2022-03-22 03:19:12 -07:00
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// use std::cell::RefMut;
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// use std::mem::size_of;
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// use crate::error::MangoError;
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// use crate::state::PerpMarket;
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// use anchor_lang::prelude::*;
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// use fixed::types::I80F48;
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// use num_enum::{IntoPrimitive, TryFromPrimitive};
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// use solana_program::account_info::AccountInfo;
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// use solana_program::pubkey::Pubkey;
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// use solana_program::sysvar::rent::Rent;
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// use static_assertions::const_assert_eq;
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// // use mango_logs::FillLog;
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// use mango_macro::Pod;
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// use super::metadata::MetaData;
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// use super::ob_utils::strip_header_mut;
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// use super::order_type::Side;
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// // use safe_transmute::{self, trivial::TriviallyTransmutable};
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// // use crate::error::{check_assert, MangoErrorCode, MangoResult, SourceFileId};
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// // use crate::matching::Side;
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// // use crate::state::{DataType, MetaData, PerpMarket};
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// // use crate::utils::strip_header_mut;
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// // Don't want event queue to become single threaded if it's logging liquidations
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// // Most common scenario will be liqors depositing USDC and withdrawing some other token
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// // So tying it to token deposited is not wise
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// // also can't tie it to token withdrawn because during bull market, liqs will be depositing all base tokens and withdrawing quote
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// //
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// pub trait QueueHeader: bytemuck::Pod {
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// type Item: bytemuck::Pod + Copy;
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// fn head(&self) -> usize;
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// fn set_head(&mut self, value: usize);
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// fn count(&self) -> usize;
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// fn set_count(&mut self, value: usize);
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// fn incr_event_id(&mut self);
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// fn decr_event_id(&mut self, n: usize);
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// }
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// pub struct Queue<'a, H: QueueHeader> {
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// pub header: RefMut<'a, H>,
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// pub buf: RefMut<'a, [H::Item]>,
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// }
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// impl<'a, H: QueueHeader> Queue<'a, H> {
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// pub fn new(header: RefMut<'a, H>, buf: RefMut<'a, [H::Item]>) -> Self {
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// Self { header, buf }
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// }
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// pub fn load_mut(account: &'a AccountInfo) -> Result<Self> {
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// let (header, buf) = strip_header_mut::<H, H::Item>(account)?;
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// Ok(Self { header, buf })
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// }
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// pub fn len(&self) -> usize {
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// self.header.count()
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// }
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// pub fn full(&self) -> bool {
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// self.header.count() == self.buf.len()
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// }
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// pub fn empty(&self) -> bool {
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// self.header.count() == 0
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// }
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// pub fn push_back(&mut self, value: H::Item) -> std::result::Result<(), H::Item> {
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// if self.full() {
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// return Err(value);
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// }
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// let slot = (self.header.head() + self.header.count()) % self.buf.len();
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// self.buf[slot] = value;
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// let count = self.header.count();
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// self.header.set_count(count + 1);
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// self.header.incr_event_id();
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// Ok(())
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// }
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// pub fn peek_front(&self) -> Option<&H::Item> {
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// if self.empty() {
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// return None;
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// }
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// Some(&self.buf[self.header.head()])
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// }
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// pub fn peek_front_mut(&mut self) -> Option<&mut H::Item> {
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// if self.empty() {
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// return None;
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// }
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// Some(&mut self.buf[self.header.head()])
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// }
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// pub fn pop_front(&mut self) -> std::result::Result<H::Item, ()> {
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// if self.empty() {
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// return Err(());
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// }
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// let value = self.buf[self.header.head()];
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// let count = self.header.count();
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// self.header.set_count(count - 1);
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// let head = self.header.head();
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// self.header.set_head((head + 1) % self.buf.len());
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// Ok(value)
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// }
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// pub fn revert_pushes(&mut self, desired_len: usize) -> Result<()> {
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// require!(desired_len <= self.header.count(), MangoError::SomeError);
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// let len_diff = self.header.count() - desired_len;
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// self.header.set_count(desired_len);
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// self.header.decr_event_id(len_diff);
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// Ok(())
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// }
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// pub fn iter(&self) -> impl Iterator<Item = &H::Item> {
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// QueueIterator {
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// queue: self,
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// index: 0,
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// }
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// }
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// }
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// struct QueueIterator<'a, 'b, H: QueueHeader> {
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// queue: &'b Queue<'a, H>,
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// index: usize,
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// }
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// impl<'a, 'b, H: QueueHeader> Iterator for QueueIterator<'a, 'b, H> {
