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mango-v4
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Merge pull request #29 from blockworks-foundation/mc/event_queue 

add event queue
This commit is contained in:
microwavedcola1 2022-03-23 08:54:11 +01:00 committed by GitHub
parent 696806ee77 b0d6a14d00
commit fde4bce86f
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GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 452 additions and 413 deletions
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4
programs/mango-v4/src/address_lookup_table/mod.rs
View File

@ -5,7 +5,7 @@ use solana_program::pubkey::{Pubkey, PUBKEY_BYTES};
use std::str::FromStr;
pub fn id() -> Pubkey {
Pubkey::from_str(&"AddressLookupTab1e1111111111111111111111111").unwrap()
Pubkey::from_str("AddressLookupTab1e1111111111111111111111111").unwrap()
}
/// The maximum number of addresses that a lookup table can hold
@ -17,7 +17,7 @@ pub const LOOKUP_TABLE_META_SIZE: usize = 56;
pub const LOOKUP_TABLE_MAX_ACCOUNT_SIZE: usize =
LOOKUP_TABLE_META_SIZE + LOOKUP_TABLE_MAX_ADDRESSES * PUBKEY_BYTES;
pub fn addresses<'a>(table: &[u8]) -> &[Pubkey] {
pub fn addresses(table: &[u8]) -> &[Pubkey] {
bytemuck::try_cast_slice(&table[LOOKUP_TABLE_META_SIZE..]).unwrap()
}

5
programs/mango-v4/src/instructions/create_perp_market.rs
View File

@ -30,6 +30,8 @@ pub struct CreatePerpMarket<'info> {
#[account(zero)]
pub asks: AccountLoader<'info, BookSide>,
pub event_queue: UncheckedAccount<'info>,
#[account(mut)]
pub payer: Signer<'info>,
@ -50,6 +52,7 @@ pub fn create_perp_market(
oracle: ctx.accounts.oracle.key(),
bids: ctx.accounts.bids.key(),
asks: ctx.accounts.asks.key(),
event_queue: ctx.accounts.event_queue.key(),
quote_lot_size,
base_lot_size,
seq_num: 0,
@ -65,5 +68,7 @@ pub fn create_perp_market(
let mut asks = ctx.accounts.asks.load_init()?;
asks.book_side_type = BookSideType::Asks;
// TODO: discriminator on event queue
Ok(())
}

8
programs/mango-v4/src/instructions/place_perp_order.rs
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@ -1,6 +1,6 @@
use anchor_lang::prelude::*;
use crate::state::{Book, BookSide, Group, MangoAccount, OrderType, PerpMarket};
use crate::state::{Book, BookSide, EventQueue, Group, MangoAccount, OrderType, PerpMarket};
#[derive(Accounts)]
pub struct PlacePerpOrder<'info> {
@ -25,6 +25,7 @@ pub struct PlacePerpOrder<'info> {
pub asks: AccountLoader<'info, BookSide>,
#[account(mut)]
pub bids: AccountLoader<'info, BookSide>,
pub event_queue: UncheckedAccount<'info>,
pub oracle: UncheckedAccount<'info>,
pub owner: Signer<'info>,
@ -50,6 +51,10 @@ pub fn place_perp_order(
let asks = &ctx.accounts.asks.to_account_info();
let mut book = Book::load_checked(&bids, &asks, &perp_market)?;
let event_queue_ai = &ctx.accounts.event_queue.to_account_info();
let mut event_queue =
EventQueue::load_mut_checked(event_queue_ai, ctx.program_id, &perp_market)?;
// let oracle_price = oracle_price(&ctx.accounts.oracle.to_account_info())?;
let now_ts = Clock::get()?.unix_timestamp as u64;
@ -70,6 +75,7 @@ pub fn place_perp_order(
// TODO reduce_only based on event queue
book.new_bid(
&mut event_queue,
&mut perp_market,
// oracle_price,
// &mut account,

2
programs/mango-v4/src/state/mod.rs
View File

@ -14,6 +14,6 @@ mod health;
mod mango_account;
mod mint_info;
mod oracle;
pub mod orderbook;
mod orderbook;
mod perp_market;
mod serum3_market;

