5858 lines
127 KiB
TypeScript
5858 lines
127 KiB
TypeScript
export type OpenbookV2 = {
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"version": "0.1.0",
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"name": "openbook_v2",
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"instructions": [
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{
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"name": "createMarket",
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"docs": [
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"Create a [`Market`](crate::state::Market) for a given token pair."
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],
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"accounts": [
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{
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"name": "admin",
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"isMut": false,
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"isSigner": true
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},
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "bids",
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"isMut": true,
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"isSigner": false,
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"docs": [
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"Accounts are initialised by client,",
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"anchor discriminator is set first when ix exits,"
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]
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},
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{
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"name": "asks",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "eventQueue",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "payer",
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"isMut": true,
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"isSigner": true
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},
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{
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"name": "baseVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "quoteVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "baseMint",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "quoteMint",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "systemProgram",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "oracle",
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"isMut": false,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "marketIndex",
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"type": "u32"
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},
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{
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"name": "name",
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"type": "string"
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},
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{
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"name": "oracleConfig",
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"type": {
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"defined": "OracleConfigParams"
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}
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},
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{
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"name": "quoteLotSize",
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"type": "i64"
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},
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{
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"name": "baseLotSize",
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"type": "i64"
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},
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{
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"name": "makerFee",
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"type": "f32"
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},
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{
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"name": "takerFee",
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"type": "f32"
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},
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{
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"name": "feePenalty",
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"type": "f32"
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}
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]
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},
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{
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"name": "initOpenOrders",
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"accounts": [
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{
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"name": "openOrdersAccount",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "owner",
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"isMut": true,
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"isSigner": true
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},
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{
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"name": "payer",
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"isMut": true,
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"isSigner": true
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},
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "systemProgram",
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"isMut": false,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "accountNum",
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"type": "u32"
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},
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{
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"name": "openOrdersCount",
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"type": "u8"
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}
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]
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},
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{
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"name": "placeOrder",
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"docs": [
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"Place an order.",
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"",
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"Different types of orders have different effects on the order book,",
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"as described in [`PlaceOrderType`](crate::state::PlaceOrderType).",
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"",
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"`price_lots` refers to the price in lots: the number of quote lots",
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"per base lot. It is ignored for `PlaceOrderType::Market` orders.",
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"",
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"`expiry_timestamp` is a unix timestamp for when this order should",
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"expire. If 0 is passed in, the order will never expire. If the time",
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"is in the past, the instruction is skipped. Timestamps in the future",
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"are reduced to now + 65,535s.",
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"",
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"`limit` determines the maximum number of orders from the book to fill,",
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"and can be used to limit CU spent. When the limit is reached, processing",
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"stops and the instruction succeeds."
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],
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"accounts": [
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{
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"name": "openOrdersAccount",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "owner",
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"isMut": false,
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"isSigner": true
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},
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "bids",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "asks",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "payer",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "baseVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "quoteVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "eventQueue",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "oracle",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "tokenProgram",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "systemProgram",
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"isMut": false,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "side",
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"type": {
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"defined": "Side"
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}
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},
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{
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"name": "priceLots",
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"type": "i64"
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},
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{
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"name": "maxBaseLots",
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"type": "i64"
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},
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{
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"name": "maxQuoteLotsIncludingFees",
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"type": "i64"
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},
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{
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"name": "clientOrderId",
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"type": "u64"
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},
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{
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"name": "orderType",
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"type": {
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"defined": "PlaceOrderType"
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}
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},
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{
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"name": "reduceOnly",
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"type": "bool"
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},
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{
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"name": "expiryTimestamp",
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"type": "u64"
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},
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{
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"name": "limit",
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"type": "u8"
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}
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],
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"returns": {
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"option": "u128"
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}
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},
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{
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"name": "placeOrderPegged",
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"accounts": [
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{
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"name": "openOrdersAccount",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "owner",
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"isMut": false,
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"isSigner": true
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},
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "bids",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "asks",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "payer",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "baseVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "quoteVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "eventQueue",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "oracle",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "tokenProgram",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "systemProgram",
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"isMut": false,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "side",
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"type": {
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"defined": "Side"
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}
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},
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{
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"name": "priceOffsetLots",
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"type": "i64"
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},
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{
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"name": "pegLimit",
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"type": "i64"
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},
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{
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"name": "maxBaseLots",
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"type": "i64"
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},
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{
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"name": "maxQuoteLotsIncludingFees",
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"type": "i64"
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},
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{
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"name": "clientOrderId",
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"type": "u64"
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},
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{
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"name": "orderType",
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"type": {
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"defined": "PlaceOrderType"
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}
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},
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{
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"name": "reduceOnly",
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"type": "bool"
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},
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{
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"name": "expiryTimestamp",
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"type": "u64"
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},
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{
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"name": "limit",
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"type": "u8"
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},
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{
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"name": "maxOracleStalenessSlots",
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"type": "i32"
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}
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],
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"returns": {
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"option": "u128"
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}
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},
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{
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"name": "placeTakeOrder",
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"docs": [
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"Place an order that shall take existing liquidity off of the book, not",
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"add a new order off the book.",
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"",
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"This type of order allows for instant token settlement for the taker."
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],
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"accounts": [
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{
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"name": "owner",
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"isMut": false,
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"isSigner": true
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},
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "bids",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "asks",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "payer",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "receiver",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "baseVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "quoteVault",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "eventQueue",
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"isMut": true,
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"isSigner": false
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},
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{
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"name": "oracle",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "tokenProgram",
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"isMut": false,
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"isSigner": false
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},
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{
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"name": "systemProgram",
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"isMut": false,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "side",
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"type": {
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"defined": "Side"
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}
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},
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{
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"name": "priceLots",
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"type": "i64"
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},
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{
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"name": "maxBaseLots",
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"type": "i64"
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},
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{
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"name": "maxQuoteLotsIncludingFees",
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"type": "i64"
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},
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{
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"name": "clientOrderId",
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"type": "u64"
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},
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{
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"name": "orderType",
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"type": {
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"defined": "PlaceOrderType"
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}
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},
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{
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"name": "reduceOnly",
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"type": "bool"
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},
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{
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"name": "limit",
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"type": "u8"
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}
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],
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"returns": {
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"option": "u128"
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}
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},
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{
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"name": "consumeEvents",
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"docs": [
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"Process up to `limit` [events](crate::state::AnyEvent).",
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"",
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"When a user places a 'take' order, they do not know beforehand which",
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"market maker will have placed the 'make' order that they get executed",
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"against. This prevents them from passing in a market maker's",
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"[`OpenOrdersAccount`](crate::state::OpenOrdersAccount), which is needed",
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"to credit/debit the relevant tokens to/from the maker. As such, Openbook",
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"uses a 'crank' system, where `place_order` only emits events, and",
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"`consume_events` handles token settlement.",
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"",
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"Currently, there are two types of events: [`FillEvent`](crate::state::FillEvent)s",
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"and [`OutEvent`](crate::state::OutEvent)s.",
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"",
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"A `FillEvent` is emitted when an order is filled, and it is handled by",
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"debiting whatever the taker is selling from the taker and crediting",
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"it to the maker, and debiting whatever the taker is buying from the",
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"maker and crediting it to the taker. Note that *no tokens are moved*,",
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"these are just debits and credits to each party's [`Position`](crate::state::Position).",
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"",
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"An `OutEvent` is emitted when a limit order needs to be removed from",
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"the book during a `place_order` invocation, and it is handled by",
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"crediting whatever the maker would have sold (quote token in a bid,",
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"base token in an ask) back to the maker."
