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CHANGELOG.md

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Changelog

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

[Unreleased]

  • 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)

[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.