Merge branch 'master' into crispheaney/amm-fill-step-size

.github/workflows/main.yml

@@ -251,3 +251,33 @@ jobs:
         with:
           name: build
           path: target/deploy/drift.so
+  code-coverage:
+    name: Code Coverage
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - name: Install Rust toolchain
+        uses: actions-rs/toolchain@v1
+        with:
+          toolchain: ${{ env.RUST_TOOLCHAIN }}
+          profile: minimal
+          override: true
+      - name: Cache build artefacts
+        uses: Swatinem/rust-cache@v1
+      - name: Run package checks
+        run: cargo check # run package checks
+      - name: Run cargo-tarpaulin
+        uses: actions-rs/[email protected]
+        with:
+          version: '0.15.0'
+          args: '-- --test-threads 1'
+      - name: Upload to codecov.io
+        uses: codecov/[email protected]
+        with:
+          token: ${{secrets.CODECOV_TOKEN}}
+      - name: Archive code coverage results
+        uses: actions/upload-artifact@v1
+        with:
+          name: code-coverage-report
+          path: cobertura.xml
+

CHANGELOG.md

@@ -9,9 +9,14 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+- program: boost max sub accounts to 20k
+
 ### Fixes
 
 - program: allow amm to fill step size ([#672](https://github.com/drift-labs/protocol-v2/pull/672))
+- program: add add update_liquidation_margin_buffer_ratio ([#695](https://github.com/drift-labs/protocol-v2/pull/695))
+- program: account for fee pool when settling positive pnl ([#687](https://github.com/drift-labs/protocol-v2/pull/687))
+- sdk: fix bug which incorrectly calculated leverage after trade for a market with no position but short orders open
 
 ### Breaking
 

codecov.yml

@@ -0,0 +1,9 @@
+comment:
+  layout: "header, diff, flags, components"
+
+component_management:
+  individual_components:
+    - component_id: drift
+      name: drift
+      paths:
+        - programs/drift

programs/drift/src/controller/insurance/tests.rs

@@ -1534,7 +1534,7 @@ fn test_transfer_protocol_owned_stake() {
     .unwrap();
     if_balance -= amount_returned;
 
-    assert_eq!(amount_returned, (99500000000) as u64);
+    assert_eq!(amount_returned, 99500000000);
     assert_eq!(spot_market.insurance_fund.user_shares, 0);
     assert_eq!(spot_market.insurance_fund.total_shares, 21105203599);
 
@@ -1597,7 +1597,7 @@ fn test_transfer_protocol_owned_stake() {
 
     let mut expected_if_stake_2 = InsuranceFundStake::new(Pubkey::default(), 0, 0);
     expected_if_stake_2
-        .increase_if_shares(21105203599 as u128, &spot_market)
+        .increase_if_shares(21105203599, &spot_market)
         .unwrap();
 
     assert_eq!(user_stats_2.if_staked_quote_asset_amount, 99500000000);

programs/drift/src/controller/pnl.rs

@@ -109,11 +109,23 @@ pub fn settle_pnl(
         perp_market.pnl_pool.scaled_balance,
         spot_market,
         perp_market.pnl_pool.balance_type(),
+    )?;
+
+    let fraction_of_fee_pool_token_amount = get_token_amount(
+        perp_market.amm.fee_pool.scaled_balance,
+        spot_market,
+        perp_market.amm.fee_pool.balance_type(),
     )?
-    .cast()?;
+    .safe_div(5)?;
+
+    // add a buffer from fee pool for pnl pool balance
+    let pnl_tokens_available: i128 = pnl_pool_token_amount
+        .safe_add(fraction_of_fee_pool_token_amount)?
+        .cast()?;
+
     let net_user_pnl = calculate_net_user_pnl(&perp_market.amm, oracle_price)?;
-    let max_pnl_pool_excess = if net_user_pnl < pnl_pool_token_amount {
-        pnl_pool_token_amount.safe_sub(net_user_pnl.max(0))?
+    let max_pnl_pool_excess = if net_user_pnl < pnl_tokens_available {
+        pnl_tokens_available.safe_sub(net_user_pnl.max(0))?
     } else {
         0
     };

