@drift-labs/sdk 0.2.0-master.26 → 0.2.0-master.28

package/tests/dlob/test.ts

@@ -0,0 +1,2865 @@
+import { expect } from 'chai';
+import { PublicKey, Keypair } from '@solana/web3.js';
+
+import {
+	getVariant,
+	MarketType,
+	DLOB,
+	BN,
+	BASE_PRECISION,
+	PositionDirection,
+	OrderStatus,
+	OrderType,
+	OrderTriggerCondition,
+} from '../../src';
+
+import { mockPerpMarkets, mockSpotMarkets } from './helpers';
+
+function insertOrderToDLOB(
+	dlob: DLOB,
+	userAccount: PublicKey,
+	orderType: OrderType,
+	marketType: MarketType,
+	orderId: BN,
+	marketIndex: BN,
+	price: BN,
+	baseAssetAmount: BN,
+	direction: PositionDirection,
+	auctionStartPrice: BN,
+	auctionEndPrice: BN,
+	slot?: BN,
+	timeInForce = 30
+) {
+	dlob.insertOrder(
+		{
+			status: OrderStatus.OPEN,
+			orderType,
+			marketType,
+			ts: new BN(getMockTimestamp()),
+			slot: slot || new BN(1),
+			orderId,
+			userOrderId: 0,
+			marketIndex,
+			price,
+			baseAssetAmount,
+			baseAssetAmountFilled: new BN(0),
+			quoteAssetAmount: new BN(0),
+			quoteAssetAmountFilled: new BN(0),
+			fee: new BN(0),
+			direction,
+			reduceOnly: false,
+			triggerPrice: new BN(0),
+			triggerCondition: OrderTriggerCondition.ABOVE,
+			triggered: false,
+			existingPositionDirection: PositionDirection.LONG,
+			postOnly: false,
+			immediateOrCancel: true,
+			oraclePriceOffset: new BN(0),
+			auctionDuration: 10,
+			auctionStartPrice,
+			auctionEndPrice,
+			timeInForce,
+		},
+		userAccount
+	);
+}
+
+function insertTriggerOrderToDLOB(
+	dlob: DLOB,
+	userAccount: PublicKey,
+	orderType: OrderType,
+	marketType: MarketType,
+	orderId: BN,
+	marketIndex: BN,
+	price: BN,
+	baseAssetAmount: BN,
+	direction: PositionDirection,
+	triggerPrice: BN,
+	triggerCondition: OrderTriggerCondition,
+	auctionStartPrice: BN,
+	auctionEndPrice: BN,
+	slot?: BN,
+	timeInForce = 30
+) {
+	dlob.insertOrder(
+		{
+			status: OrderStatus.OPEN,
+			orderType,
+			marketType,
+			ts: new BN(getMockTimestamp()),
+			slot: slot || new BN(1),
+			orderId,
+			userOrderId: 0,
+			marketIndex,
+			price,
+			baseAssetAmount,
+			baseAssetAmountFilled: new BN(0),
+			quoteAssetAmount: new BN(0),
+			quoteAssetAmountFilled: new BN(0),
+			fee: new BN(0),
+			direction,
+			reduceOnly: false,
+			triggerPrice,
+			triggerCondition,
+			triggered: false,
+			existingPositionDirection: PositionDirection.LONG,
+			postOnly: false,
+			immediateOrCancel: true,
+			oraclePriceOffset: new BN(0),
+			auctionDuration: 10,
+			auctionStartPrice,
+			auctionEndPrice,
+			timeInForce,
+		},
+		userAccount
+	);
+}
+
+let mockTs = 1;
+function getMockTimestamp(): number {
+	return mockTs++;
+}
+
+describe('DLOB Tests', () => {
+	it('Fresh DLOB is empty', () => {
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const vAsk = new BN(11);
+		const vBid = new BN(10);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(12),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// check perps
+		for (const market of mockPerpMarkets) {
+			let foundAsks = 0;
+			for (const _ask of dlob.getAsks(
+				market.marketIndex,
+				vAsk,
+				0,
+				MarketType.PERP,
+				oracle
+			)) {
+				foundAsks++;
+			}
+			expect(foundAsks).to.equal(1);
+
+			let foundBids = 0;
+			for (const _bid of dlob.getBids(
+				market.marketIndex,
+				vBid,
+				0,
+				MarketType.PERP,
+				oracle
+			)) {
+				foundBids++;
+			}
+			expect(foundBids).to.equal(1);
+		}
+
+		// check spots
+		for (const market of mockSpotMarkets) {
+			let foundAsks = 0;
+			for (const _ask of dlob.getAsks(
+				market.marketIndex,
+				undefined,
+				0,
+				MarketType.SPOT,
+				oracle
+			)) {
+				foundAsks++;
+			}
+			expect(foundAsks).to.equal(0);
+			let foundBids = 0;
+			for (const _bid of dlob.getBids(
+				market.marketIndex,
+				undefined,
+				0,
+				MarketType.SPOT,
+				oracle
+			)) {
+				foundBids++;
+			}
+			expect(foundBids).to.equal(0);
+		}
+	});
+});
+
+describe('DLOB Perp Tests', () => {
+	it('Test proper bids', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: new BN(5),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: new BN(6),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: false,
+				orderId: new BN(7),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: new BN(1),
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: new BN(2),
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: new BN(3),
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 2,
+				isVamm: true,
+				orderId: undefined,
+				price: undefined,
+				direction: undefined,
+				orderType: undefined,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: new BN(4),
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || new BN(0), // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const bids = dlob.getBids(marketIndex, vBid, slot, MarketType.PERP, oracle);
+
+		console.log('The Book Bids:');
+		let countBids = 0;
+		for (const bid of bids) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(bid.isVammNode()).to.be.eq(expectedTestCase[countBids].isVamm);
+			expect(bid.order?.orderId.toNumber()).to.equal(
+				expectedTestCase[countBids].orderId?.toNumber()
+			);
