microwavedcola1
GitHub
commit
3443ab0d70
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@ -16,7 +16,7 @@ pub struct CreatePerpMarket<'info> {
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#[account(
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init,
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seeds = [group.key().as_ref(), b"PerpMarket".as_ref(), &perp_market_index.to_le_bytes().as_ref()],
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seeds = [group.key().as_ref(), b"PerpMarket".as_ref(), perp_market_index.to_le_bytes().as_ref()],
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bump,
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payer = payer,
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space = 8 + std::mem::size_of::<PerpMarket>(),
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@ -50,8 +50,8 @@ pub fn create_perp_market(
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oracle: ctx.accounts.oracle.key(),
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bids: ctx.accounts.bids.key(),
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asks: ctx.accounts.asks.key(),
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quote_lot_size: quote_lot_size,
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base_lot_size: base_lot_size,
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quote_lot_size,
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base_lot_size,
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seq_num: 0,
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perp_market_index,
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base_token_index: base_token_index_opt.ok_or(TokenIndex::MAX).unwrap(),
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@ -141,9 +141,9 @@ fn get_pre_cpi_amounts(ctx: &Context<MarginTrade>, cpi_ais: &Vec<AccountInfo>) -
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fn adjust_for_post_cpi_amounts(
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ctx: &Context<MarginTrade>,
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cpi_ais: &Vec<AccountInfo>,
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cpi_ais: &[AccountInfo],
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pre_cpi_amounts: Vec<u64>,
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banks: &mut Vec<AccountInfo>,
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banks: &mut [AccountInfo],
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account: &mut MangoAccount,
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) -> Result<()> {
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let token_accounts_iter = cpi_ais
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@ -1,8 +1,6 @@
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use anchor_lang::prelude::*;
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use crate::state::{
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oracle_price, Book, BookSide, Group, MangoAccount, OrderType, PerpMarket, Side,
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};
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use crate::state::{Book, BookSide, Group, MangoAccount, OrderType, PerpMarket};
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#[derive(Accounts)]
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pub struct PlacePerpOrder<'info> {
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@ -32,22 +30,19 @@ pub struct PlacePerpOrder<'info> {
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pub owner: Signer<'info>,
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}
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// TODO
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#[allow(clippy::too_many_arguments)]
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pub fn place_perp_order(
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ctx: Context<PlacePerpOrder>,
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// TODO side is harcoded for now
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// maybe new_bid and new_ask can be folded into one function
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// side: Side,
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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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// TODO reduce_only relies on event queue
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// reduce_only: bool,
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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 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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@ -55,7 +50,7 @@ pub fn place_perp_order(
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let asks = &ctx.accounts.asks.to_account_info();
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let mut book = Book::load_checked(&bids, &asks, &perp_market)?;
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let oracle_price = oracle_price(&ctx.accounts.oracle.to_account_info())?;
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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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@ -75,14 +70,9 @@ pub fn place_perp_order(
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// TODO reduce_only based on event queue
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book.new_bid(
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// program_id: &Pubkey,
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// mango_group: &MangoGroup,
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// mango_group_pk: &Pubkey,
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// mango_cache: &MangoCache,
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// event_queue: &mut EventQueue,
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&mut perp_market,
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oracle_price,
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&mut account,
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// oracle_price,
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// &mut account,
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&mango_account_pk,
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// market_index: usize,
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price,
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@ -92,7 +82,6 @@ pub fn place_perp_order(
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time_in_force,
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client_order_id,
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now_ts,
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// referrer_mango_account_ai: Option<&AccountInfo>,
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limit,
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)?;
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@ -15,7 +15,7 @@ pub mod instructions;
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mod serum3_cpi;
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pub mod state;
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use state::{OrderType, PerpMarketIndex, Serum3MarketIndex, Side, TokenIndex};
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use state::{OrderType, PerpMarketIndex, Serum3MarketIndex, TokenIndex};
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declare_id!("Fg6PaFpoGXkYsidMpWTK6W2BeZ7FEfcYkg476zPFsLnS");
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@ -145,25 +145,21 @@ pub mod mango_v4 {
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pub fn place_perp_order(
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ctx: Context<PlacePerpOrder>,
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side: Side,
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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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reduce_only: bool,
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expiry_timestamp: u64,
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limit: u8,
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) -> Result<()> {
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instructions::place_perp_order(
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ctx,
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// side,
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price,
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max_base_quantity,
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max_quote_quantity,
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client_order_id,
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order_type,
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// reduce_only,
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expiry_timestamp,
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limit,
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)
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@ -14,7 +14,7 @@ use crate::state::*;
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// MangoAccount size and health compute needs.
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const MAX_INDEXED_POSITIONS: usize = 16;
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const MAX_SERUM_OPEN_ORDERS: usize = 8;
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const MAX_PERP_OPEN_ORDERS: usize = 8;
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// const MAX_PERP_OPEN_ORDERS: usize = 8;
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#[zero_copy]
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pub struct TokenAccount {
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@ -95,7 +95,7 @@ impl TokenAccountMap {
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if let Some(i) = pos {
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self.values[i] = TokenAccount {
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indexed_value: I80F48::ZERO,
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token_index: token_index,
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token_index,
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in_use_count: 0,
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};
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}
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@ -4,19 +4,18 @@ use crate::{
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error::MangoError,
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state::{
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orderbook::{bookside::BookSide, nodes::LeafNode},
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MangoAccount, PerpMarket,
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PerpMarket,
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},
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};
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use anchor_lang::prelude::*;
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use bytemuck::cast;
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use fixed::types::I80F48;
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use fixed_macro::types::I80F48;
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use super::{
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nodes::NodeHandle,
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order_type::{OrderType, Side},
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queue::{EventQueue, FillEvent, OutEvent},
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};
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use crate::util::checked_math as cm;
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pub const CENTIBPS_PER_UNIT: I80F48 = I80F48!(1_000_000);
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// todo move to a constants module or something
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@ -191,146 +190,146 @@ impl<'a> Book<'a> {
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/// Iterate over the book and return
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/// return changes to (taker_base, taker_quote, bids_quantity, asks_quantity)
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pub fn sim_new_bid(
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&self,
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market: &PerpMarket,
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// info: &PerpMarketInfo,
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oracle_price: I80F48,
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price: i64,
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max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
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max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
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order_type: OrderType,
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now_ts: u64,
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) -> std::result::Result<(i64, i64, i64, i64), Error> {
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let (mut taker_base, mut taker_quote, mut bids_quantity, asks_quantity) = (0, 0, 0i64, 0);
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// pub fn sim_new_bid(
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// &self,
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// market: &PerpMarket,
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// // info: &PerpMarketInfo,
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// oracle_price: I80F48,
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// price: i64,
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// max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
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// max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
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// order_type: OrderType,
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// now_ts: u64,
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// ) -> std::result::Result<(i64, i64, i64, i64), Error> {
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// let (mut taker_base, mut taker_quote, mut bids_quantity, asks_quantity) = (0, 0, 0i64, 0);
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let (post_only, mut post_allowed, price) = match order_type {
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OrderType::Limit => (false, true, price),
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OrderType::ImmediateOrCancel => (false, false, price),
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OrderType::PostOnly => (true, true, price),
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OrderType::Market => (false, false, i64::MAX),
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OrderType::PostOnlySlide => {
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let price = if let Some(best_ask_price) = self.get_best_ask_price(now_ts) {
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price.min(best_ask_price.checked_sub(1).ok_or(MangoError::SomeError)?)
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// math_err
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} else {
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price
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};
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(true, true, price)
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}
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};
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// if post_allowed {
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// // price limit check computed lazily to save CU on average
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// let native_price = market.lot_to_native_price(price);
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// if native_price.checked_div(oracle_price).unwrap() > info.maint_liab_weight {
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// msg!("Posting on book disallowed due to price limits");
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// post_allowed = false;
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// }
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// }
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// let (post_only, mut post_allowed, price) = match order_type {
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// OrderType::Limit => (false, true, price),
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// OrderType::ImmediateOrCancel => (false, false, price),
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// OrderType::PostOnly => (true, true, price),
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// OrderType::Market => (false, false, i64::MAX),
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// OrderType::PostOnlySlide => {
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// let price = if let Some(best_ask_price) = self.get_best_ask_price(now_ts) {
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// price.min(best_ask_price.checked_sub(1).ok_or(MangoError::SomeError)?)
