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Changelog

All notable changes to this project will be documented in this file. Version changes are pinned to SDK releases.

[1.44.0]

  • Fix 'Invalid account discriminator' error when closing account. (#416)

[1.43.0]

  • New asset GMC. (#415)

[1.42.0]

  • Skipped

[1.41.0]

  • Add self trade behaviour and PlacePerpOrderV5. (#413)
  • Add post-sign callback. (#412)

[1.40.0]

  • Add versioned tx support for process transaction. (#408)

[1.39.0]

  • Change enum u8 for withdraw_only account type. (#409)

[1.38.0]

Breaking

  • Add new account type withdraw_only. This will break account deserialisation if fetching all accounts and reading one that has withdraw_only set. (#407)

[1.37.0]

  • Move over oracle to new pyth model. (#406)

[1.36.0]

  • Add new asset TNSR. (#405)

[1.35.0]

  • Fix load bug with TIF expiry ts. (#403)
  • Add referred timestamp. (#402)
  • Optimise blockhash cache. (#401)

[1.34.0]

  • reduce number of fetches on startup and speed up load. (#401)

[1.31.3]

  • Update subscribePricing to return mark prices (#399)

[1.31.2]

  • Send to Jito transactions endpoint too. (#398)

[1.31.1]

  • Add rndr, fix oracle loading with dummy wallet and revert some pyth changes for stale prices. (#396)
  • Add account creation ixs to chooseAirdropCommunity (#394)

[1.30.0]

  • Upgrade anchor to 0.28.0, solana to 1.16.20, add new pythV2 functionality. (#393)

[1.29.5]

  • Reshuffle airdrop communities. (#392)

[1.29.4]

  • Add utils.processTransactionBloxroute(). (#380)

[1.29.3]

[1.29.2]

  • Bugfix orderloss anchor.BN/number conversion (#390)

[1.29.1]

  • Bump placeorder CU units to 400k (#389)

[1.29.0]

  • Add airdrop communities (#386)

[1.28.1]

  • Trim trailing \0s on referral IDs (#388)

[1.28.0]

  • Add potential order loss to account margining.
  • Add 10% oracle deviation protection to orders.

[1.26.4]

  • Respect Exchange.skipRpcConfirmation everywhere. (#384)
  • New util isAffiliateCodeAvailable(). (#382)

[1.26.3]

  • Add crank market generation util. (#383)

[1.26.2]

  • Spam sendRawTransaction() in utils.processTransaction(). (#381)

[1.26.1]

  • Add new update pricing ix. (#379)

[1.26.0]

[1.25.3]

  • Fix rounding in util functions. (#375)

[1.25.2]

  • Update to closeOpenOrdersV4. (#372)

[1.25.0]

  • Subscribe to CMA manager (#363)
  • Add new util instructions for account creation and referrals in cross-client.ts (#363)
  • Improve error handling for RPC errors (#363)
  • Improve tx confirmation to use blockheight and add new Exchange.skipRpcConfirmation option (#363)
  • Fix risk utils to use getFeeBps() (#363)

[1.24.1]

  • Add createPlaceMultiOrderInstruction to cross-client. (#370)

[1.24.0]

  • Add placeMultiOrders to program-instructions. (#369)

[1.23.6]

  • Extra util getFeeBps() (#368)

[1.23.5]

  • Add support for fee tiers. (#358)

[1.23.4]

  • Add close account utils: closeAccountAndManager and withdrawAndCloseAccountAndCloseManager. (#366)

[1.23.3]

  • New function closeAllPositions(). (#362)
  • New option to specify retry amount for txs. Use CrossClient.setTxRetryAmount(). (#362)

[1.23.2]

  • Real-time maker rebate. (#359)

[1.23.1]

  • Skipped

[1.23.0]

  • Add functionality for referral accounts. (#357)

Breaking

  • Remove old client.ts and subclient.ts. (#357)

[1.22.1]

  • New asset $STRK. (#361)

[1.22.0]

  • Deprecate v1 trigger instructions.
  • Add new take trigger order instruction.

