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use crate::{
control::state::Market, events::OrderCancelled, utils::orderbook_accounts, FixedTermErrorCode,
};
use agnostic_orderbook::{
instruction::cancel_order,
state::{critbit::Slab, get_side_from_order_id, Side},
};
use agnostic_orderbook::{
instruction::new_order,
state::{
critbit::{InnerNode, LeafNode, SlabHeader},
event_queue::{EventQueueHeader, FillEvent, OutEvent},
OrderSummary, SelfTradeBehavior,
},
};
use anchor_lang::{
prelude::*,
solana_program::{clock::UnixTimestamp, hash::hash},
};
use bytemuck::{CheckedBitPattern, NoUninit, Pod, Zeroable};
use num_derive::FromPrimitive;
use num_traits::FromPrimitive;
use std::convert::TryInto;
pub const TICK_SIZE: u64 = 1;
pub const fn orderbook_slab_len(capacity: usize) -> usize {
capacity * (LeafNode::LEN + CallbackInfo::LEN + InnerNode::LEN)
+ SlabHeader::LEN
+ LeafNode::LEN
+ CallbackInfo::LEN
+ 8
}
pub const fn event_queue_len(event_capacity: usize) -> usize {
event_capacity * (FillEvent::LEN + 2 * CallbackInfo::LEN) + EventQueueHeader::LEN + 8
}
#[derive(Accounts)]
pub struct OrderbookMut<'info> {
#[account(
mut,
has_one = orderbook_market_state @ FixedTermErrorCode::WrongMarketState,
has_one = bids @ FixedTermErrorCode::WrongBids,
has_one = asks @ FixedTermErrorCode::WrongAsks,
has_one = event_queue @ FixedTermErrorCode::WrongEventQueue,
constraint = !market.load()?.orderbook_paused @ FixedTermErrorCode::OrderbookPaused,
)]
pub market: AccountLoader<'info, Market>,
#[account(mut, owner = crate::ID @ FixedTermErrorCode::MarketStateNotProgramOwned)]
pub orderbook_market_state: AccountInfo<'info>,
#[account(mut)]
pub event_queue: AccountInfo<'info>,
#[account(mut)]
pub bids: AccountInfo<'info>,
#[account(mut)]
pub asks: AccountInfo<'info>,
}
impl<'info> OrderbookMut<'info> {
pub fn underlying_mint(&self) -> Pubkey {
self.market.load().unwrap().underlying_token_mint
}
pub fn ticket_mint(&self) -> Pubkey {
self.market.load().unwrap().ticket_mint
}
pub fn vault(&self) -> Pubkey {
self.market.load().unwrap().underlying_token_vault
}
pub fn collateral_mint(&self) -> Pubkey {
self.market.load().unwrap().collateral_mint
}
pub fn claims_mint(&self) -> Pubkey {
self.market.load().unwrap().claims_mint
}
#[allow(clippy::too_many_arguments)]
pub fn place_order(
&self,
owner: Pubkey,
side: Side,
params: OrderParams,
fill: Pubkey,
out: Pubkey,
adapter: Option<Pubkey>,
flags: CallbackFlags,
) -> Result<(CallbackInfo, SensibleOrderSummary)> {
let mut manager = self.market.load_mut()?;
let callback_info = CallbackInfo::new(
self.market.key(),
owner,
fill,
out,
adapter.unwrap_or_default(),
Clock::get()?.unix_timestamp,
flags,
manager.nonce,
);
manager.nonce += 1;
let order_params = params.as_new_order_params(side, callback_info);
let limit_price = order_params.limit_price;
let order_summary = new_order::process(
&crate::id(),
orderbook_accounts!(self, new_order),
order_params,
)?;
require!(
order_summary.posted_order_id.is_some() || order_summary.total_base_qty > 0,
FixedTermErrorCode::OrderRejected
);
Ok((
callback_info,
SensibleOrderSummary {
summary: order_summary,
limit_price,
},
))
}
pub fn cancel_order(
&self,
order_id: u128,
owner: Pubkey,
) -> Result<(Side, CallbackFlags, OrderSummary)> {
let side = get_side_from_order_id(order_id);
let mut buf;
let slab: Slab<CallbackInfo> = match side {
Side::Bid => {
buf = self.bids.data.borrow_mut();
Slab::from_buffer(&mut buf, agnostic_orderbook::state::AccountTag::Bids)?
