adding CancelAllSpotOrders instruction into the lib (#79)

* adding CancelAllSpotOrders instruction into the lib

* adding test to test cancelallspotorders

* correcting tests for cancelallspotorders

* adding new yarn script to launch cancelallspotorders test

* cancelallspotorders test changes after max's review.

* moving pyth-client from dependencies to dev-dependecies

package.json

@@ -37,6 +37,7 @@
     "test-stoploss": "ts-node test/stoploss.test.ts",
     "test-closeaccount": "ts-node test/closeaccount.test.ts",
     "test-cancelside": "ts-node test/cancelside.test.ts",
+    "test-cancelallspotorders": "ts-node test/cancelallspotorders.test.ts",
     "mint-devnet": "ts-node src/mintDevnet.ts",
     "test": "mocha -r ts-node/register test/**/*.test.ts --timeout 0",
     "test:build": "yarn build && yarn",
@@ -62,7 +63,8 @@
     "prettier": "^2.0.5",
     "ts-node": "^9.1.1",
     "typedoc": "^0.22.5",
-    "typescript": "^4.6.3"
+    "typescript": "^4.6.3",
+    "@pythnetwork/client": "^2.7.0"
   },
   "files": [
     "lib"

src/client.ts

@@ -116,6 +116,7 @@ import {
   makeUpgradeMangoAccountV0V1Instruction,
   makeWithdrawInstruction,
   makeWithdrawMsrmInstruction,
+  makeCancelAllSpotOrdersInstruction,
 } from './instruction';
 import {
   getFeeRates,
@@ -5296,4 +5297,64 @@ export class MangoClient {
 
     return referrerIds;
   }
-}
+
+  async cancelAllSpotOrders(
+    mangoGroup: MangoGroup,
+    mangoAccount: MangoAccount,
+    spotMarket: Market,
+    owner: Payer,
+    limit: number,
+  ) {
+    if(!owner.publicKey)
+      return;
+    const marketIndex = mangoGroup.getSpotMarketIndex(spotMarket.address);
+    const baseRootBank = mangoGroup.rootBankAccounts[marketIndex];
+    const quoteRootBank = mangoGroup.rootBankAccounts[QUOTE_INDEX];
+    if(baseRootBank == null || quoteRootBank == null)
+    {
+      console.log("A root bank is null")
+      return;
+    }
+    const baseNodeBanks = await baseRootBank.loadNodeBanks(this.connection);
+    const quoteNodeBanks = await quoteRootBank.loadNodeBanks(this.connection);
+    const spotMarketIndex = mangoGroup.getSpotMarketIndex(spotMarket.publicKey);
+
+    const dexSigner = await PublicKey.createProgramAddress(
+      [
+        spotMarket.publicKey.toBuffer(),
+        spotMarket['_decoded'].vaultSignerNonce.toArrayLike(Buffer, 'le', 8),
+      ],
+      spotMarket.programId,
+    );
+
+    const instruction = makeCancelAllSpotOrdersInstruction(
+      this.programId,
+      mangoGroup.publicKey,
+      mangoGroup.mangoCache,
+      mangoAccount.publicKey,
+      owner.publicKey,
+      baseRootBank.publicKey,
+      baseNodeBanks[0].publicKey,
+      baseNodeBanks[0].vault,
+      quoteRootBank.publicKey,
+      quoteNodeBanks[0].publicKey,
+      quoteNodeBanks[0].vault,
+      spotMarket.publicKey,
+      spotMarket.bidsAddress,
+      spotMarket.asksAddress,
+      mangoAccount.spotOpenOrders[spotMarketIndex],
+      mangoGroup.signerKey,
+      spotMarket['_decoded'].eventQueue,
+      spotMarket['_decoded'].baseVault,
+      spotMarket['_decoded'].quoteVault,
+      dexSigner,
+      mangoGroup.dexProgramId,
+      new BN(limit),
+    );
+
+    const transaction = new Transaction();
+    transaction.add(instruction);
+
+    return await this.sendTransaction(transaction, owner, []);
+  }
+}

