@drift-labs/sdk-browser 2.104.0-beta.21

package/src/dlob/DLOB.ts

@@ -0,0 +1,1897 @@
+import { getOrderSignature, NodeList } from './NodeList';
+import {
+	BASE_PRECISION,
+	BN,
+	BN_MAX,
+	convertToNumber,
+	decodeName,
+	DLOBNode,
+	DLOBNodeType,
+	DriftClient,
+	getLimitPrice,
+	getVariant,
+	isFallbackAvailableLiquiditySource,
+	isOneOfVariant,
+	isOrderExpired,
+	isRestingLimitOrder,
+	isTriggered,
+	isUserProtectedMaker,
+	isVariant,
+	MarketType,
+	MarketTypeStr,
+	mustBeTriggered,
+	OraclePriceData,
+	Order,
+	PerpMarketAccount,
+	PositionDirection,
+	PRICE_PRECISION,
+	QUOTE_PRECISION,
+	SlotSubscriber,
+	SpotMarketAccount,
+	StateAccount,
+	TriggerOrderNode,
+	UserMap,
+	ZERO,
+} from '..';
+import { PublicKey } from '@solana/web3.js';
+import { ammPaused, exchangePaused, fillPaused } from '../math/exchangeStatus';
+import {
+	createL2Levels,
+	getL2GeneratorFromDLOBNodes,
+	L2OrderBook,
+	L2OrderBookGenerator,
+	L3Level,
+	L3OrderBook,
+	mergeL2LevelGenerators,
+} from './orderBookLevels';
+
+export type DLOBOrder = { user: PublicKey; order: Order };
+export type DLOBOrders = DLOBOrder[];
+
+export type MarketNodeLists = {
+	restingLimit: {
+		ask: NodeList<'restingLimit'>;
+		bid: NodeList<'restingLimit'>;
+	};
+	floatingLimit: {
+		ask: NodeList<'floatingLimit'>;
+		bid: NodeList<'floatingLimit'>;
+	};
+	takingLimit: {
+		ask: NodeList<'takingLimit'>;
+		bid: NodeList<'takingLimit'>;
+	};
+	market: {
+		ask: NodeList<'market'>;
+		bid: NodeList<'market'>;
+	};
+	trigger: {
+		above: NodeList<'trigger'>;
+		below: NodeList<'trigger'>;
+	};
+	swift: {
+		ask: NodeList<'swift'>;
+		bid: NodeList<'swift'>;
+	};
+};
+
+type OrderBookCallback = () => void;
+
+/**
+ *  Receives a DLOBNode and is expected to return true if the node should
+ *  be taken into account when generating, or false otherwise.
+ *
+ * Currently used in functions that rely on getBestNode
+ */
+export type DLOBFilterFcn = (node: DLOBNode) => boolean;
+
+export type NodeToFill = {
+	node: DLOBNode;
+	makerNodes: DLOBNode[];
+};
+
+export type NodeToTrigger = {
+	node: TriggerOrderNode;
+};
+
+const SUPPORTED_ORDER_TYPES = [
+	'market',
+	'limit',
+	'triggerMarket',
+	'triggerLimit',
+	'oracle',
+];
+
+export class DLOB {
+	openOrders = new Map<MarketTypeStr, Set<string>>();
+	orderLists = new Map<MarketTypeStr, Map<number, MarketNodeLists>>();
+	maxSlotForRestingLimitOrders = 0;
+
+	initialized = false;
+
+	public constructor() {
+		this.init();
+	}
+
+	private init() {
+		this.openOrders.set('perp', new Set<string>());
+		this.openOrders.set('spot', new Set<string>());
+		this.orderLists.set('perp', new Map<number, MarketNodeLists>());
+		this.orderLists.set('spot', new Map<number, MarketNodeLists>());
+	}
+
+	public clear() {
+		for (const marketType of this.openOrders.keys()) {
+			this.openOrders.get(marketType).clear();
+		}
+		this.openOrders.clear();
+
+		for (const marketType of this.orderLists.keys()) {
+			for (const marketIndex of this.orderLists.get(marketType).keys()) {
+				const marketNodeLists = this.orderLists
+					.get(marketType)
+					.get(marketIndex);
+				for (const side of Object.keys(marketNodeLists)) {
+					for (const orderType of Object.keys(marketNodeLists[side])) {
+						marketNodeLists[side][orderType].clear();
+					}
+				}
+			}
+		}
+		this.orderLists.clear();
+
+		this.maxSlotForRestingLimitOrders = 0;
+
+		this.init();
+	}
+
+	/**
+	 * initializes a new DLOB instance
+	 *
+	 * @returns a promise that resolves when the DLOB is initialized
+	 */
+	public async initFromUserMap(
+		userMap: UserMap,
+		slot: number
+	): Promise<boolean> {
+		if (this.initialized) {
+			return false;
+		}
+
+		// initialize the dlob with the user map
+		for (const user of userMap.values()) {
+			const userAccount = user.getUserAccount();
+			const userAccountPubkey = user.getUserAccountPublicKey();
+			const userAccountPubkeyString = userAccountPubkey.toString();
+			const protectedMaker = isUserProtectedMaker(userAccount);
+
+			for (const order of userAccount.orders) {
+				this.insertOrder(order, userAccountPubkeyString, slot, protectedMaker);
+			}
+		}
+
+		this.initialized = true;
+		return true;
+	}
+
+	public insertOrder(
+		order: Order,
+		userAccount: string,
+		slot: number,
+		isUserProtectedMaker: boolean,
+		onInsert?: OrderBookCallback
+	): void {
+		if (isVariant(order.status, 'init')) {
+			return;
+		}
+
+		if (!isOneOfVariant(order.orderType, SUPPORTED_ORDER_TYPES)) {
+			return;
+		}
+
+		const marketType = getVariant(order.marketType) as MarketTypeStr;
+
+		if (!this.orderLists.get(marketType).has(order.marketIndex)) {
+			this.addOrderList(marketType, order.marketIndex);
+		}
+
+		if (isVariant(order.status, 'open')) {
+			this.openOrders
+				.get(marketType)
+				.add(getOrderSignature(order.orderId, userAccount));
+		}
+		this.getListForOnChainOrder(order, slot)?.insert(
+			order,
+			marketType,
+			userAccount,
+			isUserProtectedMaker
+		);
+
+		if (onInsert) {
+			onInsert();
+		}
+	}
+
+	public insertSwiftOrder(
+		order: Order,
+		userAccount: string,
+		isUserProtectedMaker: boolean,
+		onInsert?: OrderBookCallback
+	): void {
+		const marketType = getVariant(order.marketType) as MarketTypeStr;
+		const marketIndex = order.marketIndex;
+		const bidOrAsk = isVariant(order.direction, 'long') ? 'bid' : 'ask';
+		if (!this.orderLists.get(marketType).has(order.marketIndex)) {
+			this.addOrderList(marketType, order.marketIndex);
+		}
+		this.openOrders
+			.get(marketType)
+			.add(getOrderSignature(order.orderId, userAccount));
+		this.orderLists
+			.get(marketType)
+			.get(marketIndex)
+			.swift[bidOrAsk].insert(
+				order,
+				marketType,
+				userAccount,
+				isUserProtectedMaker