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// // math_err
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// } else {
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// price
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// };
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// (true, true, price)
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// }
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// };
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// // if post_allowed {
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// // // price limit check computed lazily to save CU on average
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// // let native_price = market.lot_to_native_price(price);
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// // if native_price.checked_div(oracle_price).unwrap() > info.maint_liab_weight {
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// // msg!("Posting on book disallowed due to price limits");
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// // post_allowed = false;
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// // }
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// // }
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let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
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let mut rem_quote_quantity = max_quote_quantity;
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// let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
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// let mut rem_quote_quantity = max_quote_quantity;
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for (_, best_ask) in self.asks.iter_valid(now_ts) {
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let best_ask_price = best_ask.price();
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if price < best_ask_price {
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break;
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} else if post_only {
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return Ok((taker_base, taker_quote, bids_quantity, asks_quantity));
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}
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// for (_, best_ask) in self.asks.iter_valid(now_ts) {
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// let best_ask_price = best_ask.price();
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// if price < best_ask_price {
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// break;
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// } else if post_only {
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// return Ok((taker_base, taker_quote, bids_quantity, asks_quantity));
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// }
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let max_match_by_quote = rem_quote_quantity / best_ask_price;
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let match_quantity = rem_base_quantity
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.min(best_ask.quantity)
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.min(max_match_by_quote);
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// let max_match_by_quote = rem_quote_quantity / best_ask_price;
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// let match_quantity = rem_base_quantity
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// .min(best_ask.quantity)
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// .min(max_match_by_quote);
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let match_quote = match_quantity * best_ask_price;
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rem_base_quantity -= match_quantity;
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rem_quote_quantity -= match_quote;
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// let match_quote = match_quantity * best_ask_price;
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// rem_base_quantity -= match_quantity;
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// rem_quote_quantity -= match_quote;
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taker_base += match_quantity;
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taker_quote -= match_quote;
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if match_quantity == max_match_by_quote || rem_base_quantity == 0 {
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break;
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}
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}
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let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
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if post_allowed && book_base_quantity > 0 {
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bids_quantity = bids_quantity.checked_add(book_base_quantity).unwrap();
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}
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Ok((taker_base, taker_quote, bids_quantity, asks_quantity))
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}
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// taker_base += match_quantity;
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// taker_quote -= match_quote;
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// if match_quantity == max_match_by_quote || rem_base_quantity == 0 {
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// break;
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// }
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// }
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// let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
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// if post_allowed && book_base_quantity > 0 {
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// bids_quantity = bids_quantity.checked_add(book_base_quantity).unwrap();
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// }
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// Ok((taker_base, taker_quote, bids_quantity, asks_quantity))
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// }
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pub fn sim_new_ask(
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&self,
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market: &PerpMarket,
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// info: &PerpMarketInfo,
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oracle_price: I80F48,
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price: i64,
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max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
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max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
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order_type: OrderType,
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now_ts: u64,
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) -> std::result::Result<(i64, i64, i64, i64), Error> {
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let (mut taker_base, mut taker_quote, bids_quantity, mut asks_quantity) = (0, 0, 0, 0i64);
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// pub fn sim_new_ask(
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// &self,
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// market: &PerpMarket,
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// // info: &PerpMarketInfo,
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// oracle_price: I80F48,
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// price: i64,
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// max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
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// max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
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// order_type: OrderType,
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// now_ts: u64,
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// ) -> std::result::Result<(i64, i64, i64, i64), Error> {
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// let (mut taker_base, mut taker_quote, bids_quantity, mut asks_quantity) = (0, 0, 0, 0i64);
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let (post_only, mut post_allowed, price) = match order_type {
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OrderType::Limit => (false, true, price),
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OrderType::ImmediateOrCancel => (false, false, price),
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OrderType::PostOnly => (true, true, price),
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OrderType::Market => (false, false, 1),
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OrderType::PostOnlySlide => {
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let price = if let Some(best_bid_price) = self.get_best_bid_price(now_ts) {
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price.max(best_bid_price.checked_add(1).ok_or(MangoError::SomeError)?)
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// todo math_err
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} else {
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price
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};
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(true, true, price)
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}
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};
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// if post_allowed {
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// // price limit check computed lazily to save CU on average
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// let native_price = market.lot_to_native_price(price);
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// if native_price.checked_div(oracle_price).unwrap() < info.maint_asset_weight {
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// msg!("Posting on book disallowed due to price limits");
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// post_allowed = false;
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// }
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// }
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// let (post_only, mut post_allowed, price) = match order_type {
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// OrderType::Limit => (false, true, price),
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// OrderType::ImmediateOrCancel => (false, false, price),
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// OrderType::PostOnly => (true, true, price),
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// OrderType::Market => (false, false, 1),
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// OrderType::PostOnlySlide => {
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// let price = if let Some(best_bid_price) = self.get_best_bid_price(now_ts) {
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// price.max(best_bid_price.checked_add(1).ok_or(MangoError::SomeError)?)
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// // todo math_err
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// } else {
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// price
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// };
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// (true, true, price)
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// }
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// };
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// // if post_allowed {
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// // // price limit check computed lazily to save CU on average
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// // let native_price = market.lot_to_native_price(price);
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// // if native_price.checked_div(oracle_price).unwrap() < info.maint_asset_weight {
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// // msg!("Posting on book disallowed due to price limits");
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// // post_allowed = false;
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// // }
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// // }
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let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
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let mut rem_quote_quantity = max_quote_quantity;
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// let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
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// let mut rem_quote_quantity = max_quote_quantity;
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for (_, best_bid) in self.bids.iter_valid(now_ts) {
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let best_bid_price = best_bid.price();
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if price > best_bid_price {
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break;
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} else if post_only {
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return Ok((taker_base, taker_quote, bids_quantity, asks_quantity));
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}
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// for (_, best_bid) in self.bids.iter_valid(now_ts) {
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// let best_bid_price = best_bid.price();
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// if price > best_bid_price {
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// break;
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// } else if post_only {
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// return Ok((taker_base, taker_quote, bids_quantity, asks_quantity));
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// }
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let max_match_by_quote = rem_quote_quantity / best_bid_price;
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let match_quantity = rem_base_quantity
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.min(best_bid.quantity)
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.min(max_match_by_quote);
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// let max_match_by_quote = rem_quote_quantity / best_bid_price;
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// let match_quantity = rem_base_quantity
|
||||
// .min(best_bid.quantity)
|
||||
// .min(max_match_by_quote);
|
||||
|
||||
let match_quote = match_quantity * best_bid_price;
|
||||
rem_base_quantity -= match_quantity;
|
||||
rem_quote_quantity -= match_quote;
|
||||
// let match_quote = match_quantity * best_bid_price;
|
||||
// rem_base_quantity -= match_quantity;
|
||||
// rem_quote_quantity -= match_quote;
|
||||
|
||||
taker_base -= match_quantity;
|
||||
taker_quote += match_quote;
|
||||
if match_quantity == max_match_by_quote || rem_base_quantity == 0 {
|
||||
break;
|
||||
}
|
||||
}
|
||||
// taker_base -= match_quantity;
|
||||
// taker_quote += match_quote;
|
||||
// if match_quantity == max_match_by_quote || rem_base_quantity == 0 {
|
||||
// break;
|
||||
// }
|
||||
// }
|
||||
|
||||
let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
|
||||
if post_allowed && book_base_quantity > 0 {
|
||||
asks_quantity = asks_quantity.checked_add(book_base_quantity).unwrap();
|
||||
}
|
||||
Ok((taker_base, taker_quote, bids_quantity, asks_quantity))
|
||||
}
|
||||
// let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
|
||||
// if post_allowed && book_base_quantity > 0 {
|
||||
// asks_quantity = asks_quantity.checked_add(book_base_quantity).unwrap();
|
||||
// }
|
||||
// Ok((taker_base, taker_quote, bids_quantity, asks_quantity))
|
||||
// }
|
||||
|
||||
// todo: can new_bid and new_ask be elegantly folded into one method?
|
||||
#[inline(never)]
|
||||
|
|
@ -342,8 +341,8 @@ impl<'a> Book<'a> {
|
|||
// mango_cache: &MangoCache,
|
||||
// event_queue: &mut EventQueue,
|
||||
market: &mut PerpMarket,
|
||||
oracle_price: I80F48,
|
||||
mango_account: &mut MangoAccount,
|
||||
// oracle_price: I80F48,
|
||||
// mango_account: &mut MangoAccount,
|
||||
mango_account_pk: &Pubkey,
|
||||
// market_index: usize,
|
||||
price: i64,
|
||||
|
|
@ -438,12 +437,12 @@ impl<'a> Book<'a> {
|
|||
.min(max_match_by_quote);
|
||||
let done = match_quantity == max_match_by_quote || match_quantity == rem_base_quantity;
|
||||
|
||||
let match_quote = match_quantity * best_ask_price;
|
||||
rem_base_quantity -= match_quantity;
|
||||
rem_quote_quantity -= match_quote;
|
||||
let match_quote = cm!(match_quantity * best_ask_price);
|
||||
rem_base_quantity = cm!(rem_base_quantity - match_quantity);
|
||||
rem_quote_quantity = cm!(rem_quote_quantity - match_quote);
|
||||
// mango_account.perp_accounts[market_index].add_taker_trade(match_quantity, -match_quote);
|
||||
|
||||
let new_best_ask_quantity = best_ask.quantity - match_quantity;
|
||||
let new_best_ask_quantity = cm!(best_ask.quantity - match_quantity);
|
||||
let maker_out = new_best_ask_quantity == 0;
|
||||
if maker_out {
|
||||
ask_deletes.push(best_ask.key);
|
||||
|
|
@ -495,7 +494,7 @@ impl<'a> Book<'a> {
|
|||
break;
|
||||
}
|
||||
}
|
||||
let total_quote_taken = max_quote_quantity - rem_quote_quantity;
|
||||
// let total_quote_taken = cm!(max_quote_quantity - rem_quote_quantity);
|
||||
|
||||
// Apply changes to matched asks (handles invalidate on delete!)
|
||||
for (handle, new_quantity) in ask_changes {
|
||||
|
|
@ -514,17 +513,17 @@ impl<'a> Book<'a> {
|
|||
let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
|
||||
if post_allowed && book_base_quantity > 0 {
|
||||
// Drop an expired order if possible
|
||||
if let Some(expired_bid) = self.bids.remove_one_expired(now_ts) {
|
||||
// let event = OutEvent::new(
|
||||
// Side::Bid,
|
||||
// expired_bid.owner_slot,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// expired_bid.owner,
|
||||
// expired_bid.quantity,
|
||||
// );
|
||||
// event_queue.push_back(cast(event)).unwrap();
|
||||
}
|
||||
// if let Some(expired_bid) = self.bids.remove_one_expired(now_ts) {
|
||||
// let event = OutEvent::new(
|
||||
// Side::Bid,
|
||||
// expired_bid.owner_slot,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// expired_bid.owner,
|
||||
// expired_bid.quantity,
|
||||
// );
|
||||
// event_queue.push_back(cast(event)).unwrap();
|
||||
// }
|
||||
|
||||
if self.bids.is_full() {
|
||||
// If this bid is higher than lowest bid, boot that bid and insert this one
|
||||
|
|
@ -599,271 +598,271 @@ impl<'a> Book<'a> {
|
|||
Ok(())
|
||||
}
|
||||
|
||||
#[inline(never)]
|
||||
pub fn new_ask(
|
||||
&mut self,
|
||||
program_id: &Pubkey,
|
||||
// mango_group: &MangoGroup,
|
||||
mango_group_pk: &Pubkey,
|
||||
// mango_cache: &MangoCache,
|
||||
event_queue: &mut EventQueue,
|
||||
market: &mut PerpMarket,
|
||||
oracle_price: I80F48,
|
||||
mango_account: &mut MangoAccount,
|
||||
mango_account_pk: &Pubkey,
|
||||
market_index: usize,
|
||||
price: i64,
|
||||
max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
|
||||
max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
|
||||
order_type: OrderType,
|
||||
time_in_force: u8,
|
||||
client_order_id: u64,
|
||||
now_ts: u64,
|
||||
referrer_mango_account_ai: Option<&AccountInfo>,
|
||||
mut limit: u8, // max number of FillEvents allowed; guaranteed to be greater than 0
|
||||
) -> Result<()> {
|
||||
let (post_only, mut post_allowed, price) = match order_type {
|
||||
OrderType::Limit => (false, true, price),
|
||||
OrderType::ImmediateOrCancel => (false, false, price),
|
||||
OrderType::PostOnly => (true, true, price),
|
||||
OrderType::Market => (false, false, 1),
|
||||
OrderType::PostOnlySlide => {
|
||||
let price = if let Some(best_bid_price) = self.get_best_bid_price(now_ts) {
|
||||
price.max(best_bid_price.checked_add(1).ok_or(MangoError::SomeError)?)
