 +2015,7 @@ export class DLOB {
}
}

public getBestMakers({
public getBestMakers<T extends MarketType>({
marketIndex,
marketType,
direction,
Expand All @@ -1986,10 +2024,12 @@ export class DLOB {
numMakers,
}: {
marketIndex: number;
marketType: MarketType;
marketType: T;
direction: PositionDirection;
slot: number;
oraclePriceData: OraclePriceData;
oraclePriceData: T extends { spot: unknown }
? OraclePriceData
: MMOraclePriceData;
numMakers: number;
}): PublicKey[] {
const makers = new Map<string, PublicKey>();
Expand Down
2 changes: 1 addition & 1 deletion sdk/src/dlob/DLOBSubscriber.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -139,7 +139,7 @@ export class DLOBSubscriber {
fallbackL2Generators = [
getVammL2Generator({
marketAccount: this.driftClient.getPerpMarketAccount(marketIndex),
oraclePriceData:
mmOraclePriceData:
this.driftClient.getMMOracleDataForPerpMarket(marketIndex),
numOrders: numVammOrders ?? depth,
topOfBookQuoteAmounts:
Expand Down
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