@drift-labs/sdk 0.2.0-master.30 → 0.2.0-master.32

package/src/clearingHouseUser.ts

@@ -134,7 +134,7 @@ export class ClearingHouseUser {
 	public getEmptyPosition(marketIndex: number): PerpPosition {
 		return {
 			baseAssetAmount: ZERO,
-			remainderBaseAssetAmount: ZERO,
+			remainderBaseAssetAmount: 0,
 			lastCumulativeFundingRate: ZERO,
 			marketIndex,
 			quoteAssetAmount: ZERO,
@@ -144,7 +144,6 @@ export class ClearingHouseUser {
 			openAsks: ZERO,
 			settledPnl: ZERO,
 			lpShares: ZERO,
-			lastFeePerLp: ZERO,
 			lastNetBaseAssetAmountPerLp: ZERO,
 			lastNetQuoteAssetAmountPerLp: ZERO,
 		};
@@ -159,9 +158,9 @@ export class ClearingHouseUser {
 	 * @param orderId
 	 * @returns Order
 	 */
-	public getOrder(orderId: BN): Order | undefined {
-		return this.getUserAccount().orders.find((order) =>
-			order.orderId.eq(orderId)
+	public getOrder(orderId: number): Order | undefined {
+		return this.getUserAccount().orders.find(
+			(order) => order.orderId === orderId
 		);
 	}
 
@@ -229,13 +228,11 @@ export class ClearingHouseUser {
 			market.amm.baseAssetAmountStepSize
 		);
 
-		position.remainderBaseAssetAmount =
-			position.remainderBaseAssetAmount.add(remainderBaa);
+		position.remainderBaseAssetAmount += remainderBaa.toNumber();
 
 		if (
-			position.remainderBaseAssetAmount
-				.abs()
-				.gte(market.amm.baseAssetAmountStepSize)
+			Math.abs(position.remainderBaseAssetAmount) >
+			market.amm.baseAssetAmountStepSize.toNumber()
 		) {
 			const [newStandardizedBaa, newRemainderBaa] = standardize(
 				position.remainderBaseAssetAmount,
@@ -243,7 +240,7 @@ export class ClearingHouseUser {
 			);
 			position.baseAssetAmount =
 				position.baseAssetAmount.add(newStandardizedBaa);
-			position.remainderBaseAssetAmount = newRemainderBaa;
+			position.remainderBaseAssetAmount = newRemainderBaa.toNumber();
 		}
 
 		let updateType;
@@ -492,7 +489,7 @@ export class ClearingHouseUser {
 				let newTotalLiabilityValue = totalLiabilityValue;
 				if (worstCaseTokenAmount.lt(ZERO)) {
 					const baseLiabilityValue = this.getSpotLiabilityValue(
-						worstCaseTokenAmount,
+						worstCaseTokenAmount.abs(),
 						oraclePriceData,
 						spotMarketAccount,
 						marginCategory,
@@ -513,6 +510,7 @@ export class ClearingHouseUser {
 					}
 
 					const weightedTokenValue = worstCaseQuoteTokenAmount
+						.abs()
 						.mul(weight)
 						.div(SPOT_MARKET_WEIGHT_PRECISION);
 
@@ -1064,7 +1062,7 @@ export class ClearingHouseUser {
 		const proposedPerpPosition: PerpPosition = {
 			marketIndex: perpPosition.marketIndex,
 			baseAssetAmount: proposedBaseAssetAmount,
-			remainderBaseAssetAmount: ZERO,
+			remainderBaseAssetAmount: 0,
 			quoteAssetAmount: new BN(0),
 			lastCumulativeFundingRate: ZERO,
 			quoteEntryAmount: new BN(0),
@@ -1073,7 +1071,6 @@ export class ClearingHouseUser {
 			openAsks: new BN(0),
 			settledPnl: ZERO,
 			lpShares: ZERO,
-			lastFeePerLp: ZERO,
 			lastNetBaseAssetAmountPerLp: ZERO,
 			lastNetQuoteAssetAmountPerLp: ZERO,
 		};

package/src/config.ts

@@ -27,7 +27,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: 'By7XjakxXVnQ9gMZ4VT98DenTgBCeP295A58ybzgwVPZ',
+		CLEARING_HOUSE_PROGRAM_ID: 'DUZwKJKAk2C9S88BYvQzck1M1i5hySQjxB4zW6tJ29Nw',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
 		PERP_MARKETS: DevnetPerpMarkets,
 		SPOT_MARKETS: DevnetSpotMarkets,