[1.21.4]

  • Improve cancelAllMarketOrders for big transactions. (#356)
  • Add txSig to return args of edit trigger order functions. (#356)

[1.21.3]

  • Bugfix devnet loading assets in Exchange.load(). (#355)

[1.21.2]

  • Small bugfix for DYM in indexToAsset(). (#354)

[1.21.1]

  • Skipped

[1.21.0]

  • New asset $DYM. (#352)
  • More load options - assets and throttleMs. (#351)

[1.20.4]

  • Add PNL to TradeEventV3 and PositionSize to ApplyFundingEvent. (#344)

[1.20.3]

  • Refactor settleAndBurnVaultTokens to allow an accountLimit. (#350)

[1.20.2]

  • Relax throwing if no open orders account is detected in some client functions. (#349)
  • Edit the marketMakerT1 enum type - bugfix. (#348)

[1.20.1]

  • Improve tx confirmations by polling. (#347)

[1.20.0]

  • Add JUP asset. (346)

[1.19.1]

  • Add optional startIndex to findAvailableTriggerOrderBit(). (#345)

[1.19.0]

  • Add instruction to update maker fee percentage. (#334)
  • Add instruction to update margin account type. (#334)

[1.18.5]

  • Bugfix - Use execution price for uPnL trading fee calc. (#342)

[1.18.4]

  • Add preixs to cross client place order and create place trigger order ix. (#341)

[1.18.3]

  • Add fake cancel optionality for get max trade size. (#338)

[1.18.2]

  • Add sei. (#339)
  • Post only front order type. (#312)

[1.17.2]

  • BONK constants. (#337)

[1.17.1]

  • Example cleanup. (#336)
  • Fetch min lot sizes from state. (#331)

[1.17.0]

  • New asset ONEMBONK (BONK x 1 million) (#333)

[1.16.9]

  • New set utils in Exchange (#328)

[1.16.8]

  • Robustness improvements around RPCs and cranking (#330)
  • Add user to placeOrderEvent (#328)

[1.16.7]

  • Return undefined from getMaxTradeSize if price is 0 (#327)

[1.16.6]

  • Fix two sentry errors (#317)

[1.16.5]

  • Better auto priority fees (#326)

[1.16.4]

  • Temporary override for margin reqs until backend deploys leverage drop (#325)

[1.16.3]

  • New trigger order ixs (#324)

[1.16.2]

  • Prune orders v2. (#323)

[1.16.1]

  • Remove leverage clamp in getMaxTradeSize. (#322)

[1.16.0]

  • Add in IDL changes for tif order traversal. (#321)
  • Min lot size changes. (#318)

[1.15.3]

  • Override asset loading for devnet (#320)

[1.15.2]

  • Bugfix getMaxTradeSize being too conservative with positive uPnL (#315)

[1.15.1]

  • New asset $JTO. (#316)

[1.14.1]

  • TIA devnet constants. (#314)

[1.14.0]

  • New asset $TIA (#313)

[1.13.4]

  • Filter nonzero open orders accounts before sending burn txs. (#310)
  • Add open orders account to orderbook object. (#308)

[1.13.3]

  • Add PYTH to devnet. (#309)
  • Fix anchor.BN truncation in risk calcs. (#307)
  • Replace throw with an undefined return for invalid assets. (#307)
  • Add check for Exchange.isInitialized when refreshing markets. (#307)

[1.13.2]

  • Add pyth asset. (#305)

[1.12.3]

  • Add skip to market refreshing if asset is halted. (#304)
  • Add usdc account check and creation on withdraw. (#303)
  • New override in getLeverage() to use executionInfo price as markPrice. (#302)

[1.12.2]

  • Bugfix getMaxTradeSize with leverage option. (#300)

[1.12.1]

  • Add optional override equity param in leverage util. (#301)

[1.12.0]

Breaking

  • Remove signer from initializeCrossMarginAccountManager and initializeCrossMarginAccount instructions. This is a breaking change, and older SDK versions will no longer work for account creation (baked into the deposit flow). (#295)

[1.11.9]

  • Add fake trade functionality to getEstimatedLiquidationPrice. (#299)
  • Remove old functions getLiquidationPrice and calculateLiquidationPrice. (#299)

[1.11.8]

  • Make orderType mandatory for trigger orders. (#298)
  • Add a more precise estimate for liquidation price (under the assumption that other mark prices remain static). (#296)

[1.11.7] 2023-11-06

  • Round priority fees to the nearest integer (#294)

[1.11.6] 2023-11-06

  • Add new TIF buffer option (#293)

[1.11.5] 2023-11-02

  • Remove default trigger direction in editPriceTriggerOrder. (#291)

[1.11.4] 2023-11-02

  • Add max leverage option to getMaxTradeSize() (#289)

[1.11.3] 2023-11-02

  • Use fork of web3.js to enable zstd compression across the SDK. Reduces network usage significantly. (#290)

[1.11.2] 2023-10-24

  • Add price to TradeEventV3. (#288)

[1.11.1] 2023-10-13

  • Utils: New function getTradeEventsFromTx() (#285)