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],
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"accounts": [
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{
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"name": "market",
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"isMut": true,
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"isSigner": false
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},
|
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{
|
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"name": "eventQueue",
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"isMut": true,
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"isSigner": false
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}
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],
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"args": [
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{
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"name": "limit",
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"type": "u64"
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}
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]
|
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},
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{
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"name": "cancelOrder",
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|
"docs": [
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"Cancel an order by its `order_id`.",
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"",
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"Note that this doesn't emit an [`OutEvent`](crate::state::OutEvent) because a",
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"maker knows that they will be passing in their own [`OpenOrdersAccount`](crate::state::OpenOrdersAccount)."
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],
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"accounts": [
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{
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"name": "openOrdersAccount",
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"isMut": true,
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|
"isSigner": false
|
|
},
|
|
{
|
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"name": "owner",
|
|
"isMut": false,
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|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
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"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
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"name": "asks",
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"isMut": true,
|
|
"isSigner": false
|
|
}
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|
],
|
|
"args": [
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{
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|
"name": "orderId",
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"type": "u128"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelOrderByClientOrderId",
|
|
"docs": [
|
|
"Cancel an order by its `client_order_id`.",
|
|
"",
|
|
"Note that this doesn't emit an [`OutEvent`](crate::state::OutEvent) because a",
|
|
"maker knows that they will be passing in their own [`OpenOrdersAccount`](crate::state::OpenOrdersAccount)."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "clientOrderId",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelAllOrders",
|
|
"docs": [
|
|
"Cancel up to `limit` orders."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelAllOrdersBySide",
|
|
"docs": [
|
|
"Cancel up to `limit` orders on a single side of the book."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "sideOption",
|
|
"type": {
|
|
"option": {
|
|
"defined": "Side"
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "deposit",
|
|
"docs": [
|
|
"Desposit a certain amount of `base_amount_lots` and `quote_amount_lots`",
|
|
"into one's [`Position`](crate::state::Position).",
|
|
"",
|
|
"Makers might wish to `deposit`, rather than have actual tokens moved for",
|
|
"each trade, in order to reduce CUs."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "payerBase",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerQuote",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "baseAmountLots",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteAmountLots",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "settleFunds",
|
|
"docs": [
|
|
"Withdraw any available tokens."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerBase",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerQuote",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "sweepFees",
|
|
"docs": [
|
|
"Sweep fees, as a [`Market`](crate::state::Market)'s admin."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "receiver",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "closeMarket",
|
|
"docs": [
|
|
"Close a [`Market`](crate::state::Market)."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "solDestination",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "stubOracleCreate",
|
|
"accounts": [
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "mint",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "stubOracleClose",
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "solDestination",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "stubOracleSet",
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "market",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "admin",
|
|
"docs": [
|
|
"Admin who can close this market"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "marketIndex",
|
|
"docs": [
|
|
"Index of this market"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"docs": [
|
|
"PDA bump"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "baseDecimals",
|
|
"docs": [
|
|
"Number of decimals used for the base token.",
|
|
"",
|
|
"Used to convert the oracle's price into a native/native price."
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "quoteDecimals",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "name",
|
|
"docs": [
|
|
"Name. Trailing zero bytes are ignored."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"docs": [
|
|
"Address of the BookSide account for bids"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"docs": [
|
|
"Address of the BookSide account for asks"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"docs": [
|
|
"Address of the EventQueue account"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"docs": [
|
|
"Oracle account address"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "oracleConfig",
|
|
"docs": [
|
|
"Oracle configuration"
|
|
],
|
|
"type": {
|
|
"defined": "OracleConfig"
|
|
}
|
|
},
|
|
{
|
|
"name": "stablePriceModel",
|
|
"docs": [
|
|
"Maintains a stable price based on the oracle price that is less volatile."
|
|
],
|
|
"type": {
|
|
"defined": "StablePriceModel"
|
|
}
|
|
},
|
|
{
|
|
"name": "quoteLotSize",
|
|
"docs": [
|
|
"Number of quote native in a quote lot. Must be a power of 10.",
|
|
"",
|
|
"Primarily useful for increasing the tick size on the market: A lot price",
|
|
"of 1 becomes a native price of quote_lot_size/base_lot_size becomes a",
|
|
"ui price of quote_lot_size*base_decimals/base_lot_size/quote_decimals."
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "baseLotSize",
|
|
"docs": [
|
|
"Number of base native in a base lot. Must be a power of 10.",
|
|
"",
|
|
"Example: If base decimals for the underlying asset is 6, base lot size",
|
|
"is 100 and and base position lots is 10_000 then base position native is",
|
|
"1_000_000 and base position ui is 1."
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"docs": [
|
|
"Total number of orders seen"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "registrationTime",
|
|
"docs": [
|
|
"Timestamp in seconds that the market was registered at."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "makerFee",
|
|
"docs": [
|
|
"Fees",
|
|
"Fee when matching maker orders. May be negative."
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "takerFee",
|
|
"docs": [
|
|
"Fee for taker orders, may not be negative."
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feesAccrued",
|
|
"docs": [
|
|
"Fees accrued in native quote currency"
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feesSettled",
|
|
"docs": [
|
|
"Fees settled in native quote currency"
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feePenalty",
|
|
"docs": [
|
|
"Fee (in quote native) to charge for ioc orders"
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryInterval",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "vaultSignerNonce",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "baseMint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quoteMint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "baseDepositTotal",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "baseFeesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quoteDepositTotal",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteFeesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "referrerRebatesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1888
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "name",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delegate",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "accountNum",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedCurrent",
|
|
"docs": [
|
|
"Fees usable with the \"fees buyback\" feature.",
|
|
"This tracks the ones that accrued in the current expiry interval."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedPrevious",
|
|
"docs": [
|
|
"Fees buyback amount from the previous expiry interval."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryTimestamp",
|
|
"docs": [
|
|
"End timestamp of the current expiry interval of the buyback fees amount."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "position",
|
|
"type": {
|
|
"defined": "Position"
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
208
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "headerVersion",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding3",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "padding4",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "openOrders",
|
|
"type": {
|
|
"vec": {
|
|
"defined": "OpenOrder"
|
|
}
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "stubOracle",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "group",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "mint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "lastUpdated",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
128
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bookSide",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "roots",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "OrderTreeRoot"
|
|
},
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reservedRoots",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "OrderTreeRoot"
|
|
},
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
256
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "nodes",
|
|
"type": {
|
|
"defined": "OrderTreeNodes"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "header",
|
|
"type": {
|
|
"defined": "EventQueueHeader"
|
|
}
|
|
},
|
|
{
|
|
"name": "buf",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "AnyEvent"
|
|
},
|
|
488
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
64
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
}
|
|
],
|
|
"types": [
|
|
{
|
|
"name": "OpenOrdersAccountFixed",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "name",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delegate",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "accountNum",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedCurrent",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedPrevious",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "position",
|
|
"type": {
|
|
"defined": "Position"
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
208
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "Position",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "quoteRunningNative",
|
|
"docs": [
|
|
"Tracks what the position is to calculate average entry & break even price"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "bidsBaseLots",
|
|
"docs": [
|
|
"Base lots in open bids"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "asksBaseLots",
|
|
"docs": [
|
|
"Base lots in open asks"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "baseFreeNative",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "quoteFreeNative",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "referrerRebatesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "makerVolume",
|
|
"docs": [
|
|
"Cumulative maker volume in quote native units",
|
|
"",
|
|
"(Display only)"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "takerVolume",
|
|
"docs": [
|
|
"Cumulative taker volume in quote native units",
|
|
"",
|
|
"(Display only)"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "avgEntryPricePerBaseLot",
|
|
"docs": [
|
|
"The native average entry price for the base lots of the current position.",
|
|
"Reset to 0 when the base position reaches or crosses 0."