programs/drift/src/instructions/admin.rs

@@ -1937,6 +1937,14 @@ pub fn handle_update_liquidation_duration(
     Ok(())
 }
 
+pub fn handle_update_liquidation_margin_buffer_ratio(
+    ctx: Context<AdminUpdateState>,
+    liquidation_margin_buffer_ratio: u32,
+) -> Result<()> {
+    ctx.accounts.state.liquidation_margin_buffer_ratio = liquidation_margin_buffer_ratio;
+    Ok(())
+}
+
 pub fn handle_update_oracle_guard_rails(
     ctx: Context<AdminUpdateState>,
     oracle_guard_rails: OracleGuardRails,

programs/drift/src/instructions/user.rs

@@ -138,7 +138,7 @@ pub fn handle_initialize_user(
     safe_increment!(state.number_of_sub_accounts, 1);
 
     validate!(
-        state.number_of_sub_accounts <= 15000,
+        state.number_of_sub_accounts <= 20000,
         ErrorCode::MaxNumberOfUsers
     )?;
 

programs/drift/src/lib.rs

@@ -933,6 +933,13 @@ pub mod drift {
         handle_update_liquidation_duration(ctx, liquidation_duration)
     }
 
+    pub fn update_liquidation_margin_buffer_ratio(
+        ctx: Context<AdminUpdateState>,
+        liquidation_margin_buffer_ratio: u32,
+    ) -> Result<()> {
+        handle_update_liquidation_margin_buffer_ratio(ctx, liquidation_margin_buffer_ratio)
+    }
+
     pub fn update_oracle_guard_rails(
         ctx: Context<AdminUpdateState>,
         oracle_guard_rails: OracleGuardRails,

sdk/VERSION

@@ -1 +1 @@
-2.43.0-beta.6
+2.43.0-beta.16

sdk/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.43.0-beta.6",
+	"version": "2.43.0-beta.16",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

sdk/src/accounts/webSocketAccountSubscriber.ts

@@ -14,6 +14,8 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 	onChange: (data: T) => void;
 	listenerId?: number;
 	resubTimeoutMs?: number;
+	isUnsubscribing = false;
+
 	timeoutId?: NodeJS.Timeout;
 
 	receivingData: boolean;
@@ -34,7 +36,7 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 	}
 
 	async subscribe(onChange: (data: T) => void): Promise<void> {
-		if (this.listenerId) {
+		if (this.listenerId || this.isUnsubscribing) {
 			return;
 		}
 
@@ -80,6 +82,11 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 			throw new Error('onChange callback function must be set');
 		}
 		this.timeoutId = setTimeout(async () => {
+			if (this.isUnsubscribing) {
+				// If we are in the process of unsubscribing, do not attempt to resubscribe
+				return;
+			}
+
 			if (this.receivingData) {
 				console.log(
 					`No ws data from ${this.accountName} in ${this.resubTimeoutMs}ms, resubscribing`
@@ -154,13 +161,20 @@ export class WebSocketAccountSubscriber<T> implements AccountSubscriber<T> {
 	}
 
 	unsubscribe(): Promise<void> {
+		this.isUnsubscribing = true;
+		clearTimeout(this.timeoutId);
+		this.timeoutId = undefined;
+
 		if (this.listenerId) {
-			const promise =
-				this.program.provider.connection.removeAccountChangeListener(
-					this.listenerId
-				);
-			this.listenerId = undefined;
+			const promise = this.program.provider.connection
+				.removeAccountChangeListener(this.listenerId)
+				.then(() => {
+					this.listenerId = undefined;
+					this.isUnsubscribing = false;
+				});
 			return promise;
+		} else {
+			this.isUnsubscribing = false;
 		}
 	}
 }

sdk/src/accounts/webSocketProgramAccountSubscriber.ts

@@ -21,6 +21,7 @@ export class WebSocketProgramAccountSubscriber<T>
 	onChange: (accountId: PublicKey, data: T, context: Context) => void;
 	listenerId?: number;
 	resubTimeoutMs?: number;
+	isUnsubscribing = false;
 	timeoutId?: NodeJS.Timeout;
 	options: { filters: MemcmpFilter[]; commitment?: Commitment };
 
@@ -48,7 +49,7 @@ export class WebSocketProgramAccountSubscriber<T>
 	async subscribe(
 		onChange: (accountId: PublicKey, data: T, context: Context) => void
 	): Promise<void> {
-		if (this.listenerId) {
+		if (this.listenerId || this.isUnsubscribing) {
 			return;
 		}
 