[1.11.0] 2023-10-13

  • General: New asset! (BNB) (#283)

[1.10.9] 2023-10-06

  • Client: Manually trigger USER callback on editTriggerOrder (#284)

[1.10.8] 2023-10-03

  • Client: Add new instruction to allow permissionless deposit to other user's margin accounts. (#280)

[1.10.7] 2023-09-28

  • Client: New function getTriggerOrder(). (#279)

[1.10.6] 2023-09-28

  • Reduce log spam relating to TIF epoch rollovers. (#278)

[1.10.5] 2023-09-25

  • Bugfix: Handle empty accounts better to prevent undefined issues with trigger orders. (#277)

[1.10.4] 2023-09-19

  • Bugfix: Fix loading order to prevent a rarely occurring market undefined error. (#274)

[1.10.3] 2023-09-18

  • New function updateOpenOrdersSync() in CrossClient. (#272)

[1.10.2] 2023-09-15

  • Bugfix: Unsubscribe from orderbooks on Exchange.close(). (#271)

[1.10.1] 2023-09-15

  • New function to cancel all trigger orders + place order. (#265)

[1.10.0] 2023-09-13

  • Subscribe to orderbooks using websockets instead of polling them. (#262)

[1.9.2] 2023-09-12

Breaking

  • Add slot to callback functions. (#270)

[1.9.1] 2023-09-11

  • Add auto prio fee offset and multiplier. (#269)

[1.9.0] 2023-09-07

  • Add margin account pubkeys to LiquidationEvent. (#268)
  • Allow for delegator to liquidate and force cancel. (#267)
  • Add asset and marginAccount to PlaceOrderEvent. (#266)
  • Add trigger admin to state account. (#264)

[1.8.1] 2023-09-01

  • Default reduceOnly to true in trigger orders. (#263)

[1.8.0] 2023-08-29

  • New feature: Trigger Orders. (#251)

[1.7.4] 2023-08-28

  • Clamp executionInfo.size in calculatePnl() instead of throwing and error. (#261)

[1.7.3] 2023-08-28

  • Small bugfix for sizeUpperBound in getMaxTradeSize(). (#260)

[1.7.2] 2023-08-24

  • New risk utils return 0 if balance is 0. (#259)

[1.7.1] 2023-08-23

  • Small bugfix for post-trade calcs. (#258)

[1.7.0] 2023-08-21

  • Add post-trade calculations to risk.ts, allowing for accurate simulations of account metrics from a hypothetical order/trade. (#257)

[1.6.1] 2023-08-09

  • getMaxTradeSize() now simulates all positions and orders correctly. (#256)

[1.6.0] 2023-07-25

  • Add getMaxTradeSize() and getLiquidationPrice() to risk calcs. (#252)
  • Reformat pnl into estimateRealizedPnl() and calculateUnrealizedPnl(), using function overloads (#252)
  • Add checkLiquidity() util function to find the best price in the orderbook for a given size. (#252)

[1.5.0] 2023-07-25

  • Clean up some risk calculations under the hood. (#255)
  • Add fee to TradeEventV3. (#253)
  • Add header to event queue fetch. (#250)

[1.4.4] 2023-07-14

  • Mark authority as mutable in CloseCrossMarginAccountManager. (#249)
  • Bugfix force cancels open orders account for CMA -> MA. (#249)

[1.4.3] 2023-07-14

  • Separate sdk calls for migrating from MA to CMA and then closing OOAs and MAs. (#248)

[1.4.2] 2023-07-05

  • Add in per asset risk state for cross margin accounts. (#247)

[1.3.1] 2023-06-30

  • Support both marginAccount and crossMarginAccount in forceCancelOrderByOrderId() and forceCancelOrders(). (#245)

[1.2.0] 2023-06-29

  • Improve CrossMarginAccount migration UX. (#244)
  • New error if a MarginAccount tries to liquidate a CrossMarginAccount. (#244)

[1.1.0] 2023-06-27

  • Update Zeta LUTs. (#243)
  • Add new error FeatureUnavailable. (#243)

[1.0.0] 2023-06-27

  • New CrossClient that allows for trading using CrossMarginAccounts (Note: SDK only for now! Frontend support coming with V2). (#238)
  • Options + futures functionality removed as much as possible, mainly from risk.ts, exchange.ts and client.ts.
  • SpreadAccount functionality removed, mainly from risk.ts and client.ts.

