combine open orders create with place order (#362)

* wip * place order fix * fixes * comment * cleanup Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: microwavedcola1 <microwavedcola@gmail.com>
2023-01-05 08:30:15 +01:00 · 2023-01-05 08:30:15 +01:00 · 068fad98f7
parent 5b41ff89a0
commit 068fad98f7
3 changed files with 152 additions and 33 deletions
--- a/ts/client/src/accounts/serum3.ts
+++ b/ts/client/src/accounts/serum3.ts
@ -56,6 +56,22 @@ export class Serum3Market {
    this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0];
  }

+  public async findOoPda(
+    programId: PublicKey,
+    mangoAccount: PublicKey,
+  ): Promise<PublicKey> {
+    const [openOrderPublicKey] = await PublicKey.findProgramAddress(
+      [
+        Buffer.from('Serum3OO'),
+        mangoAccount.toBuffer(),
+        this.publicKey.toBuffer(),
+      ],
+      programId,
+    );
+
+    return openOrderPublicKey;
+  }
+
  public getFeeRates(taker = true): number {
    // See https://github.com/openbook-dex/program/blob/master/dex/src/fees.rs#L81
    const ratesBps =
--- a/ts/client/src/client.ts
+++ b/ts/client/src/client.ts
@ -48,7 +48,12 @@ import { OPENBOOK_PROGRAM_ID } from './constants';
 import { Id } from './ids';
 import { IDL, MangoV4 } from './mango_v4';
 import { I80F48 } from './numbers/I80F48';
-import { FlashLoanType, InterestRateParams, OracleConfigParams } from './types';
+import {
+  AdditionalHealthAccounts,
+  FlashLoanType,
+  InterestRateParams,
+  OracleConfigParams,
+} from './types';
 import {
  I64_MAX_BN,
  createAssociatedTokenAccountIdempotentInstruction,
@ -1102,11 +1107,36 @@ export class MangoClient {
      .rpc();
  }

-  public async serum3CloseOpenOrders(
+  public async serum3CreateOpenOrdersIx(
    group: Group,
    mangoAccount: MangoAccount,
    externalMarketPk: PublicKey,
-  ): Promise<TransactionSignature> {
+  ): Promise<TransactionInstruction> {
+    const serum3Market: Serum3Market = group.serum3MarketsMapByExternal.get(
+      externalMarketPk.toBase58(),
+    )!;
+
+    const ix = await this.program.methods
+      .serum3CreateOpenOrders()
+      .accounts({
+        group: group.publicKey,
+        account: mangoAccount.publicKey,
+        serumMarket: serum3Market.publicKey,
+        serumProgram: serum3Market.serumProgram,
+        serumMarketExternal: serum3Market.serumMarketExternal,
+        owner: (this.program.provider as AnchorProvider).wallet.publicKey,
+        payer: (this.program.provider as AnchorProvider).wallet.publicKey,
+      })
+      .instruction();
+
+    return ix;
+  }
+
+  public async serum3CloseOpenOrdersIx(
+    group: Group,
+    mangoAccount: MangoAccount,
+    externalMarketPk: PublicKey,
+  ): Promise<TransactionInstruction> {
    const serum3Market = group.serum3MarketsMapByExternal.get(
      externalMarketPk.toBase58(),
    )!;
@ -1127,7 +1157,28 @@ export class MangoClient {
        solDestination: (this.program.provider as AnchorProvider).wallet
          .publicKey,
      })
-      .rpc();
+      .instruction();
+  }
+
+  public async serum3CloseOpenOrders(
+    group: Group,
+    mangoAccount: MangoAccount,
+    externalMarketPk: PublicKey,
+  ): Promise<TransactionSignature> {
+    const ix = await this.serum3CloseOpenOrdersIx(
+      group,
+      mangoAccount,
+      externalMarketPk,
+    );
+
+    return await sendTransaction(
+      this.program.provider as AnchorProvider,
+      [ix],
+      group.addressLookupTablesList,
+      {
+        postSendTxCallback: this.postSendTxCallback,
+      },
+    );
  }