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
88
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OpenOrder",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "sideAndTree",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "clientId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "pegLimit",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "id",
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
64
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleConfig",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "confFilter",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "maxStalenessSlots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
72
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleConfigParams",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "confFilter",
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "maxStalenessSlots",
|
|
"type": {
|
|
"option": "u32"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "InnerNode",
|
|
"docs": [
|
|
"InnerNodes and LeafNodes compose the binary tree of orders.",
|
|
"",
|
|
"Each InnerNode has exactly two children, which are either InnerNodes themselves,",
|
|
"or LeafNodes. The children share the top `prefix_len` bits of `key`. The left",
|
|
"child has a 0 in the next bit, and the right a 1."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "prefixLen",
|
|
"docs": [
|
|
"number of highest `key` bits that all children share",
|
|
"e.g. if it's 2, the two highest bits of `key` will be the same on all children"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "key",
|
|
"docs": [
|
|
"only the top `prefix_len` bits of `key` are relevant"
|
|
],
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "children",
|
|
"docs": [
|
|
"indexes into `BookSide::nodes`"
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u32",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "childEarliestExpiry",
|
|
"docs": [
|
|
"The earliest expiry timestamp for the left and right subtrees.",
|
|
"",
|
|
"Needed to be able to find and remove expired orders without having to",
|
|
"iterate through the whole bookside."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u64",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
72
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "LeafNode",
|
|
"docs": [
|
|
"LeafNodes represent an order in the binary tree"
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"docs": [
|
|
"NodeTag"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "ownerSlot",
|
|
"docs": [
|
|
"Index into the owning OpenOrdersAccount's OpenOrders"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "orderType",
|
|
"docs": [
|
|
"PostOrderType, this was added for TradingView move order"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timeInForce",
|
|
"docs": [
|
|
"Time in seconds after `timestamp` at which the order expires.",
|
|
"A value of 0 means no expiry."
|
|
],
|
|
"type": "u16"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "key",
|
|
"docs": [
|
|
"The binary tree key, see new_node_key()"
|
|
],
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"docs": [
|
|
"Address of the owning OpenOrdersAccount"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"docs": [
|
|
"Number of base lots to buy or sell, always >=1"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"docs": [
|
|
"The time the order was placed"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "pegLimit",
|
|
"docs": [
|
|
"If the effective price of an oracle pegged order exceeds this limit,",
|
|
"it will be considered invalid and may be removed.",
|
|
"",
|
|
"Only applicable in the oracle_pegged OrderTree"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "clientOrderId",
|
|
"docs": [
|
|
"User defined id for this order, used in FillEvents"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "AnyNode",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "data",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
119
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeRoot",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "maybeNode",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "leafCount",
|
|
"type": "u32"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeNodes",
|
|
"docs": [
|
|
"A binary tree on AnyNode::key()",
|
|
"",
|
|
"The key encodes the price in the top 64 bits."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "orderTreeType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bumpIndex",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "freeListLen",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "freeListHead",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
512
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "nodes",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "AnyNode"
|
|
},
|
|
1024
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "EventQueueHeader",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "head",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "count",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "AnyEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
199
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "FillEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "takerSide",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "makerOut",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "makerSlot",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "maker",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "makerTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "taker",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "padding3",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "takerClientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "padding4",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "makerClientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
8
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OutEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "side",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "ownerSlot",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding0",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
5
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
136
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "StablePriceModel",
|
|
"docs": [
|
|
"Maintains a \"stable_price\" based on the oracle price.",
|
|
"",
|
|
"The stable price follows the oracle price, but its relative rate of",
|
|
"change is limited (to `stable_growth_limit`) and futher reduced if",
|
|
"the oracle price is far from the `delay_price`.",
|
|
"",
|
|
"Conceptually the `delay_price` is itself a time delayed",
|
|
"(`24 * delay_interval_seconds`, assume 24h) and relative rate of change limited",
|
|
"function of the oracle price. It is implemented as averaging the oracle",
|
|
"price over every `delay_interval_seconds` (assume 1h) and then applying the",
|
|
"`delay_growth_limit` between intervals."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "stablePrice",
|
|
"docs": [
|
|
"Current stable price to use in health"
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "lastUpdateTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "delayPrices",
|
|
"docs": [
|
|
"Stored delay_price for each delay_interval.",
|
|
"If we want the delay_price to be 24h delayed, we would store one for each hour.",
|
|
"This is used in a cyclical way: We use the maximally-delayed value at delay_interval_index",
|
|
"and once enough time passes to move to the next delay interval, that gets overwritten and",
|
|
"we use the next one."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"f64",
|
|
24
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delayAccumulatorPrice",
|
|
"docs": [
|
|
"The delay price is based on an average over each delay_interval. The contributions",
|
|
"to the average are summed up here."
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "delayAccumulatorTime",
|
|
"docs": [
|
|
"Accumulating the total time for the above average."
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "delayIntervalSeconds",
|
|
"docs": [
|
|
"Length of a delay_interval"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "delayGrowthLimit",
|
|
"docs": [
|
|
"Maximal relative difference between two delay_price in consecutive intervals."
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "stableGrowthLimit",
|
|
"docs": [
|
|
"Maximal per-second relative difference of the stable price.",
|
|
"It gets further reduced if stable and delay price disagree."
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "lastDelayIntervalIndex",
|
|
"docs": [
|
|
"The delay_interval_index that update() was last called on."
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
48
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "MarketIndex",
|
|
"docs": [
|
|
"Nothing in Rust shall use these types. They only exist so that the Anchor IDL",
|
|
"knows about them and typescript can deserialize it."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "val",
|
|
