Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

program: add-amm-availability-enum #1258

Draft
wants to merge 13 commits into
base: master
Choose a base branch
from
Draft

program: add-amm-availability-enum #1258

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
13 commits
Select commit Hold shift + click to select a range
e6541ce
program: add-amm-availability-enum
0xbigz Oct 14, 2024
8ed512b
passing tests
0xbigz Oct 14, 2024
3828279
add init skip duration logic
0xbigz Oct 15, 2024
cec4c35
amm skip auction duration check for prelaunch oracle
0xbigz Oct 16, 2024
7af5a1a
cargo fmt --
0xbigz Oct 16, 2024
b60bfc5
add state check for pause
0xbigz Oct 17, 2024
c59e2b2
add protected maker mode for user
0xbigz Oct 18, 2024
32ff087
improve naming
0xbigz Oct 18, 2024
e1a9e1a
filter protected makers in get_maker_orders_info
0xbigz Oct 21, 2024
df1f1e5
add helper function for amm fill check
0xbigz Oct 21, 2024
bcf5529
merge master
0xbigz Oct 21, 2024
168b728
Revert "filter protected makers in get_maker_orders_info"
crispheaney Oct 24, 2024
8880164
Revert "add protected maker mode for user"
crispheaney Oct 24, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
24 changes: 19 additions & 5 deletions programs/drift/src/controller/orders.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,6 @@ use crate::state::order_params::{
ModifyOrderParams, ModifyOrderPolicy, OrderParams, PlaceOrderOptions, PostOnlyParam, RFQMatch,
};
use crate::{controller, ID};

use crate::math::amm::calculate_amm_available_liquidity;
use crate::math::lp::calculate_lp_shares_to_burn_for_risk_reduction;
use crate::math::safe_unwrap::SafeUnwrap;
Expand All @@ -63,7 +62,7 @@ use crate::state::margin_calculation::{MarginCalculation, MarginContext};
use crate::state::oracle::{OraclePriceData, StrictOraclePrice};
use crate::state::oracle_map::OracleMap;
use crate::state::paused_operations::{PerpOperation, SpotOperation};
use crate::state::perp_market::{AMMLiquiditySplit, MarketStatus, PerpMarket};
use crate::state::perp_market::{AMMAvailability, AMMLiquiditySplit, MarketStatus, PerpMarket};
use crate::state::perp_market_map::PerpMarketMap;
use crate::state::rfq_user::{RFQOrderId, RFQUser};
use crate::state::spot_fulfillment_params::{ExternalSpotFill, SpotFulfillmentParams};
Expand Down Expand Up @@ -1152,6 +1151,8 @@ pub fn fill_perp_order(
let oracle_price: i64;
let oracle_twap_5min: i64;
let perp_market_index: u16;
let user_can_skip_duration: bool;
let amm_can_skip_duration: bool;

let mut amm_is_available = !state.amm_paused()? && !fill_mode.is_rfq();
{
Expand All @@ -1176,6 +1177,9 @@ pub fn fill_perp_order(
amm_is_available &= !market.is_operation_paused(PerpOperation::AmmFill);
amm_is_available &= !market.has_too_much_drawdown()?;

amm_can_skip_duration = market.can_skip_auction_duration(&state)?;
user_can_skip_duration = user.can_skip_auction_duration(user_stats, now)?;

reserve_price_before = market.amm.reserve_price()?;
oracle_price = oracle_price_data.price;
oracle_twap_5min = market
Expand Down Expand Up @@ -1320,6 +1324,16 @@ pub fn fill_perp_order(
return Ok((0, 0));
}

let amm_availability = if amm_is_available {
if amm_can_skip_duration && user_can_skip_duration {
AMMAvailability::Immediate
} else {
AMMAvailability::AfterMinDuration
}
} else {
AMMAvailability::Unavailable
};

let (base_asset_amount, quote_asset_amount) = fulfill_perp_order(
user,
order_index,
Expand All @@ -1341,7 +1355,7 @@ pub fn fill_perp_order(
now,
slot,
state.min_perp_auction_duration,
amm_is_available,
amm_availability,
fill_mode,
)?;

Expand Down Expand Up @@ -1735,7 +1749,7 @@ fn fulfill_perp_order(
now: i64,
slot: u64,
min_auction_duration: u8,
amm_is_available: bool,
amm_availability: AMMAvailability,
fill_mode: FillMode,
) -> DriftResult<(u64, u64)> {
let market_index = user.orders[user_order_index].market_index;
Expand Down Expand Up @@ -1764,7 +1778,7 @@ fn fulfill_perp_order(
reserve_price_before,
Some(oracle_price),
limit_price,
amm_is_available,
amm_availability,
slot,
min_auction_duration,
fill_mode,
Expand Down
28 changes: 14 additions & 14 deletions programs/drift/src/controller/orders/amm_jit_tests.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -298,7 +298,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -487,7 +487,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -684,7 +684,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -880,7 +880,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1078,7 +1078,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1285,7 +1285,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1490,7 +1490,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1718,7 +1718,7 @@ pub mod amm_jit {
now,
slot,
0,
false,
crate::state::perp_market::AMMAvailability::Unavailable,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1917,7 +1917,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2104,7 +2104,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2303,7 +2303,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2553,7 +2553,7 @@ pub mod amm_jit {
now,
slot,
auction_duration,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2836,7 +2836,7 @@ pub mod amm_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -3064,7 +3064,7 @@ pub mod amm_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down
26 changes: 13 additions & 13 deletions programs/drift/src/controller/orders/amm_lp_jit_tests.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -647,7 +647,7 @@ pub mod amm_lp_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -849,7 +849,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1058,7 +1058,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1274,7 +1274,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1493,7 +1493,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1694,7 +1694,7 @@ pub mod amm_lp_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -1904,7 +1904,7 @@ pub mod amm_lp_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2106,7 +2106,7 @@ pub mod amm_lp_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2296,7 +2296,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2498,7 +2498,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -2748,7 +2748,7 @@ pub mod amm_lp_jit {
now,
slot,
auction_duration,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -3031,7 +3031,7 @@ pub mod amm_lp_jit {
now,
slot,
10,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down Expand Up @@ -3262,7 +3262,7 @@ pub mod amm_lp_jit {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down
2 changes: 1 addition & 1 deletion programs/drift/src/controller/orders/fuel_tests.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -242,7 +242,7 @@ pub mod fuel_scoring {
now,
slot,
0,
true,
crate::state::perp_market::AMMAvailability::AfterMinDuration,
FillMode::Fill,
)
.unwrap();
Expand Down
Loading
Loading