}
Side::Ask => {
buf = self.asks.data.borrow_mut();
Slab::from_buffer(&mut buf, agnostic_orderbook::state::AccountTag::Asks)?
}
};
let handle = slab.find_by_key(order_id).ok_or_else(|| {
msg!("Given Order ID: [{}]", order_id);
error!(FixedTermErrorCode::OrderNotFound)
})?;
let info = slab.get_callback_info(handle);
let info_owner = info.owner;
let flags = info.flags;
drop(buf);
require_eq!(info_owner, owner, FixedTermErrorCode::WrongUserAccount);
let orderbook_params = cancel_order::Params { order_id };
let order_summary = agnostic_orderbook::instruction::cancel_order::process::<CallbackInfo>(
&crate::id(),
orderbook_accounts!(self, cancel_order),
orderbook_params,
)?;
emit!(OrderCancelled {
market: self.market.key(),
authority: owner,
order_id,
});
Ok((side, flags, order_summary))
}
}
#[derive(
AnchorSerialize, AnchorDeserialize, Clone, Copy, Debug, Default, PartialEq, Eq, Zeroable, Pod,
)]
#[repr(transparent)]
pub struct OrderTag([u8; 16]);
impl OrderTag {
pub fn generate(market_key_bytes: &[u8], user_key_bytes: &[u8], nonce: u64) -> OrderTag {
let nonce_bytes = bytemuck::bytes_of(&nonce);
let bytes: &[u8] = &[market_key_bytes, user_key_bytes, nonce_bytes].concat();
let hash: [u8; 32] = hash(bytes).to_bytes();
let tag_bytes: &[u8; 16] = &hash[..16].try_into().unwrap();
OrderTag(*tag_bytes)
}
pub fn bytes(&self) -> &[u8; 16] {
&self.0
}
}
#[derive(Clone, Copy, Debug, Default, PartialEq, Eq, Zeroable, Pod)]
#[repr(C)]
pub struct CallbackInfo {
pub order_tag: OrderTag,
pub owner: Pubkey,
pub fill_account: Pubkey,
pub out_account: Pubkey,
pub adapter_account_key: Pubkey,
pub order_submitted: [u8; 8],
pub flags: CallbackFlags,
_reserved: [u8; 14],
}
impl CallbackInfo {
pub const LEN: usize = std::mem::size_of::<Self>();
#[allow(clippy::too_many_arguments)]
pub fn new(
market_key: Pubkey,
owner: Pubkey,
fill_account: Pubkey,
out_account: Pubkey,
adapter: Pubkey,
order_submitted: UnixTimestamp,
flags: CallbackFlags,
nonce: u64,
) -> Self {
let order_tag = OrderTag::generate(market_key.as_ref(), fill_account.as_ref(), nonce);
Self {
owner,
fill_account,
out_account,
order_tag,
adapter_account_key: adapter,
order_submitted: order_submitted.to_le_bytes(),
flags,
_reserved: [0u8; 14],
}
}
pub fn adapter(&self) -> Option<Pubkey> {
let adapter = self.adapter_account_key;
if adapter == Pubkey::default() {
None
} else {
Some(adapter)
}
}
pub fn order_submitted_timestamp(&self) -> UnixTimestamp {
UnixTimestamp::from_le_bytes(self.order_submitted)
}
}
impl agnostic_orderbook::state::orderbook::CallbackInfo for CallbackInfo {
type CallbackId = Pubkey;
fn as_callback_id(&self) -> &Self::CallbackId {
&self.owner
}
}
bitflags! {
#[derive(Zeroable, Pod, Default)]
#[repr(C)]
pub struct CallbackFlags: u8 {
const AUTO_STAKE = 1;
const NEW_DEBT = 1 << 1;
const MARGIN = 1 << 2;
}
}
#[derive(AnchorDeserialize, AnchorSerialize, Clone, Copy)]
pub struct OrderParams {
pub max_ticket_qty: u64,
pub max_underlying_token_qty: u64,
pub limit_price: u64,
pub match_limit: u64,
pub post_only: bool,
pub post_allowed: bool,
pub auto_stake: bool,
}
pub trait WithQuoteQty {
fn posted_quote(&self, price: u64) -> Result<u64>;
}
impl OrderParams {
pub fn as_new_order_params(
&self,
side: agnostic_orderbook::state::Side,
callback_info: CallbackInfo,
) -> new_order::Params<CallbackInfo> {