+			);
+		if (onInsert) {
+			onInsert();
+		}
+	}
+
+	addOrderList(marketType: MarketTypeStr, marketIndex: number): void {
+		this.orderLists.get(marketType).set(marketIndex, {
+			restingLimit: {
+				ask: new NodeList('restingLimit', 'asc'),
+				bid: new NodeList('restingLimit', 'desc'),
+			},
+			floatingLimit: {
+				ask: new NodeList('floatingLimit', 'asc'),
+				bid: new NodeList('floatingLimit', 'desc'),
+			},
+			takingLimit: {
+				ask: new NodeList('takingLimit', 'asc'),
+				bid: new NodeList('takingLimit', 'asc'), // always sort ascending for market orders
+			},
+			market: {
+				ask: new NodeList('market', 'asc'),
+				bid: new NodeList('market', 'asc'), // always sort ascending for market orders
+			},
+			trigger: {
+				above: new NodeList('trigger', 'asc'),
+				below: new NodeList('trigger', 'desc'),
+			},
+			swift: {
+				ask: new NodeList('swift', 'asc'),
+				bid: new NodeList('swift', 'asc'),
+			},
+		});
+	}
+
+	public getListForOnChainOrder(
+		order: Order,
+		slot: number
+	): NodeList<any> | undefined {
+		const isInactiveTriggerOrder =
+			mustBeTriggered(order) && !isTriggered(order);
+
+		let type: DLOBNodeType;
+		if (isInactiveTriggerOrder) {
+			type = 'trigger';
+		} else if (
+			isOneOfVariant(order.orderType, ['market', 'triggerMarket', 'oracle'])
+		) {
+			type = 'market';
+		} else if (order.oraclePriceOffset !== 0) {
+			type = 'floatingLimit';
+		} else {
+			const isResting = isRestingLimitOrder(order, slot);
+			type = isResting ? 'restingLimit' : 'takingLimit';
+		}
+
+		let subType: string;
+		if (isInactiveTriggerOrder) {
+			subType = isVariant(order.triggerCondition, 'above') ? 'above' : 'below';
+		} else {
+			subType = isVariant(order.direction, 'long') ? 'bid' : 'ask';
+		}
+
+		const marketType = getVariant(order.marketType) as MarketTypeStr;
+
+		if (!this.orderLists.has(marketType)) {
+			return undefined;
+		}
+
+		return this.orderLists.get(marketType).get(order.marketIndex)[type][
+			subType
+		];
+	}
+
+	public updateRestingLimitOrders(slot: number): void {
+		if (slot <= this.maxSlotForRestingLimitOrders) {
+			return;
+		}
+
+		this.maxSlotForRestingLimitOrders = slot;
+
+		this.updateRestingLimitOrdersForMarketType(slot, 'perp');
+
+		this.updateRestingLimitOrdersForMarketType(slot, 'spot');
+	}
+
+	updateRestingLimitOrdersForMarketType(
+		slot: number,
+		marketTypeStr: MarketTypeStr
+	): void {
+		for (const [_, nodeLists] of this.orderLists.get(marketTypeStr)) {
+			const nodesToUpdate = [];
+			for (const node of nodeLists.takingLimit.ask.getGenerator()) {
+				if (!isRestingLimitOrder(node.order, slot)) {
+					continue;
+				}
+
+				nodesToUpdate.push({
+					side: 'ask',
+					node,
+				});
+			}
+
+			for (const node of nodeLists.takingLimit.bid.getGenerator()) {
+				if (!isRestingLimitOrder(node.order, slot)) {
+					continue;
+				}
+
+				nodesToUpdate.push({
+					side: 'bid',
+					node,
+				});
+			}
+
+			for (const nodeToUpdate of nodesToUpdate) {
+				const { side, node } = nodeToUpdate;
+				nodeLists.takingLimit[side].remove(node.order, node.userAccount);
+				nodeLists.restingLimit[side].insert(
+					node.order,
+					marketTypeStr,
+					node.userAccount
+				);
+			}
+		}
+	}
+
+	public getOrder(orderId: number, userAccount: PublicKey): Order | undefined {
+		const orderSignature = getOrderSignature(orderId, userAccount.toString());
+		for (const nodeList of this.getNodeLists()) {
+			const node = nodeList.get(orderSignature);
+			if (node) {
+				return node.order;
+			}
+		}
+
+		return undefined;
+	}
+
+	public findNodesToFill(
+		marketIndex: number,
+		fallbackBid: BN | undefined,
+		fallbackAsk: BN | undefined,
+		slot: number,
+		ts: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		stateAccount: StateAccount,
+		marketAccount: PerpMarketAccount | SpotMarketAccount
+	): NodeToFill[] {
+		if (fillPaused(stateAccount, marketAccount)) {
+			return [];
+		}
+
+		const isAmmPaused = ammPaused(stateAccount, marketAccount);
+
+		const minAuctionDuration = isVariant(marketType, 'perp')
+			? stateAccount.minPerpAuctionDuration
+			: 0;
+
+		const { makerRebateNumerator, makerRebateDenominator } =
+			this.getMakerRebate(marketType, stateAccount, marketAccount);
+
+		const takingOrderNodesToFill: Array<NodeToFill> =
+			this.findTakingNodesToFill(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData,
+				isAmmPaused,
+				minAuctionDuration,
+				fallbackAsk,
+				fallbackBid
+			);
+
+		const restingLimitOrderNodesToFill: Array<NodeToFill> =
+			this.findRestingLimitOrderNodesToFill(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData,
+				isAmmPaused,
+				minAuctionDuration,
+				makerRebateNumerator,
+				makerRebateDenominator,
+				fallbackAsk,
+				fallbackBid
+			);
+
+		// get expired market nodes
+		const expiredNodesToFill = this.findExpiredNodesToFill(
+			marketIndex,
+			ts,
+			marketType,
+			new BN(slot)
+		);
+
+		return this.mergeNodesToFill(
+			restingLimitOrderNodesToFill,
+			takingOrderNodesToFill
+		).concat(expiredNodesToFill);
+	}
+
+	getMakerRebate(
+		marketType: MarketType,
+		stateAccount: StateAccount,
+		marketAccount: PerpMarketAccount | SpotMarketAccount
+	): { makerRebateNumerator: number; makerRebateDenominator: number } {
+		let makerRebateNumerator: number;
+		let makerRebateDenominator: number;
+		if (isVariant(marketType, 'perp')) {
+			makerRebateNumerator =
+				stateAccount.perpFeeStructure.feeTiers[0].makerRebateNumerator;
+			makerRebateDenominator =
+				stateAccount.perpFeeStructure.feeTiers[0].makerRebateDenominator;
+		} else {
+			makerRebateNumerator =
+				stateAccount.spotFeeStructure.feeTiers[0].makerRebateNumerator;
+			makerRebateDenominator =
