refactor ts client (#226)

* add a test for findAllMarkets
* add a test for testFindAccountsByMints
* add sdk classes for market & orderbook

* Load OpenOrders, Place & CancelAll
* display orders
* speed up open order iterator
* cancel by id and clientOrderId
* implement watcher helper for setting up subscriptions
* calculate lockedBase & lockedQuote

.eslintrc.json

@@ -0,0 +1,34 @@
+{
+  "env": {
+    "browser": true,
+    "es2021": true,
+    "node": true
+  },
+  "extends": [
+    "eslint:recommended",
+    "plugin:@typescript-eslint/recommended",
+    "prettier"
+  ],
+  "parser": "@typescript-eslint/parser",
+  "parserOptions": {
+    "ecmaVersion": "latest",
+    "sourceType": "module"
+  },
+  "plugins": [
+    "@typescript-eslint"
+  ],
+  "rules": {
+    "linebreak-style": [
+      "error",
+      "unix"
+    ],
+    "semi": [
+      "error",
+      "always"
+    ],
+    "@typescript-eslint/no-non-null-assertion": 0,
+    "@typescript-eslint/ban-ts-comment": 0,
+    "@typescript-eslint/no-explicit-any": 0,
+    "@typescript-eslint/explicit-function-return-type": "warn"
+  }
+}

README.md

@@ -103,3 +103,12 @@ just test-dev
 ```bash
 yarn build
 ```
+
+### TS Testing
+
+```bash
+export SOL_RPC_URL=https://a.b.c
+export KEYPAIR="[1,2,3,4,...]"
+yarn ts/client/src/test/market.ts
+yarn ts/client/src/test/openOrders.ts
+```

package.json

@@ -31,7 +31,7 @@
   },
   "dependencies": {
     "@coral-xyz/anchor": "^0.28.1-beta.2",
-    "@solana/spl-token": "0.3.8",
+    "@solana/spl-token": "^0.4.0",
     "@solana/web3.js": "^1.77.3",
     "big.js": "^6.2.1"
   },
@@ -51,6 +51,7 @@
     "mocha": "^9.0.3",
     "prettier": "^2.6.2",
     "ts-mocha": "^10.0.0",
+    "ts-node": "^10.9.2",
     "typescript": "*"
   },
   "license": "MIT"