|
||||
// math_err
|
||||
} else {
|
||||
price
|
||||
};
|
||||
(true, true, price)
|
||||
}
|
||||
};
|
||||
// #[inline(never)]
|
||||
// pub fn new_ask(
|
||||
// &mut self,
|
||||
// program_id: &Pubkey,
|
||||
// // mango_group: &MangoGroup,
|
||||
// mango_group_pk: &Pubkey,
|
||||
// // mango_cache: &MangoCache,
|
||||
// event_queue: &mut EventQueue,
|
||||
// market: &mut PerpMarket,
|
||||
// oracle_price: I80F48,
|
||||
// mango_account: &mut MangoAccount,
|
||||
// mango_account_pk: &Pubkey,
|
||||
// market_index: usize,
|
||||
// price: i64,
|
||||
// max_base_quantity: i64, // guaranteed to be greater than zero due to initial check
|
||||
// max_quote_quantity: i64, // guaranteed to be greater than zero due to initial check
|
||||
// order_type: OrderType,
|
||||
// time_in_force: u8,
|
||||
// client_order_id: u64,
|
||||
// now_ts: u64,
|
||||
// referrer_mango_account_ai: Option<&AccountInfo>,
|
||||
// mut limit: u8, // max number of FillEvents allowed; guaranteed to be greater than 0
|
||||
// ) -> Result<()> {
|
||||
// let (post_only, mut post_allowed, price) = match order_type {
|
||||
// OrderType::Limit => (false, true, price),
|
||||
// OrderType::ImmediateOrCancel => (false, false, price),
|
||||
// OrderType::PostOnly => (true, true, price),
|
||||
// OrderType::Market => (false, false, 1),
|
||||
// OrderType::PostOnlySlide => {
|
||||
// let price = if let Some(best_bid_price) = self.get_best_bid_price(now_ts) {
|
||||
// price.max(best_bid_price.checked_add(1).ok_or(MangoError::SomeError)?)
|
||||
// // math_err
|
||||
// } else {
|
||||
// price
|
||||
// };
|
||||
// (true, true, price)
|
||||
// }
|
||||
// };
|
||||
|
||||
// let info = &mango_group.perp_markets[market_index];
|
||||
// if post_allowed {
|
||||
// // price limit check computed lazily to save CU on average
|
||||
// let native_price = market.lot_to_native_price(price);
|
||||
// if native_price.checked_div(oracle_price).unwrap() < info.maint_asset_weight {
|
||||
// msg!("Posting on book disallowed due to price limits");
|
||||
// post_allowed = false;
|
||||
// }
|
||||
// }
|
||||
// // let info = &mango_group.perp_markets[market_index];
|
||||
// // if post_allowed {
|
||||
// // // price limit check computed lazily to save CU on average
|
||||
// // let native_price = market.lot_to_native_price(price);
|
||||
// // if native_price.checked_div(oracle_price).unwrap() < info.maint_asset_weight {
|
||||
// // msg!("Posting on book disallowed due to price limits");
|
||||
// // post_allowed = false;
|
||||
// // }
|
||||
// // }
|
||||
|
||||
// referral fee related variables
|
||||
// let mut ref_fee_rate = None;
|
||||
// let mut referrer_mango_account_opt = None;
|
||||
// // referral fee related variables
|
||||
// // let mut ref_fee_rate = None;
|
||||
// // let mut referrer_mango_account_opt = None;
|
||||
|
||||
// generate new order id
|
||||
let order_id = market.gen_order_id(Side::Ask, price);
|
||||
// // generate new order id
|
||||
// let order_id = market.gen_order_id(Side::Ask, price);
|
||||
|
||||
// Iterate through book and match against this new ask
|
||||
//
|
||||
// Any changes to matching bids are collected in bid_changes
|
||||
// and then applied after this loop.
|
||||
let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
|
||||
let mut rem_quote_quantity = max_quote_quantity;
|
||||
let mut bid_changes: Vec<(NodeHandle, i64)> = vec![];
|
||||
let mut bid_deletes: Vec<i128> = vec![];
|
||||
let mut number_of_dropped_expired_orders = 0;
|
||||
for (best_bid_h, best_bid) in self.bids.iter_all_including_invalid() {
|
||||
if !best_bid.is_valid(now_ts) {
|
||||
// Remove the order from the book unless we've done that enough
|
||||
if number_of_dropped_expired_orders < DROP_EXPIRED_ORDER_LIMIT {
|
||||
number_of_dropped_expired_orders += 1;
|
||||
let event = OutEvent::new(
|
||||
Side::Bid,
|
||||
best_bid.owner_slot,
|
||||
now_ts,
|
||||
event_queue.header.seq_num,
|
||||
best_bid.owner,
|
||||
best_bid.quantity,
|
||||
);
|
||||
event_queue.push_back(cast(event)).unwrap();
|
||||
bid_deletes.push(best_bid.key);
|
||||
}
|
||||
continue;
|
||||
}
|
||||
// // Iterate through book and match against this new ask
|
||||
// //
|
||||
// // Any changes to matching bids are collected in bid_changes
|
||||
// // and then applied after this loop.
|
||||
// let mut rem_base_quantity = max_base_quantity; // base lots (aka contracts)
|
||||
// let mut rem_quote_quantity = max_quote_quantity;
|
||||
// let mut bid_changes: Vec<(NodeHandle, i64)> = vec![];
|
||||
// let mut bid_deletes: Vec<i128> = vec![];
|
||||
// let mut number_of_dropped_expired_orders = 0;
|
||||
// for (best_bid_h, best_bid) in self.bids.iter_all_including_invalid() {
|
||||
// if !best_bid.is_valid(now_ts) {
|
||||
// // Remove the order from the book unless we've done that enough
|
||||
// if number_of_dropped_expired_orders < DROP_EXPIRED_ORDER_LIMIT {
|
||||
// number_of_dropped_expired_orders += 1;
|
||||
// let event = OutEvent::new(
|
||||
// Side::Bid,
|
||||
// best_bid.owner_slot,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// best_bid.owner,
|
||||
// best_bid.quantity,
|
||||
// );
|
||||
// event_queue.push_back(cast(event)).unwrap();
|
||||
// bid_deletes.push(best_bid.key);
|
||||
// }
|
||||
// continue;
|
||||
// }
|
||||
|
||||
let best_bid_price = best_bid.price();
|
||||
// let best_bid_price = best_bid.price();
|
||||
|
||||
if price > best_bid_price {
|
||||
break;
|
||||
} else if post_only {
|
||||
msg!("Order could not be placed due to PostOnly");
|
||||
post_allowed = false;
|
||||
break; // return silently to not fail other instructions in tx
|
||||
} else if limit == 0 {
|
||||
msg!("Order matching limit reached");
|
||||
post_allowed = false;
|
||||
break;
|
||||
}
|
||||
// if price > best_bid_price {
|
||||
// break;
|
||||
// } else if post_only {
|
||||
// msg!("Order could not be placed due to PostOnly");
|
||||
// post_allowed = false;
|
||||
// break; // return silently to not fail other instructions in tx
|
||||
// } else if limit == 0 {
|
||||
// msg!("Order matching limit reached");
|
||||
// post_allowed = false;
|
||||
// break;
|
||||
// }
|
||||
|
||||
let max_match_by_quote = rem_quote_quantity / best_bid_price;
|
||||
let match_quantity = rem_base_quantity
|
||||
.min(best_bid.quantity)
|
||||
.min(max_match_by_quote);
|
||||
let done = match_quantity == max_match_by_quote || match_quantity == rem_base_quantity;
|
||||
// let max_match_by_quote = rem_quote_quantity / best_bid_price;
|
||||
// let match_quantity = rem_base_quantity
|
||||
// .min(best_bid.quantity)
|
||||
// .min(max_match_by_quote);
|
||||
// let done = match_quantity == max_match_by_quote || match_quantity == rem_base_quantity;
|
||||
|
||||
let match_quote = match_quantity * best_bid_price;
|
||||
rem_base_quantity -= match_quantity;
|
||||
rem_quote_quantity -= match_quote;
|
||||
// mango_account.perp_accounts[market_index].add_taker_trade(-match_quantity, match_quote);
|
||||
// let match_quote = match_quantity * best_bid_price;
|
||||
// rem_base_quantity -= match_quantity;
|
||||
// rem_quote_quantity -= match_quote;
|
||||
// // mango_account.perp_accounts[market_index].add_taker_trade(-match_quantity, match_quote);
|
||||
|
||||
let new_best_bid_quantity = best_bid.quantity - match_quantity;
|
||||
let maker_out = new_best_bid_quantity == 0;
|
||||
if maker_out {
|
||||
bid_deletes.push(best_bid.key);
|
||||
} else {
|
||||
bid_changes.push((best_bid_h, new_best_bid_quantity));
|
||||
}
|
||||
// let new_best_bid_quantity = best_bid.quantity - match_quantity;
|
||||
// let maker_out = new_best_bid_quantity == 0;