package/src/constants/numericConstants.ts

@@ -4,6 +4,13 @@ import { BN } from '../';
 export const ZERO = new BN(0);
 export const ONE = new BN(1);
 export const TWO = new BN(2);
+export const THREE = new BN(3);
+export const FOUR = new BN(4);
+export const FIVE = new BN(5);
+export const SIX = new BN(6);
+export const SEVEN = new BN(7);
+export const EIGHT = new BN(8);
+export const NINE = new BN(9);
 export const TEN = new BN(10);
 export const TEN_THOUSAND = new BN(10000);
 export const BN_MAX = new BN(Number.MAX_SAFE_INTEGER);

package/src/constants/spotMarkets.ts

@@ -5,6 +5,7 @@ import {
 	SPOT_MARKET_BALANCE_PRECISION_EXP,
 	LAMPORTS_EXP,
 	LAMPORTS_PRECISION,
+	SIX,
 } from './numericConstants';
 
 export type SpotMarketConfig = {
@@ -29,8 +30,8 @@ export const DevnetSpotMarkets: SpotMarketConfig[] = [
 		oracle: PublicKey.default,
 		oracleSource: OracleSource.QUOTE_ASSET,
 		mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
-		precision: SPOT_MARKET_BALANCE_PRECISION,
-		precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
+		precision: new BN(10).pow(SIX),
+		precisionExp: SIX,
 	},
 	{
 		symbol: 'SOL',
@@ -48,8 +49,8 @@ export const DevnetSpotMarkets: SpotMarketConfig[] = [
 		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
 		oracleSource: OracleSource.PYTH,
 		mint: new PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
-		precision: SPOT_MARKET_BALANCE_PRECISION,
-		precisionExp: SPOT_MARKET_BALANCE_PRECISION_EXP,
+		precision: new BN(10).pow(SIX),
+		precisionExp: SIX,
 		serumMarket: new PublicKey('AGsmbVu3MS9u68GEYABWosQQCZwmLcBHu4pWEuBYH7Za'),
 	},
 ];

package/src/dlob/DLOB.ts

@@ -54,7 +54,7 @@ export type NodeToTrigger = {
 	node: TriggerOrderNode;
 };
 
-type Side = 'ask' | 'bid' | 'both';
+type Side = 'ask' | 'bid' | 'both' | 'nocross';
 
 export class DLOB {
 	openOrders = new Map<MarketTypeStr, Set<string>>();
@@ -135,6 +135,32 @@ export class DLOB {
 		}
 	}
 
+	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();
+
+		for (const marketType of this.marketIndexToAccount.keys()) {
+			this.marketIndexToAccount.get(marketType).clear();
+		}
+		this.marketIndexToAccount.clear();
+	}
+
 	/**
 	 * initializes a new DLOB instance
 	 *
@@ -239,7 +265,7 @@ export class DLOB {
 			type = 'trigger';
 		} else if (isOneOfVariant(order.orderType, ['market', 'triggerMarket'])) {
 			type = 'market';
-		} else if (order.oraclePriceOffset.gt(ZERO)) {
+		} else if (!order.oraclePriceOffset.eq(ZERO)) {
 			type = 'floatingLimit';
 		} else {
 			type = 'limit';
@@ -274,26 +300,35 @@ export class DLOB {
 		// Find all the crossing nodes
 		const crossingNodesToFill: Array<NodeToFill> = this.findCrossingNodesToFill(
 			marketIndex,
-			vBid,
-			vAsk,
 			slot,
 			marketType,
 			oraclePriceData
 		);
 
+		const vAMMCrossingNodesToFill: Array<NodeToFill> =
+			this.findvAMMCrossingNodesToFill(
+				marketIndex,
+				vBid,
+				vAsk,
+				slot,
+				marketType,
+				oraclePriceData
+			);
+
 		// get expired market nodes
-		const marketNodesToFill = this.findMarketNodesToFill(
+		const marketNodesToFill = this.findExpiredMarketNodesToFill(
 			marketIndex,
 			slot,
 			marketType
 		);
-		return crossingNodesToFill.concat(marketNodesToFill);
+		return crossingNodesToFill.concat(
+			vAMMCrossingNodesToFill,
+			marketNodesToFill
+		);
 	}
 
 	public findCrossingNodesToFill(
 		marketIndex: number,
-		vBid: BN | undefined,
-		vAsk: BN | undefined,
 		slot: number,
 		marketType: MarketType,
 		oraclePriceData: OraclePriceData
@@ -302,14 +337,14 @@ export class DLOB {
 
 		const askGenerator = this.getAsks(
 			marketIndex,
-			vAsk,
+			undefined, // dont include vask
 			slot,
 			marketType,
 			oraclePriceData
 		);
 		const bidGenerator = this.getBids(
 			marketIndex,
-			vBid,
+			undefined, // dont include vbid
 			slot,
 			marketType,
 			oraclePriceData
@@ -334,26 +369,86 @@ export class DLOB {
 			} else if (exhaustedSide === 'both') {
 				nextBid = bidGenerator.next();
 				nextAsk = askGenerator.next();
+			} else if (exhaustedSide === 'nocross') {
+				break;
 			} else {
 				console.error(`invalid exhaustedSide: ${exhaustedSide}`);
 				break;
 			}
 