+			expect(bid.order?.price.toNumber()).to.equal(
+				expectedTestCase[countBids].price?.toNumber()
+			);
+			expect(bid.order?.direction).to.equal(
+				expectedTestCase[countBids].direction
+			);
+			expect(bid.order?.orderType).to.equal(
+				expectedTestCase[countBids].orderType
+			);
+			countBids++;
+		}
+
+		expect(countBids).to.equal(testCases.length);
+	});
+
+	it('Test proper bids on multiple markets', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex0 = new BN(0);
+		const marketIndex1 = new BN(1);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: new BN(5),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: new BN(6),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: false,
+				orderId: new BN(7),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex1,
+			},
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: new BN(1),
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: new BN(2),
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: new BN(3),
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: new BN(4),
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex1,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || new BN(0), // orderId
+				t.marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const bids0 = dlob.getBids(
+			marketIndex0,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let countBids0 = 0;
+		for (const bid of bids0) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+			countBids0++;
+		}
+		expect(countBids0).to.equal(6);
+
+		const bids1 = dlob.getBids(
+			marketIndex1,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let countBids1 = 0;
+		for (const bid of bids1) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			countBids1++;
+		}
+		expect(countBids1).to.equal(3);
+	});
+
+	it('Test proper asks', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: new BN(3),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: new BN(4),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 2,
+				isVamm: false,
+				orderId: new BN(5),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: new BN(1),
+				price: new BN(13),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: new BN(6),
+				price: new BN(16),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: true,
+				orderId: undefined,
+				price: undefined,
+				direction: undefined,
+				orderType: undefined,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: new BN(7),
+				price: new BN(17),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: new BN(2),
+				price: new BN(14),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || new BN(0), // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const asks = dlob.getAsks(marketIndex, vAsk, slot, MarketType.PERP, oracle);
+
+		console.log('The Book Asks:');
+		let countAsks = 0;
+		for (const ask of asks) {
+			console.log(
+				` . vAMMNode? ${ask.isVammNode()}, ${JSON.stringify(
+					ask.order?.orderType
+				)} , ${ask.order?.orderId.toString()} , vammTestgetPRice: ${ask.getPrice(
+					oracle,
+					slot
+				)}, price: ${ask.order?.price.toString()}, quantity: ${ask.order?.baseAssetAmountFilled.toString()}/${ask.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(ask.isVammNode()).to.be.eq(expectedTestCase[countAsks].isVamm);
+			expect(ask.order?.orderId.toNumber()).to.equal(
+				expectedTestCase[countAsks].orderId?.toNumber()
+			);
+			expect(ask.order?.price.toNumber()).to.equal(
+				expectedTestCase[countAsks].price?.toNumber()
+			);
+			expect(ask.order?.direction).to.equal(
+				expectedTestCase[countAsks].direction
+			);
+			expect(ask.order?.orderType).to.equal(
+				expectedTestCase[countAsks].orderType
+			);
+			countAsks++;
+		}
+
+		expect(countAsks).to.equal(testCases.length);
+	});
+
+	it('Test insert market orders', () => {
+		const vAsk = new BN(11);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(12),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// 3 mkt buys
+		for (let i = 0; i < 3; i++) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				OrderType.MARKET,
+				MarketType.PERP,
+				new BN(i + 1),
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		// 3 mkt sells
+		for (let i = 0; i < 3; i++) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				OrderType.MARKET,
+				MarketType.PERP,
+				new BN(i + 1),
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			// vamm node is last in asks
+			asks++;
+
+			if (ask.order) {
+				// market orders
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('market');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId.toNumber()).to.equal(asks);
+			}
+		}
+		expect(asks).to.equal(4); // vamm ask + 3 orders
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (bids === 0) {
+				// vamm node
+				expect(bid.order).to.equal(undefined);
+			} else {
+				// market orders
+				expect(getVariant(bid.order?.status)).to.equal('open');
+				expect(getVariant(bid.order?.orderType)).to.equal('market');
+				expect(getVariant(bid.order?.direction)).to.equal('long');
+				expect(bid.order?.orderId.toNumber()).to.equal(bids);
+			}
+			bids++;
+		}
+		expect(bids).to.equal(4); // vamm bid + 3 orders
+	});
+