|
||||
// if maker_out {
|
||||
// bid_deletes.push(best_bid.key);
|
||||
// } else {
|
||||
// bid_changes.push((best_bid_h, new_best_bid_quantity));
|
||||
// }
|
||||
|
||||
// todo
|
||||
// if ref_fee_rate is none, determine it
|
||||
// if ref_valid, then pay into referrer, else pay to perp market
|
||||
// if ref_fee_rate.is_none() {
|
||||
// let (a, b) = determine_ref_vars(
|
||||
// program_id,
|
||||
// mango_group,
|
||||
// mango_group_pk,
|
||||
// mango_cache,
|
||||
// mango_account,
|
||||
// referrer_mango_account_ai,
|
||||
// now_ts,
|
||||
// )?;
|
||||
// ref_fee_rate = Some(a);
|
||||
// referrer_mango_account_opt = b;
|
||||
// }
|
||||
// // todo
|
||||
// // if ref_fee_rate is none, determine it
|
||||
// // if ref_valid, then pay into referrer, else pay to perp market
|
||||
// // if ref_fee_rate.is_none() {
|
||||
// // let (a, b) = determine_ref_vars(
|
||||
// // program_id,
|
||||
// // mango_group,
|
||||
// // mango_group_pk,
|
||||
// // mango_cache,
|
||||
// // mango_account,
|
||||
// // referrer_mango_account_ai,
|
||||
// // now_ts,
|
||||
// // )?;
|
||||
// // ref_fee_rate = Some(a);
|
||||
// // referrer_mango_account_opt = b;
|
||||
// // }
|
||||
|
||||
// let fill = FillEvent::new(
|
||||
// Side::Ask,
|
||||
// best_bid.owner_slot,
|
||||
// maker_out,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// best_bid.owner,
|
||||
// best_bid.key,
|
||||
// best_bid.client_order_id,
|
||||
// info.maker_fee,
|
||||
// best_bid.best_initial,
|
||||
// best_bid.timestamp,
|
||||
// *mango_account_pk,
|
||||
// order_id,
|
||||
// client_order_id,
|
||||
// info.taker_fee + ref_fee_rate.unwrap(),
|
||||
// best_bid_price,
|
||||
// match_quantity,
|
||||
// best_bid.version,
|
||||
// );
|
||||
// // let fill = FillEvent::new(
|
||||
// // Side::Ask,
|
||||
// // best_bid.owner_slot,
|
||||
// // maker_out,
|
||||
// // now_ts,
|
||||
// // event_queue.header.seq_num,
|
||||
// // best_bid.owner,
|
||||
// // best_bid.key,
|
||||
// // best_bid.client_order_id,
|
||||
// // info.maker_fee,
|
||||
// // best_bid.best_initial,
|
||||
// // best_bid.timestamp,
|
||||
// // *mango_account_pk,
|
||||
// // order_id,
|
||||
// // client_order_id,
|
||||
// // info.taker_fee + ref_fee_rate.unwrap(),
|
||||
// // best_bid_price,
|
||||
// // match_quantity,
|
||||
// // best_bid.version,
|
||||
// // );
|
||||
|
||||
// event_queue.push_back(cast(fill)).unwrap();
|
||||
limit -= 1;
|
||||
// // event_queue.push_back(cast(fill)).unwrap();
|
||||
// limit -= 1;
|
||||
|
||||
if done {
|
||||
break;
|
||||
}
|
||||
}
|
||||
let total_quote_taken = max_quote_quantity - rem_quote_quantity;
|
||||
// if done {
|
||||
// break;
|
||||
// }
|
||||
// }
|
||||
// let total_quote_taken = max_quote_quantity - rem_quote_quantity;
|
||||
|
||||
// Apply changes to matched bids (handles invalidate on delete!)
|
||||
for (handle, new_quantity) in bid_changes {
|
||||
self.bids
|
||||
.get_mut(handle)
|
||||
.unwrap()
|
||||
.as_leaf_mut()
|
||||
.unwrap()
|
||||
.quantity = new_quantity;
|
||||
}
|
||||
for key in bid_deletes {
|
||||
let _removed_leaf = self.bids.remove_by_key(key).unwrap();
|
||||
}
|
||||
// // Apply changes to matched bids (handles invalidate on delete!)
|
||||
// for (handle, new_quantity) in bid_changes {
|
||||
// self.bids
|
||||
// .get_mut(handle)
|
||||
// .unwrap()
|
||||
// .as_leaf_mut()
|
||||
// .unwrap()
|
||||
// .quantity = new_quantity;
|
||||
// }
|
||||
// for key in bid_deletes {
|
||||
// let _removed_leaf = self.bids.remove_by_key(key).unwrap();
|
||||
// }
|
||||
|
||||
// If there are still quantity unmatched, place on the book
|
||||
let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
|
||||
if book_base_quantity > 0 && post_allowed {
|
||||
// Drop an expired order if possible
|
||||
if let Some(expired_ask) = self.asks.remove_one_expired(now_ts) {
|
||||
let event = OutEvent::new(
|
||||
Side::Ask,
|
||||
expired_ask.owner_slot,
|
||||
now_ts,
|
||||
event_queue.header.seq_num,
|
||||
expired_ask.owner,
|
||||
expired_ask.quantity,
|
||||
);
|
||||
event_queue.push_back(cast(event)).unwrap();
|
||||
}
|
||||
// // If there are still quantity unmatched, place on the book
|
||||
// let book_base_quantity = rem_base_quantity.min(rem_quote_quantity / price);
|
||||
// if book_base_quantity > 0 && post_allowed {
|
||||
// // Drop an expired order if possible
|
||||
// if let Some(expired_ask) = self.asks.remove_one_expired(now_ts) {
|
||||
// let event = OutEvent::new(
|
||||
// Side::Ask,
|
||||
// expired_ask.owner_slot,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// expired_ask.owner,
|
||||
// expired_ask.quantity,
|
||||
// );
|
||||
// event_queue.push_back(cast(event)).unwrap();
|
||||
// }
|
||||
|
||||
if self.asks.is_full() {
|
||||
// If this asks is lower than highest ask, boot that ask and insert this one
|
||||
let max_ask = self.asks.remove_max().unwrap();
|
||||
require!(price < max_ask.price(), MangoError::SomeError); // OutOfSpace
|
||||
let event = OutEvent::new(
|
||||
Side::Ask,
|
||||
max_ask.owner_slot,
|
||||
now_ts,
|
||||
event_queue.header.seq_num,
|
||||
max_ask.owner,
|
||||
max_ask.quantity,
|
||||
);
|
||||
event_queue.push_back(cast(event)).unwrap();
|
||||
}
|
||||
// if self.asks.is_full() {
|
||||
// // If this asks is lower than highest ask, boot that ask and insert this one
|
||||
// let max_ask = self.asks.remove_max().unwrap();
|
||||
// require!(price < max_ask.price(), MangoError::SomeError); // OutOfSpace
|
||||
// let event = OutEvent::new(
|
||||
// Side::Ask,
|
||||
// max_ask.owner_slot,
|
||||
// now_ts,
|
||||
// event_queue.header.seq_num,
|
||||
// max_ask.owner,
|
||||
// max_ask.quantity,
|
||||
// );
|
||||
// event_queue.push_back(cast(event)).unwrap();
|
||||
// }
|
||||
|
||||
// let best_initial = if market.meta_data.version == 0 {
|
||||
// match self.get_best_ask_price(now_ts) {
|
||||
// None => price,
|
||||
// Some(p) => p,
|
||||
// }
|
||||
// } else {
|
||||
// let max_depth: i64 = market.liquidity_mining_info.max_depth_bps.to_num();
|
||||
// self.get_asks_size_below(price, max_depth, now_ts)
|
||||
// };
|
||||
// // let best_initial = if market.meta_data.version == 0 {
|
||||
// // match self.get_best_ask_price(now_ts) {
|
||||
// // None => price,
|
||||
// // Some(p) => p,
|
||||
// // }
|
||||
// // } else {
|
||||
// // let max_depth: i64 = market.liquidity_mining_info.max_depth_bps.to_num();
|
||||
// // self.get_asks_size_below(price, max_depth, now_ts)
|
||||
// // };
|
||||
|
||||
// let owner_slot = mango_account
|
||||
// .next_order_slot()
|
||||
// .ok_or(MangoError::SomeError)?; // TooManyOpenOrders
|
||||
let new_ask = LeafNode::new(
|
||||
1, // todo market.meta_data.version,
|
||||
0, // todo owner_slot as u8,
|
||||
order_id,
|
||||
*mango_account_pk,
|
||||
book_base_quantity,
|
||||
client_order_id,
|
||||
now_ts,
|
||||
0, // todo best_initial,
|
||||
order_type,
|
||||
time_in_force,
|
||||
);
|
||||
let _result = self.asks.insert_leaf(&new_ask)?;
|
||||
// // let owner_slot = mango_account
|
||||
// // .next_order_slot()
|
||||
// // .ok_or(MangoError::SomeError)?; // TooManyOpenOrders
|
||||
// let new_ask = LeafNode::new(
|
||||
// 1, // todo market.meta_data.version,
|
||||
// 0, // todo owner_slot as u8,
|
||||
// order_id,
|
||||
// *mango_account_pk,
|
||||
// book_base_quantity,
|
||||
// client_order_id,
|
||||
// now_ts,
|
||||
// 0, // todo best_initial,
|
||||
// order_type,
|
||||
// time_in_force,
|
||||
// );
|
||||
// let _result = self.asks.insert_leaf(&new_ask)?;
|
||||
|
||||
// TODO OPT remove if PlacePerpOrder needs more compute
