Added new examples to v2-teacher

source/includes/_examples.md

@@ -1,4 +1,4 @@
-# Examples: Bots
+# Example: Bots
 
 <aside class="notice">
 This examples should be used as code reference only. Be cautious running any unreviewed code, especially if not on devnet.
@@ -23,7 +23,7 @@ This examples should be used as code reference only. Be cautious running any unr
 
 [driftpy examples/](https://github.com/drift-labs/driftpy/tree/master/examples)
 
-# Examples: Atomic Place&Take
+# Example: Atomic Place & Take
 
 ## Place And Take Orders
 
@@ -178,6 +178,154 @@ await makePlaceAndTakePerpOrderIx(
 	0, // SOL-PERP's market index is 0
 	new BN(sizeInSol).mul(BASE_PRECISION),
 	PlaceAndTakeOrderSuccessCondition.FullFill, // This ensures the order is completely filled, or the tx fails.
-	driftClient,
-)
+  driftClient
+);
+```
+
+# Example: Get Entry Price & Price Impact
+
+Once you have the L2 Orderbook state you can estimate the entry price and slippage of a proposed order.
+
+To get the L2 Orderbook, you can use Drift's DLOB Server (See [here](/#get-l2-l3)).
+
+```typescript
+import { deserializeL2Response } from "@drift/common"; // See https://github.com/drift-labs/drift-common/blob/master/common-ts/src/utils/orderbook/index.ts#L40
+import { calculateEstimatedEntryPriceWithL2 } from "@drift-labs/sdk"; // See https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/math/trade.ts#L882
+import { MarketType, PositionDirection, AssetType } from "@drift-labs/sdk";
+
+const fetchOrderbook = async ({
+  marketName,
+  depth,
+  includeOracle,
+  includeVamm,
+}: {
+  marketName: string;
+  depth: number;
+  includeOracle: boolean;
+  includeVamm: boolean;
+}) => {
+  const response = await fetch(
+    `https://dlob.drift.trade/l2?marketName=${marketName}&depth=${depth}&includeOracle=${includeOracle}&includeVamm=${includeVamm}`
+  );
+  const result = await r.json();
+
+  const resultsArray = resp.l2s as any[];
+
+  const deserializedL2 = deserializeL2Response(result.l2s[0]);
+
+  return orderbook;
+};
+
+const getEntryPriceForOrder = async ({
+  marketName,
+  marketIndex,
+  marketType,
+  orderDirection,
+  orderSize,
+}: {
+  marketName: string;
+  marketIndex: number;
+  marketType: MarketType;
+  orderDirection: PositionDirection;
+  orderSize: BN;
+}) => {
+  const l2State = await fetchOrderbook({
+    marketName,
+    depth: 10,
+    includeOracle: true,
+    includeVamm: true,
+  });
+
+  const {
+    entryPrice,
+    priceImpact,
+    bestPrice,
+    worstPrice,
+    baseFilled,
+    quoteFilled,
+  } = calculateEstimatedEntryPriceWithL2(
+    "base", // Can be 'quote' if the amount is in quote,
+    amount,
+    direction,
+    basePrecision, // BASE_PRECISION if PERP, otherwise look up the precision for the asset in https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/constants/spotMarkets.ts
+    l2State
+  );
+
+  return {
+    entryPrice,
+    priceImpact,
+    bestPrice,
+    worstPrice,
+    baseFilled,
+    quoteFilled,
+  };
+};
+
+// You can find the market names, precisions, etc. in the follow config files. Alternatively you could fetch this data on chain on the market accounts.
+// SPOT MARKET CONFIGS :: https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/constants/spotMarkets.ts
+// PERP MARKET CONFIGS :: https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/constants/perpMarkets.ts
+
+// Get the entry price data for a SOL-PERP LONG order of size 1 SOL
+getEntryPriceForOrder({
+  marketName: "SOL-PERP",
+  marketIndex: 0,
+  marketType: MarketType.PERP,
+  orderDirection: PositionDirection.LONG,
+  orderSize: new BN(1).mul(BASE_PRECISION), // 1 SOL worth of SOL-PERP
+});
+```
+
+# Example: Get Funding Rate
+
+The SDK has an easy-to-use `calculateFormattedLiveFundingRate` method to simplify fetching the live funding rate for a market. It sacrifices from precision for readability though and for a more precise calculation you need to use `calculateLongShortFundingRateAndLiveTwaps`. Both methods can be found in the SDK [here](https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/math/funding.ts). Looking at the implementation of `calculateFormattedLiveFundingRate` should give you a good idea how to use the results of `calculateLongShortFundingRateAndLiveTwaps` for your own purposes.
+
+Note that funding is paid each hour. The `calculateFormattedLiveFundingRate` lets you choose which format to return the funding rate in, if you use 'hour' as an argument it will return the actual percentage being paid each hour. If you use 'year' as an argument it will return the annualized percentage.
+
+Historical funding rate data is available in the Data Api, see [here](/#data-api).
+
+```typescript
+import { DriftClient, calculateFormattedLiveFundingRate } from "@drift-labs/sdk";
+
+export function calculateFormattedLiveFundingRate(
+	market: PerpMarketAccount,
+	oraclePriceData: OraclePriceData,
+	period: 'hour'|'year'
+): Promise<{
+	longRate: number;
+	shortRate: number;
+	fundingRateUnit: string;
+	formattedFundingRateSummary: string;
+}> {
+
+const driftClient = DRIFT_CLIENT; // see /#client-initialization section for how to set up a DriftClient
+
+const SOLPerpMarket = driftClient.getPerpMarketAccount(0); // 0 is the market index for SOL-PERP
+const SOLPerpOraclePriceData = driftClient.getOracleDataForPerpMarket(SOLPerpMarket.oraclePriceAccount);
+
+const {
+	longRate,
+	shortRate,
+	fundingRateUnit,
+	formattedFundingRateSummary,
+} = calculateFormattedLiveFundingRate(SOLPerpMarket, SOLPerpOraclePriceData, 'hour');
+```
+
+# Example: Get Borrow & Lend Rates
+
+To calculate the current borrow and lend rates for a market, you can use the `calculateDepositRate` and `calculateBorrowRate` methods. Historical data is not currently available.
+
+```typescript
+import {
+  DriftClient,
+  calculateDepositRate,
+  calculateBorrowRate,
+} from "@drift-labs/sdk";
+
+const driftClient = DRIFT_CLIENT; // see /#client-initialization section for how to set up a DriftClient
+
+const SOLSpotMarket = driftClient.getSpotMarketAccount(0); // 0 is the market index for SOL-SPOT
+
+// You can the implementation for the borrow/deposit rate methods here : https://github.com/drift-labs/protocol-v2/blob/master/sdk/src/math/spotBalance.ts#L416
+const SOLBorrowRate = calculateBorrowRate(SOLSpotMarket); // Rate is given in %, precision = PERCENTAGE_PRECISION_EXP
+const SOLDepositRate = calculateDepositRate(SOLSpotMarket); // Rate is given in %, precision = PERCENTAGE_PRECISION_EXP
 ```

source/index.html.md

@@ -10,14 +10,14 @@ toc_footers:
   - <a href='https://github.com/drift-labs/protocol-v2/releases/'> Release History </a>
   - <a href='https://docs.drift.trade/'> Documentation </a>
 includes:
-  - examples
   - orderbook_blockchain
   - orderbook_dlobserver
   - data_api
   - historicaldata
   - errors
   - market_constants
   - prediction_markets
+  - examples
 
 search: true