Breaking

  • general: Almost all instructions break due to changing accounts or arguments. Notably all core instructions support MarginAccount and CrossMarginAccount interchangeably. (#238)
  • exchange: Remove assets argument in Exchange.load(), forcing all assets. (#238)

[0.29.6] 2023-06-17

  • exchange: Add an upper limit to automatic priority fees. (#240)

[0.29.5] 2023-06-15

  • utils: use confirmTransaction() with new BlockheightBasedTransactionConfirmationStrategy, improving tx timeout detection by specifying the last valid blockheight. (#235)

[0.29.4] 2023-06-15

  • exchange: Add functionality to automatically determine priority fees. (#236)

[0.29.3] 2023-06-15

Breaking

  • Move Asset object to constants, removing circular imports and improving browser-based UX. This will cause syntax errors if you're importing the Asset object. (#239)

[0.29.2] 2023-06-13

  • exchange: Better Pricing account subscription. (#237)

[0.29.1] 2023-06-08

  • general: New set of instructions for Pricing account. (#234). Notable changes:
    • UpdatePricing() removed (only V2 now)
    • CrankEventQueue(), RebalanceInsuranceVault() and ApplyPerpFunding() contexts changed to use Pricing account
    • New InitializeOpenOrdersV2(), CloseOpenOrdersV2()
    • New PlacePerpOrderV3(), ForceCancelOrdersV2(), LiquidateV2()

[0.29.0] 2023-06-08

  • general: New Pricing account to replace ZetaGroup + Greeks. (#233). Notable changes:
    • Halting is now in State as HaltStateV2. Halt and unhalt logic changed to support this
    • New UpdatePricingV2() which updates both Greeks and Pricing accounts
    • New DepositV2 and WithdrawV2() which use the Pricing account.

[0.28.0] 2023-05-24

  • general: Migrate per-asset insurance vault, deposit vault and socialized loss account to be global accounts. (#230)
  • accounts: Increase the size of the State account to 1000. (#230)

[0.27.2] 2023-05-15

  • general: Refresh tif parameters on clock event. (#231)

[0.27.1] 2023-05-09

  • risk: Clean up risk calculator code for margining. (#229)

[0.27.0] 2023-04-28

  • general: Allow toggling zetaGroup perpsOnly on/off. (#211)

[0.26.9] 2023-04-28

  • events: Add new TradeEventV3. (#225)

[0.26.8] 2023-04-28

  • events: Add authority pubkeys and asset to LiquidationEvent. (#226)

[0.26.7] 2023-04-18

  • market: Add asset to order object. (#224)

[0.26.6] 2023-04-17

  • risk: Allow custom executionPrice and account for fees in calculateUnrealizedPnl (#218)

[0.26.5] 2023-04-17

  • client: Add asset to positions object. (#223)

[0.26.4] 2023-04-12

  • constants: Add ZETAGROUP_PUBKEY_ASSET_MAP. (#220)

[0.26.3] 2023-04-11

  • exchange: Add handy function Exchange.zetaGroupPubkeyToAsset(). (#219)

[0.26.2] 2023-03-31

  • client: Fix cancelAllPerpMarketOrders. (#217)

[0.26.1] 2023-03-29

  • markets: Return the slot when an orderbook update occurs. (#216)

[0.26.0] 2023-03-28

  • client: Update mass cancel logic to account for LUTs across all functions. (#215)

[0.25.4] 2023-03-24

  • constants: Update the zeta LUT to include ARB accounts. (#214)

[0.25.3] 2023-03-24

  • client: Bugfix MarginAccount and SpreadAccount can be null. (#213)

[0.25.2] 2023-03-24

  • oracle: Bugfix Arbitrum oracle constant. (#212)

[0.25.1] 2023-03-22

  • general: Add Arbitrum (#210)

[0.24.1] 2023-03-20

  • types: fix maxPerpDeltaSeconds to number.
  • client: Add user callback type. (#209)

[0.24.0] 2023-03-17

  • program: Add order expiry ts to PlaceOrderEvent. (#204)
  • program: Add max perp delta age to State. (#207)
  • program: Add secondary admin to State.(#208)

[0.23.1] 2023-03-06

  • utils: add roundingFactor to conversion utils. (#206)

[0.23.0] 2023-02-06

  • general: support flexible assets. (#198)
  • general: add aptos. (#198)
  • general: Remove a lot of unnecessary async processes and improve exchange loading times. (#196)
  • general: Improve loading time for client. (#196)
  • general: Add the option to load devnet/mainnet zeta exchange state from serum market stores. (#196)

[0.22.1]

  • utils: Round price to nearest tick in utils.convertDecimalToNativeInteger. (#195)

[0.22.0]

