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program: amm fill step size #672

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merged 3 commits into from
Nov 14, 2023
Merged

program: amm fill step size #672

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program: amm fill step size
crispheaney Nov 3, 2023
b8a9382
CHANGELOG
crispheaney Nov 3, 2023
0cb7e1b
Merge branch 'master' into crispheaney/amm-fill-step-size
crispheaney Nov 14, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -13,6 +13,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

### Fixes

- program: allow amm to fill step size ([#672](https://github.com/drift-labs/protocol-v2/pull/672))
- program: add add update_liquidation_margin_buffer_ratio ([#695](https://github.com/drift-labs/protocol-v2/pull/695))
- program: account for fee pool when settling positive pnl ([#687](https://github.com/drift-labs/protocol-v2/pull/687))
- sdk: fix bug which incorrectly calculated leverage after trade for a market with no position but short orders open
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12 changes: 10 additions & 2 deletions programs/drift/src/controller/orders.rs
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Expand Up @@ -1735,14 +1735,14 @@ pub fn fulfill_perp_order_with_amm(
liquidity_split: AMMLiquiditySplit,
) -> DriftResult<(u64, u64)> {
let position_index = get_position_index(&user.perp_positions, market.market_index)?;
let existing_base_asset_amount = user.perp_positions[position_index].base_asset_amount;

// Determine the base asset amount the market can fill
let (base_asset_amount, limit_price, fill_price) = match override_base_asset_amount {
Some(override_base_asset_amount) => {
(override_base_asset_amount, limit_price, override_fill_price)
}
None => {
let existing_base_asset_amount = user.perp_positions[position_index].base_asset_amount;
let (base_asset_amount, limit_price) = calculate_base_asset_amount_for_amm_to_fulfill(
&user.orders[order_index],
market,
Expand All @@ -1761,7 +1761,15 @@ pub fn fulfill_perp_order_with_amm(
}
};

if base_asset_amount < market.amm.min_order_size {
// if user position is less than min order size, step size is the threshold
let amm_size_threshold =
if existing_base_asset_amount.unsigned_abs() > market.amm.min_order_size {
market.amm.min_order_size
} else {
market.amm.order_step_size
};

if base_asset_amount < amm_size_threshold {
// if is an actual swap (and not amm jit order) then msg!
if override_base_asset_amount.is_none() {
msg!(
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