"type": "u32"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "I80F48",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "val",
|
|
"type": "i128"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Pyth"
|
|
},
|
|
{
|
|
"name": "Stub"
|
|
},
|
|
{
|
|
"name": "SwitchboardV1"
|
|
},
|
|
{
|
|
"name": "SwitchboardV2"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderState",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Valid"
|
|
},
|
|
{
|
|
"name": "Invalid"
|
|
},
|
|
{
|
|
"name": "Skipped"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "BookSideOrderTree",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Fixed"
|
|
},
|
|
{
|
|
"name": "OraclePegged"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "NodeTag",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Uninitialized"
|
|
},
|
|
{
|
|
"name": "InnerNode"
|
|
},
|
|
{
|
|
"name": "LeafNode"
|
|
},
|
|
{
|
|
"name": "FreeNode"
|
|
},
|
|
{
|
|
"name": "LastFreeNode"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "PlaceOrderType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Limit"
|
|
},
|
|
{
|
|
"name": "ImmediateOrCancel"
|
|
},
|
|
{
|
|
"name": "PostOnly"
|
|
},
|
|
{
|
|
"name": "Market"
|
|
},
|
|
{
|
|
"name": "PostOnlySlide"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "PostOrderType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Limit"
|
|
},
|
|
{
|
|
"name": "PostOnly"
|
|
},
|
|
{
|
|
"name": "PostOnlySlide"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "Side",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Bid"
|
|
},
|
|
{
|
|
"name": "Ask"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "SideAndOrderTree",
|
|
"docs": [
|
|
"SideAndOrderTree is a storage optimization, so we don't need two bytes for the data"
|
|
],
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "BidFixed"
|
|
},
|
|
{
|
|
"name": "AskFixed"
|
|
},
|
|
{
|
|
"name": "BidOraclePegged"
|
|
},
|
|
{
|
|
"name": "AskOraclePegged"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderParams",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Market"
|
|
},
|
|
{
|
|
"name": "ImmediateOrCancel",
|
|
"fields": [
|
|
{
|
|
"name": "price_lots",
|
|
"type": "i64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "Fixed",
|
|
"fields": [
|
|
{
|
|
"name": "price_lots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "order_type",
|
|
"type": {
|
|
"defined": "PostOrderType"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "OraclePegged",
|
|
"fields": [
|
|
{
|
|
"name": "price_offset_lots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "order_type",
|
|
"type": {
|
|
"defined": "PostOrderType"
|
|
}
|
|
},
|
|
{
|
|
"name": "peg_limit",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "max_oracle_staleness_slots",
|
|
"type": "i32"
|
|
}
|
|
]
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Bids"
|
|
},
|
|
{
|
|
"name": "Asks"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "EventType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Fill"
|
|
},
|
|
{
|
|
"name": "Out"
|
|
}
|
|
]
|
|
}
|
|
}
|
|
],
|
|
"events": [
|
|
{
|
|
"name": "BalanceLog",
|
|
"fields": [
|
|
{
|
|
"name": "openOrdersAcc",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "basePosition",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quotePosition",
|
|
"type": "i128",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "DepositLog",
|
|
"fields": [
|
|
{
|
|
"name": "openOrdersAcc",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "signer",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "u64",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "FillLog",
|
|
"fields": [
|
|
{
|
|
"name": "takerSide",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerSlot",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerOut",
|
|
"type": "bool",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "maker",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerClientOrderId",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerFee",
|
|
"type": "f32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerTimestamp",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "taker",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "takerClientOrderId",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "takerFee",
|
|
"type": "f32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "MarketMetaDataLog",
|
|
"fields": [
|
|
{
|
|
"name": "market",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "marketIndex",
|
|
"type": "u32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "baseDecimals",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quoteDecimals",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "baseLotSize",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quoteLotSize",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"type": "publicKey",
|
|
"index": false
|
|
}
|
|
]
|
|
}
|
|
],
|
|
"errors": [
|
|
{
|
|
"code": 6000,
|
|
"name": "SomeError",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6001,
|
|
"name": "NotImplementedError",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6002,
|
|
"name": "MathError",
|
|
"msg": "checked math error"
|
|
},
|
|
{
|
|
"code": 6003,
|
|
"name": "UnexpectedOracle",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6004,
|
|
"name": "UnknownOracleType",
|
|
"msg": "oracle type cannot be determined"
|
|
},
|
|
{
|
|
"code": 6005,
|
|
"name": "InvalidBank",
|
|
"msg": "invalid bank"
|
|
},
|
|
{
|
|
"code": 6006,
|
|
"name": "ProfitabilityMismatch",
|
|
"msg": "account profitability is mismatched"
|
|
},
|
|
{
|
|
"code": 6007,
|
|
"name": "CannotSettleWithSelf",
|
|
"msg": "cannot settle with self"
|
|
},
|
|
{
|
|
"code": 6008,
|
|
"name": "PositionDoesNotExist",
|
|
"msg": "perp position does not exist"
|
|
},
|
|
{
|
|
"code": 6009,
|
|
"name": "MaxSettleAmountMustBeGreaterThanZero",
|
|
"msg": "max settle amount must be greater than zero"
|
|
},
|
|
{
|
|
"code": 6010,
|
|
"name": "HasOpenOrders",
|
|
"msg": "the perp position has open orders or unprocessed fill events"
|
|
},
|
|
{
|
|
"code": 6011,
|
|
"name": "OracleConfidence",
|
|
"msg": "an oracle does not reach the confidence threshold"
|
|
},
|
|
{
|
|
"code": 6012,
|
|
"name": "OracleStale",
|
|
"msg": "an oracle is stale"
|
|
},
|
|
{
|
|
"code": 6013,
|
|
"name": "SettlementAmountMustBePositive",
|
|
"msg": "settlement amount must always be positive"
|
|
},
|
|
{
|
|
"code": 6014,
|
|
"name": "BankBorrowLimitReached",
|
|
"msg": "bank utilization has reached limit"
|
|
},
|
|
{
|
|
"code": 6015,
|
|
"name": "BankNetBorrowsLimitReached",
|
|
"msg": "bank net borrows has reached limit - this is an intermittent error - the limit will reset regularly"
|
|
},
|
|
{
|
|
"code": 6016,
|
|
"name": "TokenPositionDoesNotExist",
|
|
"msg": "token position does not exist"
|
|
},
|
|
{
|
|
"code": 6017,
|
|
"name": "DepositsIntoLiquidatingMustRecover",
|
|
"msg": "token deposits into accounts that are being liquidated must bring their health above the init threshold"
|
|
},
|
|
{
|
|
"code": 6018,
|
|
"name": "TokenInReduceOnlyMode",
|
|
"msg": "token is in reduce only mode"
|
|
},
|
|
{
|
|
"code": 6019,
|
|
"name": "MarketInReduceOnlyMode",
|
|
"msg": "market is in reduce only mode"
|
|
},
|
|
{
|
|
"code": 6020,
|
|
"name": "GroupIsHalted",
|
|
"msg": "group is halted"
|
|
},
|
|
{
|
|
"code": 6021,
|
|
"name": "HasBaseLots",
|
|
"msg": "the perp position has non-zero base lots"
|
|
},
|
|
{
|
|
"code": 6022,
|
|
"name": "HasOpenOrUnsettledSerum3Orders",
|
|
"msg": "there are open or unsettled serum3 orders"
|
|
},
|
|
{
|
|
"code": 6023,
|
|
"name": "HasLiquidatableTokenPosition",
|
|
"msg": "has liquidatable token position"
|
|
},
|
|
{
|
|
"code": 6024,
|
|
"name": "HasLiquidatableBasePosition",
|
|
"msg": "has liquidatable perp base position"
|
|
},
|
|
{
|
|
"code": 6025,
|
|
"name": "HasLiquidatablePositivePnl",
|
|
"msg": "has liquidatable positive perp pnl"
|
|
},
|
|
{
|
|
"code": 6026,
|
|
"name": "AccountIsFrozen",
|
|
"msg": "account is frozen"
|
|
},
|
|
{
|
|
"code": 6027,
|
|
"name": "InitAssetWeightCantBeNegative",
|
|
"msg": "Init Asset Weight can't be negative"
|
|
},
|
|
{
|
|
"code": 6028,
|
|
"name": "HasOpenTakerFills",
|
|
"msg": "has open perp taker fills"
|
|
},
|
|
{
|
|
"code": 6029,
|
|
"name": "DepositLimit",
|
|
"msg": "deposit crosses the current group deposit limit"
|
|
},
|
|
{
|
|
"code": 6030,
|
|
"name": "IxIsDisabled",
|
|
"msg": "instruction is disabled"
|
|
},
|
|
{
|
|
"code": 6031,
|
|
"name": "NoLiquidatableBasePosition",
|
|
"msg": "no liquidatable perp base position"
|
|
},
|
|
{
|
|
"code": 6032,
|
|
"name": "OrderIdNotFound",
|
|
"msg": "perp order id not found on the orderbook"
|
|
},
|
|
{
|
|
"code": 6033,
|
|
"name": "HealthRegionBadInnerInstruction",
|
|
"msg": "HealthRegions allow only specific instructions between Begin and End"
|
|
},
|
|
{
|
|
"code": 6034,
|
|
"name": "EventQueueContainsElements",
|
|
"msg": "Event queue contains elements and market can't be closed"
|
|
},
|
|
{
|
|
"code": 6035,
|
|
"name": "InvalidFeesError",
|
|