  • general: Bump anchor version to 0.26.0, solana version to 1.31.5 and @solana/web3.js to 1.68.0. (#185)
  • general: Allow for the setting of blockhash commitment to fetch. (#185)
  • general: Add versioned transactions and LUTs. (#185)

[0.21.3] 2023-01-24

  • utils: Specify finalized commitment for blockhash in processTransaction. (#193)

[0.21.2] 2023-01-24

  • general: add ability to toggle compute units per transaction. (#194)

[0.21.1] 2023-01-23

  • client: Return txSigs properly on cancelAllOrders. (#192)

[0.21.0] 2023-01-21

Breaking

  • Add backup oracle (Chainlink) to program code. This adds an extra account to most instructions so an SDK upgrade is required to trade. (#189)

[0.20.0] 2023-01-18

  • general: Add delegated account functionality to program and SDK. (#187)

[0.19.3] 2023-01-09

  • client: add perp functionality to all cancel+place functions in subclient. (#186)

[0.19.2] 2023-01-05

  • cleanup: add option for setting expiry timestamp on tif orders. (#183)
  • general: add instruction to prune expired orders for expired TIF orders. (#184)

[0.19.1] 2022-12-23

  • general: Add user order filtering for expired orders. (#181
  • cleanup: refactor tif in order options for dev ux. (#182)

[0.19.0] 2022-12-22

  • general: Port serum sdk into the zetamarkets sdk. (#175)
  • general: Add TIF orders into zetamarkets sdk. (#176)
  • general: Add PostOnlySlide order type. (#178)

Breaking

  • Remove placeOrder and placePerpOrder VX from subClient replace with placeOrder only across client and subClient
  • Remove arguments and use types.OrderOptions now for orderType, clientOrderId, tag, TIFOffset, etc;

[0.18.2] 2022-12-05

  • program: Add perpMarkPriceSet and perpMarketCleaned to IDL. (#173)
  • utils: Add assetToIndex, fix getAllProgramAccountAddresses + cleanZetaMarketsHalted. (#173)
  • program: Add new forceCancelOrderByOrderId instruction. (#174)

Breaking

  • LiquidationEvent now has a signed (i64) size instead of unsigned (u64). (#174)
  • program: Deprecate placeOrder, placeOrderV2. (#174)
  • events: Deprecate TradeEvent. (#174)

[0.18.1]

  • utils: Add an optional limit to the amount of events cranked at once. (#172)

[0.18.0]

  • client: Better cancelAllOrders() functionality. (#169)
  • client: Warning message on combo placeOrder instructions if no open orders acc. (#169)
  • client: Add placeOrderWithBlockhash(), allowing the user to specify their own blockhash to avoid an RPC roundtrip. (#166)
  • examples: Bump SDK version and webserver URL. (#166)
  • program: Add an ImmediateOrCancel order type. (#168)
  • general: Add perpetual futures. (#152). Many changes, the main ones are:
    • New client.placePerpOrder() function
    • New ApplyFundingEvent
    • Exchange.getMarkets() now includes the perpMarket concatenated to the markets array The only breaking changes are additional accounts required for updatePricing, other than that everything can be ignored if perps aren't traded.
  • client: Add create place order instruction function. (#170)

Breaking

  • assets: Asset enum value now stores string value of name instead of index i.e. SOL = "SOL" (#171)

[0.17.1]

  • general: Bump solana-web3 package to 1.66.1 to fix some socket issues. (#167)

[0.17.0]

  • idl: add idl perp kind to prevent breaking changes.
  • program: disable withdrawals while user has open orders.
  • client: add cancelAllMarketOrders(). (#157)
  • events: Add TradeEventV2. (#153)
  • risk: change initial margin calcs to use max(shorts, longs) for futures instead of shorts + longs. (#158)

[0.16.17]

  • constants: drop MAX_CANCELS_PER_TX down to 3. (#156)

[0.16.16]

  • client: cancelAllOrders() and cancelAllOrdersNoError() now bundle instructions of different assets into one transaction if possible. (#155)

Breaking

  • client: cancelMultipleOrders() and cancelMultipleOrdersNoError() now require Asset in the CancelArgs[] function argument. (#155)

[0.16.15]

  • risk: Expose initial margin no concession. (#154)
  • subclient: Fix multiple signing on closeMultipleOpenOrders. (#154)

[0.16.14]

  • risk: Add available withdrawable balance for MMs. (#151)

[0.16.13]

  • utils: add asset filter in fetching open orders accounts. (#150)

[0.16.12]

  • events: Improve event handling in client. (#149)

[0.16.11]

  • skipped due to release issues

[0.16.10]

  • export calculateSpreadAccountMarginRequirement

[0.16.9]

  • export risk-utils.

