2022-03-20 02:11:36 -07:00
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use anchor_lang::prelude::*;
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2022-03-24 09:29:30 -07:00
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use crate::state::{
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oracle_price, Book, EventQueueHeader, Group, MangoAccount, OrderType, PerpMarket, Queue,
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};
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2022-03-21 12:29:28 -07:00
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2022-03-20 02:11:36 -07:00
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#[derive(Accounts)]
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2022-03-21 12:29:28 -07:00
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pub struct PlacePerpOrder<'info> {
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pub group: AccountLoader<'info, Group>,
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#[account(
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mut,
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has_one = group,
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has_one = owner,
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)]
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pub account: AccountLoader<'info, MangoAccount>,
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#[account(
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mut,
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has_one = group,
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has_one = bids,
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has_one = asks,
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has_one = oracle,
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)]
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pub perp_market: AccountLoader<'info, PerpMarket>,
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#[account(mut)]
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pub asks: UncheckedAccount<'info>,
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#[account(mut)]
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pub bids: UncheckedAccount<'info>,
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2022-03-24 06:40:08 -07:00
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#[account(mut)]
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pub event_queue: AccountLoader<'info, Queue<EventQueueHeader>>,
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2022-03-21 12:29:28 -07:00
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pub oracle: UncheckedAccount<'info>,
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pub owner: Signer<'info>,
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}
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2022-03-22 03:19:12 -07:00
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// TODO
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#[allow(clippy::too_many_arguments)]
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pub fn place_perp_order(
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ctx: Context<PlacePerpOrder>,
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price: i64,
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max_base_quantity: i64,
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max_quote_quantity: i64,
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client_order_id: u64,
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order_type: OrderType,
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expiry_timestamp: u64,
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limit: u8,
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) -> Result<()> {
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let mut account = ctx.accounts.account.load_mut()?;
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let mango_account_pk = ctx.accounts.account.key();
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let mut perp_market = ctx.accounts.perp_market.load_mut()?;
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let bids = &ctx.accounts.bids.to_account_info();
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let asks = &ctx.accounts.asks.to_account_info();
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let mut book = Book::load_mut(bids, asks, &perp_market)?;
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let mut event_queue = ctx.accounts.event_queue.load_mut()?;
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2022-03-22 23:53:45 -07:00
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2022-03-24 09:29:30 -07:00
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let oracle_price = oracle_price(&ctx.accounts.oracle.to_account_info())?;
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let now_ts = Clock::get()?.unix_timestamp as u64;
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let time_in_force = if expiry_timestamp != 0 {
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// If expiry is far in the future, clamp to 255 seconds
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let tif = expiry_timestamp.saturating_sub(now_ts).min(255);
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if tif == 0 {
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// If expiry is in the past, ignore the order
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msg!("Order is already expired");
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return Ok(());
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}
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tif as u8
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} else {
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// Never expire
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0
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};
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// TODO reduce_only based on event queue
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book.new_bid(
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&mut event_queue,
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&mut perp_market,
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oracle_price,
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&mut account,
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&mango_account_pk,
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price,
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max_base_quantity,
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max_quote_quantity,
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order_type,
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time_in_force,
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client_order_id,
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now_ts,
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limit,
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)?;
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2022-03-20 02:11:36 -07:00
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Ok(())
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}
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