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// type Item = &'b H::Item;
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// fn next(&mut self) -> Option<Self::Item> {
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// if self.index == self.queue.len() {
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// None
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// } else {
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// let item =
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// &self.queue.buf[(self.queue.header.head() + self.index) % self.queue.buf.len()];
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// self.index += 1;
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// Some(item)
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// }
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// }
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// }
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// #[account(zero_copy)]
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// pub struct EventQueueHeader {
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// pub meta_data: MetaData,
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// head: usize,
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// count: usize,
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// pub seq_num: usize,
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// }
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// // unsafe impl TriviallyTransmutable for EventQueueHeader {}
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// impl QueueHeader for EventQueueHeader {
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// type Item = AnyEvent;
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// fn head(&self) -> usize {
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// self.head
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// }
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// fn set_head(&mut self, value: usize) {
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// self.head = value;
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// }
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// fn count(&self) -> usize {
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// self.count
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// }
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// fn set_count(&mut self, value: usize) {
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// self.count = value;
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// }
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// fn incr_event_id(&mut self) {
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// self.seq_num += 1;
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// }
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// fn decr_event_id(&mut self, n: usize) {
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// self.seq_num -= n;
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// }
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// }
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// pub type EventQueue<'a> = Queue<'a, EventQueueHeader>;
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// impl<'a> EventQueue<'a> {
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// pub fn load_mut_checked(
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// account: &'a AccountInfo,
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// program_id: &Pubkey,
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// perp_market: &PerpMarket,
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// ) -> Result<Self> {
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// require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
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// // require!(
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// // &perp_market.event_queue == account.key,
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// // MangoError::SomeError
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// // ); // MangoErrorCode::InvalidAccount
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// Self::load_mut(account)
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// }
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// pub fn load_and_init(
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// account: &'a AccountInfo,
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// program_id: &Pubkey,
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// rent: &Rent,
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// ) -> Result<Self> {
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// // NOTE: check this first so we can borrow account later
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// require!(
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// rent.is_exempt(account.lamports(), account.data_len()),
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// MangoError::SomeError
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// ); //MangoErrorCode::AccountNotRentExempt
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// let mut state = Self::load_mut(account)?;
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// require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
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// // require!(
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// // !state.header.meta_data.is_initialized,
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// // MangoError::SomeError
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// // );
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// // state.header.meta_data = MetaData::new(DataType::EventQueue, 0, true);
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// Ok(state)
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// }
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// }
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// #[derive(Copy, Clone, IntoPrimitive, TryFromPrimitive, Eq, PartialEq)]
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// #[repr(u8)]
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// pub enum EventType {
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// Fill,
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// Out,
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// Liquidate,
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// }
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// const EVENT_SIZE: usize = 200;
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// #[derive(Copy, Clone, Debug, Pod)]
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// #[repr(C)]
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// pub struct AnyEvent {
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// pub event_type: u8,
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// pub padding: [u8; EVENT_SIZE - 1],
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// }
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// // unsafe impl TriviallyTransmutable for AnyEvent {}
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// #[derive(Copy, Clone, Debug, Pod)]
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// #[repr(C)]
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// pub struct FillEvent {
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// pub event_type: u8,
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// pub taker_side: Side, // side from the taker's POV
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// pub maker_slot: u8,
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// pub maker_out: bool, // true if maker order quantity == 0
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// pub version: u8,
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// pub market_fees_applied: bool,
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// pub padding: [u8; 2],
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// pub timestamp: u64,
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// pub seq_num: usize, // note: usize same as u64
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// pub maker: Pubkey,
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// pub maker_order_id: i128,
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// pub maker_client_order_id: u64,
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// pub maker_fee: I80F48,
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// // The best bid/ask at the time the maker order was placed. Used for liquidity incentives
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// pub best_initial: i64,
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// // Timestamp of when the maker order was placed; copied over from the LeafNode
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// pub maker_timestamp: u64,
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// pub taker: Pubkey,
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// pub taker_order_id: i128,
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// pub taker_client_order_id: u64,
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// pub taker_fee: I80F48,
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// pub price: i64,
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// pub quantity: i64, // number of quote lots
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// }