[0.16.8]

  • referrals: Add referral rewards. (#140)

[0.16.7]

  • program: Move expiry_interval_seconds and new_expiry_threshold_seconds from State to ZetaGroup. (#146)

Breaking

  • expiry_interval_seconds and new_expiry_threshold_seconds is held in each asset's zeta group as opposed to the global state account.

[0.16.6]

  • risk: Add calculation for position movement between spread and margin account. (#144)

[0.16.5]

  • program: Fix exchange closing. (#142)

[0.16.4]

  • program: Refactor fee collection methodology and add some associated instructions. (#136)
  • program: Separate fee structure for d1 and option products. (#138)
  • events: Add new OrderCompleteEvent. (#135)
  • events: Remove CancelEvent. (#135)

[0.16.3]

  • referrals: Fix referral alias fetching bug. (#139)

[0.16.2]

  • referrals: Add referrer support in Client. (#137)

[0.16.1]

  • referrals: Support referrer aliases. (#134)

[0.16.0]

  • general: Multiasset support. (#124)
    • A lot of breaking changes, please see below and updated README.md
    • A guide on how to migrate from older versions to 0.16.0 is available on (Gitbook)

Breaking

  • Most functions now take in Asset as their first argument
  • Most client and exchange functions are now part of subClient and subExchange respectively
    • You should not need to access these directly, client and exchange will have helper functions for everything
  • Oracle no longer uses string feeds ("SOL/USD") in favour of the Asset enum
  • Exchange and client callbacks now pass back the Asset object
  • client.positions is renamed to .marginPositions for consistency with .spreadPositions
    • These are both in subclient now due to multiasset changes, but are accessible with client.getMarginPositions() and client.getSpreadPositions()
  • toNetwork() is moved to network.ts

[0.15.0]

  • Skipped 0.15.0 due to versioning issues.

[0.14.4]

  • client: Add extra safety around client state updates. (#129)
  • client: Add referral logic for client. (#130)
  • program: Add instruction logic for referrals. (#130)
  • events: Cancel events. (#131)

[0.14.3]

  • program: Add Asset to MarginAccount, SpreadAccount and ZetaGroup. (#126)
  • risk: Add functionality for market maker margin concessions. (#128)

[0.14.2]

  • general: Specify buffer-layout version in package.json. (#119)
  • program: Add new NoError cancel instructions. (#114)
  • client: Add new instructions ReplaceByClientOrderId, CancelAllOrdersNoError and CancelMultipleOrdersNoError. (#114)
  • events: Add new event LiquidationEvent. (#118)
  • risk: Add unrealized pnl calculations for spread accounts. (#119)

Breaking

  • instruction: InitializeOpenOrders now takes explicit payer. This affects placing an order on a new market. (#121)

[0.14.1]

  • oracle: OraclePrice now contains lastUpdatedTime which is seconds since Linux epoch. GetPriceAge can be called to get the time between now and lastUpdatedTime. ((#115))
  • oracle: Now has explicit pollPrice function to fetch the latest oracle price manually. ((#115))

[0.14.0]

  • events: Add new event PlaceOrderEvent. (#107)
  • program: Add new instruction PlaceOrderV3. (#104)
  • program: Change liquidate() size argument in program from u32 to u64. (#103)
  • program: Mark greek accounts as immutable in certain instructions.
  • program: Add support for spread accounts. (#102)
  • client: Added helper getter functions for user margin account and spread account state. (#102)
  • anchor: Bump to 0.24.2. (#110)
  • errors: Parse anchor AnchorError to local NativeAnchorError to standardise error fields. (#110)
  • errors: Refactor error handling and parse simulation errors. (#111)
  • client: Expose whitelist deposit address. (#112)

Breaking

  • instruction: InitializeMarginAccount now explicitly specifies the payer for composability reasons. (#108)
  • instruction: InitializeMarginAccount no longer requires a nonce to be passed in for the PDA generation. (#102)
  • client: SDK type Position field position has been renamed to size. (#102)
  • program-types: Smart contract type Position field position has been renamed to size. (#102)
  • program-types: MarginAccount field positions of type Position has been renamed to productLedgers of type ProductLedger that contains a Position and a OrderState. Position contains size and costOfTrades and OrderState contains opening and closing order data. (#102)
  • events: new code in anchor for deserializing events. This update is required for TradeEvent to be deserialized correctly.

Note: As the memory layout of Zeta accounts has not changed, merely refactored or renamed, using an older version of the SDK for existing accounts is not breaking as it will still deserialize correctly. Updating to the latest SDK will let users access the newest features and improvements.