-			const takerIsMaker =
-				crossingNodes?.makerNode !== undefined &&
-				crossingNodes.node.userAccount.equals(
-					crossingNodes.makerNode.userAccount
-				);
+			for (const crossingNode of crossingNodes) {
+				nodesToFill.push(crossingNode);
+			}
+		}
+		return nodesToFill;
+	}
+
+	public findvAMMCrossingNodesToFill(
+		marketIndex: number,
+		vBid: BN,
+		vAsk: BN,
+		slot: number,
+		marketType: MarketType,
+		oraclePriceData: OraclePriceData
+	): NodeToFill[] {
+		const nodesToFill = new Array<NodeToFill>();
+
+		const askGenerator = this.getAsks(
+			marketIndex,
+			undefined, // dont include vask
+			slot,
+			marketType,
+			oraclePriceData
+		);
+		const bidGenerator = this.getBids(
+			marketIndex,
+			undefined, // dont include vbid
+			slot,
+			marketType,
+			oraclePriceData
+		);
+
+		let nextAsk = askGenerator.next();
+		let nextBid = bidGenerator.next();
+
+		// check for asks that cross vBid
+		while (!nextAsk.done) {
+			const askNode = nextAsk.value;
+			const askPrice = askNode.getPrice(oraclePriceData, slot);
+
+			if (askPrice.lte(vBid) && isAuctionComplete(askNode.order, slot)) {
+				nodesToFill.push({
+					node: askNode,
+					makerNode: undefined, // filled by vAMM
+				});
+			} else {
+				break;
+			}
+
+			nextAsk = askGenerator.next();
+		}
 
-			// Verify that each side is different user
-			if (crossingNodes && !takerIsMaker) {
-				nodesToFill.push(crossingNodes);
+		// check for bids that cross vAsk
+		while (!nextBid.done) {
+			const bidNode = nextBid.value;
+			const bidPrice = bidNode.getPrice(oraclePriceData, slot);
+
+			if (bidPrice.gte(vAsk) && isAuctionComplete(bidNode.order, slot)) {
+				nodesToFill.push({
+					node: bidNode,
+					makerNode: undefined, // filled by vAMM
+				});
+			} else {
+				break;
 			}
+
+			nextBid = bidGenerator.next();
 		}
+
 		return nodesToFill;
 	}
 
-	public findMarketNodesToFill(
+	public findExpiredMarketNodesToFill(
 		marketIndex: number,
 		slot: number,
 		marketType: MarketType
@@ -361,10 +456,7 @@ export class DLOB {
 		const nodesToFill = new Array<NodeToFill>();
 		// Then see if there are orders to fill against vamm
 		for (const marketBid of this.getMarketBids(marketIndex, marketType)) {
-			if (
-				isAuctionComplete(marketBid.order, slot) ||
-				isOrderExpired(marketBid.order, slot)
-			) {
+			if (isOrderExpired(marketBid.order, slot)) {
 				nodesToFill.push({
 					node: marketBid,
 				});
@@ -372,10 +464,7 @@ export class DLOB {
 		}
 
 		for (const marketAsk of this.getMarketAsks(marketIndex, marketType)) {
-			if (
-				isAuctionComplete(marketAsk.order, slot) ||
-				isOrderExpired(marketAsk.order, slot)
-			) {
+			if (isOrderExpired(marketAsk.order, slot)) {
 				nodesToFill.push({
 					node: marketAsk,
 				});
@@ -450,9 +539,12 @@ export class DLOB {
 			nodeLists.market.ask.getGenerator(),
 		];
 