+				stateAccount.spotFeeStructure.feeTiers[0].makerRebateDenominator;
+		}
+
+		// @ts-ignore
+		const feeAdjustment = marketAccount.feeAdjustment || 0;
+		if (feeAdjustment !== 0) {
+			makerRebateNumerator += (makerRebateNumerator * feeAdjustment) / 100;
+		}
+
+		return { makerRebateNumerator, makerRebateDenominator };
+	}
+
+	mergeNodesToFill(
+		restingLimitOrderNodesToFill: NodeToFill[],
+		takingOrderNodesToFill: NodeToFill[]
+	): NodeToFill[] {
+		const mergedNodesToFill = new Map<string, NodeToFill>();
+
+		const mergeNodesToFillHelper = (nodesToFillArray: NodeToFill[]) => {
+			nodesToFillArray.forEach((nodeToFill) => {
+				const nodeSignature = getOrderSignature(
+					nodeToFill.node.order.orderId,
+					nodeToFill.node.userAccount
+				);
+
+				if (!mergedNodesToFill.has(nodeSignature)) {
+					mergedNodesToFill.set(nodeSignature, {
+						node: nodeToFill.node,
+						makerNodes: [],
+					});
+				}
+
+				if (nodeToFill.makerNodes) {
+					mergedNodesToFill
+						.get(nodeSignature)
+						.makerNodes.push(...nodeToFill.makerNodes);
+				}
+			});
+		};
+
+		mergeNodesToFillHelper(restingLimitOrderNodesToFill);
+		mergeNodesToFillHelper(takingOrderNodesToFill);
+
+		return Array.from(mergedNodesToFill.values());
+	}
+
+	public findRestingLimitOrderNodesToFill(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		isAmmPaused: boolean,
+		minAuctionDuration: number,
+		makerRebateNumerator: number,
+		makerRebateDenominator: number,
+		fallbackAsk: BN | undefined,
+		fallbackBid: BN | undefined
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		const crossingNodes = this.findCrossingRestingLimitOrders(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		for (const crossingNode of crossingNodes) {
+			nodesToFill.push(crossingNode);
+		}
+
+		if (fallbackBid && !isAmmPaused) {
+			const askGenerator = this.getRestingLimitAsks(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+
+			const fallbackBidWithBuffer = fallbackBid.sub(
+				fallbackBid.muln(makerRebateNumerator).divn(makerRebateDenominator)
+			);
+
+			const asksCrossingFallback = this.findNodesCrossingFallbackLiquidity(
+				marketType,
+				slot,
+				oraclePriceData,
+				askGenerator,
+				(askPrice) => {
+					return askPrice.lte(fallbackBidWithBuffer);
+				},
+				minAuctionDuration
+			);
+
+			for (const askCrossingFallback of asksCrossingFallback) {
+				nodesToFill.push(askCrossingFallback);
+			}
+		}
+
+		if (fallbackAsk && !isAmmPaused) {
+			const bidGenerator = this.getRestingLimitBids(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+
+			const fallbackAskWithBuffer = fallbackAsk.add(
+				fallbackAsk.muln(makerRebateNumerator).divn(makerRebateDenominator)
+			);
+
+			const bidsCrossingFallback = this.findNodesCrossingFallbackLiquidity(
+				marketType,
+				slot,
+				oraclePriceData,
+				bidGenerator,
+				(bidPrice) => {
+					return bidPrice.gte(fallbackAskWithBuffer);
+				},
+				minAuctionDuration
+			);
+
+			for (const bidCrossingFallback of bidsCrossingFallback) {
+				nodesToFill.push(bidCrossingFallback);
+			}
+		}
+
+		return nodesToFill;
+	}
+
+	public findTakingNodesToFill(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		isAmmPaused: boolean,
+		minAuctionDuration: number,
+		fallbackAsk: BN | undefined,
+		fallbackBid?: BN | undefined
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		let takingOrderGenerator = this.getTakingAsks(
+			marketIndex,
+			marketType,
+			slot,
+			oraclePriceData
+		);
+
+		const takingAsksCrossingBids = this.findTakingNodesCrossingMakerNodes(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData,
+			takingOrderGenerator,
+			this.getRestingLimitBids.bind(this),
+			(takerPrice, makerPrice) => {
+				if (isVariant(marketType, 'spot')) {
+					if (takerPrice === undefined) {
+						return false;
+					}
+
+					if (fallbackBid && makerPrice.lt(fallbackBid)) {
+						return false;
+					}
+				}
+				return takerPrice === undefined || takerPrice.lte(makerPrice);
+			}
+		);
+		for (const takingAskCrossingBid of takingAsksCrossingBids) {
+			nodesToFill.push(takingAskCrossingBid);
+		}
+
+		if (fallbackBid && !isAmmPaused) {
+			takingOrderGenerator = this.getTakingAsks(
+				marketIndex,
+				marketType,
+				slot,
+				oraclePriceData
+			);
+			const takingAsksCrossingFallback =
+				this.findNodesCrossingFallbackLiquidity(
+					marketType,
+					slot,
+					oraclePriceData,
+					takingOrderGenerator,
+					(takerPrice) => {
+						return takerPrice === undefined || takerPrice.lte(fallbackBid);
+					},
+					minAuctionDuration
+				);
+
+			for (const takingAskCrossingFallback of takingAsksCrossingFallback) {
+				nodesToFill.push(takingAskCrossingFallback);
+			}
+		}
+
+		takingOrderGenerator = this.getTakingBids(
+			marketIndex,
+			marketType,
+			slot,
+			oraclePriceData
+		);
+
+		const takingBidsToFill = this.findTakingNodesCrossingMakerNodes(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData,
+			takingOrderGenerator,
+			this.getRestingLimitAsks.bind(this),
+			(takerPrice, makerPrice) => {
+				if (isVariant(marketType, 'spot')) {
+					if (takerPrice === undefined) {
+						return false;
+					}
+
+					if (fallbackAsk && makerPrice.gt(fallbackAsk)) {
+						return false;
+					}
+				}
+
+				return takerPrice === undefined || takerPrice.gte(makerPrice);
+			}
+		);
+
+		for (const takingBidToFill of takingBidsToFill) {
+			nodesToFill.push(takingBidToFill);
+		}
+
+		if (fallbackAsk && !isAmmPaused) {
+			takingOrderGenerator = this.getTakingBids(
+				marketIndex,
+				marketType,
+				slot,
+				oraclePriceData
+			);
+			const takingBidsCrossingFallback =
+				this.findNodesCrossingFallbackLiquidity(
