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

sdk: cancel existing orders tx feature #678

Merged
merged 3 commits into from
Nov 8, 2023
Merged

sdk: cancel existing orders tx feature #678

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
dc65db1
sdk: cancel existing orders tx feature
evanpipta Nov 7, 2023
f978e64
sdk: divide by zero bugfix
evanpipta Nov 8, 2023
50af376
sdk: fix cancel existing orders feedback
evanpipta Nov 8, 2023
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
61 changes: 49 additions & 12 deletions sdk/src/driftClient.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2448,6 +2448,7 @@ export class DriftClient {
* @param makerInfo
* @param txParams
* @param bracketOrdersParams
* @param cancelExistingOrders - Builds and returns an extra transaciton to cancel the existing orders in the same market. Intended use is to auto-cancel TP/SL orders when closing a position
* @returns
*/
public async sendMarketOrderAndGetSignedFillTx(
Expand All @@ -2457,8 +2458,13 @@ export class DriftClient {
makerInfo?: MakerInfo | MakerInfo[],
txParams?: TxParams,
bracketOrdersParams = new Array<OptionalOrderParams>(),
referrerInfo?: ReferrerInfo
): Promise<{ txSig: TransactionSignature; signedFillTx: Transaction }> {
referrerInfo?: ReferrerInfo,
cancelExistingOrders?: boolean
): Promise<{
txSig: TransactionSignature;
signedFillTx: Transaction;
signedCancelExistingOrdersTx?: Transaction;
}> {
const marketIndex = orderParams.marketIndex;
const orderId = userAccount.nextOrderId;
const bracketOrderIxs = [];
Expand All @@ -2483,6 +2489,23 @@ export class DriftClient {
referrerInfo
);

let cancelOrdersIx: TransactionInstruction;
let cancelExistingOrdersTx: Transaction;
if (cancelExistingOrders) {
cancelOrdersIx = await this.getCancelOrdersIx(
orderParams.marketType,
orderParams.marketIndex,
null
);

//@ts-ignore
cancelExistingOrdersTx = await this.buildTransaction(
[cancelOrdersIx],
txParams,
this.txVersion
);
}

// use versioned transactions if there is a lookup table account and wallet is compatible
if (this.txVersion === 0) {
const versionedMarketOrderTx = await this.buildTransaction(
Expand All @@ -2495,21 +2518,31 @@ export class DriftClient {
txParams,
0
);
const [signedVersionedMarketOrderTx, signedVersionedFillTx] =
await this.provider.wallet.signAllTransactions([
//@ts-ignore

const [
signedVersionedMarketOrderTx,
signedVersionedFillTx,
signedCancelExistingOrdersTx,
] = await this.provider.wallet.signAllTransactions(
[
versionedMarketOrderTx,
//@ts-ignore
versionedFillTx,
]);
cancelExistingOrdersTx,
].filter((tx) => tx !== undefined)
);
const { txSig, slot } = await this.txSender.sendRawTransaction(
signedVersionedMarketOrderTx.serialize(),
this.opts
);
this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);

// @ts-ignore
return { txSig, signedFillTx: signedVersionedFillTx };
return {
txSig,
// @ts-ignore
signedFillTx: signedVersionedFillTx,
// @ts-ignore
signedCancelExistingOrdersTx,
};
} else {
const marketOrderTx = wrapInTx(
placePerpOrderIx,
Expand Down Expand Up @@ -2537,8 +2570,12 @@ export class DriftClient {
marketOrderTx.feePayer = userAccount.authority;
fillTx.feePayer = userAccount.authority;

const [signedMarketOrderTx, signedFillTx] =
await this.provider.wallet.signAllTransactions([marketOrderTx, fillTx]);
const [signedMarketOrderTx, signedFillTx, signedCancelExistingOrdersTx] =
await this.provider.wallet.signAllTransactions(
[marketOrderTx, fillTx, cancelExistingOrdersTx].filter(
(tx) => tx !== undefined
)
);
const { txSig, slot } = await this.sendTransaction(
signedMarketOrderTx,
[],
Expand All @@ -2547,7 +2584,7 @@ export class DriftClient {
);
this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);

return { txSig, signedFillTx };
return { txSig, signedFillTx, signedCancelExistingOrdersTx };
}
}

Expand Down
52 changes: 26 additions & 26 deletions sdk/src/math/trade.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -649,15 +649,15 @@ export function calculateEstimatedPerpEntryPrice(
}
}

const entryPrice = cumulativeQuoteFilled
.mul(BASE_PRECISION)
.div(cumulativeBaseFilled);
const entryPrice =
cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
? cumulativeQuoteFilled.mul(BASE_PRECISION).div(cumulativeBaseFilled)
: ZERO;

const priceImpact = entryPrice
.sub(bestPrice)
.mul(PRICE_PRECISION)
.div(bestPrice)
.abs();
const priceImpact =
bestPrice && bestPrice.gt(ZERO)
? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
: ZERO;

return {
entryPrice,
Expand Down Expand Up @@ -858,15 +858,15 @@ export function calculateEstimatedSpotEntryPrice(
}
}

const entryPrice = cumulativeQuoteFilled
.mul(basePrecision)
.div(cumulativeBaseFilled);
const entryPrice =
cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
: ZERO;

const priceImpact = entryPrice
.sub(bestPrice)
.mul(PRICE_PRECISION)
.div(bestPrice)
.abs();
const priceImpact =
bestPrice && bestPrice.gt(ZERO)
? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
: ZERO;

return {
entryPrice,
Expand Down Expand Up @@ -900,8 +900,8 @@ export function calculateEstimatedEntryPriceWithL2(
const levels = [...(takerIsLong ? l2.asks : l2.bids)];
let nextLevel = levels.shift();

let bestPrice;
let worstPrice;
let bestPrice: BN;
let worstPrice: BN;
if (nextLevel) {
bestPrice = nextLevel.price;
worstPrice = nextLevel.price;
Expand Down Expand Up @@ -945,15 +945,15 @@ export function calculateEstimatedEntryPriceWithL2(
}
}

const entryPrice = cumulativeQuoteFilled
.mul(basePrecision)
.div(cumulativeBaseFilled);
const entryPrice =
cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
: ZERO;

const priceImpact = entryPrice
.sub(bestPrice)
.mul(PRICE_PRECISION)
.div(bestPrice)
.abs();
const priceImpact =
bestPrice && bestPrice.gt(ZERO)
? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
: ZERO;

return {
entryPrice,
Expand Down
Loading