ts/client/src/accounts/bookSide.ts

@@ -0,0 +1,166 @@
+import { PublicKey } from '@solana/web3.js';
+import {
+  Market,
+  BookSideAccount,
+  SideUtils,
+  Side,
+  OpenBookV2Client,
+  LeafNode,
+  InnerNode,
+  U64_MAX_BN,
+} from '..';
+import { BN } from '@coral-xyz/anchor';
+import { Order } from '../structs/order';
+
+export class BookSide {
+  public clusterTime: BN;
+
+  constructor(
+    public market: Market,
+    public pubkey: PublicKey,
+    public account: BookSideAccount,
+    public side: Side,
+  ) {
+    this.clusterTime = new BN(0);
+  }
+
+  public *items(): Generator<Order> {
+    const fGen = this.fixedItems();
+    const oPegGen = this.oraclePeggedItems();
+
+    let fOrderRes = fGen.next();
+    let oPegOrderRes = oPegGen.next();
+
+    while (true) {
+      if (fOrderRes.value && oPegOrderRes.value) {
+        if (this.compareOrders(fOrderRes.value, oPegOrderRes.value)) {
+          yield fOrderRes.value;
+          fOrderRes = fGen.next();
+        } else {
+          yield oPegOrderRes.value;
+          oPegOrderRes = oPegGen.next();
+        }
+      } else if (fOrderRes.value && !oPegOrderRes.value) {
+        yield fOrderRes.value;
+        fOrderRes = fGen.next();
+      } else if (!fOrderRes.value && oPegOrderRes.value) {
+        yield oPegOrderRes.value;
+        oPegOrderRes = oPegGen.next();
+      } else if (!fOrderRes.value && !oPegOrderRes.value) {
+        break;
+      }
+    }
+  }
+
+  get rootFixed() {
+    return this.account.roots[0];
+  }
+
+  get rootOraclePegged() {
+    return this.account.roots[1];
+  }
+
+  public *fixedItems(): Generator<Order> {
+    if (this.rootFixed.leafCount === 0) {
+      return;
+    }
+    const stack = [this.rootFixed.maybeNode];
+    const [left, right] = this.side === SideUtils.Bid ? [1, 0] : [0, 1];
+
+    while (stack.length > 0) {
+      const index = stack.pop()!;
+      const node = this.account.nodes.nodes[index];
+      if (node.tag === BookSide.INNER_NODE_TAG) {
+        const innerNode = this.toInnerNode(node.data);
+        stack.push(innerNode.children[right], innerNode.children[left]);
+      } else if (node.tag === BookSide.LEAF_NODE_TAG) {
+        const leafNode = this.toLeafNode(node.data);
+        const expiryTimestamp = leafNode.timeInForce
+          ? leafNode.timestamp.add(new BN(leafNode.timeInForce))
+          : U64_MAX_BN;
+
+        yield new Order(
+          this.market,
+          leafNode,
+          this.side,
+          this.clusterTime.gt(expiryTimestamp),
+        );
+      }
+    }
+  }
+
+  public *oraclePeggedItems(): Generator<Order> {
+    if (this.rootOraclePegged.leafCount === 0) {
+      return;
+    }
+    const stack = [this.rootOraclePegged.maybeNode];
+    const [left, right] = this.side === SideUtils.Bid ? [1, 0] : [0, 1];
+
+    while (stack.length > 0) {
+      const index = stack.pop()!;
+      const node = this.account.nodes.nodes[index];
+      if (node.tag === BookSide.INNER_NODE_TAG) {
+        const innerNode = this.toInnerNode(node.data);
+        stack.push(innerNode.children[right], innerNode.children[left]);
+      } else if (node.tag === BookSide.LEAF_NODE_TAG) {
+        const leafNode = this.toLeafNode(node.data);
+        const expiryTimestamp = leafNode.timeInForce
+          ? leafNode.timestamp.add(new BN(leafNode.timeInForce))
+          : U64_MAX_BN;
+
+        yield new Order(
+          this.market,
+          leafNode,
+          this.side,
+          this.clusterTime.gt(expiryTimestamp),
+          true,
+        );
+      }
+    }
+  }
+
+  public compareOrders(a: Order, b: Order): boolean {
+    return a.priceLots.eq(b.priceLots)
+      ? a.seqNum.lt(b.seqNum) // if prices are equal prefer orders in the order they are placed
+      : this.side === SideUtils.Bid // else compare the actual prices
+      ? a.priceLots.gt(b.priceLots)
+      : b.priceLots.gt(a.priceLots);
+  }
+
+  public best(): Order | undefined {
+    return this.items().next().value;
+  }
+
+  public getL2(depth: number): [number, number, BN, BN][] {
+    const levels: [BN, BN][] = [];
+    for (const { priceLots, sizeLots } of this.items()) {
+      if (levels.length > 0 && levels[levels.length - 1][0].eq(priceLots)) {
+        levels[levels.length - 1][1].iadd(sizeLots);
+      } else if (levels.length === depth) {
+        break;
+      } else {
+        levels.push([priceLots, sizeLots]);
+      }
+    }
+    return levels.map(([priceLots, sizeLots]) => [
+      this.market.priceLotsToUi(priceLots),
+      this.market.baseLotsToUi(sizeLots),
+      priceLots,
+      sizeLots,
+    ]);
+  }
+
+  private static INNER_NODE_TAG = 1;
+  private static LEAF_NODE_TAG = 2;
+
+  private toInnerNode(data: number[]): InnerNode {
+    return (this.market.client.program as any)._coder.types.typeLayouts
+      .get('InnerNode')
+      .decode(Buffer.from([BookSide.INNER_NODE_TAG].concat(data)));
+  }
+  private toLeafNode(data: number[]): LeafNode {
+    return (this.market.client.program as any)._coder.types.typeLayouts
+      .get('LeafNode')
+      .decode(Buffer.from([BookSide.LEAF_NODE_TAG].concat(data)));
+  }
+}