new_order::Params {
max_base_qty: self.max_ticket_qty,
max_quote_qty: self.max_underlying_token_qty,
limit_price: self.limit_price,
side,
match_limit: self.match_limit,
callback_info,
post_only: self.post_only,
post_allowed: self.post_allowed,
self_trade_behavior: SelfTradeBehavior::AbortTransaction,
}
}
}
pub struct SensibleOrderSummary {
limit_price: u64,
summary: OrderSummary,
}
impl SensibleOrderSummary {
pub fn summary(&self) -> OrderSummary {
OrderSummary {
posted_order_id: self.summary.posted_order_id,
total_base_qty: self.summary.total_base_qty,
total_quote_qty: self.summary.total_quote_qty,
total_base_qty_posted: self.summary.total_base_qty_posted,
}
}
pub fn quote_posted(&self) -> Result<u64> {
fp32_mul(self.summary.total_base_qty_posted, self.limit_price)
.ok_or_else(|| error!(FixedTermErrorCode::FixedPointDivision))
}
pub fn base_posted(&self) -> u64 {
self.summary.total_base_qty_posted
}
pub fn quote_filled(&self) -> Result<u64> {
Ok(self.summary.total_quote_qty - self.quote_posted()?)
}
pub fn base_filled(&self) -> u64 {
self.summary.total_base_qty - self.summary.total_base_qty_posted
}
pub fn quote_combined(&self) -> Result<u64> {
Ok(self.summary.total_quote_qty)
}
pub fn base_combined(&self) -> u64 {
self.summary.total_base_qty
}
}
#[account(zero_copy)]
pub struct EventAdapterMetadata {
pub owner: Pubkey,
pub market: Pubkey,
pub orderbook_user: Pubkey,
}
impl EventAdapterMetadata {
pub const LEN: usize = std::mem::size_of::<Self>();
pub fn space(num_events: u32) -> usize {
num_events as usize * (FillEvent::LEN + 2 * CallbackInfo::LEN)
+ Self::LEN
+ EventQueueHeader::LEN
+ 16 }
}
#[derive(FromPrimitive, Clone, Copy, CheckedBitPattern, NoUninit)]
#[repr(u8)]
pub(crate) enum EventTag {
Fill,
Out,
}
pub(crate) type GenericEvent = FillEvent;
pub trait Event {
fn to_generic(&mut self) -> &GenericEvent;
}
impl Event for FillEvent {
fn to_generic(&mut self) -> &GenericEvent {
self.tag = EventTag::Fill as u8;
self
}
}
impl Event for OutEvent {
fn to_generic(&mut self) -> &GenericEvent {
self.tag = EventTag::Out as u8;
bytemuck::cast_ref(self)
}
}
pub enum OrderbookEvent {
Fill(FillInfo),
Out(OutInfo),
}
pub struct FillInfo {
pub event: FillEvent,
pub maker_info: CallbackInfo,
pub taker_info: CallbackInfo,
}
pub struct OutInfo {
pub event: OutEvent,
pub info: CallbackInfo,
}
#[derive(Clone)]
pub struct EventQueue<'a> {
info: AccountInfo<'a>,
header: EventQueueHeader,
capacity: usize,
event_ptr: usize,
callback_ptr: usize,
is_adapter: bool,
}
impl<'a> Key for EventQueue<'a> {
fn key(&self) -> Pubkey {
self.info.key()
}
}
impl<'a> EventQueue<'a> {
const ADAPTER_OFFSET: usize = EventAdapterMetadata::LEN + 8;
pub fn deserialize_market(info: AccountInfo<'a>) -> Result<Self> {
require!(
info.owner == &crate::id(),
FixedTermErrorCode::WrongEventQueue
);
Self::deserialize(info, false)
}
pub fn deserialize_user_adapter(info: AccountInfo<'a>) -> Result<Self> {
require!(
info.owner != &crate::id(),
FixedTermErrorCode::UserDoesNotOwnAdapter
);
Self::deserialize(info, true)
}
fn deserialize(info: AccountInfo<'a>, is_adapter: bool) -> Result<Self> {
let adapter_offset = if is_adapter { Self::ADAPTER_OFFSET } else { 0 };
let buf = &info.data.borrow();
let capacity = (buf.len() - 8 - EventQueueHeader::LEN - adapter_offset)