+	it('Test insert limit orders', () => {
+		const slot = 12;
+		const vAsk = new BN(11);
+		const vBid = new BN(10);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(3),
+			marketIndex,
+			new BN(5),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(2),
+			marketIndex,
+			new BN(6),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(1),
+			marketIndex,
+			new BN(7),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(1),
+			marketIndex,
+			new BN(12),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(2),
+			marketIndex,
+			new BN(13),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(3),
+			marketIndex,
+			new BN(14),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (ask.order) {
+				// market orders
+				console.log(`ask price: ${ask.order.price.toString()}`);
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('limit');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId.toNumber()).to.equal(asks);
+				expect(ask.order?.price.gt(vAsk)).to.equal(true);
+			}
+
+			// vamm node is first for limit asks
+			asks++;
+		}
+		expect(asks).to.equal(4); // vamm ask + 3 orders
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (bids === 0) {
+				// vamm node
+				expect(bid.order).to.equal(undefined);
+			} else {
+				// market orders
+				console.log(`bid price: ${bid.order?.price.toString()}`);
+				expect(getVariant(bid.order?.status)).to.equal('open');
+				expect(getVariant(bid.order?.orderType)).to.equal('limit');
+				expect(getVariant(bid.order?.direction)).to.equal('long');
+				expect(bid.order?.orderId.toNumber()).to.equal(bids);
+				expect(bid.order?.price.lt(vBid)).to.equal(true);
+			}
+			bids++;
+		}
+		expect(bids).to.equal(4); // vamm bid + 3 orders
+	});
+
+	it('Test multiple market orders fill with multiple limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		// insert some limit buys above vamm bid, below ask
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(5), // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// first taker should fill with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// second taker should fill with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			2
+		);
+	});
+
+	it('Test one market orders fills two limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place one market buy order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(13), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			2
+		);
+	});
+
+	it('Test two market orders to fill one limit order', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(9), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.PERP,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders to eat the best ask
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(5), // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot, // auction over
+			MarketType.PERP,
+			oracle
+		);
+		const mktNodes = dlob.findMarketNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.PERP
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		const askNodes = dlob.getAsks(
+			marketIndex,
+			vAsk,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let aa = 0;
+		for (const b of askNodes) {
+			console.log(
+				` . ask: ${b.order?.orderId.toString()}: p1: ${b.order?.price.toString()} p2: ${b.getPrice(
+					oracle,
+					slot
+				)}, ${JSON.stringify(
+					b.order?.orderType
+				)} BAA: ${b.order?.baseAssetAmountFilled.toString()}/${b.order?.baseAssetAmount.toString()}`
+			);
+			aa++;
+		}
+		expect(aa).to.equal(4);
+
+		const bidNodes = dlob.getBids(
+			marketIndex,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let bb = 0;
+		for (const b of bidNodes) {
+			console.log(
+				` . bid: ${b.order?.orderId.toString()}: p1: ${b.order?.price.toString()} p2: ${b.getPrice(
+					oracle,
+					slot
+				)}, ${JSON.stringify(
+					b.order?.orderType
+				)} BAA: ${b.order?.baseAssetAmountFilled.toString()}/${b.order?.baseAssetAmount.toString()}`
+			);
+			bb++;
+		}
+		expect(bb).to.equal(3);
+
+		console.log(`bids nodes: ${bb}`);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+	});
+
+	it('Test trigger orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 20;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const orderIdsToTrigger = [1, 2, 3, 4, 5, 6, 7, 8];
+		// const orderIdsToNotTrigger = [9, 10, 11, 12];
+
+		// should trigger limit buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			new BN(1), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			new BN(2), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(3), //orderId
+			marketIndex, // marketIndex
+			vAsk, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(4), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			new BN(5), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			new BN(6), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(7), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(8), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		// should NOT trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(9), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(10), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(11), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			new BN(12), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		const nodesToTrigger = dlob.findNodesToTrigger(