"msg": "Taker fees should be >= maker fees"
|
|
},
|
|
{
|
|
"code": 6036,
|
|
"name": "InvalidOrderType",
|
|
"msg": "The order type is invalid. A taker order must be Market or ImmediateOrCancel"
|
|
},
|
|
{
|
|
"code": 6037,
|
|
"name": "InvalidFundsReceiver",
|
|
"msg": "The receiver is invalid. Makes sure the receiver's owner is the market admin"
|
|
}
|
|
]
|
|
};
|
|
|
|
export const IDL: OpenbookV2 = {
|
|
"version": "0.1.0",
|
|
"name": "openbook_v2",
|
|
"instructions": [
|
|
{
|
|
"name": "createMarket",
|
|
"docs": [
|
|
"Create a [`Market`](crate::state::Market) for a given token pair."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false,
|
|
"docs": [
|
|
"Accounts are initialised by client,",
|
|
"anchor discriminator is set first when ix exits,"
|
|
]
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseMint",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteMint",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "marketIndex",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "name",
|
|
"type": "string"
|
|
},
|
|
{
|
|
"name": "oracleConfig",
|
|
"type": {
|
|
"defined": "OracleConfigParams"
|
|
}
|
|
},
|
|
{
|
|
"name": "quoteLotSize",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "baseLotSize",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "makerFee",
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "takerFee",
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "feePenalty",
|
|
"type": "f32"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "initOpenOrders",
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": true,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "accountNum",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "openOrdersCount",
|
|
"type": "u8"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "placeOrder",
|
|
"docs": [
|
|
"Place an order.",
|
|
"",
|
|
"Different types of orders have different effects on the order book,",
|
|
"as described in [`PlaceOrderType`](crate::state::PlaceOrderType).",
|
|
"",
|
|
"`price_lots` refers to the price in lots: the number of quote lots",
|
|
"per base lot. It is ignored for `PlaceOrderType::Market` orders.",
|
|
"",
|
|
"`expiry_timestamp` is a unix timestamp for when this order should",
|
|
"expire. If 0 is passed in, the order will never expire. If the time",
|
|
"is in the past, the instruction is skipped. Timestamps in the future",
|
|
"are reduced to now + 65,535s.",
|
|
"",
|
|
"`limit` determines the maximum number of orders from the book to fill,",
|
|
"and can be used to limit CU spent. When the limit is reached, processing",
|
|
"stops and the instruction succeeds."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "side",
|
|
"type": {
|
|
"defined": "Side"
|
|
}
|
|
},
|
|
{
|
|
"name": "priceLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxBaseLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxQuoteLotsIncludingFees",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "clientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "orderType",
|
|
"type": {
|
|
"defined": "PlaceOrderType"
|
|
}
|
|
},
|
|
{
|
|
"name": "reduceOnly",
|
|
"type": "bool"
|
|
},
|
|
{
|
|
"name": "expiryTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
],
|
|
"returns": {
|
|
"option": "u128"
|
|
}
|
|
},
|
|
{
|
|
"name": "placeOrderPegged",
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "side",
|
|
"type": {
|
|
"defined": "Side"
|
|
}
|
|
},
|
|
{
|
|
"name": "priceOffsetLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "pegLimit",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxBaseLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxQuoteLotsIncludingFees",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "clientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "orderType",
|
|
"type": {
|
|
"defined": "PlaceOrderType"
|
|
}
|
|
},
|
|
{
|
|
"name": "reduceOnly",
|
|
"type": "bool"
|
|
},
|
|
{
|
|
"name": "expiryTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "maxOracleStalenessSlots",
|
|
"type": "i32"
|
|
}
|
|
],
|
|
"returns": {
|
|
"option": "u128"
|
|
}
|
|
},
|
|
{
|
|
"name": "placeTakeOrder",
|
|
"docs": [
|
|
"Place an order that shall take existing liquidity off of the book, not",
|
|
"add a new order off the book.",
|
|
"",
|
|
"This type of order allows for instant token settlement for the taker."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "receiver",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "side",
|
|
"type": {
|
|
"defined": "Side"
|
|
}
|
|
},
|
|
{
|
|
"name": "priceLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxBaseLots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "maxQuoteLotsIncludingFees",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "clientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "orderType",
|
|
"type": {
|
|
"defined": "PlaceOrderType"
|
|
}
|
|
},
|
|
{
|
|
"name": "reduceOnly",
|
|
"type": "bool"
|
|
},
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
],
|
|
"returns": {
|
|
"option": "u128"
|
|
}
|
|
},
|
|
{
|
|
"name": "consumeEvents",
|
|
"docs": [
|
|
"Process up to `limit` [events](crate::state::AnyEvent).",
|
|
"",
|
|
"When a user places a 'take' order, they do not know beforehand which",
|
|
"market maker will have placed the 'make' order that they get executed",
|
|
"against. This prevents them from passing in a market maker's",
|
|
"[`OpenOrdersAccount`](crate::state::OpenOrdersAccount), which is needed",
|
|
"to credit/debit the relevant tokens to/from the maker. As such, Openbook",
|
|
"uses a 'crank' system, where `place_order` only emits events, and",
|
|
"`consume_events` handles token settlement.",
|
|
"",
|
|
"Currently, there are two types of events: [`FillEvent`](crate::state::FillEvent)s",
|
|
"and [`OutEvent`](crate::state::OutEvent)s.",
|
|
"",
|
|
"A `FillEvent` is emitted when an order is filled, and it is handled by",
|
|
"debiting whatever the taker is selling from the taker and crediting",
|
|
"it to the maker, and debiting whatever the taker is buying from the",
|
|
"maker and crediting it to the taker. Note that *no tokens are moved*,",
|
|
"these are just debits and credits to each party's [`Position`](crate::state::Position).",
|
|
"",
|
|
"An `OutEvent` is emitted when a limit order needs to be removed from",
|
|
"the book during a `place_order` invocation, and it is handled by",
|
|
"crediting whatever the maker would have sold (quote token in a bid,",
|
|
"base token in an ask) back to the maker."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "limit",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelOrder",
|
|
"docs": [
|
|
"Cancel an order by its `order_id`.",
|
|
"",
|
|
"Note that this doesn't emit an [`OutEvent`](crate::state::OutEvent) because a",
|
|
"maker knows that they will be passing in their own [`OpenOrdersAccount`](crate::state::OpenOrdersAccount)."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "orderId",
|
|
"type": "u128"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelOrderByClientOrderId",
|
|
"docs": [
|
|
"Cancel an order by its `client_order_id`.",
|
|
"",
|
|
"Note that this doesn't emit an [`OutEvent`](crate::state::OutEvent) because a",
|
|
"maker knows that they will be passing in their own [`OpenOrdersAccount`](crate::state::OpenOrdersAccount)."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "clientOrderId",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelAllOrders",
|
|
"docs": [
|
|
"Cancel up to `limit` orders."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "cancelAllOrdersBySide",
|
|
"docs": [
|
|
"Cancel up to `limit` orders on a single side of the book."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "sideOption",
|
|
"type": {
|
|
"option": {
|
|
"defined": "Side"
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"name": "limit",
|
|
"type": "u8"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "deposit",
|
|
"docs": [
|
|
"Desposit a certain amount of `base_amount_lots` and `quote_amount_lots`",
|
|
"into one's [`Position`](crate::state::Position).",
|
|
"",
|
|
"Makers might wish to `deposit`, rather than have actual tokens moved for",
|
|
"each trade, in order to reduce CUs."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "owner",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "payerBase",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerQuote",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "baseAmountLots",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteAmountLots",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "settleFunds",
|
|
"docs": [
|
|
"Withdraw any available tokens."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerBase",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payerQuote",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "sweepFees",
|
|
"docs": [
|
|
"Sweep fees, as a [`Market`](crate::state::Market)'s admin."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "receiver",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "closeMarket",
|
|
"docs": [
|
|
"Close a [`Market`](crate::state::Market)."
