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program: if taker increases free colalteral, check maintenance health #538

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Jul 14, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

### Features
### Fixes
- program: if taker increases free colalteral, check maintenance health ([#538](https://github.com/drift-labs/protocol-v2/pull/345))
- program: improve bid/ask twap update for infrequent trading ([#529](https://github.com/drift-labs/protocol-v2/pull/345))
- sdk: simplify, mirror contract, and write tests for predicting funding rate function ([#529](https://github.com/drift-labs/protocol-v2/pull/529))

Expand Down
47 changes: 46 additions & 1 deletion programs/drift/src/controller/orders.rs
Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,7 @@ use crate::{get_then_update_id, ModifyOrderPolicy};

use crate::math::amm::calculate_amm_available_liquidity;
use crate::math::safe_unwrap::SafeUnwrap;
use crate::math::spot_swap::select_margin_type_for_swap;
use crate::print_error;
use crate::state::events::{emit_stack, get_order_action_record, OrderActionRecord, OrderRecord};
use crate::state::events::{OrderAction, OrderActionExplanation};
Expand Down Expand Up @@ -3547,6 +3548,7 @@ fn fulfill_spot_order(
fulfillment_params: &mut dyn SpotFulfillmentParams,
) -> DriftResult<(u64, u64)> {
let base_market_index = user.orders[user_order_index].market_index;
let order_direction = user.orders[user_order_index].direction;

let fulfillment_methods = determine_spot_fulfillment_methods(
&user.orders[user_order_index],
Expand All @@ -3557,6 +3559,13 @@ fn fulfill_spot_order(
let mut quote_market = spot_market_map.get_quote_spot_market_mut()?;
let mut base_market = spot_market_map.get_ref_mut(&base_market_index)?;

let quote_token_amount_before = user
.get_quote_spot_position()
.get_signed_token_amount(&quote_market)?;
let base_token_amount_before = user
.force_get_spot_position_mut(base_market_index)?
.get_signed_token_amount(&base_market)?;

let mut base_asset_amount = 0_u64;
let mut quote_asset_amount = 0_u64;
for fulfillment_method in fulfillment_methods.iter() {
Expand Down Expand Up @@ -3614,14 +3623,50 @@ fn fulfill_spot_order(
quote_asset_amount
)?;

let quote_token_amount_after = user
.get_quote_spot_position()
.get_signed_token_amount(&quote_market)?;
let base_token_amount_after = user
.force_get_spot_position_mut(base_market_index)?
.get_signed_token_amount(&base_market)?;

let quote_price = oracle_map.get_price_data(&quote_market.oracle)?.price;
let base_price = oracle_map.get_price_data(&base_market.oracle)?.price;

let margin_type = if order_direction == PositionDirection::Long {
// sell quote, buy base
select_margin_type_for_swap(
&quote_market,
&base_market,
quote_price,
base_price,
quote_token_amount_before,
base_token_amount_before,
quote_token_amount_after,
base_token_amount_after,
)?
} else {
// sell base, buy quote
select_margin_type_for_swap(
&base_market,
&quote_market,
base_price,
quote_price,
base_token_amount_before,
quote_token_amount_before,
base_token_amount_after,
quote_token_amount_after,
)?
};

drop(base_market);
drop(quote_market);

let (taker_margin_requirement, taker_total_collateral, _, _) =
calculate_margin_requirement_and_total_collateral(
user,
perp_market_map,
MarginRequirementType::Fill,
margin_type,
spot_market_map,
oracle_map,
None,
Expand Down