  public async serum3PlaceOrderIx(
@ -1141,27 +1192,44 @@ export class MangoClient {
    orderType: Serum3OrderType,
    clientOrderId: number,
    limit: number,
-  ): Promise<TransactionInstruction> {
+  ): Promise<TransactionInstruction[]> {
+    const ixs: TransactionInstruction[] = [];
    const serum3Market = group.serum3MarketsMapByExternal.get(
      externalMarketPk.toBase58(),
    )!;
+
+    let ooPk;
+    let additionalAccounts: AdditionalHealthAccounts | undefined = undefined;
    if (!mangoAccount.getSerum3Account(serum3Market.marketIndex)) {
-      await this.serum3CreateOpenOrders(
+      const ix = await this.serum3CreateOpenOrdersIx(
        group,
        mangoAccount,
        serum3Market.serumMarketExternal,
      );
-      await mangoAccount.reload(this);
-    }
-    const serum3MarketExternal = group.serum3ExternalMarketsMap.get(
-      externalMarketPk.toBase58(),
-    )!;
-    const serum3MarketExternalVaultSigner =
-      await generateSerum3MarketExternalVaultSignerAddress(
-        this.cluster,
-        serum3Market,
-        serum3MarketExternal,
+
+      ooPk = await serum3Market.findOoPda(
+        this.program.programId,
+        mangoAccount.publicKey,
      );
+      const tokenIndex =
+        serum3Market[
+          side == Serum3Side.bid ? 'baseTokenIndex' : 'quoteTokenIndex'
+        ];
+      const baseBank = group.getFirstBankByTokenIndex(tokenIndex);
+
+      // only push bank/oracle if no deposit has been previously made for same token
+      const hasBaseBank =
+        mangoAccount.tokens[tokenIndex].tokenIndex !==
+        TokenPosition.TokenIndexUnset;
+
+      additionalAccounts = {
+        banks: !hasBaseBank ? [baseBank.publicKey] : [],
+        oracles: !hasBaseBank ? [baseBank.oracle] : [],
+        openOrders: [ooPk],
+        perps: [],
+      };
+      ixs.push(ix);
+    }

    const healthRemainingAccounts: PublicKey[] =
      this.buildHealthRemainingAccounts(
@ -1170,6 +1238,17 @@ export class MangoClient {
        [mangoAccount],
        [],
        [],
+        additionalAccounts,
+      );
+
+    const serum3MarketExternal = group.serum3ExternalMarketsMap.get(
+      externalMarketPk.toBase58(),
+    )!;
+    const serum3MarketExternalVaultSigner =
+      await generateSerum3MarketExternalVaultSignerAddress(
+        this.cluster,
+        serum3Market,
+        serum3MarketExternal,
      );

    const limitPrice = serum3MarketExternal.priceNumberToLots(price);
@ -1191,7 +1270,6 @@ export class MangoClient {
    })();

    const payerBank = group.getFirstBankByTokenIndex(payerTokenIndex);
-
    const ix = await this.program.methods
      .serum3PlaceOrder(
        side,
@ -1207,8 +1285,9 @@ export class MangoClient {
        group: group.publicKey,
        account: mangoAccount.publicKey,
        owner: (this.program.provider as AnchorProvider).wallet.publicKey,
-        openOrders: mangoAccount.getSerum3Account(serum3Market.marketIndex)
-          ?.openOrders,
+        openOrders:
+          ooPk ||
+          mangoAccount.getSerum3Account(serum3Market.marketIndex)?.openOrders,
        serumMarket: serum3Market.publicKey,
        serumProgram: OPENBOOK_PROGRAM_ID[this.cluster],
        serumMarketExternal: serum3Market.serumMarketExternal,
@ -1231,7 +1310,9 @@ export class MangoClient {
      )
      .instruction();

-    return ix;
+    ixs.push(ix);
+
+    return ixs;
  }

  public async serum3PlaceOrder(
@ -1246,7 +1327,7 @@ export class MangoClient {
    clientOrderId: number,
    limit: number,
  ): Promise<TransactionSignature> {
-    const ix = await this.serum3PlaceOrderIx(
+    const placeOrderIxes = await this.serum3PlaceOrderIx(
      group,
      mangoAccount,
      externalMarketPk,
@ -1258,15 +1339,14 @@ export class MangoClient {
      clientOrderId,
      limit,
    );
-
-    const ix2 = await this.serum3SettleFundsIx(
+    const settleIx = await this.serum3SettleFundsIx(
      group,
      mangoAccount,
      externalMarketPk,
    );