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "market",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "solDestination",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "stubOracleCreate",
|
|
"accounts": [
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "mint",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "payer",
|
|
"isMut": true,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "systemProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "stubOracleClose",
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "solDestination",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
},
|
|
{
|
|
"name": "tokenProgram",
|
|
"isMut": false,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": []
|
|
},
|
|
{
|
|
"name": "stubOracleSet",
|
|
"accounts": [
|
|
{
|
|
"name": "admin",
|
|
"isMut": false,
|
|
"isSigner": true
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"isMut": true,
|
|
"isSigner": false
|
|
}
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
],
|
|
"accounts": [
|
|
{
|
|
"name": "market",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "admin",
|
|
"docs": [
|
|
"Admin who can close this market"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "marketIndex",
|
|
"docs": [
|
|
"Index of this market"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"docs": [
|
|
"PDA bump"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "baseDecimals",
|
|
"docs": [
|
|
"Number of decimals used for the base token.",
|
|
"",
|
|
"Used to convert the oracle's price into a native/native price."
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "quoteDecimals",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "name",
|
|
"docs": [
|
|
"Name. Trailing zero bytes are ignored."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bids",
|
|
"docs": [
|
|
"Address of the BookSide account for bids"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "asks",
|
|
"docs": [
|
|
"Address of the BookSide account for asks"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"docs": [
|
|
"Address of the EventQueue account"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"docs": [
|
|
"Oracle account address"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "oracleConfig",
|
|
"docs": [
|
|
"Oracle configuration"
|
|
],
|
|
"type": {
|
|
"defined": "OracleConfig"
|
|
}
|
|
},
|
|
{
|
|
"name": "stablePriceModel",
|
|
"docs": [
|
|
"Maintains a stable price based on the oracle price that is less volatile."
|
|
],
|
|
"type": {
|
|
"defined": "StablePriceModel"
|
|
}
|
|
},
|
|
{
|
|
"name": "quoteLotSize",
|
|
"docs": [
|
|
"Number of quote native in a quote lot. Must be a power of 10.",
|
|
"",
|
|
"Primarily useful for increasing the tick size on the market: A lot price",
|
|
"of 1 becomes a native price of quote_lot_size/base_lot_size becomes a",
|
|
"ui price of quote_lot_size*base_decimals/base_lot_size/quote_decimals."
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "baseLotSize",
|
|
"docs": [
|
|
"Number of base native in a base lot. Must be a power of 10.",
|
|
"",
|
|
"Example: If base decimals for the underlying asset is 6, base lot size",
|
|
"is 100 and and base position lots is 10_000 then base position native is",
|
|
"1_000_000 and base position ui is 1."
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"docs": [
|
|
"Total number of orders seen"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "registrationTime",
|
|
"docs": [
|
|
"Timestamp in seconds that the market was registered at."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "makerFee",
|
|
"docs": [
|
|
"Fees",
|
|
"Fee when matching maker orders. May be negative."
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "takerFee",
|
|
"docs": [
|
|
"Fee for taker orders, may not be negative."
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feesAccrued",
|
|
"docs": [
|
|
"Fees accrued in native quote currency"
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feesSettled",
|
|
"docs": [
|
|
"Fees settled in native quote currency"
|
|
],
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "feePenalty",
|
|
"docs": [
|
|
"Fee (in quote native) to charge for ioc orders"
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryInterval",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "vaultSignerNonce",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "baseMint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quoteMint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "baseVault",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "baseDepositTotal",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "baseFeesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteVault",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quoteDepositTotal",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "quoteFeesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "referrerRebatesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1888
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "openOrdersAccount",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "name",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delegate",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "accountNum",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedCurrent",
|
|
"docs": [
|
|
"Fees usable with the \"fees buyback\" feature.",
|
|
"This tracks the ones that accrued in the current expiry interval."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedPrevious",
|
|
"docs": [
|
|
"Fees buyback amount from the previous expiry interval."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryTimestamp",
|
|
"docs": [
|
|
"End timestamp of the current expiry interval of the buyback fees amount."
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "position",
|
|
"type": {
|
|
"defined": "Position"
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
208
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "headerVersion",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding3",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "padding4",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "openOrders",
|
|
"type": {
|
|
"vec": {
|
|
"defined": "OpenOrder"
|
|
}
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "stubOracle",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "group",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "mint",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "lastUpdated",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
128
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bookSide",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "roots",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "OrderTreeRoot"
|
|
},
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reservedRoots",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "OrderTreeRoot"
|
|
},
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
256
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "nodes",
|
|
"type": {
|
|
"defined": "OrderTreeNodes"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "eventQueue",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "header",
|
|
"type": {
|
|
"defined": "EventQueueHeader"
|
|
}
|
|
},
|
|
{
|
|
"name": "buf",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "AnyEvent"
|
|
},
|
|
488
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
64
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
}
|
|
],
|
|
"types": [
|
|
{
|
|
"name": "OpenOrdersAccountFixed",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "name",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delegate",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "accountNum",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "bump",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedCurrent",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesAccruedPrevious",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "buybackFeesExpiryTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "position",
|
|
"type": {
|
|
"defined": "Position"
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
208
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "Position",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "quoteRunningNative",
|
|
"docs": [
|
|
"Tracks what the position is to calculate average entry & break even price"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "bidsBaseLots",
|
|
"docs": [
|
|
"Base lots in open bids"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "asksBaseLots",
|
|
"docs": [
|
|
"Base lots in open asks"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "baseFreeNative",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "quoteFreeNative",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "referrerRebatesAccrued",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "makerVolume",
|
|
"docs": [
|
|
"Cumulative maker volume in quote native units",
|
|
"",
|
|
"(Display only)"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "takerVolume",
|
|
"docs": [
|
|
"Cumulative taker volume in quote native units",
|
|
"",
|
|
"(Display only)"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "avgEntryPricePerBaseLot",
|
|
"docs": [
|
|
"The native average entry price for the base lots of the current position.",
|
|
"Reset to 0 when the base position reaches or crosses 0."
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
88
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OpenOrder",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "sideAndTree",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "clientId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "pegLimit",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "id",
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
64
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleConfig",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "confFilter",
|
|
"type": {
|
|
"defined": "I80F48"
|
|
}
|
|
},
|
|
{
|
|
"name": "maxStalenessSlots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
72
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleConfigParams",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "confFilter",
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "maxStalenessSlots",
|
|
"type": {
|
|
"option": "u32"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "InnerNode",
|
|
"docs": [
|
|
"InnerNodes and LeafNodes compose the binary tree of orders.",
|
|
"",
|
|
"Each InnerNode has exactly two children, which are either InnerNodes themselves,",
|
|
"or LeafNodes. The children share the top `prefix_len` bits of `key`. The left",
|
|
"child has a 0 in the next bit, and the right a 1."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "prefixLen",
|
|
"docs": [
|
|
"number of highest `key` bits that all children share",
|
|
"e.g. if it's 2, the two highest bits of `key` will be the same on all children"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "key",
|
|
"docs": [
|
|
"only the top `prefix_len` bits of `key` are relevant"
|
|
],
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "children",
|
|
"docs": [
|
|
"indexes into `BookSide::nodes`"
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u32",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "childEarliestExpiry",
|
|
"docs": [
|
|
"The earliest expiry timestamp for the left and right subtrees.",
|
|
"",
|
|
"Needed to be able to find and remove expired orders without having to",
|
|
"iterate through the whole bookside."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"u64",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
72
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "LeafNode",
|
|
"docs": [
|
|
"LeafNodes represent an order in the binary tree"
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"docs": [
|
|
"NodeTag"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "ownerSlot",
|
|
"docs": [
|
|
"Index into the owning OpenOrdersAccount's OpenOrders"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "orderType",
|
|
"docs": [
|
|
"PostOrderType, this was added for TradingView move order"
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
1
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timeInForce",
|
|
"docs": [
|
|
"Time in seconds after `timestamp` at which the order expires.",
|
|
"A value of 0 means no expiry."