+			marketIndex,
+			slot,
+			oracle.price,
+			MarketType.PERP
+		);
+		console.log(`nodesToTriggeR: ${nodesToTrigger.length}`);
+		for (const [idx, n] of nodesToTrigger.entries()) {
+			expect(n.node.order?.orderId.toNumber()).to.equal(orderIdsToTrigger[idx]);
+			console.log(`nodeToTrigger: ${n.node.order?.orderId.toString()}`);
+		}
+	});
+
+	it('Test will return expired market orders to fill', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 20;
+		const timeInForce = 30;
+
+		// non crossing bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(255), // orderId
+			marketIndex,
+			new BN(2), // price, very low, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			timeInForce
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(30), // price, very high, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			timeInForce
+		);
+
+		// order auction is not yet complete, and order is not expired.
+		const slot0 = slot;
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot0,
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot0),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// should get order to fill after timeInForce
+		const slot1 = slot0 + timeInForce; // overshoots expiry
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot1, // auction is over, and order ix expired
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot1),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// check that the nodes have no makers
+		expect(nodesToFillAfter[0].makerNode).to.equal(undefined);
+		expect(nodesToFillAfter[1].makerNode).to.equal(undefined);
+	});
+});
+
+describe('DLOB Spot Tests', () => {
+	it('Test proper bids', () => {
+		const vAsk = new BN(115);
+		const vBid = new BN(100);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				orderId: new BN(5),
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 4,
+				orderId: new BN(6),
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 5,
+				orderId: new BN(7),
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 0,
+				orderId: new BN(1),
+				price: new BN(110),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 1,
+				orderId: new BN(2),
+				price: new BN(109),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				orderId: new BN(3),
+				price: new BN(107),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				orderId: new BN(4),
+				price: new BN(106),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || new BN(0), // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const bids = dlob.getBids(
+			marketIndex,
+			undefined,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+
+		console.log('The Book Bids:');
+		let countBids = 0;
+		for (const bid of bids) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(bid.order?.orderId.toNumber()).to.equal(
+				expectedTestCase[countBids].orderId?.toNumber()
+			);
+			expect(bid.order?.price.toNumber()).to.equal(
+				expectedTestCase[countBids].price?.toNumber()
+			);
+			expect(bid.order?.direction).to.equal(
+				expectedTestCase[countBids].direction
+			);
+			expect(bid.order?.orderType).to.equal(
+				expectedTestCase[countBids].orderType
+			);
+			countBids++;
+		}
+
+		expect(countBids).to.equal(testCases.length);
+	});
+
+	it('Test proper bids on multiple markets', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex0 = new BN(0);
+		const marketIndex1 = new BN(1);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				orderId: new BN(5),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 4,
+				orderId: new BN(6),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 5,
+				orderId: new BN(7),
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex1,
+			},
+			{
+				expectedIdx: 0,
+				orderId: new BN(1),
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 1,
+				orderId: new BN(2),
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 7,
+				orderId: new BN(3),
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 6,
+				orderId: new BN(4),
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex1,
+			},
+		];
+
+		for (const t of testCases) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || new BN(0), // orderId
+				t.marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const bids0 = dlob.getBids(
+			marketIndex0,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let countBids0 = 0;
+		for (const bid of bids0) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+			countBids0++;
+		}
+		expect(countBids0).to.equal(5);
+
+		const bids1 = dlob.getBids(
+			marketIndex1,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let countBids1 = 0;
+		for (const bid of bids1) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			countBids1++;
+		}
+		expect(countBids1).to.equal(2);
+	});
+
+	it('Test proper asks', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 0,
+				orderId: new BN(3),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 1,
+				orderId: new BN(4),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 2,
+				orderId: new BN(5),
