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

programs/mango-v4/src/instructions/place_serum_order.rs

@@ -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)?;
+    cpi_place_order(&ctx, order.0)?;
-
+    cpi_settle_funds(&ctx)?;
-    // TODO: immediately call settle_funds?
 
     //
     // 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::Bid => &ctx.accounts.quote_vault,
-        Side::Ask => ctx.accounts.base_vault.to_account_info(),
+        Side::Ask => &ctx.accounts.base_vault,
     };
 
-    let context = CpiContext::new(
+    let data = serum_dex::instruction::MarketInstruction::NewOrderV3(order).pack();
-        ctx.accounts.serum_program.to_account_info(),
+    let instruction = solana_program::instruction::Instruction {
-        dex::NewOrderV3 {
+        program_id: *ctx.accounts.serum_program.key,
-            // generic accounts
+        data,
-            market: ctx.accounts.serum_market_external.to_account_info(),
+        accounts: vec![
-            request_queue: ctx.accounts.market_request_queue.to_account_info(),
+            AccountMeta::new(*ctx.accounts.serum_market_external.key, false),
-            event_queue: ctx.accounts.market_event_queue.to_account_info(),
+            AccountMeta::new(*ctx.accounts.open_orders.key, false),
-            market_bids: ctx.accounts.market_bids.to_account_info(),
+            AccountMeta::new(*ctx.accounts.market_request_queue.key, false),
-            market_asks: ctx.accounts.market_asks.to_account_info(),
+            AccountMeta::new(*ctx.accounts.market_event_queue.key, false),
-            coin_vault: ctx.accounts.market_base_vault.to_account_info(),
+            AccountMeta::new(*ctx.accounts.market_bids.key, false),
-            pc_vault: ctx.accounts.market_quote_vault.to_account_info(),
+            AccountMeta::new(*ctx.accounts.market_asks.key, false),
-            token_program: ctx.accounts.token_program.to_account_info(),
+            AccountMeta::new(order_payer_token_account.key(), false),
-            rent: ctx.accounts.rent.to_account_info(),
+            AccountMeta::new_readonly(ctx.accounts.group.key(), true),
-
+            AccountMeta::new(*ctx.accounts.market_base_vault.key, false),
-            // user accounts
+            AccountMeta::new(*ctx.accounts.market_quote_vault.key, false),
-            open_orders: ctx.accounts.open_orders.to_account_info(),
+            AccountMeta::new_readonly(*ctx.accounts.token_program.key, false),
-            // NOTE: this is also the user token account authority!
+            AccountMeta::new_readonly(ctx.accounts.group.key(), false),
-            open_orders_authority: ctx.accounts.group.to_account_info(),
+        ],
-            order_payer_token_account,
+    };
-        },
+    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(
+    solana_program::program::invoke_signed_unchecked(&instruction, &account_infos, &[seeds])?;
-        context.with_signer(&[seeds]),
+
-        order.side,
+    Ok(())
-        order.limit_price,
+}
-        order.max_coin_qty,
+
-        order.max_native_pc_qty_including_fees,
+fn cpi_settle_funds(ctx: &Context<PlaceSerumOrder>) -> Result<()> {
-        order.self_trade_behavior,
+    let data = serum_dex::instruction::MarketInstruction::SettleFunds.pack();
-        order.order_type,
+    let instruction = solana_program::instruction::Instruction {
-        order.client_order_id,
+        program_id: *ctx.accounts.serum_program.key,
-        order.limit,
+        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(())
 }

programs/mango-v4/tests/program_test/mango_client.rs

@@ -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(),