|
|
],
|
|
"type": "u16"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
2
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "key",
|
|
"docs": [
|
|
"The binary tree key, see new_node_key()"
|
|
],
|
|
"type": "u128"
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"docs": [
|
|
"Address of the owning OpenOrdersAccount"
|
|
],
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"docs": [
|
|
"Number of base lots to buy or sell, always >=1"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"docs": [
|
|
"The time the order was placed"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "pegLimit",
|
|
"docs": [
|
|
"If the effective price of an oracle pegged order exceeds this limit,",
|
|
"it will be considered invalid and may be removed.",
|
|
"",
|
|
"Only applicable in the oracle_pegged OrderTree"
|
|
],
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "clientOrderId",
|
|
"docs": [
|
|
"User defined id for this order, used in FillEvents"
|
|
],
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "AnyNode",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "tag",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "data",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
119
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeRoot",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "maybeNode",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "leafCount",
|
|
"type": "u32"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeNodes",
|
|
"docs": [
|
|
"A binary tree on AnyNode::key()",
|
|
"",
|
|
"The key encodes the price in the top 64 bits."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "orderTreeType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
3
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "bumpIndex",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "freeListLen",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "freeListHead",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
512
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "nodes",
|
|
"type": {
|
|
"array": [
|
|
{
|
|
"defined": "AnyNode"
|
|
},
|
|
1024
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "EventQueueHeader",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "head",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "count",
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "AnyEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
199
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "FillEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "takerSide",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "makerOut",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "makerSlot",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
4
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "maker",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "padding2",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
32
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "makerTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "taker",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "padding3",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "takerClientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "padding4",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
16
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "makerClientOrderId",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
8
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OutEvent",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "eventType",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "side",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "ownerSlot",
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding0",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
5
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "owner",
|
|
"type": "publicKey"
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "padding1",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
136
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "StablePriceModel",
|
|
"docs": [
|
|
"Maintains a \"stable_price\" based on the oracle price.",
|
|
"",
|
|
"The stable price follows the oracle price, but its relative rate of",
|
|
"change is limited (to `stable_growth_limit`) and futher reduced if",
|
|
"the oracle price is far from the `delay_price`.",
|
|
"",
|
|
"Conceptually the `delay_price` is itself a time delayed",
|
|
"(`24 * delay_interval_seconds`, assume 24h) and relative rate of change limited",
|
|
"function of the oracle price. It is implemented as averaging the oracle",
|
|
"price over every `delay_interval_seconds` (assume 1h) and then applying the",
|
|
"`delay_growth_limit` between intervals."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "stablePrice",
|
|
"docs": [
|
|
"Current stable price to use in health"
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "lastUpdateTimestamp",
|
|
"type": "u64"
|
|
},
|
|
{
|
|
"name": "delayPrices",
|
|
"docs": [
|
|
"Stored delay_price for each delay_interval.",
|
|
"If we want the delay_price to be 24h delayed, we would store one for each hour.",
|
|
"This is used in a cyclical way: We use the maximally-delayed value at delay_interval_index",
|
|
"and once enough time passes to move to the next delay interval, that gets overwritten and",
|
|
"we use the next one."
|
|
],
|
|
"type": {
|
|
"array": [
|
|
"f64",
|
|
24
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "delayAccumulatorPrice",
|
|
"docs": [
|
|
"The delay price is based on an average over each delay_interval. The contributions",
|
|
"to the average are summed up here."
|
|
],
|
|
"type": "f64"
|
|
},
|
|
{
|
|
"name": "delayAccumulatorTime",
|
|
"docs": [
|
|
"Accumulating the total time for the above average."
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "delayIntervalSeconds",
|
|
"docs": [
|
|
"Length of a delay_interval"
|
|
],
|
|
"type": "u32"
|
|
},
|
|
{
|
|
"name": "delayGrowthLimit",
|
|
"docs": [
|
|
"Maximal relative difference between two delay_price in consecutive intervals."
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "stableGrowthLimit",
|
|
"docs": [
|
|
"Maximal per-second relative difference of the stable price.",
|
|
"It gets further reduced if stable and delay price disagree."
|
|
],
|
|
"type": "f32"
|
|
},
|
|
{
|
|
"name": "lastDelayIntervalIndex",
|
|
"docs": [
|
|
"The delay_interval_index that update() was last called on."
|
|
],
|
|
"type": "u8"
|
|
},
|
|
{
|
|
"name": "padding",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
7
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "reserved",
|
|
"type": {
|
|
"array": [
|
|
"u8",
|
|
48
|
|
]
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "MarketIndex",
|
|
"docs": [
|
|
"Nothing in Rust shall use these types. They only exist so that the Anchor IDL",
|
|
"knows about them and typescript can deserialize it."
|
|
],
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "val",
|
|
"type": "u32"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "I80F48",
|
|
"type": {
|
|
"kind": "struct",
|
|
"fields": [
|
|
{
|
|
"name": "val",
|
|
"type": "i128"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OracleType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Pyth"
|
|
},
|
|
{
|
|
"name": "Stub"
|
|
},
|
|
{
|
|
"name": "SwitchboardV1"
|
|
},
|
|
{
|
|
"name": "SwitchboardV2"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderState",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Valid"
|
|
},
|
|
{
|
|
"name": "Invalid"
|
|
},
|
|
{
|
|
"name": "Skipped"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "BookSideOrderTree",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Fixed"
|
|
},
|
|
{
|
|
"name": "OraclePegged"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "NodeTag",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Uninitialized"
|
|
},
|
|
{
|
|
"name": "InnerNode"
|
|
},
|
|
{
|
|
"name": "LeafNode"
|
|
},
|
|
{
|
|
"name": "FreeNode"
|
|
},
|
|
{
|
|
"name": "LastFreeNode"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "PlaceOrderType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Limit"
|
|
},
|
|
{
|
|
"name": "ImmediateOrCancel"
|
|
},
|
|
{
|
|
"name": "PostOnly"
|
|
},
|
|
{
|
|
"name": "Market"
|
|
},
|
|
{
|
|
"name": "PostOnlySlide"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "PostOrderType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Limit"
|
|
},