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 3,
+				orderId: new BN(1),
+				price: new BN(13),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				orderId: new BN(6),
+				price: new BN(16),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				orderId: new BN(7),
+				price: new BN(17),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 4,
+				orderId: new BN(2),
+				price: new BN(14),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || new BN(0), // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const asks = dlob.getAsks(marketIndex, vAsk, slot, MarketType.SPOT, oracle);
+
+		console.log('The Book Asks:');
+		let countAsks = 0;
+		for (const ask of asks) {
+			console.log(
+				` . vAMMNode? ${ask.isVammNode()}, ${JSON.stringify(
+					ask.order?.orderType
+				)} , ${ask.order?.orderId.toString()} , vammTestgetPRice: ${ask.getPrice(
+					oracle,
+					slot
+				)}, price: ${ask.order?.price.toString()}, quantity: ${ask.order?.baseAssetAmountFilled.toString()}/${ask.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(ask.order?.orderId.toNumber()).to.equal(
+				expectedTestCase[countAsks].orderId?.toNumber()
+			);
+			expect(ask.order?.price.toNumber()).to.equal(
+				expectedTestCase[countAsks].price?.toNumber()
+			);
+			expect(ask.order?.direction).to.equal(
+				expectedTestCase[countAsks].direction
+			);
+			expect(ask.order?.orderType).to.equal(
+				expectedTestCase[countAsks].orderType
+			);
+			countAsks++;
+		}
+
+		expect(countAsks).to.equal(testCases.length);
+	});
+
+	it('Test insert market orders', () => {
+		const slot = 12;
+		const vAsk = new BN(110);
+		const vBid = new BN(100);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		// 3 mkt buys
+		for (let i = 0; i < 3; i++) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				OrderType.MARKET,
+				MarketType.SPOT,
+				new BN(i + 1),
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		// 3 mkt sells
+		for (let i = 0; i < 3; i++) {
+			insertOrderToDLOB(
+				dlob,
+				Keypair.generate().publicKey,
+				OrderType.MARKET,
+				MarketType.SPOT,
+				new BN(i + 1),
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.SPOT,
+			oracle
+		)) {
+			// vamm node is last in asks
+			asks++;
+
+			if (ask.order) {
+				// market orders
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('market');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId.toNumber()).to.equal(asks);
+			}
+		}
+		expect(asks).to.equal(3);
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.SPOT,
+			oracle
+		)) {
+			// market orders
+			expect(getVariant(bid.order?.status)).to.equal('open');
+			expect(getVariant(bid.order?.orderType)).to.equal('market');
+			expect(getVariant(bid.order?.direction)).to.equal('long');
+			expect(bid.order?.orderId.toNumber()).to.equal(bids + 1);
+			bids++;
+		}
+		expect(bids).to.equal(3); // 3 orders
+	});
+
+	it('Test insert limit orders', () => {
+		const vAsk = new BN(110);
+		const vBid = new BN(100);
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(3),
+			marketIndex,
+			new BN(50),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(2),
+			marketIndex,
+			new BN(60),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(1),
+			marketIndex,
+			new BN(70),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(1),
+			marketIndex,
+			new BN(120),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(2),
+			marketIndex,
+			new BN(130),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(3),
+			marketIndex,
+			new BN(140),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			slot,
+			MarketType.SPOT,
+			oracle
+		)) {
+			if (!ask.order) {
+				console.error('wtf ask vamm?');
+				continue;
+			}
+			// market orders
+			console.log(`ask price: ${ask.order?.price.toString()}`);
+			expect(getVariant(ask.order?.status)).to.equal('open');
+			expect(getVariant(ask.order?.orderType)).to.equal('limit');
+			expect(getVariant(ask.order?.direction)).to.equal('short');
+			expect(ask.order?.orderId.toNumber()).to.equal(asks + 1);
+			expect(ask.order?.price.gt(vAsk)).to.equal(true);
+			asks++;
+		}
+		expect(asks).to.equal(3);
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		)) {
+			if (!bid.order) {
+				console.error('wtf bid vamm?');
+				continue;
+			}
+			// market orders
+			console.log(`bid price: ${bid.order?.price.toString()}`);
+			expect(getVariant(bid.order?.status)).to.equal('open');
+			expect(getVariant(bid.order?.orderType)).to.equal('limit');
+			expect(getVariant(bid.order?.direction)).to.equal('long');
+			expect(bid.order?.orderId.toNumber()).to.equal(bids + 1);
+			expect(bid.order?.price.lt(vBid)).to.equal(true);
+			bids++;
+		}
+		expect(bids).to.equal(3);
+	});
+
+	it('Test multiple market orders fill with multiple limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		// insert some limit buys above vamm bid, below ask
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(5), // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// first taker should fill with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// second taker should fill with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			2
+		);
+	});
+
