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mango-v4
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Serum: settle_funds after place_order 

Avoid using anchor_spl::dex helpers, because calling serum through these
functions costs significantly more compute, likely because AccountInfos
need to be cloned twice.

Examples:
- new_order_v3: direct 26.8k CU, helpers 37.5k CU
- settle funds: direct 24.9k CU, helpers 31.8k CU
This commit is contained in:
Christian Kamm 2022-03-18 10:38:38 +01:00
parent 57c06bc2da
commit a40eb94833
2 changed files with 91 additions and 39 deletions
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123
programs/mango-v4/src/instructions/place_serum_order.rs
View File

@ -141,6 +141,8 @@ pub struct PlaceSerumOrder<'info> {
pub market_base_vault: UncheckedAccount<'info>,
#[account(mut)]
pub market_quote_vault: UncheckedAccount<'info>,
// needed for the automatic settle_funds call
pub market_vault_signer: UncheckedAccount<'info>,
// TODO: do we need to pass both, or just payer?
// TODO: if we potentially settle immediately, they all need to be mut?
@ -214,11 +216,11 @@ pub fn place_serum_order(
// TODO: pre-health check
//
// Place the order
// Apply the order to serum. Also immediately settle, in case the order
// matched against an existing other order.
//
cpi_place_order(&ctx, &order.0)?;
// TODO: immediately call settle_funds?
cpi_place_order(&ctx, order.0)?;
cpi_settle_funds(&ctx)?;
//
// After-order tracking
@ -255,47 +257,90 @@ pub fn place_serum_order(
Ok(())
}
fn cpi_place_order(ctx: &Context<PlaceSerumOrder>, order: &NewOrderInstructionV3) -> Result<()> {
fn cpi_place_order(ctx: &Context<PlaceSerumOrder>, order: NewOrderInstructionV3) -> Result<()> {
let order_payer_token_account = match order.side {
Side::Bid => ctx.accounts.quote_vault.to_account_info(),
Side::Ask => ctx.accounts.base_vault.to_account_info(),
Side::Bid => &ctx.accounts.quote_vault,
Side::Ask => &ctx.accounts.base_vault,
};
let context = CpiContext::new(
ctx.accounts.serum_program.to_account_info(),
dex::NewOrderV3 {
// generic accounts
market: ctx.accounts.serum_market_external.to_account_info(),
request_queue: ctx.accounts.market_request_queue.to_account_info(),
event_queue: ctx.accounts.market_event_queue.to_account_info(),
market_bids: ctx.accounts.market_bids.to_account_info(),
market_asks: ctx.accounts.market_asks.to_account_info(),
coin_vault: ctx.accounts.market_base_vault.to_account_info(),
pc_vault: ctx.accounts.market_quote_vault.to_account_info(),
token_program: ctx.accounts.token_program.to_account_info(),
rent: ctx.accounts.rent.to_account_info(),
// user accounts
open_orders: ctx.accounts.open_orders.to_account_info(),
// NOTE: this is also the user token account authority!
open_orders_authority: ctx.accounts.group.to_account_info(),
order_payer_token_account,
},
);
let data = serum_dex::instruction::MarketInstruction::NewOrderV3(order).pack();
let instruction = solana_program::instruction::Instruction {
program_id: *ctx.accounts.serum_program.key,
data,
accounts: vec![
AccountMeta::new(*ctx.accounts.serum_market_external.key, false),
AccountMeta::new(*ctx.accounts.open_orders.key, false),
AccountMeta::new(*ctx.accounts.market_request_queue.key, false),
AccountMeta::new(*ctx.accounts.market_event_queue.key, false),
AccountMeta::new(*ctx.accounts.market_bids.key, false),
AccountMeta::new(*ctx.accounts.market_asks.key, false),
AccountMeta::new(order_payer_token_account.key(), false),
AccountMeta::new_readonly(ctx.accounts.group.key(), true),
AccountMeta::new(*ctx.accounts.market_base_vault.key, false),
AccountMeta::new(*ctx.accounts.market_quote_vault.key, false),
AccountMeta::new_readonly(*ctx.accounts.token_program.key, false),
