reduce only flag for perp place order (#286)

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

programs/mango-v4/src/instructions/perp_place_order.rs

@@ -84,7 +84,8 @@ pub fn perp_place_order(ctx: Context<PerpPlaceOrder>, order: Order, limit: u8) -
 
     let now_ts = Clock::get()?.unix_timestamp as u64;
 
-    // TODO reduce_only based on event queue
+    // TODO apply reduce_only flag to compute final base_lots, also process event queue
+    require!(order.reduce_only == false, MangoError::SomeError);
 
     book.new_order(
         order,

programs/mango-v4/src/lib.rs

@@ -505,6 +505,7 @@ pub mod mango_v4 {
         max_quote_lots: i64,
         client_order_id: u64,
         order_type: PlaceOrderType,
+        reduce_only: bool,
 
         // Timestamp of when order expires
         //
@@ -534,6 +535,7 @@ pub mod mango_v4 {
             max_base_lots,
             max_quote_lots,
             client_order_id,
+            reduce_only,
             time_in_force,
             params: match order_type {
                 PlaceOrderType::Market => OrderParams::Market,
@@ -566,6 +568,7 @@ pub mod mango_v4 {
         max_quote_lots: i64,
         client_order_id: u64,
         order_type: PlaceOrderType,
+        reduce_only: bool,
 
         // Timestamp of when order expires
         //
@@ -595,6 +598,7 @@ pub mod mango_v4 {
             max_base_lots,
             max_quote_lots,
             client_order_id,
+            reduce_only,
             time_in_force,
             params: OrderParams::OraclePegged {
                 price_offset_lots,

programs/mango-v4/src/state/orderbook/order.rs

@@ -16,6 +16,9 @@ pub struct Order {
     /// Arbitrary user-controlled order id.
     pub client_order_id: u64,
 
+    /// Reduce only
+    pub reduce_only: bool,
+
     /// Number of seconds the order shall live, 0 meaning forever
     pub time_in_force: u8,
 

programs/mango-v4/tests/program_test/mango_client.rs

@@ -2402,7 +2402,8 @@ impl ClientInstruction for PerpPlaceOrderInstruction {
             max_base_lots: self.max_base_lots,
             max_quote_lots: self.max_quote_lots,
             client_order_id: self.client_order_id,
-            order_type: PlaceOrderType::Limit,
+            order_type: OrderType::Limit,
+            reduce_only: false,
             expiry_timestamp: 0,
             limit: 10,
         };

ts/client/src/client.ts

@@ -1617,6 +1617,7 @@ export class MangoClient {
     maxQuoteQuantity: number | undefined,
     clientOrderId: number | undefined,
     orderType: PerpOrderType | undefined,
+    reduceOnly: boolean | undefined,
     expiryTimestamp: number | undefined,
     limit: number | undefined,
   ): Promise<TransactionSignature> {
@@ -1633,6 +1634,7 @@ export class MangoClient {
           maxQuoteQuantity,
           clientOrderId,
           orderType,
+          reduceOnly,
           expiryTimestamp,
           limit,
         ),
@@ -1654,6 +1656,7 @@ export class MangoClient {
     maxQuoteQuantity?: number,
     clientOrderId?: number,
     orderType?: PerpOrderType,
+    reduceOnly?: boolean,
     expiryTimestamp?: number,
     limit?: number,
   ): Promise<TransactionInstruction> {
@@ -1677,6 +1680,7 @@ export class MangoClient {
           : I64_MAX_BN,
         new BN(clientOrderId ? clientOrderId : Date.now()),
         orderType ? orderType : PerpOrderType.limit,
+        reduceOnly ? reduceOnly : false,
         new BN(expiryTimestamp ? expiryTimestamp : 0),
         limit ? limit : 10,
       )

ts/client/src/mango_v4.ts

@@ -2754,6 +2754,10 @@ export type MangoV4 = {
             "defined": "PlaceOrderType"
           }
         },
+        {
+          "name": "reduceOnly",
+          "type": "bool"
+        },
         {
           "name": "expiryTimestamp",
           "type": "u64"
@@ -9583,6 +9587,10 @@ export const IDL: MangoV4 = {
             "defined": "PlaceOrderType"
           }
         },
+        {
+          "name": "reduceOnly",
+          "type": "bool"
+        },
         {
           "name": "expiryTimestamp",
           "type": "u64"

ts/client/src/scripts/devnet-user.ts

@@ -471,6 +471,7 @@ async function main() {
         quoteQty,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );
@@ -513,6 +514,7 @@ async function main() {
         quoteQty,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );
@@ -553,6 +555,7 @@ async function main() {
         quoteQty,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );
@@ -584,6 +587,7 @@ async function main() {
         quoteQty,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );
@@ -618,6 +622,7 @@ async function main() {
         price * 0.01,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );
@@ -639,6 +644,7 @@ async function main() {
         price * 0.011,
         clientId,
         PerpOrderType.limit,
+        false,
         0, //Date.now() + 200,
         1,
       );

ts/client/src/scripts/mb-liqtest-make-candidates.ts

@@ -238,6 +238,7 @@ async function main() {
         0.044, // ui quote quantity
         4200,
         PerpOrderType.limit,
+        false,
         0,
         5,
       );
@@ -281,6 +282,7 @@ async function main() {
         0.044, // ui quote quantity
         4200,
         PerpOrderType.limit,
+        false,
         0,
         5,
       );
@@ -295,6 +297,7 @@ async function main() {
         0.044, // ui quote quantity
         4200,
         PerpOrderType.market,
+        false,
         0,
         5,
       );
@@ -358,6 +361,7 @@ async function main() {
         0.022, // ui quote quantity
         4200,
         PerpOrderType.limit,
+        false,
         0,
         5,
       );
@@ -371,6 +375,7 @@ async function main() {
         0.022, // ui quote quantity
         4200,
         PerpOrderType.market,
+        false,
         0,
         5,
       );
@@ -391,6 +396,7 @@ async function main() {
         0.044, // ui quote quantity
         4201,
         PerpOrderType.limit,
+        false,
         0,
         5,
       );
@@ -404,6 +410,7 @@ async function main() {
         0.044, // ui quote quantity
         4201,
         PerpOrderType.market,
+        false,
         0,
         5,
       );

ts/client/src/scripts/mm/taker.ts

@@ -56,6 +56,7 @@ async function takeOrder(
     undefined,
     Date.now(),
     PerpOrderType.market,
+    false,
     0,
     10,
   );