25
programs/mango-v4/src/state/orderbook/book.rs
View File

@ -4,10 +4,11 @@ use crate::{
error::MangoError,
state::{
orderbook::{bookside::BookSide, nodes::LeafNode},
PerpMarket,
EventQueue, OutEvent, PerpMarket,
},
};
use anchor_lang::prelude::*;
use bytemuck::cast;
use fixed::types::I80F48;
use fixed_macro::types::I80F48;
@ -339,7 +340,7 @@ impl<'a> Book<'a> {
// mango_group: &MangoGroup,
// mango_group_pk: &Pubkey,
// mango_cache: &MangoCache,
// event_queue: &mut EventQueue,
event_queue: &mut EventQueue,
market: &mut PerpMarket,
// oracle_price: I80F48,
// mango_account: &mut MangoAccount,
@ -403,16 +404,16 @@ impl<'a> Book<'a> {
// 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::Ask,
// best_ask.owner_slot,
// now_ts,
// event_queue.header.seq_num,
// best_ask.owner,
// best_ask.quantity,
// );
// event_queue.push_back(cast(event)).unwrap();
// ask_deletes.push(best_ask.key);
let event = OutEvent::new(
Side::Ask,
best_ask.owner_slot,
now_ts,
event_queue.header.seq_num,
best_ask.owner,
best_ask.quantity,
);
event_queue.push_back(cast(event)).unwrap();
ask_deletes.push(best_ask.key);
}
continue;
}

1
programs/mango-v4/src/state/orderbook/mod.rs
View File

@ -6,7 +6,6 @@ pub use metadata::*;
pub use nodes::*;
pub use ob_utils::*;
pub use order_type::*;
pub use order_type::*;
pub use queue::*;
pub mod book;