|
||||
msg!(
|
||||
"ask on book order_id={} quantity={} price={}",
|
||||
order_id,
|
||||
book_base_quantity,
|
||||
price
|
||||
);
|
||||
// // TODO OPT remove if PlacePerpOrder needs more compute
|
||||
// msg!(
|
||||
// "ask on book order_id={} quantity={} price={}",
|
||||
// order_id,
|
||||
// book_base_quantity,
|
||||
// price
|
||||
// );
|
||||
|
||||
// mango_account.add_order(market_index, Side::Ask, &new_ask)?;
|
||||
}
|
||||
// // mango_account.add_order(market_index, Side::Ask, &new_ask)?;
|
||||
// }
|
||||
|
||||
// if there were matched taker quote apply ref fees
|
||||
// we know ref_fee_rate is not None if total_quote_taken > 0
|
||||
// if total_quote_taken > 0 {
|
||||
// apply_fees(
|
||||
// market,
|
||||
// info,
|
||||
// mango_account,
|
||||
// mango_account_pk,
|
||||
// market_index,
|
||||
// referrer_mango_account_opt,
|
||||
// referrer_mango_account_ai,
|
||||
// total_quote_taken,
|
||||
// ref_fee_rate.unwrap(),
|
||||
// // &mango_cache.perp_market_cache[market_index],
|
||||
// );
|
||||
// }
|
||||
// // if there were matched taker quote apply ref fees
|
||||
// // we know ref_fee_rate is not None if total_quote_taken > 0
|
||||
// // if total_quote_taken > 0 {
|
||||
// // apply_fees(
|
||||
// // market,
|
||||
// // info,
|
||||
// // mango_account,
|
||||
// // mango_account_pk,
|
||||
// // market_index,
|
||||
// // referrer_mango_account_opt,
|
||||
// // referrer_mango_account_ai,
|
||||
// // total_quote_taken,
|
||||
// // ref_fee_rate.unwrap(),
|
||||
// // // &mango_cache.perp_market_cache[market_index],
|
||||
// // );
|
||||
// // }
|
||||
|
||||
Ok(())
|
||||
}
|
||||
// Ok(())
|
||||
// }
|
||||
|
||||
// pub fn cancel_order(&mut self, order_id: i128, side: Side) -> Result<()> {
|
||||
// match side {
|
||||
|
|
|
|||
|
|
@ -1,4 +1,3 @@
|
|||
use bytemuck::Zeroable;
|
||||
use std::cell::RefMut;
|
||||
|
||||
use anchor_lang::prelude::*;
|
||||
|
|
@ -15,8 +14,6 @@ use crate::state::orderbook::nodes::{
|
|||
};
|
||||
use crate::util::LoadZeroCopy;
|
||||
|
||||
use super::Book;
|
||||
|
||||
pub const MAX_BOOK_NODES: usize = 1024;
|
||||
|
||||
#[derive(
|
||||
|
|
|
|||
|
|
@ -1,7 +1,5 @@
|
|||
use mango_macro::Pod;
|
||||
|
||||
use super::datatype::DataType;
|
||||
|
||||
#[derive(Copy, Clone, Pod, Default)]
|
||||
#[repr(C)]
|
||||
/// Stores meta information about the `Account` on chain
|
||||
|
|
|
|||
|
|
@ -1,9 +1,7 @@
|
|||
use anchor_lang::prelude::Error;
|
||||
use bytemuck::{bytes_of, cast_slice_mut, from_bytes_mut, Contiguous, Pod};
|
||||
use bytemuck::{cast_slice_mut, from_bytes_mut, Pod};
|
||||
|
||||
use solana_program::account_info::AccountInfo;
|
||||
use solana_program::program_error::ProgramError;
|
||||
use solana_program::pubkey::Pubkey;
|
||||
use std::cell::RefMut;
|
||||
use std::mem::size_of;
|
||||
|
||||
|
|
|
|||
|
|
@ -1,5 +1,4 @@
|
|||
use anchor_lang::prelude::*;
|
||||
use bytemuck::{Pod, Zeroable};
|
||||
use num_enum::{IntoPrimitive, TryFromPrimitive};
|
||||
|
||||
#[derive(
|
||||
|
|
|
|||
|
|
@ -1,438 +1,437 @@
|
|||
use std::cell::RefMut;
|
||||
use std::mem::size_of;
|
||||
// use std::cell::RefMut;
|
||||
// use std::mem::size_of;
|
||||
|
||||
use crate::error::MangoError;
|
||||
use crate::state::orderbook::datatype::DataType;
|
||||
use crate::state::PerpMarket;
|
||||
use anchor_lang::prelude::*;
|
||||
use fixed::types::I80F48;
|
||||
use num_enum::{IntoPrimitive, TryFromPrimitive};
|
||||
use solana_program::account_info::AccountInfo;
|
||||
use solana_program::pubkey::Pubkey;
|
||||
use solana_program::sysvar::rent::Rent;
|
||||
use static_assertions::const_assert_eq;
|
||||
// use crate::error::MangoError;
|
||||
// use crate::state::PerpMarket;
|
||||
// use anchor_lang::prelude::*;
|
||||
// use fixed::types::I80F48;
|
||||
// use num_enum::{IntoPrimitive, TryFromPrimitive};
|
||||
// use solana_program::account_info::AccountInfo;
|
||||
// use solana_program::pubkey::Pubkey;
|
||||
// use solana_program::sysvar::rent::Rent;
|
||||
// use static_assertions::const_assert_eq;
|
||||
|
||||
// use mango_logs::FillLog;
|
||||
use mango_macro::Pod;
|
||||
// // use mango_logs::FillLog;
|
||||
// use mango_macro::Pod;
|
||||
|
||||
use super::metadata::MetaData;
|
||||
use super::ob_utils::strip_header_mut;
|
||||
use super::order_type::Side;
|
||||
// use safe_transmute::{self, trivial::TriviallyTransmutable};
|
||||
// use super::metadata::MetaData;
|
||||
// use super::ob_utils::strip_header_mut;
|
||||
// use super::order_type::Side;
|
||||
// // use safe_transmute::{self, trivial::TriviallyTransmutable};
|
||||
|
||||
// use crate::error::{check_assert, MangoErrorCode, MangoResult, SourceFileId};
|
||||
// use crate::matching::Side;
|
||||
// use crate::state::{DataType, MetaData, PerpMarket};
|
||||
// use crate::utils::strip_header_mut;
|
||||
// // use crate::error::{check_assert, MangoErrorCode, MangoResult, SourceFileId};
|
||||
// // use crate::matching::Side;
|
||||
// // use crate::state::{DataType, MetaData, PerpMarket};
|
||||
// // use crate::utils::strip_header_mut;
|
||||
|
||||
// Don't want event queue to become single threaded if it's logging liquidations
|
||||
// Most common scenario will be liqors depositing USDC and withdrawing some other token
|
||||
// So tying it to token deposited is not wise
|
||||
// also can't tie it to token withdrawn because during bull market, liqs will be depositing all base tokens and withdrawing quote
|
||||
//
|
||||
// // Don't want event queue to become single threaded if it's logging liquidations
|
||||
// // Most common scenario will be liqors depositing USDC and withdrawing some other token
|
||||
// // So tying it to token deposited is not wise
|
||||
// // also can't tie it to token withdrawn because during bull market, liqs will be depositing all base tokens and withdrawing quote
|
||||
// //
|
||||
|
||||
pub trait QueueHeader: bytemuck::Pod {
|
||||
type Item: bytemuck::Pod + Copy;
|
||||
// pub trait QueueHeader: bytemuck::Pod {
|
||||
// type Item: bytemuck::Pod + Copy;
|
||||
|
||||
fn head(&self) -> usize;
|
||||
fn set_head(&mut self, value: usize);
|
||||
fn count(&self) -> usize;
|
||||
fn set_count(&mut self, value: usize);
|
||||
// fn head(&self) -> usize;
|
||||
// fn set_head(&mut self, value: usize);
|
||||
// fn count(&self) -> usize;
|
||||
// fn set_count(&mut self, value: usize);
|
||||
|
||||
fn incr_event_id(&mut self);
|
||||
fn decr_event_id(&mut self, n: usize);
|
||||
}
|
||||
// fn incr_event_id(&mut self);
|
||||
// fn decr_event_id(&mut self, n: usize);
|
||||
// }
|
||||
|
||||
pub struct Queue<'a, H: QueueHeader> {
|
||||
pub header: RefMut<'a, H>,
|
||||
pub buf: RefMut<'a, [H::Item]>,
|
||||
}
|
||||
// pub struct Queue<'a, H: QueueHeader> {
|
||||
// pub header: RefMut<'a, H>,
|
||||
// pub buf: RefMut<'a, [H::Item]>,
|
||||
// }
|
||||
|
||||
impl<'a, H: QueueHeader> Queue<'a, H> {
|
||||
pub fn new(header: RefMut<'a, H>, buf: RefMut<'a, [H::Item]>) -> Self {
|
||||
Self { header, buf }
|
||||
}
|
||||
// impl<'a, H: QueueHeader> Queue<'a, H> {
|
||||
// pub fn new(header: RefMut<'a, H>, buf: RefMut<'a, [H::Item]>) -> Self {
|
||||
// Self { header, buf }
|
||||
// }
|
||||
|
||||
pub fn load_mut(account: &'a AccountInfo) -> Result<Self> {
|
||||
let (header, buf) = strip_header_mut::<H, H::Item>(account)?;
|
||||
Ok(Self { header, buf })
|
||||
}
|
||||
// pub fn load_mut(account: &'a AccountInfo) -> Result<Self> {
|
||||
// let (header, buf) = strip_header_mut::<H, H::Item>(account)?;
|
||||
// Ok(Self { header, buf })
|
||||
// }
|
||||
|
||||
pub fn len(&self) -> usize {
|
||||