  • The only breaking portion is calling InitializeMarginAccount on new account deposits.

[0.13.0] 2022-03-13

  • anchor: bump to v0.22.1. (#98)

Breaking

  • errors: New anchor release maps program errors from 6000, instead of 300. Errors won't map correctly without upgrading to this version.

[0.12.4] 2022-02-28

  • client: Add functionality to withdraw and close margin account in single transaction. (#98)

[0.12.3] 2022-02-28

  • client: expose provider as client provider might not be the same as exchange provider. (#97)

[0.12.2] 2022-02-27

  • client: expose client address.

[0.12.1] 2022-02-25

  • exchange: greek and oracle callback after margin requirements are updated.

[0.12.0] 2022-02-23

  • client: Add in functionality to close a margin account, close an open orders account and close multiple open orders accounts. (#93)
  • general: Add in functionality to accommodate for extra order types (post-only & fill-or-kill). (#93)
  • general: Add in placeOrderV2 to allow order type to be specified. (#93)

[0.11.0] 2022-02-02

Breaking

  • risk: All user actions now check initial margin requirements across all open orders and positions. See changes in risk.ts. (#85)
  • risk: MarginAccountState - availableBalance has been deprecated. Use availableBalanceInitial to check a margin account's available balance for placing orders, withdrawing and liquidating other users. Use availableBalanceMaintenance to see if a user can be liquidated. (#85)

[0.10.5] 2022-01-29

  • client: Fix client margin account subscriptions. (#84)
  • risk: Fix risk calculation for initial margin. (#86)

[0.10.4] 2022-01-24

  • error: Add handling for a few native errors i.e. insufficient lamports and unconfirmed tx. (#83)
  • error: Unconfirmed transaction error passes back an error object with transactionSignature as a field in data. (#83)

[0.10.3] 2022-01-22

  • utils: Add updateExchangeState to exchange to allow for state refresh without websocket. (#82)

[0.10.2] 2022-01-21

  • utils: getClockData now uses local readBigInt64LE to fix browser compatibility issues.

[0.10.1] 2022-01-19

  • exchange: Close sets initialized flag to false so it can be reloaded. (#80)

[0.10.0] 2022-01-17

  • risk: Remove redundant calculation in getMarginAccountState. (#59)
  • program-types: Add force halt pricing field to Greeks. (#63)
  • examples: Fix cranking example. (#63)
  • examples: Add example to display settlement prints. (#64)
  • subscription: Add subscription to allow for websocket subscription to all program accounts of a particular type. Currently only supports MarginAccount. (#71)
  • examples: Add subscription example. (#71)
  • utils: Add a function to fetch all the addresses for a certain program account. Currently only supports MarginAccount. (#72)
  • general: Modify default commitment levels to confirmed. (#73)
  • client: Add cancelAndPlaceOrderByClientOrderId. (#73)
  • exchange: Add clock slot. (#74)
  • client: Optimise polling such that only one updateState can be called at all times. Pending updates are batched to the next timer tick. (#74)
  • client: Reduce DEFAULT_CLIENT_TIMER_INTERVAL to 1 for more frequent pending update refreshes. (#74)
  • market: Remove orderbook depth. Always store the full orderbook size. (#74)
  • oracle: Allow oracle object to decode any pyth address. (#77)

[0.9.5] 2021-12-29

  • program-types: Add fields to PricingParameters. (#56)
  • examples: Add basic liquidator example. (#60)

[0.9.4] 2021-12-29

  • examples: Added a cranking example that calls all of zeta's permissionless instructions with relevant documentation. (#47)
  • risk: Added in new calculations for short put margin requirements. (#49)
  • exchange: New margin parameter for MarginParameters account. (#49)
  • exchange: Add new instruction to update admin. (#48)
  • market: Add getBidOrders and getAskOrders for market. (#50)
  • client: Add initializeOpenOrdersAccount for independent open orders account creation. (#50)
  • general: Add user keys to whitelist accounts. (#53)
  • exchange: Add expireSeriesOverride instruction. (#52)

[0.9.3] 2021-12-24

  • general: Rename margin parameters to be more intuitive from optionBase to optionDynamic. (#44)
  • exchange: Fix race condition on Exchange.load that would result in NaN margin requirements temporarily. (#44)
  • events: Trade event now emits orderId and clientOrderId if set, otherwise it is 0. These are represented in BN. (#45)
  • client: Deposit limit for non white-listed users. (#40)