    return await this.sendAndConfirmTransaction(
-      [ix, ix2],
+      [...placeOrderIxes, settleIx],
      group.addressLookupTablesList,
    );
  }
@ -1319,12 +1399,16 @@ export class MangoClient {
    const serum3MarketExternal = group.serum3ExternalMarketsMap.get(
      externalMarketPk.toBase58(),
    )!;
-    const serum3MarketExternalVaultSigner =
-      await generateSerum3MarketExternalVaultSignerAddress(
-        this.cluster,
-        serum3Market,
-        serum3MarketExternal,
-      );
+
+    const [serum3MarketExternalVaultSigner, openOrderPublicKey] =
+      await Promise.all([
+        generateSerum3MarketExternalVaultSignerAddress(
+          this.cluster,
+          serum3Market,
+          serum3MarketExternal,
+        ),
+        serum3Market.findOoPda(this.program.programId, mangoAccount.publicKey),
+      ]);

    const ix = await this.program.methods
      .serum3SettleFunds()
@ -1332,8 +1416,7 @@ export class MangoClient {
        group: group.publicKey,
        account: mangoAccount.publicKey,
        owner: (this.program.provider as AnchorProvider).wallet.publicKey,
-        openOrders: mangoAccount.getSerum3Account(serum3Market.marketIndex)
-          ?.openOrders,
+        openOrders: openOrderPublicKey,
        serumMarket: serum3Market.publicKey,
        serumProgram: OPENBOOK_PROGRAM_ID[this.cluster],
        serumMarketExternal: serum3Market.serumMarketExternal,
@ -2490,6 +2573,7 @@ export class MangoClient {
    mangoAccounts: MangoAccount[],
    banks: Bank[],
    perpMarkets: PerpMarket[],
+    additionalAccounts?: AdditionalHealthAccounts,
  ): PublicKey[] {
    if (retriever === AccountRetriever.Fixed) {
      return this.buildFixedAccountRetrieverHealthAccounts(
@ -2497,6 +2581,7 @@ export class MangoClient {
        mangoAccounts[0],
        banks,
        perpMarkets,
+        additionalAccounts,
      );
    } else {
      return this.buildScanningAccountRetrieverHealthAccounts(
@ -2515,6 +2600,12 @@ export class MangoClient {
    // but user would potentially open new positions.
    banks: Bank[],
    perpMarkets: PerpMarket[],
+    additionalAccounts: AdditionalHealthAccounts = {
+      oracles: [],
+      banks: [],
+      perps: [],
+      openOrders: [],
+    },
  ): PublicKey[] {
    const healthRemainingAccounts: PublicKey[] = [];

@ -2541,9 +2632,11 @@ export class MangoClient {

    healthRemainingAccounts.push(
      ...mintInfos.map((mintInfo) => mintInfo.firstBank()),
+      ...additionalAccounts.banks,
    );
    healthRemainingAccounts.push(
      ...mintInfos.map((mintInfo) => mintInfo.oracle),
+      ...additionalAccounts.oracles,
    );

    const allPerpIndices = mangoAccount.perps.map((perp) => perp.marketIndex);
@ -2567,6 +2660,7 @@ export class MangoClient {
      .map((index) => group.findPerpMarket(index)!);
    healthRemainingAccounts.push(
      ...allPerpMarkets.map((perp) => perp.publicKey),
+      ...additionalAccounts.perps,
    );
    healthRemainingAccounts.push(...allPerpMarkets.map((perp) => perp.oracle));

@ -2574,6 +2668,7 @@ export class MangoClient {
      ...mangoAccount.serum3
        .filter((serum3Account) => serum3Account.marketIndex !== 65535)
        .map((serum3Account) => serum3Account.openOrders),
+      ...additionalAccounts.openOrders,
    );

    // debugHealthAccounts(group, mangoAccount, healthRemainingAccounts);
@ -2720,7 +2815,7 @@ export class MangoClient {
        limit,
      ),
    ]);
-    transactionInstructions.push(cancelOrderIx, settleIx, placeOrderIx);
+    transactionInstructions.push(cancelOrderIx, settleIx, ...placeOrderIx);

    return await this.sendAndConfirmTransaction(
      transactionInstructions,
--- a/ts/client/src/types.ts
+++ b/ts/client/src/types.ts
@ -1,4 +1,5 @@
 import { BN } from '@project-serum/anchor';
+import { PublicKey } from '@solana/web3.js';

 export type Modify<T, R> = Omit<T, keyof R> & R;

@ -25,3 +26,10 @@ export class OracleConfigParams {
  confFilter: number;
  maxStalenessSlots: number | null;
 }
+
+export type AdditionalHealthAccounts = {
+  banks: PublicKey[];
+  oracles: PublicKey[];
+  perps: PublicKey[];
+  openOrders: PublicKey[];
+};