/ (FillEvent::LEN + 2 * CallbackInfo::LEN);
let header_ptr = 8 + adapter_offset;
let event_ptr = header_ptr + EventQueueHeader::LEN;
let callback_ptr = event_ptr + capacity * FillEvent::LEN;
let header = EventQueueHeader::deserialize(&mut &buf[header_ptr..])?;
Ok(Self {
info: info.clone(),
capacity,
event_ptr,
callback_ptr,
header,
is_adapter,
})
}
pub fn push_event<E: Event>(
&mut self,
mut event: E,
maker_callback_info: Option<&CallbackInfo>,
taker_callback_info: Option<&CallbackInfo>,
) -> std::result::Result<(), Error> {
let mut buf = self.info.data.borrow_mut();
let generic_event = event.to_generic();
let event_idx = (self.header.head as usize + self.header.count as usize) % self.capacity;
let events: &mut [FillEvent] =
bytemuck::cast_slice_mut(&mut buf[self.event_ptr..self.callback_ptr]);
events[event_idx] = *generic_event;
self.header.count += 1;
let callback_infos: &mut [CallbackInfo] =
bytemuck::cast_slice_mut(&mut buf[self.callback_ptr..]);
if let Some(c) = maker_callback_info {
callback_infos[event_idx * 2] = *c;
}
if let Some(c) = taker_callback_info {
callback_infos[event_idx * 2 + 1] = *c;
}
Ok(())
}
pub fn pop_events(&mut self, num_events: u32) -> Result<()> {
let capped_number_of_entries_to_pop = std::cmp::min(self.header.count, num_events as u64);
self.header.count -= capped_number_of_entries_to_pop;
self.header.head =
(self.header.head + capped_number_of_entries_to_pop) % (self.capacity as u64);
Ok(())
}
fn get_event(&self, event_idx: usize) -> OrderbookEvent {
let buf = self.info.data.borrow();
let events: &[FillEvent] = bytemuck::cast_slice(&buf[self.event_ptr..self.callback_ptr]);
let callback: &[CallbackInfo] = bytemuck::cast_slice(&buf[self.callback_ptr..]);
let event = &events[event_idx];
match EventTag::from_u8(event.tag).unwrap() {
EventTag::Fill => OrderbookEvent::Fill(FillInfo {
event: *event,
maker_info: callback[2 * event_idx],
taker_info: callback[2 * event_idx + 1],
}),
EventTag::Out => OrderbookEvent::Out(OutInfo {
event: *bytemuck::cast_ref(event),
info: callback[2 * event_idx],
}),
}
}
pub fn iter(&self) -> QueueIterator<'a> {
QueueIterator {
queue: self.clone(),
current_index: 0,
remaining: self.header.count,
}
}
}
impl<'a> Drop for EventQueue<'a> {
fn drop(&mut self) {
let mut buf = self.info.data.borrow_mut();
let offset = match self.is_adapter {
true => Self::ADAPTER_OFFSET + 8,
false => 8,
};
self.header
.serialize(&mut (&mut buf[offset..] as &mut [u8]))
.unwrap();
}
}
pub struct QueueIterator<'a> {
queue: EventQueue<'a>,
current_index: usize,
remaining: u64,
}
impl<'a> Iterator for QueueIterator<'a> {
type Item = OrderbookEvent;
fn next(&mut self) -> Option<Self::Item> {
if self.remaining == 0 {
return None;
}
let event_idx =
(self.queue.header.head as usize + self.current_index) % self.queue.capacity;
self.current_index += 1;
self.remaining -= 1;
Some(self.queue.get_event(event_idx))
}
}
pub fn fp32_mul(a: u64, b_fp32: u64) -> Option<u64> {
(a as u128)
.checked_mul(b_fp32 as u128)
.and_then(|e| safe_downcast(e >> 32))
}
pub fn fp32_div(a: u64, b_fp32: u64) -> Option<u64> {
((a as u128) << 32)
.checked_div(b_fp32 as u128)
.and_then(|x| x.try_into().ok())
}
fn safe_downcast(n: u128) -> Option<u64> {
static BOUND: u128 = u64::MAX as u128;
if n > BOUND {
None
} else {
Some(n as u64)
}
}