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// // unsafe impl TriviallyTransmutable for FillEvent {}
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// impl FillEvent {
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// pub fn new(
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// taker_side: Side,
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// maker_slot: u8,
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// maker_out: bool,
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// timestamp: u64,
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// seq_num: usize,
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// maker: Pubkey,
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// maker_order_id: i128,
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// maker_client_order_id: u64,
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// maker_fee: I80F48,
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// best_initial: i64,
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// maker_timestamp: u64,
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// taker: Pubkey,
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// taker_order_id: i128,
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// taker_client_order_id: u64,
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// taker_fee: I80F48,
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// price: i64,
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// quantity: i64,
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// version: u8,
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// ) -> FillEvent {
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// Self {
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// event_type: EventType::Fill as u8,
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// taker_side,
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// maker_slot,
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// maker_out,
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// version,
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// market_fees_applied: true, // Since mango v3.3.5, market fees are adjusted at matching time
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// padding: [0u8; 2],
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// timestamp,
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// seq_num,
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// maker,
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// maker_order_id,
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// maker_client_order_id,
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// maker_fee,
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// best_initial,
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// maker_timestamp,
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// taker,
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// taker_order_id,
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// taker_client_order_id,
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// taker_fee,
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// price,
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// quantity,
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// }
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// }
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// pub fn base_quote_change(&self, side: Side) -> (i64, i64) {
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// match side {
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// Side::Bid => (
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// self.quantity,
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// -self.price.checked_mul(self.quantity).unwrap(),
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// ),
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// Side::Ask => (
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// -self.quantity,
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// self.price.checked_mul(self.quantity).unwrap(),
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// ),
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// }
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// }
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// // pub fn to_fill_log(&self, mango_group: Pubkey, market_index: usize) -> FillLog {
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// // FillLog {
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// // mango_group,
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// // market_index: market_index as u64,
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// // taker_side: self.taker_side as u8,
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// // maker_slot: self.maker_slot,
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// // maker_out: self.maker_out,
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// // timestamp: self.timestamp,
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// // seq_num: self.seq_num as u64,
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// // maker: self.maker,
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// // maker_order_id: self.maker_order_id,
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// // maker_client_order_id: self.maker_client_order_id,
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// // maker_fee: self.maker_fee.to_bits(),
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// // best_initial: self.best_initial,
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// // maker_timestamp: self.maker_timestamp,
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// // taker: self.taker,
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// // taker_order_id: self.taker_order_id,
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// // taker_client_order_id: self.taker_client_order_id,
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// // taker_fee: self.taker_fee.to_bits(),
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// // price: self.price,
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// // quantity: self.quantity,
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// // }
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// // }
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// }
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// #[derive(Copy, Clone, Debug, Pod)]
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// #[repr(C)]
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// pub struct OutEvent {
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// pub event_type: u8,
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// pub side: Side,
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// pub slot: u8,
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// padding0: [u8; 5],
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// pub timestamp: u64,
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// pub seq_num: usize,
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// pub owner: Pubkey,
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|
|
|
// pub quantity: i64,
|
|
|
|
// padding1: [u8; EVENT_SIZE - 64],
|
|
|
|
// }
|
|
|
|
// // unsafe impl TriviallyTransmutable for OutEvent {}
|
|
|
|
// impl OutEvent {
|
|
|
|
// pub fn new(
|
|
|
|
// side: Side,
|
|
|
|
// slot: u8,
|
|
|
|
// timestamp: u64,
|
|
|
|
// seq_num: usize,
|
|
|
|
// owner: Pubkey,
|
|
|
|
// quantity: i64,
|
|
|
|
// ) -> Self {
|
|
|
|
// Self {
|
|
|
|
// event_type: EventType::Out.into(),
|
|
|
|
// side,
|
|
|
|
// slot,
|
|
|
|
// padding0: [0; 5],
|
|
|
|
// timestamp,
|
|
|
|
// seq_num,
|
|
|
|
// owner,
|
|
|
|
// quantity,
|
|
|
|
// padding1: [0; EVENT_SIZE - 64],
|
|
|
|
// }
|
|
|
|
// }
|
|
|
|
// }
|
|
|
|
|
|
|
|
// #[derive(Copy, Clone, Debug, Pod)]
|
|
|
|
// #[repr(C)]
|
|
|
|
// /// Liquidation for the PerpMarket this EventQueue is for
|
|
|
|
// pub struct LiquidateEvent {
|
|
|
|
// pub event_type: u8,
|
|
|
|
// padding0: [u8; 7],
|
|
|
|
// pub timestamp: u64,
|
|
|
|
// pub seq_num: usize,
|
|
|
|
// pub liqee: Pubkey,
|
|
|
|
// pub liqor: Pubkey,
|
|
|
|
// pub price: I80F48, // oracle price at the time of liquidation
|
|
|
|
// pub quantity: i64, // number of contracts that were moved from liqee to liqor
|
|
|
|
// pub liquidation_fee: I80F48, // liq fee for this earned for this market
|
|
|
|
// padding1: [u8; EVENT_SIZE - 128],
|
|
|
|
// }
|
|
|
|
// // unsafe impl TriviallyTransmutable for LiquidateEvent {}
|
|
|
|
// impl LiquidateEvent {
|
|
|
|
// pub fn new(
|
|
|
|
// timestamp: u64,
|
|
|
|
// seq_num: usize,
|
|
|
|
// liqee: Pubkey,
|
|
|
|
// liqor: Pubkey,
|
|
|
|
// price: I80F48,
|
|
|
|
// quantity: i64,
|
|
|
|
// liquidation_fee: I80F48,
|
|
|
|
// ) -> Self {
|
|
|
|
// Self {
|
|
|
|
// event_type: EventType::Liquidate.into(),
|
|
|
|
// padding0: [0u8; 7],
|
|
|
|
// timestamp,
|
|
|
|
// seq_num,
|
|
|
|
// liqee,
|
|
|
|
// liqor,
|
|
|
|
// price,
|
|
|
|
// quantity,
|
|
|
|
// liquidation_fee,
|
|
|
|
// padding1: [0u8; EVENT_SIZE - 128],
|
|
|
|
// }
|
|
|
|
// }
|
|
|
|
// }
|
|
|
|
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<FillEvent>());
|
|
|
|
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<OutEvent>());
|
|
|
|
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<LiquidateEvent>());
|