+					marketType,
+					slot,
+					oraclePriceData,
+					takingOrderGenerator,
+					(takerPrice) => {
+						return takerPrice === undefined || takerPrice.gte(fallbackAsk);
+					},
+					minAuctionDuration
+				);
+			for (const marketBidCrossingFallback of takingBidsCrossingFallback) {
+				nodesToFill.push(marketBidCrossingFallback);
+			}
+		}
+
+		return nodesToFill;
+	}
+
+	public findTakingNodesCrossingMakerNodes(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		takerNodeGenerator: Generator<DLOBNode>,
+		makerNodeGeneratorFn: (
+			marketIndex: number,
+			slot: number,
+			marketType: MarketType,
+			oraclePriceData: OraclePriceData
+		) => Generator<DLOBNode>,
+		doesCross: (takerPrice: BN | undefined, makerPrice: BN) => boolean
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		for (const takerNode of takerNodeGenerator) {
+			const makerNodeGenerator = makerNodeGeneratorFn(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+
+			for (const makerNode of makerNodeGenerator) {
+				// Can't match orders from the same user
+				const sameUser = takerNode.userAccount === makerNode.userAccount;
+				if (sameUser) {
+					continue;
+				}
+
+				const makerPrice = makerNode.getPrice(oraclePriceData, slot);
+				const takerPrice = takerNode.getPrice(oraclePriceData, slot);
+
+				const ordersCross = doesCross(takerPrice, makerPrice);
+				if (!ordersCross) {
+					// market orders aren't sorted by price, they are sorted by time, so we need to traverse
+					// through all of em
+					break;
+				}
+
+				nodesToFill.push({
+					node: takerNode,
+					makerNodes: [makerNode],
+				});
+
+				const makerOrder = makerNode.order;
+				const takerOrder = takerNode.order;
+
+				const makerBaseRemaining = makerOrder.baseAssetAmount.sub(
+					makerOrder.baseAssetAmountFilled
+				);
+				const takerBaseRemaining = takerOrder.baseAssetAmount.sub(
+					takerOrder.baseAssetAmountFilled
+				);
+
+				const baseFilled = BN.min(makerBaseRemaining, takerBaseRemaining);
+
+				const newMakerOrder = { ...makerOrder };
+				newMakerOrder.baseAssetAmountFilled =
+					makerOrder.baseAssetAmountFilled.add(baseFilled);
+				this.getListForOnChainOrder(newMakerOrder, slot).update(
+					newMakerOrder,
+					makerNode.userAccount
+				);
+
+				const newTakerOrder = { ...takerOrder };
+				newTakerOrder.baseAssetAmountFilled =
+					takerOrder.baseAssetAmountFilled.add(baseFilled);
+				this.getListForOnChainOrder(newTakerOrder, slot).update(
+					newTakerOrder,
+					takerNode.userAccount
+				);
+
+				if (
+					newTakerOrder.baseAssetAmountFilled.eq(takerOrder.baseAssetAmount)
+				) {
+					break;
+				}
+			}
+		}
+
+		return nodesToFill;
+	}
+
+	public findNodesCrossingFallbackLiquidity(
+		marketType: MarketType,
+		slot: number,
+		oraclePriceData: OraclePriceData,
+		nodeGenerator: Generator<DLOBNode>,
+		doesCross: (nodePrice: BN | undefined) => boolean,
+		minAuctionDuration: number
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		let nextNode = nodeGenerator.next();
+		while (!nextNode.done) {
+			const node = nextNode.value;
+
+			if (isVariant(marketType, 'spot') && node.order?.postOnly) {
+				nextNode = nodeGenerator.next();
+				continue;
+			}
+
+			const nodePrice = getLimitPrice(node.order, oraclePriceData, slot);
+
+			// order crosses if there is no limit price or it crosses fallback price
+			const crosses = doesCross(nodePrice);
+
+			// fallback is available if auction is complete or it's a spot order
+			const fallbackAvailable =
+				isVariant(marketType, 'spot') ||
+				isFallbackAvailableLiquiditySource(
+					node.order,
+					minAuctionDuration,
+					slot
+				);
+
+			if (crosses && fallbackAvailable) {
+				nodesToFill.push({
+					node: node,
+					makerNodes: [], // filled by fallback
+				});
+			}
+
+			nextNode = nodeGenerator.next();
+		}
+
+		return nodesToFill;
+	}
+
+	public findExpiredNodesToFill(
+		marketIndex: number,
+		ts: number,
+		marketType: MarketType,
+		slot?: BN
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const nodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		if (!nodeLists) {
+			return nodesToFill;
+		}
+
+		// All bids/asks that can expire
+		// dont try to expire limit orders with tif as its inefficient use of blockspace
+		const bidGenerators = [
+			nodeLists.takingLimit.bid.getGenerator(),
+			nodeLists.restingLimit.bid.getGenerator(),
+			nodeLists.floatingLimit.bid.getGenerator(),
+			nodeLists.market.bid.getGenerator(),
+			nodeLists.swift.bid.getGenerator(),
+		];
+		const askGenerators = [
+			nodeLists.takingLimit.ask.getGenerator(),
+			nodeLists.restingLimit.ask.getGenerator(),
+			nodeLists.floatingLimit.ask.getGenerator(),
+			nodeLists.market.ask.getGenerator(),
+			nodeLists.swift.ask.getGenerator(),
+		];
+
+		for (const bidGenerator of bidGenerators) {
+			for (const bid of bidGenerator) {
+				if (
+					bid.isSwift &&
+					slot.gt(bid.order.slot.addn(bid.order.auctionDuration))
+				) {
+					this.orderLists
+						.get(marketTypeStr)
+						.get(marketIndex)
+						.swift.bid.remove(bid.order, bid.userAccount);
+				} else if (isOrderExpired(bid.order, ts, true, 25)) {
+					nodesToFill.push({
+						node: bid,
+						makerNodes: [],
+					});
+				}
+			}
+		}
+
+		for (const askGenerator of askGenerators) {
+			for (const ask of askGenerator) {
+				if (isOrderExpired(ask.order, ts, true, 25)) {
+					nodesToFill.push({
+						node: ask,
+						makerNodes: [],
+					});
+				}
+			}
+		}
+
+		return nodesToFill;
+	}
+
+	*getTakingBids(
+		marketIndex: number,
+		marketType: MarketType,
+		slot: number,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+		if (!orderLists) {
+			return;
+		}
+
