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

101 lines
2.7 KiB
Rust

use anchor_lang::prelude::*;
use crate::state::{
oracle_price, Book, BookSide, Group, MangoAccount, OrderType, PerpMarket, Side,
};
#[derive(Accounts)]
pub struct PlacePerpOrder<'info> {
pub group: AccountLoader<'info, Group>,
#[account(
mut,
has_one = group,
has_one = owner,
)]
pub account: AccountLoader<'info, MangoAccount>,
#[account(
mut,
has_one = group,
has_one = bids,
has_one = asks,
has_one = oracle,
)]
pub perp_market: AccountLoader<'info, PerpMarket>,
#[account(mut)]
pub asks: AccountLoader<'info, BookSide>,
#[account(mut)]
pub bids: AccountLoader<'info, BookSide>,
pub oracle: UncheckedAccount<'info>,
pub owner: Signer<'info>,
}
pub fn place_perp_order(
ctx: Context<PlacePerpOrder>,
// TODO side is harcoded for now
// maybe new_bid and new_ask can be folded into one function
// side: Side,
price: i64,
max_base_quantity: i64,
max_quote_quantity: i64,
client_order_id: u64,
order_type: OrderType,
// TODO reduce_only relies on event queue
// reduce_only: bool,
expiry_timestamp: u64,
limit: u8,
) -> Result<()> {
let mut account = ctx.accounts.account.load_mut()?;
let mango_account_pk = ctx.accounts.account.key();
let mut perp_market = ctx.accounts.perp_market.load_mut()?;
let bids = &ctx.accounts.bids.to_account_info();
let asks = &ctx.accounts.asks.to_account_info();
let mut book = Book::load_checked(&bids, &asks, &perp_market)?;
let oracle_price = oracle_price(&ctx.accounts.oracle.to_account_info())?;
let now_ts = Clock::get()?.unix_timestamp as u64;
let time_in_force = if expiry_timestamp != 0 {
// If expiry is far in the future, clamp to 255 seconds
let tif = expiry_timestamp.saturating_sub(now_ts).min(255);
if tif == 0 {
// If expiry is in the past, ignore the order
msg!("Order is already expired");
return Ok(());
}
tif as u8
} else {
// Never expire
0
};
// TODO reduce_only based on event queue
book.new_bid(
// program_id: &Pubkey,
// mango_group: &MangoGroup,
// mango_group_pk: &Pubkey,
// mango_cache: &MangoCache,
// event_queue: &mut EventQueue,
&mut perp_market,
oracle_price,
&mut account,
&mango_account_pk,
// market_index: usize,
price,
max_base_quantity,
max_quote_quantity,
order_type,
time_in_force,
client_order_id,
now_ts,
// referrer_mango_account_ai: Option<&AccountInfo>,
limit,
)?;
Ok(())
}