src/instruction.ts

@@ -2326,3 +2326,63 @@ export function makeRegisterReferrerIdInstruction(
     programId,
   });
 }
+
+export function makeCancelAllSpotOrdersInstruction(
+  programId: PublicKey,
+  mangoGroupPk: PublicKey,
+  mangoCachePk: PublicKey,
+  mangoAccountPk: PublicKey,
+  owner: PublicKey,
+  baseRootBankPk: PublicKey,
+  baseNodeBankPk: PublicKey,
+  baseVaultPk: PublicKey,
+  quoteRootBankPk: PublicKey,
+  quoteNodeBankPk: PublicKey,
+  quoteVaultPk: PublicKey,
+  spotMarketPk: PublicKey,
+  bidsPk: PublicKey,
+  asksPk: PublicKey,
+  openOrders: PublicKey,
+  signerPk: PublicKey,
+  dexEventQueuePk: PublicKey,
+  dexBasePk: PublicKey,
+  dexQuotePk: PublicKey,
+  dexSignerPk: PublicKey,
+  dexProgramPk: PublicKey,
+  limit: BN,
+): TransactionInstruction {
+  const keys = [
+    { isSigner: false, isWritable: false, pubkey: mangoGroupPk },
+    { isSigner: false, isWritable: false, pubkey: mangoCachePk },
+    { isSigner: false, isWritable: true, pubkey: mangoAccountPk },
+    { isSigner: true, isWritable: false, pubkey: owner },
+    { isSigner: false, isWritable: false, pubkey: baseRootBankPk },
+    { isSigner: false, isWritable: true, pubkey: baseNodeBankPk },
+    { isSigner: false, isWritable: true, pubkey: baseVaultPk },
+    { isSigner: false, isWritable: false, pubkey: quoteRootBankPk },
+    { isSigner: false, isWritable: true, pubkey: quoteNodeBankPk },
+    { isSigner: false, isWritable: true, pubkey: quoteVaultPk },
+    { isSigner: false, isWritable: true, pubkey: spotMarketPk },
+    { isSigner: false, isWritable: true, pubkey: bidsPk },
+    { isSigner: false, isWritable: true, pubkey: asksPk },
+    { isSigner: false, isWritable: true, pubkey: openOrders },
+    { isSigner: false, isWritable: false, pubkey: signerPk },
+    { isSigner: false, isWritable: true, pubkey: dexEventQueuePk },
+    { isSigner: false, isWritable: true, pubkey: dexBasePk },
+    { isSigner: false, isWritable: true, pubkey: dexQuotePk },
+    { isSigner: false, isWritable: false, pubkey: dexSignerPk },
+    { isSigner: false, isWritable: false, pubkey: dexProgramPk },
+    { isSigner: false, isWritable: false, pubkey: TOKEN_PROGRAM_ID },
+  ];
+
+  const data = encodeMangoInstruction({
+    CancelAllSpotOrders: {
+      limit,
+    },
+  });
+  return new TransactionInstruction({
+    keys,
+    data,
+    programId,
+  });
+}

src/layout.ts

@@ -611,6 +611,14 @@ MangoInstructionLayout.addVariant(
   'PlacePerpOrder2',
 );
 
+MangoInstructionLayout.addVariant(
+  65,
+  struct([
+    u8('limit'),
+  ]),
+  'CancelAllSpotOrders',
+);
+
 const instructionMaxSpan = Math.max(
   // @ts-ignore
   ...Object.values(MangoInstructionLayout.registry).map((r) => r.span),

