142 lines
4.2 KiB
Rust
142 lines
4.2 KiB
Rust
use anchor_lang::prelude::*;
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use crate::accounts_zerocopy::*;
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use crate::error::*;
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use crate::state::{
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compute_health, new_fixed_order_account_retriever, oracle_price, Book, BookSide, EventQueue,
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Group, HealthType, MangoAccount, OrderType, PerpMarket, Side,
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};
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#[derive(Accounts)]
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pub struct PerpPlaceOrder<'info> {
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pub group: AccountLoader<'info, Group>,
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#[account(
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mut,
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has_one = group,
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has_one = owner,
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)]
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pub account: AccountLoader<'info, MangoAccount>,
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#[account(
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mut,
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has_one = group,
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has_one = bids,
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has_one = asks,
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has_one = event_queue,
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has_one = oracle,
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)]
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pub perp_market: AccountLoader<'info, PerpMarket>,
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#[account(mut)]
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pub asks: AccountLoader<'info, BookSide>,
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#[account(mut)]
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pub bids: AccountLoader<'info, BookSide>,
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#[account(mut)]
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pub event_queue: AccountLoader<'info, EventQueue>,
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/// CHECK: The oracle can be one of several different account types and the pubkey is checked above
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pub oracle: UncheckedAccount<'info>,
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pub owner: Signer<'info>,
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}
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// TODO
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#[allow(clippy::too_many_arguments)]
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pub fn perp_place_order(
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ctx: Context<PerpPlaceOrder>,
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side: Side,
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// Price in quote lots per base lots.
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//
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// Effect is based on order type, it's usually
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// - fill orders on the book up to this price or
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// - place an order on the book at this price.
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//
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// Ignored for Market orders and potentially adjusted for PostOnlySlide orders.
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price_lots: i64,
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// Max base lots to buy/sell.
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max_base_lots: i64,
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// Max quote lots to pay/receive (not taking fees into account).
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max_quote_lots: i64,
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// Arbitrary user-controlled order id.
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client_order_id: u64,
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order_type: OrderType,
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// Timestamp of when order expires
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//
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// Send 0 if you want the order to never expire.
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// Timestamps in the past mean the instruction is skipped.
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// Timestamps in the future are reduced to now + 255s.
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expiry_timestamp: u64,
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// Maximum number of orders from the book to fill.
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//
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// Use this to limit compute used during order matching.
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// When the limit is reached, processing stops and the instruction succeeds.
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limit: u8,
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) -> Result<()> {
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let mut mango_account = ctx.accounts.account.load_mut()?;
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require!(mango_account.is_bankrupt == 0, MangoError::IsBankrupt);
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let mango_account_pk = ctx.accounts.account.key();
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{
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let mut perp_market = ctx.accounts.perp_market.load_mut()?;
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let bids = ctx.accounts.bids.load_mut()?;
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let asks = ctx.accounts.asks.load_mut()?;
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let mut book = Book::new(bids, asks);
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let mut event_queue = ctx.accounts.event_queue.load_mut()?;
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let oracle_price = oracle_price(
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&AccountInfoRef::borrow(ctx.accounts.oracle.as_ref())?,
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perp_market.oracle_config.conf_filter,
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perp_market.base_token_decimals,
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)?;
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let now_ts = Clock::get()?.unix_timestamp as u64;
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let time_in_force = if expiry_timestamp != 0 {
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// If expiry is far in the future, clamp to 255 seconds
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let tif = expiry_timestamp.saturating_sub(now_ts).min(255);
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if tif == 0 {
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// If expiry is in the past, ignore the order
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msg!("Order is already expired");
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return Ok(());
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}
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tif as u8
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} else {
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// Never expire
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0
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};
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// TODO reduce_only based on event queue
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book.new_order(
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side,
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&mut perp_market,
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&mut event_queue,
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oracle_price,
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&mut mango_account.perps,
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&mango_account_pk,
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price_lots,
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max_base_lots,
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max_quote_lots,
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order_type,
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time_in_force,
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client_order_id,
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now_ts,
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limit,
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)?;
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}
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let retriever = new_fixed_order_account_retriever(ctx.remaining_accounts, &mango_account)?;
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let health = compute_health(&mango_account, HealthType::Init, &retriever)?;
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msg!("health: {}", health);
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require!(health >= 0, MangoError::HealthMustBePositive);
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Ok(())
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}
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