+		this.updateRestingLimitOrders(slot);
+
+		const generatorList = [
+			orderLists.market.bid.getGenerator(),
+			orderLists.takingLimit.bid.getGenerator(),
+			orderLists.swift.bid.getGenerator(),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode) => {
+				return bestNode.order.slot.lt(currentNode.order.slot);
+			},
+			filterFcn
+		);
+	}
+
+	*getTakingAsks(
+		marketIndex: number,
+		marketType: MarketType,
+		slot: number,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const orderLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+		if (!orderLists) {
+			return;
+		}
+
+		this.updateRestingLimitOrders(slot);
+
+		const generatorList = [
+			orderLists.market.ask.getGenerator(),
+			orderLists.takingLimit.ask.getGenerator(),
+			orderLists.swift.ask.getGenerator(),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode) => {
+				return bestNode.order.slot.lt(currentNode.order.slot);
+			},
+			filterFcn
+		);
+	}
+
+	protected *getBestNode(
+		generatorList: Array<Generator<DLOBNode>>,
+		oraclePriceData: OraclePriceData,
+		slot: number,
+		compareFcn: (
+			bestDLOBNode: DLOBNode,
+			currentDLOBNode: DLOBNode,
+			slot: number,
+			oraclePriceData: OraclePriceData
+		) => boolean,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		const generators = generatorList.map((generator) => {
+			return {
+				next: generator.next(),
+				generator,
+			};
+		});
+
+		let sideExhausted = false;
+		while (!sideExhausted) {
+			const bestGenerator = generators.reduce(
+				(bestGenerator, currentGenerator) => {
+					if (currentGenerator.next.done) {
+						return bestGenerator;
+					}
+
+					if (bestGenerator.next.done) {
+						return currentGenerator;
+					}
+
+					const bestValue = bestGenerator.next.value as DLOBNode;
+					const currentValue = currentGenerator.next.value as DLOBNode;
+
+					return compareFcn(bestValue, currentValue, slot, oraclePriceData)
+						? bestGenerator
+						: currentGenerator;
+				}
+			);
+
+			if (!bestGenerator.next.done) {
+				// skip this node if it's already completely filled
+				if (bestGenerator.next.value.isBaseFilled()) {
+					bestGenerator.next = bestGenerator.generator.next();
+					continue;
+				}
+
+				if (filterFcn && !filterFcn(bestGenerator.next.value)) {
+					bestGenerator.next = bestGenerator.generator.next();
+					continue;
+				}
+
+				yield bestGenerator.next.value;
+				bestGenerator.next = bestGenerator.generator.next();
+			} else {
+				sideExhausted = true;
+			}
+		}
+	}
+
+	*getRestingLimitAsks(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		if (isVariant(marketType, 'spot') && !oraclePriceData) {
+			throw new Error('Must provide OraclePriceData to get spot asks');
+		}
+
+		this.updateRestingLimitOrders(slot);
+
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const nodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		if (!nodeLists) {
+			return;
+		}
+
+		const generatorList = [
+			nodeLists.restingLimit.ask.getGenerator(),
+			nodeLists.floatingLimit.ask.getGenerator(),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode, slot, oraclePriceData) => {
+				return bestNode
+					.getPrice(oraclePriceData, slot)
+					.lt(currentNode.getPrice(oraclePriceData, slot));
+			},
+			filterFcn
+		);
+	}
+
+	*getRestingLimitBids(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		if (isVariant(marketType, 'spot') && !oraclePriceData) {
+			throw new Error('Must provide OraclePriceData to get spot bids');
+		}
+
+		this.updateRestingLimitOrders(slot);
+
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const nodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		if (!nodeLists) {
+			return;
+		}
+
+		const generatorList = [
+			nodeLists.restingLimit.bid.getGenerator(),
+			nodeLists.floatingLimit.bid.getGenerator(),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode, slot, oraclePriceData) => {
+				return bestNode
+					.getPrice(oraclePriceData, slot)
+					.gt(currentNode.getPrice(oraclePriceData, slot));
+			},
+			filterFcn
+		);
+	}
+
+	/**
+	 * This will look at both the taking and resting limit asks
+	 * @param marketIndex
+	 * @param fallbackAsk
+	 * @param slot
+	 * @param marketType
+	 * @param oraclePriceData
+	 * @param filterFcn
+	 */
+	*getAsks(
+		marketIndex: number,
+		_fallbackAsk: BN | undefined,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		if (isVariant(marketType, 'spot') && !oraclePriceData) {
+			throw new Error('Must provide OraclePriceData to get spot asks');
+		}
+
+		const generatorList = [
+			this.getTakingAsks(marketIndex, marketType, slot, oraclePriceData),
+			this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode, slot, oraclePriceData) => {
+				const bestNodePrice = bestNode.getPrice(oraclePriceData, slot) ?? ZERO;
+				const currentNodePrice =
+					currentNode.getPrice(oraclePriceData, slot) ?? ZERO;
+
+				if (bestNodePrice.eq(currentNodePrice)) {
+					return bestNode.order.slot.lt(currentNode.order.slot);
+				}
+
+				return bestNodePrice.lt(currentNodePrice);
+			},
+			filterFcn
+		);
+	}
+
+	/**
+	 * This will look at both the taking and resting limit bids
+	 * @param marketIndex
+	 * @param fallbackBid
+	 * @param slot
+	 * @param marketType
+	 * @param oraclePriceData
+	 * @param filterFcn
+	 */
+	*getBids(
+		marketIndex: number,
+		_fallbackBid: BN | undefined,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData,
+		filterFcn?: DLOBFilterFcn
+	): Generator<DLOBNode> {
+		if (isVariant(marketType, 'spot') && !oraclePriceData) {
+			throw new Error('Must provide OraclePriceData to get spot bids');
+		}
+
+		const generatorList = [
+			this.getTakingBids(marketIndex, marketType, slot, oraclePriceData),
+			this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData),
