program: new ExcludePreviousFill flag for modify_order (#1357)

* program: new ExcludePreviousFill flag for modify_order * skip placing order instead of erroring out if base asset amount is 0 * CHANGELOG
drift-labs · Dec 5, 2024 · e17ae06 · e17ae06
1 parent d3134a6
commit e17ae06
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -14,6 +14,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Fixes
 
+- program: make ModifyOrderParams a bit flag and add ExcludePreviousFill ([#1357](https://github.com/drift-labs/protocol-v2/pull/1357))
+
 - program: fix force delete user for token 2022 ([#1358](https://github.com/drift-labs/protocol-v2/pull/1358))
 
 ### Breaking

diff --git a/programs/drift/src/controller/orders.rs b/programs/drift/src/controller/orders.rs
@@ -904,7 +904,7 @@ pub fn modify_order(
                 Ok(order_index) => order_index,
                 Err(e) => {
                     msg!("User order id {} not found", user_order_id);
-                    if modify_order_params.policy == Some(ModifyOrderPolicy::MustModify) {
+                    if modify_order_params.must_modify() {
                         return Err(e);
                     } else {
                         return Ok(());
@@ -916,7 +916,7 @@ pub fn modify_order(
             Ok(order_index) => order_index,
             Err(e) => {
                 msg!("Order id {} not found", order_id);
-                if modify_order_params.policy == Some(ModifyOrderPolicy::MustModify) {
+                if modify_order_params.must_modify() {
                     return Err(e);
                 } else {
                     return Ok(());
@@ -947,30 +947,32 @@ pub fn modify_order(
     let order_params =
         merge_modify_order_params_with_existing_order(&existing_order, &modify_order_params)?;
 
-    if order_params.market_type == MarketType::Perp {
-        place_perp_order(
-            state,
-            &mut user,
-            user_key,
-            perp_market_map,
-            spot_market_map,
-            oracle_map,
-            clock,
-            order_params,
-            PlaceOrderOptions::default(),
-        )?;
-    } else {
-        place_spot_order(
-            state,
-            &mut user,
-            user_key,
-            perp_market_map,
-            spot_market_map,
-            oracle_map,
-            clock,
-            order_params,
-            PlaceOrderOptions::default(),
-        )?;
+    if let Some(order_params) = order_params {
+        if order_params.market_type == MarketType::Perp {
+            place_perp_order(
+                state,
+                &mut user,
+                user_key,
+                perp_market_map,
+                spot_market_map,
+                oracle_map,
+                clock,
+                order_params,
+                PlaceOrderOptions::default(),
+            )?;
+        } else {
+            place_spot_order(
+                state,
+                &mut user,
+                user_key,
+                perp_market_map,
+                spot_market_map,
+                oracle_map,
+                clock,
+                order_params,
+                PlaceOrderOptions::default(),
+            )?;
+        }
     }
 
     Ok(())
@@ -979,16 +981,27 @@ pub fn modify_order(
 fn merge_modify_order_params_with_existing_order(
     existing_order: &Order,
     modify_order_params: &ModifyOrderParams,
-) -> DriftResult<OrderParams> {
+) -> DriftResult<Option<OrderParams>> {
     let order_type = existing_order.order_type;
     let market_type = existing_order.market_type;
     let direction = modify_order_params
         .direction
         .unwrap_or(existing_order.direction);
     let user_order_id = existing_order.user_order_id;
-    let base_asset_amount = modify_order_params
-        .base_asset_amount
-        .unwrap_or(existing_order.get_base_asset_amount_unfilled(None)?);
+    let base_asset_amount = match modify_order_params.base_asset_amount {
+        Some(base_asset_amount) if modify_order_params.exclude_previous_fill() => {
+            let base_asset_amount =
+                base_asset_amount.saturating_sub(existing_order.base_asset_amount_filled);
+
+            if base_asset_amount == 0 {
+                return Ok(None);
+            }
+
+            base_asset_amount
+        }
+        Some(base_asset_amount) => base_asset_amount,
+        None => existing_order.get_base_asset_amount_unfilled(None)?,
+    };
     let price = modify_order_params.price.unwrap_or(existing_order.price);
     let market_index = existing_order.market_index;
     let reduce_only = modify_order_params
@@ -1034,7 +1047,7 @@ fn merge_modify_order_params_with_existing_order(
             (None, None, None)
         };
 
-    Ok(OrderParams {
+    Ok(Some(OrderParams {
         order_type,
         market_type,
         direction,
@@ -1052,7 +1065,7 @@ fn merge_modify_order_params_with_existing_order(
         auction_duration,
         auction_start_price,
         auction_end_price,
-    })
+    }))
 }
 
 pub fn fill_perp_order(

diff --git a/programs/drift/src/state/order_params.rs b/programs/drift/src/state/order_params.rs
@@ -796,20 +796,24 @@ pub struct ModifyOrderParams {
     pub auction_duration: Option<u8>,
     pub auction_start_price: Option<i64>,
     pub auction_end_price: Option<i64>,
-    pub policy: Option<ModifyOrderPolicy>,
+    pub policy: Option<u8>,
 }
 
-#[derive(AnchorSerialize, AnchorDeserialize, Clone, Eq, PartialEq)]
-pub enum ModifyOrderPolicy {
-    TryModify,
-    MustModify,
-}
+impl ModifyOrderParams {
+    pub fn must_modify(&self) -> bool {
+        self.policy.unwrap_or(0) & ModifyOrderPolicy::MustModify as u8 != 0
+    }
 
-impl Default for ModifyOrderPolicy {
-    fn default() -> Self {
-        Self::TryModify
+    pub fn exclude_previous_fill(&self) -> bool {
+        self.policy.unwrap_or(0) & ModifyOrderPolicy::ExcludePreviousFill as u8 != 0
     }
 }
+
+pub enum ModifyOrderPolicy {
+    MustModify = 1,
+    ExcludePreviousFill = 2,
+}
+
 #[derive(Clone)]
 pub struct PlaceOrderOptions {
     pub swift_taker_order_slot: Option<u64>,

diff --git a/sdk/src/driftClient.ts b/sdk/src/driftClient.ts
@@ -6477,7 +6477,7 @@ export class DriftClient {
 			postOnly?: boolean;
 			immediateOrCancel?: boolean;
 			maxTs?: BN;
-			policy?: ModifyOrderPolicy;
+			policy?: number;
 		},
 		txParams?: TxParams,
 		subAccountId?: number
@@ -6525,7 +6525,7 @@ export class DriftClient {
 			postOnly?: boolean;
 			immediateOrCancel?: boolean;
 			maxTs?: BN;
-			policy?: ModifyOrderPolicy;
+			policy?: number;
 		},
 		subAccountId?: number
 	): Promise<TransactionInstruction> {

diff --git a/sdk/src/types.ts b/sdk/src/types.ts
@@ -1077,9 +1077,9 @@ export type ModifyOrderParams = {
 	[Property in keyof OrderParams]?: OrderParams[Property] | null;
 } & { policy?: ModifyOrderPolicy };
 
-export class ModifyOrderPolicy {
-	static readonly MUST_MODIFY = { mustModify: {} };
-	static readonly TRY_MODIFY = { tryModify: {} };
+export enum ModifyOrderPolicy {
+	MustModify = 1,
+	ExcludePreviousFill = 2,
 }
 
 export const DefaultOrderParams: OrderParams = {