|
|
{
|
|
"name": "PostOnly"
|
|
},
|
|
{
|
|
"name": "PostOnlySlide"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "Side",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Bid"
|
|
},
|
|
{
|
|
"name": "Ask"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "SideAndOrderTree",
|
|
"docs": [
|
|
"SideAndOrderTree is a storage optimization, so we don't need two bytes for the data"
|
|
],
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "BidFixed"
|
|
},
|
|
{
|
|
"name": "AskFixed"
|
|
},
|
|
{
|
|
"name": "BidOraclePegged"
|
|
},
|
|
{
|
|
"name": "AskOraclePegged"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderParams",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Market"
|
|
},
|
|
{
|
|
"name": "ImmediateOrCancel",
|
|
"fields": [
|
|
{
|
|
"name": "price_lots",
|
|
"type": "i64"
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "Fixed",
|
|
"fields": [
|
|
{
|
|
"name": "price_lots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "order_type",
|
|
"type": {
|
|
"defined": "PostOrderType"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "OraclePegged",
|
|
"fields": [
|
|
{
|
|
"name": "price_offset_lots",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "order_type",
|
|
"type": {
|
|
"defined": "PostOrderType"
|
|
}
|
|
},
|
|
{
|
|
"name": "peg_limit",
|
|
"type": "i64"
|
|
},
|
|
{
|
|
"name": "max_oracle_staleness_slots",
|
|
"type": "i32"
|
|
}
|
|
]
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "OrderTreeType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Bids"
|
|
},
|
|
{
|
|
"name": "Asks"
|
|
}
|
|
]
|
|
}
|
|
},
|
|
{
|
|
"name": "EventType",
|
|
"type": {
|
|
"kind": "enum",
|
|
"variants": [
|
|
{
|
|
"name": "Fill"
|
|
},
|
|
{
|
|
"name": "Out"
|
|
}
|
|
]
|
|
}
|
|
}
|
|
],
|
|
"events": [
|
|
{
|
|
"name": "BalanceLog",
|
|
"fields": [
|
|
{
|
|
"name": "openOrdersAcc",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "basePosition",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quotePosition",
|
|
"type": "i128",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "DepositLog",
|
|
"fields": [
|
|
{
|
|
"name": "openOrdersAcc",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "signer",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "u64",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "FillLog",
|
|
"fields": [
|
|
{
|
|
"name": "takerSide",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerSlot",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerOut",
|
|
"type": "bool",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "seqNum",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "maker",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerClientOrderId",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerFee",
|
|
"type": "f32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "makerTimestamp",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "taker",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "takerClientOrderId",
|
|
"type": "u64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "takerFee",
|
|
"type": "f32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "price",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quantity",
|
|
"type": "i64",
|
|
"index": false
|
|
}
|
|
]
|
|
},
|
|
{
|
|
"name": "MarketMetaDataLog",
|
|
"fields": [
|
|
{
|
|
"name": "market",
|
|
"type": "publicKey",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "marketIndex",
|
|
"type": "u32",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "baseDecimals",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quoteDecimals",
|
|
"type": "u8",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "baseLotSize",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "quoteLotSize",
|
|
"type": "i64",
|
|
"index": false
|
|
},
|
|
{
|
|
"name": "oracle",
|
|
"type": "publicKey",
|
|
"index": false
|
|
}
|
|
]
|
|
}
|
|
],
|
|
"errors": [
|
|
{
|
|
"code": 6000,
|
|
"name": "SomeError",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6001,
|
|
"name": "NotImplementedError",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6002,
|
|
"name": "MathError",
|
|
"msg": "checked math error"
|
|
},
|
|
{
|
|
"code": 6003,
|
|
"name": "UnexpectedOracle",
|
|
"msg": ""
|
|
},
|
|
{
|
|
"code": 6004,
|
|
"name": "UnknownOracleType",
|
|
"msg": "oracle type cannot be determined"
|
|
},
|
|
{
|
|
"code": 6005,
|
|
"name": "InvalidBank",
|
|
"msg": "invalid bank"
|
|
},
|
|
{
|
|
"code": 6006,
|
|
"name": "ProfitabilityMismatch",
|
|
"msg": "account profitability is mismatched"
|
|
},
|
|
{
|
|
"code": 6007,
|
|
"name": "CannotSettleWithSelf",
|
|
"msg": "cannot settle with self"
|
|
},
|
|
{
|
|
"code": 6008,
|
|
"name": "PositionDoesNotExist",
|
|
"msg": "perp position does not exist"
|
|
},
|
|
{
|
|
"code": 6009,
|
|
"name": "MaxSettleAmountMustBeGreaterThanZero",
|
|
"msg": "max settle amount must be greater than zero"
|
|
},
|
|
{
|
|
"code": 6010,
|
|
"name": "HasOpenOrders",
|
|
"msg": "the perp position has open orders or unprocessed fill events"
|
|
},
|
|
{
|
|
"code": 6011,
|
|
"name": "OracleConfidence",
|
|
"msg": "an oracle does not reach the confidence threshold"
|
|
},
|
|
{
|
|
"code": 6012,
|
|
"name": "OracleStale",
|
|
"msg": "an oracle is stale"
|
|
},
|
|
{
|
|
"code": 6013,
|
|
"name": "SettlementAmountMustBePositive",
|
|
"msg": "settlement amount must always be positive"
|
|
},
|
|
{
|
|
"code": 6014,
|
|
"name": "BankBorrowLimitReached",
|
|
"msg": "bank utilization has reached limit"
|
|
},
|
|
{
|
|
"code": 6015,
|
|
"name": "BankNetBorrowsLimitReached",
|
|
"msg": "bank net borrows has reached limit - this is an intermittent error - the limit will reset regularly"
|
|
},
|
|
{
|
|
"code": 6016,
|
|
"name": "TokenPositionDoesNotExist",
|
|
"msg": "token position does not exist"
|
|
},
|
|
{
|
|
"code": 6017,
|
|
"name": "DepositsIntoLiquidatingMustRecover",
|
|
"msg": "token deposits into accounts that are being liquidated must bring their health above the init threshold"
|
|
},
|
|
{
|
|
"code": 6018,
|
|
"name": "TokenInReduceOnlyMode",
|
|
"msg": "token is in reduce only mode"
|
|
},
|
|
{
|
|
"code": 6019,
|
|
"name": "MarketInReduceOnlyMode",
|
|
"msg": "market is in reduce only mode"
|
|
},
|
|
{
|
|
"code": 6020,
|
|
"name": "GroupIsHalted",
|
|
"msg": "group is halted"
|
|
},
|
|
{
|
|
"code": 6021,
|
|
"name": "HasBaseLots",
|
|
"msg": "the perp position has non-zero base lots"
|
|
},
|
|
{
|
|
"code": 6022,
|
|
"name": "HasOpenOrUnsettledSerum3Orders",
|
|
"msg": "there are open or unsettled serum3 orders"
|
|
},
|
|
{
|
|
"code": 6023,
|
|
"name": "HasLiquidatableTokenPosition",
|
|
"msg": "has liquidatable token position"
|
|
},
|
|
{
|
|
"code": 6024,
|
|
"name": "HasLiquidatableBasePosition",
|
|
"msg": "has liquidatable perp base position"
|
|
},
|
|
{
|
|
"code": 6025,
|
|
"name": "HasLiquidatablePositivePnl",
|
|
"msg": "has liquidatable positive perp pnl"
|
|
},
|
|
{
|
|
"code": 6026,
|
|
"name": "AccountIsFrozen",
|
|
"msg": "account is frozen"
|
|
},
|
|
{
|
|
"code": 6027,
|
|
"name": "InitAssetWeightCantBeNegative",
|
|
"msg": "Init Asset Weight can't be negative"
|
|
},
|
|
{
|
|
"code": 6028,
|
|
"name": "HasOpenTakerFills",
|
|
"msg": "has open perp taker fills"
|
|
},
|
|
{
|
|
"code": 6029,
|
|
"name": "DepositLimit",
|
|
"msg": "deposit crosses the current group deposit limit"
|
|
},
|
|
{
|
|
"code": 6030,
|
|
"name": "IxIsDisabled",
|
|
"msg": "instruction is disabled"
|
|
},
|
|
{
|
|
"code": 6031,
|
|
"name": "NoLiquidatableBasePosition",
|
|
"msg": "no liquidatable perp base position"
|
|
},
|
|
{
|
|
"code": 6032,
|
|
"name": "OrderIdNotFound",
|
|
"msg": "perp order id not found on the orderbook"
|
|
},
|
|
{
|
|
"code": 6033,
|
|
"name": "HealthRegionBadInnerInstruction",
|
|
"msg": "HealthRegions allow only specific instructions between Begin and End"
|
|
},
|
|
{
|
|
"code": 6034,
|
|
"name": "EventQueueContainsElements",
|
|
"msg": "Event queue contains elements and market can't be closed"
|
|
},
|
|
{
|
|
"code": 6035,
|
|
"name": "InvalidFeesError",
|
|
"msg": "Taker fees should be >= maker fees"
|
|
},
|
|
{
|
|
"code": 6036,
|
|
"name": "InvalidOrderType",
|
|
"msg": "The order type is invalid. A taker order must be Market or ImmediateOrCancel"
|
|
},
|
|
{
|
|
"code": 6037,
|
|
"name": "InvalidFundsReceiver",
|
|
"msg": "The receiver is invalid. Makes sure the receiver's owner is the market admin"
|
|
}
|
|
]
|
|
};
|