@@ -81,6 +82,11 @@ export class WebSocketProgramAccountSubscriber<T>
 			throw new Error('onChange callback function must be set');
 		}
 		this.timeoutId = setTimeout(async () => {
+			if (this.isUnsubscribing) {
+				// If we are in the process of unsubscribing, do not attempt to resubscribe
+				return;
+			}
+
 			if (this.receivingData) {
 				console.log(
 					`No ws data from ${this.subscriptionName} in ${this.resubTimeoutMs}ms, resubscribing`
@@ -140,13 +146,20 @@ export class WebSocketProgramAccountSubscriber<T>
 	}
 
 	unsubscribe(): Promise<void> {
+		this.isUnsubscribing = true;
+		clearTimeout(this.timeoutId);
+		this.timeoutId = undefined;
+
 		if (this.listenerId) {
-			const promise =
-				this.program.provider.connection.removeAccountChangeListener(
-					this.listenerId
-				);
-			this.listenerId = undefined;
+			const promise = this.program.provider.connection
+				.removeAccountChangeListener(this.listenerId)
+				.then(() => {
+					this.listenerId = undefined;
+					this.isUnsubscribing = false;
+				});
 			return promise;
+		} else {
+			this.isUnsubscribing = false;
 		}
 	}
 }

sdk/src/adminClient.ts

@@ -787,6 +787,20 @@ export class AdminClient extends DriftClient {
 		);
 	}
 
+	public async updateLiquidationMarginBufferRatio(
+		updateLiquidationMarginBufferRatio: number
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateLiquidationMarginBufferRatio(
+			updateLiquidationMarginBufferRatio,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+				},
+			}
+		);
+	}
+
 	public async updateOracleGuardRails(
 		oracleGuardRails: OracleGuardRails
 	): Promise<TransactionSignature> {

sdk/src/constants/perpMarkets.ts

@@ -184,6 +184,16 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1698074659000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Rollbit',
+		category: ['Exchange'],
+		symbol: 'RLB-PERP',
+		baseAssetSymbol: 'RLB',
+		marketIndex: 17,
+		oracle: new PublicKey('6BmJozusMugAySsfNfMFsU1YRWcGwyP3oycNX9Pv9oCz'),
+		launchTs: 11699265968000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const MainnetPerpMarkets: PerpMarketConfig[] = [
@@ -357,6 +367,16 @@ export const MainnetPerpMarkets: PerpMarketConfig[] = [
 		launchTs: 1698074659000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Rollbit',
+		category: ['Exchange'],
+		symbol: 'RLB-PERP',
+		baseAssetSymbol: 'RLB',
+		marketIndex: 17,
+		oracle: new PublicKey('4BA3RcS4zE32WWgp49vvvre2t6nXY1W1kMyKZxeeuUey'),
+		launchTs: 11699265968000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];
 
 export const PerpMarkets: { [key in DriftEnv]: PerpMarketConfig[] } = {

sdk/src/dlob/DLOB.ts

@@ -1725,6 +1725,7 @@ export class DLOB {
 		return {
 			bids,
 			asks,
+			slot,
 		};
 	}
 
@@ -1785,6 +1786,7 @@ export class DLOB {
 		return {
 			bids,
 			asks,
+			slot,
 		};
 	}
 

sdk/src/dlob/orderBookLevels.ts

@@ -29,6 +29,7 @@ export type L2Level = {
 export type L2OrderBook = {
 	asks: L2Level[];
 	bids: L2Level[];
+	slot?: number;
 };
 
 export interface L2OrderBookGenerator {
@@ -46,6 +47,7 @@ export type L3Level = {
 export type L3OrderBook = {
 	asks: L3Level[];
 	bids: L3Level[];
+	slot?: number;
 };
 
 export const DEFAULT_TOP_OF_BOOK_QUOTE_AMOUNTS = [
@@ -363,6 +365,7 @@ export function groupL2(
 	return {
 		bids: groupL2Levels(l2.bids, grouping, PositionDirection.LONG, depth),
 		asks: groupL2Levels(l2.asks, grouping, PositionDirection.SHORT, depth),
+		slot: l2.slot,
 	};
 }