Parsing the PortfolioAccount buffer

QuantDesk V2 uses a zero-copy architecture for the PortfolioAccount. This maps the raw account data directly into local memory structures, so you get high-performance reads. Account size: 2,360 bytes total (8-byte Anchor discriminator + 2,352-byte PortfolioAccount body).

Why zero-copy?

Standard Anchor accounts deserialize on every fetch, which is slow and CPU-intensive for large accounts with many positions. Zero-copy lets you:

Avoid deserialization: read fields directly from the buffer.
Sub-ms latency: critical for high-frequency trading bots.
Atomic state: fetch balances, positions, and orders in a single RPC call.

TypeScript integration (recommended)

Use the exported IDL with @coral-xyz/anchor — this is safer than hand-parsing offsets.

import * as anchor from "@coral-xyz/anchor";

const portfolioPda = ...; // Derived PDA — see Building on QuantDesk
const accountInfo = await connection.getAccountInfo(portfolioPda);

if (accountInfo) {
  const portfolio = program.account.portfolioAccount.coder.accounts.decode(
    "PortfolioAccount",
    accountInfo.data
  );

  console.log("Collateral USD:", portfolio.totalCollateralValue.toString());
  console.log("Balances:", portfolio.balances);
  console.log("Positions:", portfolio.positions);
  console.log("Open orders:", portfolio.orders);
}

Python integration

For Python developers, use anchorpy to interact with the V2 program.

from anchorpy import Program
from solders.pubkey import Pubkey

async def get_portfolio(program: Program, pda: Pubkey):
    portfolio = await program.account["PortfolioAccount"].fetch(pda)
    print(f"Collateral USD: {portfolio.total_collateral_value}")
    print(f"Balances: {portfolio.balances}")
    print(f"Positions: {portfolio.positions}")
    print(f"Orders: {portfolio.orders}")

Manual offset map

Use this only for custom parsers or debugging. Layout matches contracts/programs/quantdesk-perp-dex/src/state/portfolio.rs (verify against your deployed program version).

Field	Type	Offset (bytes)	Size (bytes)
Discriminator	`[u8; 8]`	0	8
`authority`	`Pubkey`	8	32
`total_collateral_value`	`u64`	40	8
`total_borrowed_value`	`u64`	48	8
`unrealized_pnl`	`i64`	56	8
`pending_funding`	`i64`	64	8
`balances`	`[AssetBalance; 8]`	72	320
`positions`	`[InlinePosition; 10]`	392	720
`orders`	`[InlineOrder; 16]`	1,112	1,024
`referrer`	`Pubkey`	2,136	32
`relayer_fee_balance`	`u64`	2,168	8
`subaccount_index`	`u16`	2,176	2
`bump`	`u8`	2,178	1
`padding`	`[u8; 5]`	2,179	5
`delegate_pubkey`	`Pubkey`	2,184	32
`delegate_policy`	`TradingPolicy`	2,216	144

Nested struct sizes

Struct	Size (bytes)	Notes
`AssetBalance`	40	`asset_type`, `amount`, `value_usd`, weights, `last_update`
`InlinePosition`	72	`market`, `side`, `size`, `entry_price`, `margin`, `last_funding_index`
`InlineOrder`	64	`market`, `side`, `order_type`, `status`, `size`, `price`, `trigger_price`
`TradingPolicy`	144	`max_leverage`, `allowed_markets[4]`, `expiry_timestamp`

[!TIP] Prefer the latest exported IDL from the QuantDesk SDK repository over manual offsets. Regenerate clients after program upgrades.

Building on QuantDesk — initialize portfolio and place orders
V2 API endpoints — gateway read path when RPC parsing is not required
Unified portfolio architecture — why one PDA matters