776
programs/mango-v4/src/state/orderbook/queue.rs
View File

@ -1,437 +1,439 @@
// 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::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 const MAX_NUM_EVENTS: usize = 512;
// fn head(&self) -> usize;
// fn set_head(&mut self, value: usize);
// fn count(&self) -> usize;
// fn set_count(&mut self, value: usize);
pub trait QueueHeader: bytemuck::Pod {
type Item: bytemuck::Pod + Copy;
// fn incr_event_id(&mut self);
// fn decr_event_id(&mut self, n: usize);
// }
fn head(&self) -> usize;
fn set_head(&mut self, value: usize);
fn count(&self) -> usize;
fn set_count(&mut self, value: usize);
// pub struct Queue<'a, H: QueueHeader> {
// pub header: RefMut<'a, H>,
// pub buf: RefMut<'a, [H::Item]>,
// }
fn incr_event_id(&mut self);
fn decr_event_id(&mut self, n: usize);
}
// impl<'a, H: QueueHeader> Queue<'a, H> {
// pub fn new(header: RefMut<'a, H>, buf: RefMut<'a, [H::Item]>) -> Self {
// Self { header, buf }
// }
pub struct Queue<'a, H: QueueHeader> {
pub header: RefMut<'a, H>,
pub buf: RefMut<'a, [H::Item]>,
}
// pub fn load_mut(account: &'a AccountInfo) -> Result<Self> {
// let (header, buf) = strip_header_mut::<H, H::Item>(account)?;
// Ok(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 len(&self) -> usize {
// self.header.count()
// }
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 full(&self) -> bool {
// self.header.count() == self.buf.len()
// }
pub fn len(&self) -> usize {
self.header.count()
}
// pub fn empty(&self) -> bool {
// self.header.count() == 0
// }
pub fn full(&self) -> bool {
self.header.count() == self.buf.len()
}
// 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 empty(&self) -> bool {
self.header.count() == 0
}
// let count = self.header.count();
// self.header.set_count(count + 1);
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;
// self.header.incr_event_id();
// Ok(())
// }
let count = self.header.count();
self.header.set_count(count + 1);
// pub fn peek_front(&self) -> Option<&H::Item> {
// if self.empty() {
// return None;
// }
// Some(&self.buf[self.header.head()])
// }
self.header.incr_event_id();
Ok(())
}
// 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(&self) -> Option<&H::Item> {
if self.empty() {
return None;
}
Some(&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 peek_front_mut(&mut self) -> Option<&mut H::Item> {
if self.empty() {
return None;
}
Some(&mut self.buf[self.header.head()])
}
// let count = self.header.count();
// self.header.set_count(count - 1);
pub fn pop_front(&mut self) -> std::result::Result<H::Item, ()> {
if self.empty() {
return Err(());
}
let value = self.buf[self.header.head()];
// let head = self.header.head();
// self.header.set_head((head + 1) % self.buf.len());
let count = self.header.count();
self.header.set_count(count - 1);
// Ok(value)
// }
let head = self.header.head();
self.header.set_head((head + 1) % self.buf.len());
// 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(())
// }
Ok(value)
}
// pub fn iter(&self) -> impl Iterator<Item = &H::Item> {
// QueueIterator {
// queue: self,
// index: 0,
// }
// }
// }
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(())
}
// struct QueueIterator<'a, 'b, H: QueueHeader> {
// queue: &'b Queue<'a, H>,
// index: usize,
// }
pub fn iter(&self) -> impl Iterator<Item = &H::Item> {
QueueIterator {
queue: self,
index: 0,
}
}
}
// 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)
// }
// }
// }
struct QueueIterator<'a, 'b, H: QueueHeader> {
queue: &'b Queue<'a, H>,
index: usize,
}
// #[account(zero_copy)]
// pub struct EventQueueHeader {
// pub meta_data: MetaData,
// head: usize,
// count: usize,
// pub seq_num: usize,
// }
// // unsafe impl TriviallyTransmutable for EventQueueHeader {}
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 QueueHeader for EventQueueHeader {
// type Item = AnyEvent;
#[account(zero_copy)]
pub struct EventQueueHeader {
pub meta_data: MetaData,
head: usize,
count: usize,
pub seq_num: usize,
}
// unsafe impl TriviallyTransmutable for EventQueueHeader {}
// 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;
// }
// }
impl QueueHeader for EventQueueHeader {
type Item = AnyEvent;
// pub type EventQueue<'a> = Queue<'a, EventQueueHeader>;
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;
}
}
// 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 type EventQueue<'a> = Queue<'a, EventQueueHeader>;
// 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
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); // InvalidOwner
require!(
&perp_market.event_queue == account.key,
MangoError::SomeError
); //InvalidAccount
Self::load_mut(account)
}
// let mut state = Self::load_mut(account)?;
// require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
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
// // require!(
// // !state.header.meta_data.is_initialized,
// // MangoError::SomeError
// // );
// // state.header.meta_data = MetaData::new(DataType::EventQueue, 0, true);
let state = Self::load_mut(account)?;
require!(account.owner == program_id, MangoError::SomeError); // MangoErrorCode::InvalidOwner
// Ok(state)
// }
// }
// require!(
// !state.header.meta_data.is_initialized,
// MangoError::SomeError
// );
// state.header.meta_data = MetaData::new(DataType::EventQueue, 0, true);
// #[derive(Copy, Clone, IntoPrimitive, TryFromPrimitive, Eq, PartialEq)]
// #[repr(u8)]
// pub enum EventType {
// Fill,
// Out,
// Liquidate,
// }
Ok(state)
}
}
// 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, IntoPrimitive, TryFromPrimitive, Eq, PartialEq)]
#[repr(u8)]
pub enum EventType {
Fill,
Out,
Liquidate,
}
// #[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
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 {}
// pub maker: Pubkey,
// pub maker_order_id: i128,
// pub maker_client_order_id: u64,
// pub maker_fee: I80F48,
#[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
// // The best bid/ask at the time the maker order was placed. Used for liquidity incentives
// pub best_initial: i64,
pub maker: Pubkey,
pub maker_order_id: i128,
pub maker_client_order_id: u64,
pub maker_fee: I80F48,
// // Timestamp of when the maker order was placed; copied over from the LeafNode
// pub maker_timestamp: u64,
// The best bid/ask at the time the maker order was placed. Used for liquidity incentives
pub best_initial: i64,
// pub taker: Pubkey,
// pub taker_order_id: i128,
// pub taker_client_order_id: u64,
// pub taker_fee: I80F48,
// Timestamp of when the maker order was placed; copied over from the LeafNode
pub maker_timestamp: u64,
// pub price: i64,
// pub quantity: i64, // number of quote lots
// }
// // unsafe impl TriviallyTransmutable for FillEvent {}
pub taker: Pubkey,
pub taker_order_id: i128,
pub taker_client_order_id: u64,
pub taker_fee: I80F48,
// 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,
pub price: i64,
pub quantity: i64, // number of quote lots
}
// unsafe impl TriviallyTransmutable for FillEvent {}
// 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,
// }
// }
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,
// 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(),
// ),
// }
// }
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 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 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(),
),
}
}
// #[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],
// }
// }
// }
// 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)]
// /// 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)]
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],
}
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>());