+		];
+
+		yield* this.getBestNode(
+			generatorList,
+			oraclePriceData,
+			slot,
+			(bestNode, currentNode, slot, oraclePriceData) => {
+				const bestNodePrice =
+					bestNode.getPrice(oraclePriceData, slot) ?? BN_MAX;
+				const currentNodePrice =
+					currentNode.getPrice(oraclePriceData, slot) ?? BN_MAX;
+
+				if (bestNodePrice.eq(currentNodePrice)) {
+					return bestNode.order.slot.lt(currentNode.order.slot);
+				}
+
+				return bestNodePrice.gt(currentNodePrice);
+			},
+			filterFcn
+		);
+	}
+
+	findCrossingRestingLimitOrders(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		for (const askNode of this.getRestingLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		)) {
+			const bidGenerator = this.getRestingLimitBids(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+
+			for (const bidNode of bidGenerator) {
+				const bidPrice = bidNode.getPrice(oraclePriceData, slot);
+				const askPrice = askNode.getPrice(oraclePriceData, slot);
+
+				// orders don't cross
+				if (bidPrice.lt(askPrice)) {
+					break;
+				}
+
+				const bidOrder = bidNode.order;
+				const askOrder = askNode.order;
+
+				// Can't match orders from the same user
+				const sameUser = bidNode.userAccount === askNode.userAccount;
+				if (sameUser) {
+					continue;
+				}
+
+				const makerAndTaker = this.determineMakerAndTaker(askNode, bidNode);
+
+				// unable to match maker and taker due to post only or slot
+				if (!makerAndTaker) {
+					continue;
+				}
+
+				const { takerNode, makerNode } = makerAndTaker;
+
+				const bidBaseRemaining = bidOrder.baseAssetAmount.sub(
+					bidOrder.baseAssetAmountFilled
+				);
+				const askBaseRemaining = askOrder.baseAssetAmount.sub(
+					askOrder.baseAssetAmountFilled
+				);
+
+				const baseFilled = BN.min(bidBaseRemaining, askBaseRemaining);
+
+				const newBidOrder = { ...bidOrder };
+				newBidOrder.baseAssetAmountFilled =
+					bidOrder.baseAssetAmountFilled.add(baseFilled);
+				this.getListForOnChainOrder(newBidOrder, slot).update(
+					newBidOrder,
+					bidNode.userAccount
+				);
+
+				// ask completely filled
+				const newAskOrder = { ...askOrder };
+				newAskOrder.baseAssetAmountFilled =
+					askOrder.baseAssetAmountFilled.add(baseFilled);
+				this.getListForOnChainOrder(newAskOrder, slot).update(
+					newAskOrder,
+					askNode.userAccount
+				);
+
+				nodesToFill.push({
+					node: takerNode,
+					makerNodes: [makerNode],
+				});
+
+				if (newAskOrder.baseAssetAmount.eq(newAskOrder.baseAssetAmountFilled)) {
+					break;
+				}
+			}
+		}
+
+		return nodesToFill;
+	}
+
+	determineMakerAndTaker(
+		askNode: DLOBNode,
+		bidNode: DLOBNode
+	): { takerNode: DLOBNode; makerNode: DLOBNode } | undefined {
+		const askSlot = askNode.order.slot.add(
+			new BN(askNode.order.auctionDuration)
+		);
+		const bidSlot = bidNode.order.slot.add(
+			new BN(bidNode.order.auctionDuration)
+		);
+
+		if (bidNode.order.postOnly && askNode.order.postOnly) {
+			return undefined;
+		} else if (bidNode.order.postOnly) {
+			return {
+				takerNode: askNode,
+				makerNode: bidNode,
+			};
+		} else if (askNode.order.postOnly) {
+			return {
+				takerNode: bidNode,
+				makerNode: askNode,
+			};
+		} else if (askSlot.lte(bidSlot)) {
+			return {
+				takerNode: bidNode,
+				makerNode: askNode,
+			};
+		} else {
+			return {
+				takerNode: askNode,
+				makerNode: bidNode,
+			};
+		}
+	}
+
+	public getBestAsk(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData
+	): BN | undefined {
+		const bestAsk = this.getRestingLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		).next().value;
+
+		if (bestAsk) {
+			return bestAsk.getPrice(oraclePriceData, slot);
+		}
+		return undefined;
+	}
+
+	public getBestBid(
+		marketIndex: number,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData
+	): BN | undefined {
+		const bestBid = this.getRestingLimitBids(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		).next().value;
+
+		if (bestBid) {
+			return bestBid.getPrice(oraclePriceData, slot);
+		}
+		return undefined;
+	}
+
+	public *getStopLosses(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const marketNodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		if (isVariant(direction, 'long') && marketNodeLists.trigger.below) {
+			for (const node of marketNodeLists.trigger.below.getGenerator()) {
+				if (isVariant(node.order.direction, 'short')) {
+					yield node;
+				}
+			}
+		} else if (isVariant(direction, 'short') && marketNodeLists.trigger.above) {
+			for (const node of marketNodeLists.trigger.above.getGenerator()) {
+				if (isVariant(node.order.direction, 'long')) {
+					yield node;
+				}
+			}
+		}
+	}
+
+	public *getStopLossMarkets(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		for (const node of this.getStopLosses(marketIndex, marketType, direction)) {
+			if (isVariant(node.order.orderType, 'triggerMarket')) {
+				yield node;
+			}
+		}
+	}
+
+	public *getStopLossLimits(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		for (const node of this.getStopLosses(marketIndex, marketType, direction)) {
+			if (isVariant(node.order.orderType, 'triggerLimit')) {
+				yield node;
+			}
+		}
+	}
+
+	public *getTakeProfits(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const marketNodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		if (isVariant(direction, 'long') && marketNodeLists.trigger.above) {
+			for (const node of marketNodeLists.trigger.above.getGenerator()) {
+				if (isVariant(node.order.direction, 'short')) {
+					yield node;
+				}
+			}
+		} else if (isVariant(direction, 'short') && marketNodeLists.trigger.below) {
+			for (const node of marketNodeLists.trigger.below.getGenerator()) {