self.header.count()
|
||||
}
|
||||
// pub fn len(&self) -> usize {
|
||||
// self.header.count()
|
||||
// }
|
||||
|
||||
pub fn full(&self) -> bool {
|
||||
self.header.count() == self.buf.len()
|
||||
}
|
||||
// pub fn full(&self) -> bool {
|
||||
// self.header.count() == self.buf.len()
|
||||
// }
|
||||
|
||||
pub fn empty(&self) -> bool {
|
||||
self.header.count() == 0
|
||||
}
|
||||
// pub fn empty(&self) -> bool {
|
||||
// self.header.count() == 0
|
||||
// }
|
||||
|
||||
pub fn push_back(&mut self, value: H::Item) -> std::result::Result<(), H::Item> {
|
||||
if self.full() {
|
||||
return Err(value);
|
||||
}
|
||||
let slot = (self.header.head() + self.header.count()) % self.buf.len();
|
||||
self.buf[slot] = value;
|
||||
// pub fn push_back(&mut self, value: H::Item) -> std::result::Result<(), H::Item> {
|
||||
// if self.full() {
|
||||
// return Err(value);
|
||||
// }
|
||||
// let slot = (self.header.head() + self.header.count()) % self.buf.len();
|
||||
// self.buf[slot] = value;
|
||||
|
||||
let count = self.header.count();
|
||||
self.header.set_count(count + 1);
|
||||
// let count = self.header.count();
|
||||
// self.header.set_count(count + 1);
|
||||
|
||||
self.header.incr_event_id();
|
||||
Ok(())
|
||||
}
|
||||
// self.header.incr_event_id();
|
||||
// Ok(())
|
||||
// }
|
||||
|
||||
pub fn peek_front(&self) -> Option<&H::Item> {
|
||||
if self.empty() {
|
||||
return None;
|
||||
}
|
||||
Some(&self.buf[self.header.head()])
|
||||
}
|
||||
// pub fn peek_front(&self) -> Option<&H::Item> {
|
||||
// if self.empty() {
|
||||
// return None;
|
||||
// }
|
||||
// Some(&self.buf[self.header.head()])
|
||||
// }
|
||||
|
||||
pub fn peek_front_mut(&mut self) -> Option<&mut H::Item> {
|
||||
if self.empty() {
|
||||
return None;
|
||||
}
|
||||
Some(&mut self.buf[self.header.head()])
|
||||
}
|
||||
// pub fn peek_front_mut(&mut self) -> Option<&mut H::Item> {
|
||||
// if self.empty() {
|
||||
// return None;
|
||||
// }
|
||||
// Some(&mut self.buf[self.header.head()])
|
||||
// }
|
||||
|
||||
pub fn pop_front(&mut self) -> std::result::Result<H::Item, ()> {
|
||||
if self.empty() {
|
||||
return Err(());
|
||||
}
|
||||
let value = self.buf[self.header.head()];
|
||||
// pub fn pop_front(&mut self) -> std::result::Result<H::Item, ()> {
|
||||
// if self.empty() {
|
||||
// return Err(());
|
||||
// }
|
||||
// let value = self.buf[self.header.head()];
|
||||
|
||||
let count = self.header.count();
|
||||
self.header.set_count(count - 1);
|
||||
// let count = self.header.count();
|
||||
// self.header.set_count(count - 1);
|
||||
|
||||
let head = self.header.head();
|
||||
self.header.set_head((head + 1) % self.buf.len());
|
||||
// let head = self.header.head();
|
||||
// self.header.set_head((head + 1) % self.buf.len());
|
||||
|
||||
Ok(value)
|
||||
}
|
||||
// Ok(value)
|
||||
// }
|
||||
|
||||
pub fn revert_pushes(&mut self, desired_len: usize) -> Result<()> {
|
||||
require!(desired_len <= self.header.count(), MangoError::SomeError);
|
||||
let len_diff = self.header.count() - desired_len;
|
||||
self.header.set_count(desired_len);
|
||||
self.header.decr_event_id(len_diff);
|
||||
Ok(())
|
||||
}
|
||||
// pub fn revert_pushes(&mut self, desired_len: usize) -> Result<()> {
|
||||
// require!(desired_len <= self.header.count(), MangoError::SomeError);
|
||||
// let len_diff = self.header.count() - desired_len;
|
||||
// self.header.set_count(desired_len);
|
||||
// self.header.decr_event_id(len_diff);
|
||||
// Ok(())
|
||||
// }
|
||||
|
||||
pub fn iter(&self) -> impl Iterator<Item = &H::Item> {
|
||||
QueueIterator {
|
||||
queue: self,
|
||||
index: 0,
|
||||
}
|
||||
}
|
||||
}
|
||||
// pub fn iter(&self) -> impl Iterator<Item = &H::Item> {
|
||||
// QueueIterator {
|
||||
// queue: self,
|
||||
// index: 0,
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
|
||||
struct QueueIterator<'a, 'b, H: QueueHeader> {
|
||||
queue: &'b Queue<'a, H>,
|
||||
index: usize,
|
||||
}
|
||||
// struct QueueIterator<'a, 'b, H: QueueHeader> {
|
||||
// queue: &'b Queue<'a, H>,
|
||||
// index: usize,
|
||||
// }
|
||||
|
||||
impl<'a, 'b, H: QueueHeader> Iterator for QueueIterator<'a, 'b, H> {
|
||||
type Item = &'b H::Item;
|
||||
fn next(&mut self) -> Option<Self::Item> {
|
||||
if self.index == self.queue.len() {
|
||||
None
|
||||
} else {
|
||||
let item =
|
||||
&self.queue.buf[(self.queue.header.head() + self.index) % self.queue.buf.len()];
|
||||
self.index += 1;
|
||||
Some(item)
|
||||
}
|
||||
}
|
||||
}
|
||||
// impl<'a, 'b, H: QueueHeader> Iterator for QueueIterator<'a, 'b, H> {
|
||||
// type Item = &'b H::Item;
|
||||
// fn next(&mut self) -> Option<Self::Item> {
|
||||
// if self.index == self.queue.len() {
|
||||
// None
|
||||
// } else {
|
||||
// let item =
|
||||
// &self.queue.buf[(self.queue.header.head() + self.index) % self.queue.buf.len()];
|
||||
// self.index += 1;
|
||||
// Some(item)
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
|
||||
#[account(zero_copy)]
|
||||
pub struct EventQueueHeader {
|
||||
pub meta_data: MetaData,
|
||||
head: usize,
|
||||
count: usize,
|
||||
pub seq_num: usize,
|
||||
}
|
||||
// unsafe impl TriviallyTransmutable for EventQueueHeader {}
|
||||
// #[account(zero_copy)]
|
||||
// pub struct EventQueueHeader {
|
||||
// pub meta_data: MetaData,
|
||||
// head: usize,
|
||||
// count: usize,
|
||||
// pub seq_num: usize,
|
||||
// }
|
||||
// // unsafe impl TriviallyTransmutable for EventQueueHeader {}
|
||||
|
||||
impl QueueHeader for EventQueueHeader {
|
||||
type Item = AnyEvent;
|
||||
// impl QueueHeader for EventQueueHeader {
|
||||
// type Item = AnyEvent;
|
||||
|
||||
fn head(&self) -> usize {
|
||||
self.head
|
||||
}
|
||||
fn set_head(&mut self, value: usize) {
|
||||
self.head = value;
|
||||
}
|
||||
fn count(&self) -> usize {
|
||||
self.count
|
||||
}
|
||||
fn set_count(&mut self, value: usize) {
|
||||
self.count = value;
|
||||
}
|
||||
fn incr_event_id(&mut self) {
|
||||
self.seq_num += 1;
|
||||
}
|
||||
fn decr_event_id(&mut self, n: usize) {
|
||||
self.seq_num -= n;
|
||||
}
|
||||
}
|
||||
// fn head(&self) -> usize {
|
||||
// self.head
|
||||
// }
|
||||
// fn set_head(&mut self, value: usize) {
|
||||
// self.head = value;
|
||||
// }
|
||||
// fn count(&self) -> usize {
|
||||
// self.count
|
||||
// }
|
||||
// fn set_count(&mut self, value: usize) {
|
||||
// self.count = value;
|
||||
// }
|
||||
// fn incr_event_id(&mut self) {
|
||||
// self.seq_num += 1;
|
||||
// }
|
||||
// fn decr_event_id(&mut self, n: usize) {
|
||||
// self.seq_num -= n;
|
||||
// }
|
||||
// }
|
||||
|
||||
pub type EventQueue<'a> = Queue<'a, EventQueueHeader>;
|
||||
// pub type EventQueue<'a> = Queue<'a, EventQueueHeader>;
|
||||
|
||||
impl<'a> EventQueue<'a> {
|
||||
pub fn load_mut_checked(
|
||||
account: &'a AccountInfo,
|
||||
program_id: &Pubkey,
|
||||
perp_market: &PerpMarket,
|
||||
) -> Result<Self> {
|
||||
require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
|
||||
// require!(
|
||||
// &perp_market.event_queue == account.key,
|
||||
// MangoError::SomeError
|
||||
// ); // MangoErrorCode::InvalidAccount
|
||||
Self::load_mut(account)
|
||||
}
|
||||
// impl<'a> EventQueue<'a> {
|
||||
// pub fn load_mut_checked(
|
||||
// account: &'a AccountInfo,
|
||||
// program_id: &Pubkey,
|
||||
// perp_market: &PerpMarket,
|
||||
// ) -> Result<Self> {
|
||||
// require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
|
||||
// // require!(
|
||||
// // &perp_market.event_queue == account.key,
|
||||
// // MangoError::SomeError
|
||||
// // ); // MangoErrorCode::InvalidAccount
|
||||