6
programs/mango-v4/src/state/perp_market.rs
View File

@ -5,9 +5,6 @@ use crate::state::TokenIndex;
pub type PerpMarketIndex = u16;
#[account(zero_copy)]
pub struct EventQueue {}
#[account(zero_copy)]
pub struct PerpMarket {
pub group: Pubkey,
@ -17,8 +14,7 @@ pub struct PerpMarket {
pub bids: Pubkey,
pub asks: Pubkey,
/// Event queue of TODO
/// pub event_queue: Pubkey,
pub event_queue: Pubkey,
/// Number of quote native that reresents min tick
/// e.g. when base lot size is 100, and quote lot size is 10, then tick i.e. price increment is 10/100 i.e. 0.1

4
programs/mango-v4/tests/program_test/mango_client.rs
View File

@ -1086,6 +1086,7 @@ pub struct CreatePerpMarketInstruction<'keypair> {
pub oracle: Pubkey,
pub asks: Pubkey,
pub bids: Pubkey,
pub event_queue: Pubkey,
pub payer: &'keypair Keypair,
pub perp_market_index: PerpMarketIndex,
pub base_token_index: TokenIndex,
@ -1127,6 +1128,7 @@ impl<'keypair> ClientInstruction for CreatePerpMarketInstruction<'keypair> {
perp_market,
asks: self.asks,
bids: self.bids,
event_queue: self.event_queue,
payer: self.payer.pubkey(),
system_program: System::id(),
};
@ -1146,6 +1148,7 @@ pub struct PlacePerpOrderInstruction<'keypair> {
pub perp_market: Pubkey,
pub asks: Pubkey,
pub bids: Pubkey,
pub event_queue: Pubkey,
pub oracle: Pubkey,
pub owner: &'keypair Keypair,
}
@ -1173,6 +1176,7 @@ impl<'keypair> ClientInstruction for PlacePerpOrderInstruction<'keypair> {
perp_market: self.perp_market,
asks: self.asks,
bids: self.bids,
event_queue: self.event_queue,
oracle: self.oracle,
owner: self.owner.pubkey(),
};

18
programs/mango-v4/tests/program_test/solana.rs
View File

@ -83,7 +83,23 @@ impl SolanaCookie {
.newest()
}
pub async fn create_account<T>(&self, owner: &Pubkey) -> Pubkey {
pub async fn create_account_from_len(&self, owner: &Pubkey, len: usize) -> Pubkey {
let key = Keypair::new();
let rent = self.rent.minimum_balance(len);
let create_account_instr = solana_sdk::system_instruction::create_account(
&self.context.borrow().payer.pubkey(),
&key.pubkey(),
rent,
len as u64,
&owner,
);
self.process_transaction(&[create_account_instr], Some(&[&key]))
.await
.unwrap();
key.pubkey()
}
pub async fn create_account_for_type<T>(&self, owner: &Pubkey) -> Pubkey {
let key = Keypair::new();
let len = 8 + std::mem::size_of::<T>();
let rent = self.rent.minimum_balance(len);

16
programs/mango-v4/tests/test_perp.rs
View File

@ -1,6 +1,6 @@
#![cfg(feature = "test-bpf")]
use mango_v4::state::BookSide;
use mango_v4::state::*;
use solana_program_test::*;
use solana_sdk::{signature::Keypair, transport::TransportError};
@ -82,6 +82,7 @@ async fn test_perp() -> Result<(), TransportError> {
perp_market,
asks,
bids,
event_queue,
..
} = send_tx(
solana,
@ -90,12 +91,20 @@ async fn test_perp() -> Result<(), TransportError> {
oracle: tokens[0].oracle,
asks: context
.solana
.create_account::<BookSide>(&mango_v4::id())
.create_account_for_type::<BookSide>(&mango_v4::id())
.await,
bids: context
.solana
.create_account::<BookSide>(&mango_v4::id())
.create_account_for_type::<BookSide>(&mango_v4::id())
.await,
event_queue: {
let len = std::mem::size_of::<queue::EventQueue>()
+ std::mem::size_of::<AnyEvent>() * MAX_NUM_EVENTS;
context
.solana
.create_account_from_len(&mango_v4::id(), len)
.await
},
admin,
payer,
perp_market_index: 0,
@ -117,6 +126,7 @@ async fn test_perp() -> Result<(), TransportError> {
perp_market,
asks,
bids,
event_queue,
oracle: tokens[0].oracle,
owner,
},