+	it('Test one market order fills two limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place one market buy order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			2
+		);
+	});
+
+	it('Test two market orders to fill one limit order', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(1), // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			new BN(3), // orderId
+			marketIndex,
+			new BN(8), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			12, // auction over
+			MarketType.SPOT,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders to eat the best ask
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(4), // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(5), // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot, // auction over
+			MarketType.SPOT,
+			oracle
+		);
+		const mktNodes = dlob.findMarketNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.SPOT
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		const askNodes = dlob.getAsks(
+			marketIndex,
+			vAsk,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let aa = 0;
+		for (const b of askNodes) {
+			console.log(
+				` . ask: ${b.order?.orderId.toString()}: p1: ${b.order?.price.toString()} p2: ${b.getPrice(
+					oracle,
+					slot
+				)}, ${JSON.stringify(
+					b.order?.orderType
+				)} BAA: ${b.order?.baseAssetAmountFilled.toString()}/${b.order?.baseAssetAmount.toString()}`
+			);
+			aa++;
+		}
+		expect(aa).to.equal(3);
+
+		const bidNodes = dlob.getBids(
+			marketIndex,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let bb = 0;
+		for (const b of bidNodes) {
+			console.log(
+				` . bid: ${b.order?.orderId.toString()}: p1: ${b.order?.price.toString()} p2: ${b.getPrice(
+					oracle,
+					slot
+				)}, ${JSON.stringify(
+					b.order?.orderType
+				)} BAA: ${b.order?.baseAssetAmountFilled.toString()}/${b.order?.baseAssetAmount.toString()}`
+			);
+			bb++;
+		}
+		expect(bb).to.equal(2);
+
+		console.log(`bids nodes: ${bb}`);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId.toNumber()).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId.toNumber()).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId.toNumber()).to.equal(
+			3
+		);
+	});
+
+	it('Test trigger orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 20;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const orderIdsToTrigger = [1, 2, 3, 4, 5, 6, 7, 8];
+		// const orderIdsToNotTrigger = [9, 10, 11, 12];
+
+		// should trigger limit buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			new BN(1), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			new BN(2), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(3), //orderId
+			marketIndex, // marketIndex
+			vAsk, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(4), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			new BN(5), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			new BN(6), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(7), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(8), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		// should NOT trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(9), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(10), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(11), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			new BN(12), //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		const nodesToTrigger = dlob.findNodesToTrigger(
+			marketIndex,
+			slot,
+			oracle.price,
+			MarketType.SPOT
+		);
+		console.log(`nodesToTriggeR: ${nodesToTrigger.length}`);
+		for (const [idx, n] of nodesToTrigger.entries()) {
+			expect(n.node.order?.orderId.toNumber()).to.equal(orderIdsToTrigger[idx]);
+			console.log(`nodeToTrigger: ${n.node.order?.orderId.toString()}`);
+		}
+	});
+
+	it('Test will return expired market orders to fill', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const marketIndex = new BN(0);
+
+		const slot = 20;
+		const timeInForce = 30;
+
+		// non crossing bid
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(255), // orderId
+			marketIndex,
+			new BN(2), // price, very low, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			timeInForce
+		);
+		insertOrderToDLOB(
+			dlob,
+			Keypair.generate().publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			new BN(2), // orderId
+			marketIndex,
+			new BN(30), // price, very high, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			timeInForce
+		);
+
+		// order auction is not yet complete, and order is not expired.
+		const slot0 = slot;
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot0,
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot0),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// should get order to fill after timeInForce
+		const slot1 = slot0 + timeInForce; // overshoots expiry
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot1,
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot1),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// check that the nodes have no makers
+		expect(nodesToFillAfter[0].makerNode).to.equal(undefined);
+		expect(nodesToFillAfter[1].makerNode).to.equal(undefined);
+	});
+});