> ## Documentation Index
> Fetch the complete documentation index at: https://docs.quantdesk.app/llms.txt
> Use this file to discover all available pages before exploring further.

# Parsing the PortfolioAccount zero-copy buffer

> How to decode the QuantDesk V2 PortfolioAccount zero-copy buffer using Anchor in TypeScript to read balances, positions, and open orders with sub-ms latency.

# 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.

```typescript theme={"theme":{"light":"github-light","dark":"dracula"}}
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.

```python theme={"theme":{"light":"github-light","dark":"dracula"}}
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](https://github.com/quant-desk-app/quantdesk-sdk) over manual offsets. Regenerate clients after program upgrades.

## Related

* [Building on QuantDesk](./building-on-quantdesk) — initialize portfolio and place orders
* [V2 API endpoints](./api-v2) — gateway read path when RPC parsing is not required
* [Unified portfolio architecture](../overview/unified-portfolio) — why one PDA matters