// Self::load_mut(account)
|
||||
// }
|
||||
|
||||
pub fn load_and_init(
|
||||
account: &'a AccountInfo,
|
||||
program_id: &Pubkey,
|
||||
rent: &Rent,
|
||||
) -> Result<Self> {
|
||||
// NOTE: check this first so we can borrow account later
|
||||
require!(
|
||||
rent.is_exempt(account.lamports(), account.data_len()),
|
||||
MangoError::SomeError
|
||||
); //MangoErrorCode::AccountNotRentExempt
|
||||
// pub fn load_and_init(
|
||||
// account: &'a AccountInfo,
|
||||
// program_id: &Pubkey,
|
||||
// rent: &Rent,
|
||||
// ) -> Result<Self> {
|
||||
// // NOTE: check this first so we can borrow account later
|
||||
// require!(
|
||||
// rent.is_exempt(account.lamports(), account.data_len()),
|
||||
// MangoError::SomeError
|
||||
// ); //MangoErrorCode::AccountNotRentExempt
|
||||
|
||||
let mut state = Self::load_mut(account)?;
|
||||
require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
|
||||
// let mut state = Self::load_mut(account)?;
|
||||
// require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
|
||||
|
||||
// require!(
|
||||
// !state.header.meta_data.is_initialized,
|
||||
// MangoError::SomeError
|
||||
// );
|
||||
// state.header.meta_data = MetaData::new(DataType::EventQueue, 0, true);
|
||||
// // require!(
|
||||
// // !state.header.meta_data.is_initialized,
|
||||
// // MangoError::SomeError
|
||||
// // );
|
||||
// // state.header.meta_data = MetaData::new(DataType::EventQueue, 0, true);
|
||||
|
||||
Ok(state)
|
||||
}
|
||||
}
|
||||
// Ok(state)
|
||||
// }
|
||||
// }
|
||||
|
||||
#[derive(Copy, Clone, IntoPrimitive, TryFromPrimitive, Eq, PartialEq)]
|
||||
#[repr(u8)]
|
||||
pub enum EventType {
|
||||
Fill,
|
||||
Out,
|
||||
Liquidate,
|
||||
}
|
||||
// #[derive(Copy, Clone, IntoPrimitive, TryFromPrimitive, Eq, PartialEq)]
|
||||
// #[repr(u8)]
|
||||
// pub enum EventType {
|
||||
// Fill,
|
||||
// Out,
|
||||
// Liquidate,
|
||||
// }
|
||||
|
||||
const EVENT_SIZE: usize = 200;
|
||||
#[derive(Copy, Clone, Debug, Pod)]
|
||||
#[repr(C)]
|
||||
pub struct AnyEvent {
|
||||
pub event_type: u8,
|
||||
pub padding: [u8; EVENT_SIZE - 1],
|
||||
}
|
||||
// unsafe impl TriviallyTransmutable for AnyEvent {}
|
||||
// const EVENT_SIZE: usize = 200;
|
||||
// #[derive(Copy, Clone, Debug, Pod)]
|
||||
// #[repr(C)]
|
||||
// pub struct AnyEvent {
|
||||
// pub event_type: u8,
|
||||
// pub padding: [u8; EVENT_SIZE - 1],
|
||||
// }
|
||||
// // unsafe impl TriviallyTransmutable for AnyEvent {}
|
||||
|
||||
#[derive(Copy, Clone, Debug, Pod)]
|
||||
#[repr(C)]
|
||||
pub struct FillEvent {
|
||||
pub event_type: u8,
|
||||
pub taker_side: Side, // side from the taker's POV
|
||||
pub maker_slot: u8,
|
||||
pub maker_out: bool, // true if maker order quantity == 0
|
||||
pub version: u8,
|
||||
pub market_fees_applied: bool,
|
||||
pub padding: [u8; 2],
|
||||
pub timestamp: u64,
|
||||
pub seq_num: usize, // note: usize same as u64
|
||||
// #[derive(Copy, Clone, Debug, Pod)]
|
||||
// #[repr(C)]
|
||||
// pub struct FillEvent {
|
||||
// pub event_type: u8,
|
||||
// pub taker_side: Side, // side from the taker's POV
|
||||
// pub maker_slot: u8,
|
||||
// pub maker_out: bool, // true if maker order quantity == 0
|
||||
// pub version: u8,
|
||||
// pub market_fees_applied: bool,
|
||||
// pub padding: [u8; 2],
|
||||
// pub timestamp: u64,
|
||||
// pub seq_num: usize, // note: usize same as u64
|
||||
|
||||
pub maker: Pubkey,
|
||||
pub maker_order_id: i128,
|
||||
pub maker_client_order_id: u64,
|
||||
pub maker_fee: I80F48,
|
||||
// pub maker: Pubkey,
|
||||
// pub maker_order_id: i128,
|
||||
// pub maker_client_order_id: u64,
|
||||
// pub maker_fee: I80F48,
|
||||
|
||||
// The best bid/ask at the time the maker order was placed. Used for liquidity incentives
|
||||
pub best_initial: i64,
|
||||
// // The best bid/ask at the time the maker order was placed. Used for liquidity incentives
|
||||
// pub best_initial: i64,
|
||||
|
||||
// Timestamp of when the maker order was placed; copied over from the LeafNode
|
||||
pub maker_timestamp: u64,
|
||||
// // Timestamp of when the maker order was placed; copied over from the LeafNode
|
||||
// pub maker_timestamp: u64,
|
||||
|
||||
pub taker: Pubkey,
|
||||
pub taker_order_id: i128,
|
||||
pub taker_client_order_id: u64,
|
||||
pub taker_fee: I80F48,
|
||||
// pub taker: Pubkey,
|
||||
// pub taker_order_id: i128,
|
||||
// pub taker_client_order_id: u64,
|
||||
// pub taker_fee: I80F48,
|
||||
|
||||
pub price: i64,
|
||||
pub quantity: i64, // number of quote lots
|
||||
}
|
||||
// unsafe impl TriviallyTransmutable for FillEvent {}
|
||||
// pub price: i64,
|
||||
// pub quantity: i64, // number of quote lots
|
||||
// }
|
||||
// // unsafe impl TriviallyTransmutable for FillEvent {}
|
||||
|
||||
impl FillEvent {
|
||||
pub fn new(
|
||||
taker_side: Side,
|
||||
maker_slot: u8,
|
||||
maker_out: bool,
|
||||
timestamp: u64,
|
||||
seq_num: usize,
|
||||
maker: Pubkey,
|
||||
maker_order_id: i128,
|
||||
maker_client_order_id: u64,
|
||||
maker_fee: I80F48,
|
||||
best_initial: i64,
|
||||
maker_timestamp: u64,
|
||||
// impl FillEvent {
|
||||
// pub fn new(
|
||||
// taker_side: Side,
|
||||
// maker_slot: u8,
|
||||
// maker_out: bool,
|
||||
// timestamp: u64,
|
||||
// seq_num: usize,
|
||||
// maker: Pubkey,
|
||||
// maker_order_id: i128,
|
||||
// maker_client_order_id: u64,
|
||||
// maker_fee: I80F48,
|
||||
// best_initial: i64,
|
||||
// maker_timestamp: u64,
|
||||
|
||||
taker: Pubkey,
|
||||
taker_order_id: i128,
|
||||
taker_client_order_id: u64,
|
||||
taker_fee: I80F48,
|
||||
price: i64,
|
||||
quantity: i64,
|
||||
version: u8,
|
||||
) -> FillEvent {
|
||||
Self {
|
||||
event_type: EventType::Fill as u8,
|
||||
taker_side,
|
||||
maker_slot,
|
||||
maker_out,
|
||||
version,
|
||||
market_fees_applied: true, // Since mango v3.3.5, market fees are adjusted at matching time
|
||||
padding: [0u8; 2],
|
||||
timestamp,
|
||||
seq_num,
|
||||
maker,
|
||||
maker_order_id,
|
||||
maker_client_order_id,
|
||||
maker_fee,
|
||||
best_initial,
|
||||
maker_timestamp,
|
||||
taker,
|
||||
taker_order_id,
|
||||
taker_client_order_id,
|
||||
taker_fee,
|
||||
price,
|
||||
quantity,
|
||||
}
|
||||
}
|
||||
// taker: Pubkey,
|
||||
// taker_order_id: i128,
|
||||
// taker_client_order_id: u64,
|
||||
// taker_fee: I80F48,
|
||||
// price: i64,
|
||||
// quantity: i64,
|
||||
// version: u8,
|
||||
// ) -> FillEvent {
|
||||
// Self {
|
||||
// event_type: EventType::Fill as u8,
|
||||
// taker_side,
|
||||
// maker_slot,
|
||||
// maker_out,
|
||||
// version,
|
||||
// market_fees_applied: true, // Since mango v3.3.5, market fees are adjusted at matching time
|
||||
// padding: [0u8; 2],
|
||||
// timestamp,
|
||||
// seq_num,
|
||||
// maker,
|
||||
// maker_order_id,
|
||||
// maker_client_order_id,
|
||||
// maker_fee,
|
||||
// best_initial,
|
||||
// maker_timestamp,
|
||||
// taker,
|
||||
// taker_order_id,
|
||||
// taker_client_order_id,
|
||||
// taker_fee,
|
||||
// price,
|
||||
// quantity,
|
||||
// }
|
||||
// }
|
||||
|
||||
pub fn base_quote_change(&self, side: Side) -> (i64, i64) {
|
||||
match side {
|
||||
Side::Bid => (
|
||||
self.quantity,
|
||||
-self.price.checked_mul(self.quantity).unwrap(),
|
||||
),
|
||||
Side::Ask => (
|
||||
-self.quantity,
|
||||
self.price.checked_mul(self.quantity).unwrap(),
|
||||
),
|
||||
}
|
||||
}
|
||||
// pub fn base_quote_change(&self, side: Side) -> (i64, i64) {
|
||||
// match side {
|
||||
// Side::Bid => (
|
||||
// self.quantity,
|
||||
// -self.price.checked_mul(self.quantity).unwrap(),
|
||||
// ),
|
||||
// Side::Ask => (
|
||||