AccountMeta::new_readonly(ctx.accounts.group.key(), false),
],
};
let account_infos = [
ctx.accounts.serum_program.to_account_info(), // Have to add account of the program id
ctx.accounts.serum_market_external.to_account_info(),
ctx.accounts.open_orders.to_account_info(),
ctx.accounts.market_request_queue.to_account_info(),
ctx.accounts.market_event_queue.to_account_info(),
ctx.accounts.market_bids.to_account_info(),
ctx.accounts.market_asks.to_account_info(),
order_payer_token_account.to_account_info(),
ctx.accounts.group.to_account_info(),
ctx.accounts.market_base_vault.to_account_info(),
ctx.accounts.market_quote_vault.to_account_info(),
ctx.accounts.token_program.to_account_info(),
ctx.accounts.group.to_account_info(),
];
let group = ctx.accounts.group.load()?;
let seeds = group_seeds!(group);
dex::new_order_v3(
context.with_signer(&[seeds]),
order.side,
order.limit_price,
order.max_coin_qty,
order.max_native_pc_qty_including_fees,
order.self_trade_behavior,
order.order_type,
order.client_order_id,
order.limit,
)?;
solana_program::program::invoke_signed_unchecked(&instruction, &account_infos, &[seeds])?;
Ok(())
}
fn cpi_settle_funds(ctx: &Context<PlaceSerumOrder>) -> Result<()> {
let data = serum_dex::instruction::MarketInstruction::SettleFunds.pack();
let instruction = solana_program::instruction::Instruction {
program_id: *ctx.accounts.serum_program.key,
data,
accounts: vec![
AccountMeta::new(*ctx.accounts.serum_market_external.key, false),
AccountMeta::new(*ctx.accounts.open_orders.key, false),
AccountMeta::new_readonly(ctx.accounts.group.key(), true),
AccountMeta::new(*ctx.accounts.market_base_vault.key, false),
AccountMeta::new(*ctx.accounts.market_quote_vault.key, false),
AccountMeta::new(ctx.accounts.base_vault.key(), false),
AccountMeta::new(ctx.accounts.quote_vault.key(), false),
AccountMeta::new_readonly(*ctx.accounts.market_vault_signer.key, false),
AccountMeta::new_readonly(*ctx.accounts.token_program.key, false),
AccountMeta::new(ctx.accounts.quote_vault.key(), false),
],
};
let account_infos = [
ctx.accounts.serum_market_external.to_account_info(),
ctx.accounts.serum_market_external.to_account_info(),
ctx.accounts.open_orders.to_account_info(),
ctx.accounts.group.to_account_info(),
ctx.accounts.market_base_vault.to_account_info(),
ctx.accounts.market_quote_vault.to_account_info(),
ctx.accounts.base_vault.to_account_info(),
ctx.accounts.quote_vault.to_account_info(),
ctx.accounts.market_vault_signer.to_account_info(),
ctx.accounts.token_program.to_account_info(),
ctx.accounts.quote_vault.to_account_info(),
];
let group = ctx.accounts.group.load()?;
let seeds = group_seeds!(group);
solana_program::program::invoke_signed_unchecked(&instruction, &account_infos, &[seeds])?;
Ok(())
}

7
programs/mango-v4/tests/program_test/mango_client.rs
View File

@ -808,6 +808,12 @@ impl<'keypair> ClientInstruction for PlaceSerumOrderInstruction<'keypair> {
let req_q = market_external.req_q;
let coin_vault = market_external.coin_vault;
let pc_vault = market_external.pc_vault;
let vault_signer = serum_dex::state::gen_vault_signer_key(
market_external.vault_signer_nonce,
&serum_market.serum_market_external,
&serum_market.serum_program,
)
.unwrap();
let health_check_metas =
derive_health_check_remaining_account_metas(&account_loader, &account, None, false)
@ -830,6 +836,7 @@ impl<'keypair> ClientInstruction for PlaceSerumOrderInstruction<'keypair> {
market_request_queue: from_serum_style_pubkey(&req_q),
market_base_vault: from_serum_style_pubkey(&coin_vault),
market_quote_vault: from_serum_style_pubkey(&pc_vault),
market_vault_signer: vault_signer,
owner: self.owner.pubkey(),
token_program: Token::id(),
rent: sysvar::rent::Rent::id(),