+				if (isVariant(node.order.direction, 'long')) {
+					yield node;
+				}
+			}
+		}
+	}
+
+	public *getTakeProfitMarkets(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		for (const node of this.getTakeProfits(
+			marketIndex,
+			marketType,
+			direction
+		)) {
+			if (isVariant(node.order.orderType, 'triggerMarket')) {
+				yield node;
+			}
+		}
+	}
+
+	public *getTakeProfitLimits(
+		marketIndex: number,
+		marketType: MarketType,
+		direction: PositionDirection
+	): Generator<DLOBNode> {
+		for (const node of this.getTakeProfits(
+			marketIndex,
+			marketType,
+			direction
+		)) {
+			if (isVariant(node.order.orderType, 'triggerLimit')) {
+				yield node;
+			}
+		}
+	}
+
+	public findNodesToTrigger(
+		marketIndex: number,
+		slot: number,
+		oraclePrice: BN,
+		marketType: MarketType,
+		stateAccount: StateAccount
+	): NodeToTrigger[] {
+		if (exchangePaused(stateAccount)) {
+			return [];
+		}
+
+		const nodesToTrigger = [];
+		const marketTypeStr = getVariant(marketType) as MarketTypeStr;
+		const marketNodeLists = this.orderLists.get(marketTypeStr).get(marketIndex);
+
+		const triggerAboveList = marketNodeLists
+			? marketNodeLists.trigger.above
+			: undefined;
+		if (triggerAboveList) {
+			for (const node of triggerAboveList.getGenerator()) {
+				if (oraclePrice.gt(node.order.triggerPrice)) {
+					nodesToTrigger.push({
+						node: node,
+					});
+				} else {
+					break;
+				}
+			}
+		}
+
+		const triggerBelowList = marketNodeLists
+			? marketNodeLists.trigger.below
+			: undefined;
+		if (triggerBelowList) {
+			for (const node of triggerBelowList.getGenerator()) {
+				if (oraclePrice.lt(node.order.triggerPrice)) {
+					nodesToTrigger.push({
+						node: node,
+					});
+				} else {
+					break;
+				}
+			}
+		}
+
+		return nodesToTrigger;
+	}
+
+	public printTop(
+		driftClient: DriftClient,
+		slotSubscriber: SlotSubscriber,
+		marketIndex: number,
+		marketType: MarketType
+	) {
+		if (isVariant(marketType, 'perp')) {
+			const slot = slotSubscriber.getSlot();
+			const oraclePriceData =
+				driftClient.getOracleDataForPerpMarket(marketIndex);
+
+			const bestAsk = this.getBestAsk(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+			const bestBid = this.getBestBid(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+			const mid = bestAsk.add(bestBid).div(new BN(2));
+
+			const bidSpread =
+				(convertToNumber(bestBid, PRICE_PRECISION) /
+					convertToNumber(oraclePriceData.price, PRICE_PRECISION) -
+					1) *
+				100.0;
+			const askSpread =
+				(convertToNumber(bestAsk, PRICE_PRECISION) /
+					convertToNumber(oraclePriceData.price, PRICE_PRECISION) -
+					1) *
+				100.0;
+
+			const name = decodeName(
+				driftClient.getPerpMarketAccount(marketIndex).name
+			);
+			console.log(`Market ${name} Orders`);
+			console.log(
+				`  Ask`,
+				convertToNumber(bestAsk, PRICE_PRECISION).toFixed(3),
+				`(${askSpread.toFixed(4)}%)`
+			);
+			console.log(`  Mid`, convertToNumber(mid, PRICE_PRECISION).toFixed(3));
+			console.log(
+				`  Bid`,
+				convertToNumber(bestBid, PRICE_PRECISION).toFixed(3),
+				`(${bidSpread.toFixed(4)}%)`
+			);
+		} else if (isVariant(marketType, 'spot')) {
+			const slot = slotSubscriber.getSlot();
+			const oraclePriceData =
+				driftClient.getOracleDataForPerpMarket(marketIndex);
+
+			const bestAsk = this.getBestAsk(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+			const bestBid = this.getBestBid(
+				marketIndex,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+			const mid = bestAsk.add(bestBid).div(new BN(2));
+
+			const bidSpread =
+				(convertToNumber(bestBid, PRICE_PRECISION) /
+					convertToNumber(oraclePriceData.price, PRICE_PRECISION) -
+					1) *
+				100.0;
+			const askSpread =
+				(convertToNumber(bestAsk, PRICE_PRECISION) /
+					convertToNumber(oraclePriceData.price, PRICE_PRECISION) -
+					1) *
+				100.0;
+
+			const name = decodeName(
+				driftClient.getSpotMarketAccount(marketIndex).name
+			);
+			console.log(`Market ${name} Orders`);
+			console.log(
+				`  Ask`,
+				convertToNumber(bestAsk, PRICE_PRECISION).toFixed(3),
+				`(${askSpread.toFixed(4)}%)`
+			);
+			console.log(`  Mid`, convertToNumber(mid, PRICE_PRECISION).toFixed(3));
+			console.log(
+				`  Bid`,
+				convertToNumber(bestBid, PRICE_PRECISION).toFixed(3),
+				`(${bidSpread.toFixed(4)}%)`
+			);
+		}
+	}
+
+	public getDLOBOrders(): DLOBOrders {
+		const dlobOrders: DLOBOrders = [];
+
+		for (const nodeList of this.getNodeLists()) {
+			for (const node of nodeList.getGenerator()) {
+				dlobOrders.push({
+					user: new PublicKey(node.userAccount),
+					order: node.order,
+				});
+			}
+		}
+
+		return dlobOrders;
+	}
+
+	*getNodeLists(): Generator<NodeList<DLOBNodeType>> {
+		for (const [_, nodeLists] of this.orderLists.get('perp')) {
+			yield nodeLists.restingLimit.bid;
+			yield nodeLists.restingLimit.ask;
+			yield nodeLists.takingLimit.bid;
+			yield nodeLists.takingLimit.ask;
+			yield nodeLists.market.bid;
+			yield nodeLists.market.ask;
+			yield nodeLists.floatingLimit.bid;
+			yield nodeLists.floatingLimit.ask;
+			yield nodeLists.trigger.above;
+			yield nodeLists.trigger.below;
+		}
+
+		for (const [_, nodeLists] of this.orderLists.get('spot')) {
+			yield nodeLists.restingLimit.bid;
+			yield nodeLists.restingLimit.ask;
+			yield nodeLists.takingLimit.bid;
+			yield nodeLists.takingLimit.ask;
+			yield nodeLists.market.bid;
+			yield nodeLists.market.ask;
+			yield nodeLists.floatingLimit.bid;
+			yield nodeLists.floatingLimit.ask;
+			yield nodeLists.trigger.above;
+			yield nodeLists.trigger.below;
+		}
+	}
+
+	/**
+	 * Get an L2 view of the order book for a given market.