test/cancelallspotorders.test.ts

@@ -0,0 +1,129 @@
+import fs from 'fs';
+import os from 'os';
+import { Cluster, Config, MangoClient, QUOTE_INDEX, sleep } from '../src';
+import configFile from '../src/ids.json';
+import { Commitment, Connection, Keypair, PublicKey, Transaction } from '@solana/web3.js';
+import { Token, TOKEN_PROGRAM_ID } from '@solana/spl-token';
+import TestGroup from './TestGroup';
+import * as serum from '@project-serum/serum';
+import * as pyth from "@pythnetwork/client";
+import { expect } from 'chai';
+
+async function testCancelAllSpotOrders() {
+  const cluster = (process.env.CLUSTER || 'devnet') as Cluster;
+  const sleepTime = 2000;
+  const config = new Config(configFile);
+  const groupConfig = config.getGroup(cluster, 'devnet.2')!;
+  const mangoProgramId = groupConfig.mangoProgramId;
+  const mangoGroupKey = groupConfig.publicKey;
+  const payer = Keypair.fromSecretKey(
+    new Uint8Array(
+      JSON.parse(
+        process.env.KEYPAIR ||
+          fs.readFileSync(os.homedir() + '/.config/solana/devnet.json', 'utf-8'),
+      ),
+    )
+  );
+  const connection = new Connection(
+    config.cluster_urls[cluster],
+    'processed' as Commitment,
+  );
+  // init
+  //const testGroup = new TestGroup(connection, payer, mangoProgramId);
+  const client = new MangoClient(connection, mangoProgramId);
+  const mangoGroup = await client.getMangoGroup(mangoGroupKey);
+
+  const cache = await mangoGroup.loadCache(connection);
+  const rootBanks = await mangoGroup.loadRootBanks(connection);
+  const quoteRootBank = rootBanks[QUOTE_INDEX];
+  if (!quoteRootBank) {
+    throw new Error('Quote Rootbank Not Found');
+  }
+  const quoteNodeBanks = await quoteRootBank.loadNodeBanks(connection);
+
+  const accountPk: PublicKey = (await client.createMangoAccount(
+    mangoGroup,
+    payer,
+    1,
+  ))!;
+  console.log('Created Account:', accountPk.toBase58());
+
+  await sleep(sleepTime);
+  const mangoAccount = await client.getMangoAccount(
+    accountPk,
+    mangoGroup.dexProgramId,
+  );
+
+  const quoteTokenInfo = mangoGroup.tokens[QUOTE_INDEX];
+  const quoteToken = new Token(
+    connection,
+    quoteTokenInfo.mint,
+    TOKEN_PROGRAM_ID,
+    payer,
+  );
+  const quoteWallet = await quoteToken.getOrCreateAssociatedAccountInfo(
+    payer.publicKey,
+  );
+
+  await client.deposit(
+    mangoGroup,
+    mangoAccount,
+    payer,
+    quoteRootBank.publicKey,
+    quoteNodeBanks[0].publicKey,
+    quoteNodeBanks[0].vault,
+    quoteWallet.address,
+    10000,
+  );
+
+  await sleep(sleepTime);
+
+  const marketPk = mangoGroup.spotMarkets[3].spotMarket;
+  const market = await serum.Market.load(connection, marketPk, undefined, groupConfig.serumProgramId);
+  const oracle = mangoGroup.oracles[3];
+  
+  await mangoAccount.reload(connection);
+  const oracleData = await connection.getAccountInfo(oracle);
+  if(oracleData == null)
+    return;
+  // determine asset price
+  const price = pyth.parsePriceData(oracleData?.data);
+  const assetPrice = price!.price;
+  console.log('asset price is ' + assetPrice)
+
+  // Buy some spot to create sell instructions later
+  {
+    await client.placeSpotOrder(mangoGroup, mangoAccount, mangoGroup.mangoCache, market, payer, "buy", assetPrice ?? 0 * 1.05, 1, 'limit');
+    const consumeItx = market.makeConsumeEventsInstruction(mangoAccount.spotOpenOrders, 10);
+    const trx = new Transaction();
+    trx.add(consumeItx);
+    await client.sendTransaction(trx, payer, []);
+    await mangoAccount.reload(connection);
+  }
+  
+  // placing orders
+  console.log('place order 1')
+  await client.placeSpotOrder(mangoGroup, mangoAccount, mangoGroup.mangoCache, market, payer, "buy", assetPrice ?? 0 * 0.99, 1, 'limit');
+  await mangoAccount.reload(connection);
+  console.log('place order 2')
+  await client.placeSpotOrder(mangoGroup, mangoAccount, mangoGroup.mangoCache, market, payer, "sell", assetPrice ?? 0 * 1.02, 1, 'limit');
+  // checking open orders length
+  {
+    const orders = await mangoAccount.loadSpotOrdersForMarket(connection, market, 3)
+    expect( orders.length === 2 );
+    console.log("Number of orders placed are : " + orders.length)
+  }
+  // canceling all spot orders for a market
+  console.log("Cancel All Spot Orders");
+  const signature = await client.cancelAllSpotOrders(mangoGroup, mangoAccount, market, payer, 255);
+  console.log("cancel all spot orders signature " + signature)
+  
+  await sleep(sleepTime);
+  {
+    const orders = await mangoAccount.loadSpotOrdersForMarket(connection, market, 3)
+    expect( orders.length === 0 );
+    console.log("Number of orders placed are : " + orders.length)
+  }
+}
+
+testCancelAllSpotOrders()