// -self.quantity,
|
||||
// self.price.checked_mul(self.quantity).unwrap(),
|
||||
// ),
|
||||
// }
|
||||
// }
|
||||
|
||||
// pub fn to_fill_log(&self, mango_group: Pubkey, market_index: usize) -> FillLog {
|
||||
// FillLog {
|
||||
// mango_group,
|
||||
// market_index: market_index as u64,
|
||||
// taker_side: self.taker_side as u8,
|
||||
// maker_slot: self.maker_slot,
|
||||
// maker_out: self.maker_out,
|
||||
// timestamp: self.timestamp,
|
||||
// seq_num: self.seq_num as u64,
|
||||
// maker: self.maker,
|
||||
// maker_order_id: self.maker_order_id,
|
||||
// maker_client_order_id: self.maker_client_order_id,
|
||||
// maker_fee: self.maker_fee.to_bits(),
|
||||
// best_initial: self.best_initial,
|
||||
// maker_timestamp: self.maker_timestamp,
|
||||
// taker: self.taker,
|
||||
// taker_order_id: self.taker_order_id,
|
||||
// taker_client_order_id: self.taker_client_order_id,
|
||||
// taker_fee: self.taker_fee.to_bits(),
|
||||
// price: self.price,
|
||||
// quantity: self.quantity,
|
||||
// }
|
||||
// }
|
||||
}
|
||||
// // pub fn to_fill_log(&self, mango_group: Pubkey, market_index: usize) -> FillLog {
|
||||
// // FillLog {
|
||||
// // mango_group,
|
||||
// // market_index: market_index as u64,
|
||||
// // taker_side: self.taker_side as u8,
|
||||
// // maker_slot: self.maker_slot,
|
||||
// // maker_out: self.maker_out,
|
||||
// // timestamp: self.timestamp,
|
||||
// // seq_num: self.seq_num as u64,
|
||||
// // maker: self.maker,
|
||||
// // maker_order_id: self.maker_order_id,
|
||||
// // maker_client_order_id: self.maker_client_order_id,
|
||||
// // maker_fee: self.maker_fee.to_bits(),
|
||||
// // best_initial: self.best_initial,
|
||||
// // maker_timestamp: self.maker_timestamp,
|
||||
// // taker: self.taker,
|
||||
// // taker_order_id: self.taker_order_id,
|
||||
// // taker_client_order_id: self.taker_client_order_id,
|
||||
// // taker_fee: self.taker_fee.to_bits(),
|
||||
// // price: self.price,
|
||||
// // quantity: self.quantity,
|
||||
// // }
|
||||
// // }
|
||||
// }
|
||||
|
||||
#[derive(Copy, Clone, Debug, Pod)]
|
||||
#[repr(C)]
|
||||
pub struct OutEvent {
|
||||
pub event_type: u8,
|
||||
pub side: Side,
|
||||
pub slot: u8,
|
||||
padding0: [u8; 5],
|
||||
pub timestamp: u64,
|
||||
pub seq_num: usize,
|
||||
pub owner: Pubkey,
|
||||
pub quantity: i64,
|
||||
padding1: [u8; EVENT_SIZE - 64],
|
||||
}
|
||||
// unsafe impl TriviallyTransmutable for OutEvent {}
|
||||
impl OutEvent {
|
||||
pub fn new(
|
||||
side: Side,
|
||||
slot: u8,
|
||||
timestamp: u64,
|
||||
seq_num: usize,
|
||||
owner: Pubkey,
|
||||
quantity: i64,
|
||||
) -> Self {
|
||||
Self {
|
||||
event_type: EventType::Out.into(),
|
||||
side,
|
||||
slot,
|
||||
padding0: [0; 5],
|
||||
timestamp,
|
||||
seq_num,
|
||||
owner,
|
||||
quantity,
|
||||
padding1: [0; EVENT_SIZE - 64],
|
||||
}
|
||||
}
|
||||
}
|
||||
// #[derive(Copy, Clone, Debug, Pod)]
|
||||
// #[repr(C)]
|
||||
// pub struct OutEvent {
|
||||
// pub event_type: u8,
|
||||
// pub side: Side,
|
||||
// pub slot: u8,
|
||||
// padding0: [u8; 5],
|
||||
// pub timestamp: u64,
|
||||
// pub seq_num: usize,
|
||||
// pub owner: Pubkey,
|
||||
// pub quantity: i64,
|
||||
// padding1: [u8; EVENT_SIZE - 64],
|
||||
// }
|
||||
// // unsafe impl TriviallyTransmutable for OutEvent {}
|
||||
// impl OutEvent {
|
||||
// pub fn new(
|
||||
// side: Side,
|
||||
// slot: u8,
|
||||
// timestamp: u64,
|
||||
// seq_num: usize,
|
||||
// owner: Pubkey,
|
||||
// quantity: i64,
|
||||
// ) -> Self {
|
||||
// Self {
|
||||
// event_type: EventType::Out.into(),
|
||||
// side,
|
||||
// slot,
|
||||
// padding0: [0; 5],
|
||||
// timestamp,
|
||||
// seq_num,
|
||||
// owner,
|
||||
// quantity,
|
||||
// padding1: [0; EVENT_SIZE - 64],
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
|
||||
#[derive(Copy, Clone, Debug, Pod)]
|
||||
#[repr(C)]
|
||||
/// Liquidation for the PerpMarket this EventQueue is for
|
||||
pub struct LiquidateEvent {
|
||||
pub event_type: u8,
|
||||
padding0: [u8; 7],
|
||||
pub timestamp: u64,
|
||||
pub seq_num: usize,
|
||||
pub liqee: Pubkey,
|
||||
pub liqor: Pubkey,
|
||||
pub price: I80F48, // oracle price at the time of liquidation
|
||||
pub quantity: i64, // number of contracts that were moved from liqee to liqor
|
||||
pub liquidation_fee: I80F48, // liq fee for this earned for this market
|
||||
padding1: [u8; EVENT_SIZE - 128],
|
||||
}
|
||||
// unsafe impl TriviallyTransmutable for LiquidateEvent {}
|
||||
impl LiquidateEvent {
|
||||
pub fn new(
|
||||
timestamp: u64,
|
||||
seq_num: usize,
|
||||
liqee: Pubkey,
|
||||
liqor: Pubkey,
|
||||
price: I80F48,
|
||||
quantity: i64,
|
||||
liquidation_fee: I80F48,
|
||||
) -> Self {
|
||||
Self {
|
||||
event_type: EventType::Liquidate.into(),
|
||||
padding0: [0u8; 7],
|
||||
timestamp,
|
||||
seq_num,
|
||||
liqee,
|
||||
liqor,
|
||||
price,
|
||||
quantity,
|
||||
liquidation_fee,
|
||||
padding1: [0u8; EVENT_SIZE - 128],
|
||||
}
|
||||
}
|
||||
}
|
||||
const_assert_eq!(size_of::<AnyEvent>(), size_of::<FillEvent>());
|
||||
const_assert_eq!(size_of::<AnyEvent>(), size_of::<OutEvent>());
|
||||
const_assert_eq!(size_of::<AnyEvent>(), size_of::<LiquidateEvent>());
|
||||
// #[derive(Copy, Clone, Debug, Pod)]
|
||||
// #[repr(C)]
|
||||
// /// Liquidation for the PerpMarket this EventQueue is for
|
||||
// pub struct LiquidateEvent {
|
||||
// pub event_type: u8,
|
||||
// padding0: [u8; 7],
|
||||
// pub timestamp: u64,
|
||||
// pub seq_num: usize,
|
||||
// pub liqee: Pubkey,
|
||||
// pub liqor: Pubkey,
|
||||
// pub price: I80F48, // oracle price at the time of liquidation
|
||||
// pub quantity: i64, // number of contracts that were moved from liqee to liqor
|
||||
// pub liquidation_fee: I80F48, // liq fee for this earned for this market
|
||||
// padding1: [u8; EVENT_SIZE - 128],
|
||||
// }
|
||||
// // unsafe impl TriviallyTransmutable for LiquidateEvent {}
|
||||
// impl LiquidateEvent {
|
||||
// pub fn new(
|
||||
// timestamp: u64,
|
||||
// seq_num: usize,
|
||||
// liqee: Pubkey,
|
||||
// liqor: Pubkey,
|
||||
// price: I80F48,
|
||||
// quantity: i64,
|
||||
// liquidation_fee: I80F48,
|
||||
// ) -> Self {
|
||||
// Self {
|
||||
// event_type: EventType::Liquidate.into(),
|
||||
// padding0: [0u8; 7],
|
||||
// timestamp,
|
||||
// seq_num,
|
||||
// liqee,
|
||||
// liqor,
|
||||
// price,
|
||||
// quantity,
|
||||
// liquidation_fee,
|
||||
// padding1: [0u8; EVENT_SIZE - 128],
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<FillEvent>());
|
||||
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<OutEvent>());
|
||||
// const_assert_eq!(size_of::<AnyEvent>(), size_of::<LiquidateEvent>());
|
||||
|
|
|
|||
|
|
@ -1159,13 +1159,11 @@ impl<'keypair> ClientInstruction for PlacePerpOrderInstruction<'keypair> {
|
|||
) -> (Self::Accounts, instruction::Instruction) {
|
||||
let program_id = mango_v4::id();
|
||||
let instruction = Self::Instruction {
|
||||
side: Side::Bid,
|
||||
price: 1,
|
||||
max_base_quantity: 1,
|
||||
max_quote_quantity: 1,
|
||||
client_order_id: 0,
|
||||
order_type: OrderType::Limit,
|
||||
reduce_only: false,
|
||||
expiry_timestamp: 0,
|
||||
limit: 1,
|
||||
};
|
||||
|
|
|
|||
|
|
@ -109,7 +109,9 @@ impl TestContextBuilder {
|
|||
}));
|
||||
|
||||
// intentionally set to half the limit, to catch potential problems early
|
||||
test.set_compute_max_units(100000);
|
||||
// TODO make configurable
|
||||
// margin trade test just goes above 100000 atm
|
||||
test.set_compute_max_units(101000);
|
||||
|
||||
Self {
|
||||
test,
|
||||
|
|
|
|||
Loading…
Reference in New Issue