+	 *
+	 * @param marketIndex
+	 * @param marketType
+	 * @param slot
+	 * @param oraclePriceData
+	 * @param depth how many levels of the order book to return
+	 * @param fallbackL2Generators L2 generators for fallback liquidity e.g. vAMM {@link getVammL2Generator}, openbook {@link SerumSubscriber}
+	 */
+	public getL2({
+		marketIndex,
+		marketType,
+		slot,
+		oraclePriceData,
+		depth,
+		fallbackL2Generators = [],
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+		depth: number;
+		fallbackL2Generators?: L2OrderBookGenerator[];
+	}): L2OrderBook {
+		const makerAskL2LevelGenerator = getL2GeneratorFromDLOBNodes(
+			this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData),
+			oraclePriceData,
+			slot
+		);
+
+		const fallbackAskGenerators = fallbackL2Generators.map(
+			(fallbackL2Generator) => {
+				return fallbackL2Generator.getL2Asks();
+			}
+		);
+
+		const askL2LevelGenerator = mergeL2LevelGenerators(
+			[makerAskL2LevelGenerator, ...fallbackAskGenerators],
+			(a, b) => {
+				return a.price.lt(b.price);
+			}
+		);
+
+		const asks = createL2Levels(askL2LevelGenerator, depth);
+
+		const makerBidGenerator = getL2GeneratorFromDLOBNodes(
+			this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData),
+			oraclePriceData,
+			slot
+		);
+
+		const fallbackBidGenerators = fallbackL2Generators.map((fallbackOrders) => {
+			return fallbackOrders.getL2Bids();
+		});
+
+		const bidL2LevelGenerator = mergeL2LevelGenerators(
+			[makerBidGenerator, ...fallbackBidGenerators],
+			(a, b) => {
+				return a.price.gt(b.price);
+			}
+		);
+
+		const bids = createL2Levels(bidL2LevelGenerator, depth);
+
+		return {
+			bids,
+			asks,
+			slot,
+		};
+	}
+
+	/**
+	 * Get an L3 view of the order book for a given market. Does not include fallback liquidity sources
+	 *
+	 * @param marketIndex
+	 * @param marketType
+	 * @param slot
+	 * @param oraclePriceData
+	 */
+	public getL3({
+		marketIndex,
+		marketType,
+		slot,
+		oraclePriceData,
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+	}): L3OrderBook {
+		const bids: L3Level[] = [];
+		const asks: L3Level[] = [];
+
+		const restingAsks = this.getRestingLimitAsks(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		for (const ask of restingAsks) {
+			asks.push({
+				price: ask.getPrice(oraclePriceData, slot),
+				size: ask.order.baseAssetAmount.sub(ask.order.baseAssetAmountFilled),
+				maker: new PublicKey(ask.userAccount),
+				orderId: ask.order.orderId,
+			});
+		}
+
+		const restingBids = this.getRestingLimitBids(
+			marketIndex,
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		for (const bid of restingBids) {
+			bids.push({
+				price: bid.getPrice(oraclePriceData, slot),
+				size: bid.order.baseAssetAmount.sub(bid.order.baseAssetAmountFilled),
+				maker: new PublicKey(bid.userAccount),
+				orderId: bid.order.orderId,
+			});
+		}
+
+		return {
+			bids,
+			asks,
+			slot,
+		};
+	}
+
+	private estimateFillExactBaseAmountInForSide(
+		baseAmountIn: BN,
+		oraclePriceData: OraclePriceData,
+		slot: number,
+		dlobSide: Generator<DLOBNode>
+	): BN {
+		let runningSumQuote = ZERO;
+		let runningSumBase = ZERO;
+		for (const side of dlobSide) {
+			const price = side.getPrice(oraclePriceData, slot); //side.order.quoteAssetAmount.div(side.order.baseAssetAmount);
+			const baseAmountRemaining = side.order.baseAssetAmount.sub(
+				side.order.baseAssetAmountFilled
+			);
+			if (runningSumBase.add(baseAmountRemaining).gt(baseAmountIn)) {
+				const remainingBase = baseAmountIn.sub(runningSumBase);
+				runningSumBase = runningSumBase.add(remainingBase);
+				runningSumQuote = runningSumQuote.add(remainingBase.mul(price));
+				break;
+			} else {
+				runningSumBase = runningSumBase.add(baseAmountRemaining);
+				runningSumQuote = runningSumQuote.add(baseAmountRemaining.mul(price));
+			}
+		}
+
+		return runningSumQuote
+			.mul(QUOTE_PRECISION)
+			.div(BASE_PRECISION.mul(PRICE_PRECISION));
+	}
+
+	/**
+	 *
+	 * @param param.marketIndex the index of the market
+	 * @param param.marketType the type of the market
+	 * @param param.baseAmount the base amount in to estimate
+	 * @param param.orderDirection the direction of the trade
+	 * @param param.slot current slot for estimating dlob node price
+	 * @param param.oraclePriceData the oracle price data
+	 * @returns the estimated quote amount filled: QUOTE_PRECISION
+	 */
+	public estimateFillWithExactBaseAmount({
+		marketIndex,
+		marketType,
+		baseAmount,
+		orderDirection,
+		slot,
+		oraclePriceData,
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		baseAmount: BN;
+		orderDirection: PositionDirection;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+	}): BN {
+		if (isVariant(orderDirection, 'long')) {
+			return this.estimateFillExactBaseAmountInForSide(
+				baseAmount,
+				oraclePriceData,
+				slot,
+				this.getRestingLimitAsks(marketIndex, slot, marketType, oraclePriceData)
+			);
+		} else if (isVariant(orderDirection, 'short')) {
+			return this.estimateFillExactBaseAmountInForSide(
+				baseAmount,
+				oraclePriceData,
+				slot,
+				this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData)
+			);
+		}
+	}
+
+	public getBestMakers({
+		marketIndex,
+		marketType,
+		direction,
+		slot,
+		oraclePriceData,
+		numMakers,
+	}: {
+		marketIndex: number;
+		marketType: MarketType;
+		direction: PositionDirection;
+		slot: number;
+		oraclePriceData: OraclePriceData;
+		numMakers: number;
+	}): PublicKey[] {
+		const makers = new Map<string, PublicKey>();
+		const generator = isVariant(direction, 'long')
+			? this.getRestingLimitBids(marketIndex, slot, marketType, oraclePriceData)
+			: this.getRestingLimitAsks(
+					marketIndex,
+					slot,
+					marketType,
+					oraclePriceData
+			  );
+
+		for (const node of generator) {
+			if (!makers.has(node.userAccount.toString())) {
+				makers.set(
+					node.userAccount.toString(),
+					new PublicKey(node.userAccount)
+				);
+			}
+
+			if (makers.size === numMakers) {
+				break;
+			}
+		}
+
+		return Array.from(makers.values());
+	}
+}