Breaking

  • events: TradeEvent now emits costOfTrades instead of price. Users can use utils.getTradeEventPrice(event) to get the trade price. If your order was a taker and traded against multiple orders in the one insert, the TradeEvent will aggregate across each execution. As a result, the trade price returned is the average trade price across the total taker size. (#45)
  • events: TradeEvent size is now a BN. (#45)
  • client: Users can only deposit up to a threshold where their balance + unrealized_pnl + new deposit < deposit limit unless they are previously whitelisted. Deposit limit can be found in the Exchange.state account. (#40)

[0.9.2] 2021-12-23

  • utils: bugfix - Floating point error in convertDecimalToNativeInteger. (#43)

[0.9.1] 2021-12-20

  • client: bugfix - client.orders size is represented in Decimals. (#42)

[0.9.0] 2021-12-20

  • exchange: Add whitelist trading fees account initialization. (#24)
  • client: Add whitelist trading functionality for reduced fees. (#24)
  • general: Support new changes for socialized loss mechanism. (#25)
  • client: Fix withdrawal instruction bug. (#25)
  • general: Added typedoc documentation and github action for publishing to gh-pages. (#30)
  • general: Changed pkg manager from npm to yarn. (#30)
  • client: Add whitelist trading functionality for reduced fees. (#24)
  • risk: Handle new margin calculation parameters being read from ZetaGroup. (#31)
  • general: Move minting of dex tokens to place_order instead. (#33)
  • client: Support client order ids for PlaceOrder and add CancelOrderByClientOrderId. (#33)
  • client: Add client order id to Order. (#33)
  • refactor: Replace program rpc calls with TransactionInstructions. (#34)
  • general: Support platform halt functionality. (#34)
  • general: Making lot size more minute in execution and tick sizes. (#35)
  • utils : Add convertNativeLotSizeToDecimal and convertDecimalToNativeLotSize for new lot size changes. (#35)
  • program-types: MarginAccount fields position, openingOrders and closingOrders are now represented as a BN instead of number. (#35)
  • general: Add padding to Greeks, MarginAccount and State accounts. (#35)

Breaking

  • general: Minimum price increment is now 0.0001 for both options and futures. (#35)
  • general: Minimum trade tick size is now 0.001 for both options and futures. (#35)
  • client: placeOrder, liquidate and cancelAndPlaceOrder now expect the native integer size as the argument for size. i.e. trading 1.000 options will require you to pass in 1_000 or convertDecimalToNativeLotSize(1). (#35)
  • utils: convertNativeBNToDecimal now takes in an optional argument for the number of fixed point precision.

[0.8.3] 2021-12-08

  • npm: Fix issue with 0.8.2 package.

[0.8.2] 2021-12-08

  • constants: Migrate to new serum DEX pid to fix execution bug. (#21)

[0.8.1] 2021-12-07

  • market: Add helper functions for finding a market given parameters. (#9)
  • client: Update client open orders address on callback for scenario where open orders address is initialized outside of the sdk. (#20)

[0.8.0] 2021-12-06

  • insurance-client: Insurance fund functionality, whitelist checks, deposit & withdrawal. (#9)
  • exchange: Insurance functionality, whitelist a user, rebalance vaults. (#9)
  • general: Add functionality to SDK to support on chain options pricing. (#11)
  • anchor: Bump to Anchor v0.18.2 typescript. (#11)
  • utils: refactor util functions for converting between numbers and BN. (#14)
  • exchange: Add functionality to handle scenario where deployment fails and redeployment is required. (#14)
  • risk: Fix mark price precision error in RiskCalculator for margin calculations. (#15)

Breaking

  • utils: Deprecated getNativeAmount and getReadableAmount in src/utils.ts. This is replaced by convertDecimalToNativeInteger, convertNativeIntegerToDecimal, convertNativeBNToDecimal in src/utils.ts. (#14)
  • client: Client position costOfTrades are now represented in decimal instead of native fixed point integer. (#14)
  • exchange: Deprecated Greeks account theo field in ProductGreeks. This is now replaced by Exchange.greeks.markPrices[productIndex]. (#11)

[0.7.3] 2021-11-29

  • error: Move error related functionality to error.ts. (#6)
  • client: Add CancelMultipleOrders. (#8)

Note: Skipped versions due to NPM issues.

[0.7.0] 2021-11-17

  • client: improve logging on deposit.
  • client: throttle defaults to false instead of true.
  • utils: improve display state.
  • risk: add getMarginAccountState to risk calculator for general margin account state.
  • general: export anchor Wallet so it is accessible via this sdk.

Breaking

  • exchange: Load throttle argument is now throttleMs for the ms to throttle per set of markets polled.