-		if (marketTypeStr === 'perp') {
+		if (marketTypeStr === 'perp' && vAsk) {
 			generatorList.push(getVammNodeGenerator(vAsk));
 		}
+		if (generatorList.length === 0) {
+			throw new Error('No ask generators found');
+		}
 
 		const askGenerators = generatorList.map((generator) => {
 			return {
@@ -489,6 +581,12 @@ export class DLOB {
 			);
 
 			if (!bestGenerator.next.done) {
+				// skip this node if it's already completely filled
+				if (bestGenerator.next.value.isBaseFilled()) {
+					bestGenerator.next = bestGenerator.generator.next();
+					continue;
+				}
+
 				yield bestGenerator.next.value;
 				bestGenerator.next = bestGenerator.generator.next();
 			} else {
@@ -516,9 +614,13 @@ export class DLOB {
 			nodeLists.floatingLimit.bid.getGenerator(),
 			nodeLists.market.bid.getGenerator(),
 		];
-		if (marketTypeStr === 'perp') {
+		if (marketTypeStr === 'perp' && vBid) {
 			generatorList.push(getVammNodeGenerator(vBid));
 		}
+		if (generatorList.length === 0) {
+			throw new Error('No bid generators found');
+		}
+
 		const bidGenerators = generatorList.map((generator) => {
 			return {
 				next: generator.next(),
@@ -554,6 +656,12 @@ export class DLOB {
 			);
 
 			if (!bestGenerator.next.done) {
+				// skip this node if it's already completely filled
+				if (bestGenerator.next.value.isBaseFilled()) {
+					bestGenerator.next = bestGenerator.generator.next();
+					continue;
+				}
+
 				yield bestGenerator.next.value;
 				bestGenerator.next = bestGenerator.generator.next();
 			} else {
@@ -568,63 +676,32 @@ export class DLOB {
 		oraclePriceData: OraclePriceData,
 		slot: number
 	): {
-		crossingNodes?: NodeToFill;
-		exhaustedSide?: Side;
+		crossingNodes: NodeToFill[];
+		exhaustedSide: Side;
 	} {
 		const bidPrice = bidNode.getPrice(oraclePriceData, slot);
 		const askPrice = askNode.getPrice(oraclePriceData, slot);
 
-		const bidOrder = bidNode.order;
-		const askOrder = askNode.order;
-
-		const containsMarketOrder =
-			(askOrder && isVariant(askOrder.orderType, 'market')) ||
-			(bidOrder && isVariant(bidOrder.orderType, 'market'));
-
-		if (!containsMarketOrder || bidPrice.lt(askPrice)) {
-			// no market orders, and no crossing orders - return
-			if (askNode.isVammNode() && !bidNode.isVammNode()) {
-				return {
-					exhaustedSide: 'bid',
-				};
-			} else if (!askNode.isVammNode() && bidNode.isVammNode()) {
-				return {
-					exhaustedSide: 'ask',
-				};
-			} else {
-				return {
-					exhaustedSide: 'both',
-				};
-			}
-		}
-
-		// User bid crosses the vamm ask
-		if (askNode.isVammNode()) {
-			if (!isAuctionComplete(bidOrder, slot)) {
-				return {
-					exhaustedSide: 'bid',
-				};
-			}
+		// orders don't cross - we're done walkin gup the book
+		if (bidPrice.lt(askPrice)) {
 			return {
-				crossingNodes: {
-					node: bidNode,
-				},
-				exhaustedSide: 'bid',
+				crossingNodes: [],
+				exhaustedSide: 'nocross',
 			};
 		}
 
-		// User ask crosses the vamm bid
-		if (bidNode.isVammNode()) {
-			if (!isAuctionComplete(askOrder, slot)) {
-				return {
-					exhaustedSide: 'ask',
-				};
-			}
+		const bidOrder = bidNode.order;
+		const askOrder = askNode.order;
+
+		// Can't match two maker orders or if maker and taker are the same
+		const makerIsTaker = bidNode.userAccount.equals(askNode.userAccount);
+		if (makerIsTaker || (bidOrder.postOnly && askOrder.postOnly)) {
+			// don't have a principle way to pick which one to exhaust,
+			// exhaust each one 50% of the time so we can try each one against other orders
+			const exhaustedSide = Math.random() < 0.5 ? 'bid' : 'ask';
 			return {
-				crossingNodes: {
-					node: askNode,
-				},
-				exhaustedSide: 'ask',
+				crossingNodes: [],
+				exhaustedSide,
 			};
 		}
 
@@ -644,34 +721,71 @@ export class DLOB {
 			exhaustedSide = 'bid';
 		}
 
-		// Can't match two maker orders
-		if (bidOrder.postOnly && askOrder.postOnly) {
-			return {
-				exhaustedSide,
-			};
-		}
-
-		// update the orders as if they fill - so we don't try to match them on the next iteration
+		// update the orders on DLOB as if they were fill - so we don't try to match them on the next iteration
+		// NOTE: if something goes wrong during the actual fill (transaction fails, i.e. due to orders already being filled)
+		// then we risk having a mismatch between this local DLOB and the actual DLOB state on the blockchain. This isn't
+		// a problem in the current implementation because we construct a new DLOB from the blockchain state every time, rather
+		// than updating the existing DLOB based on events.
 		if (exhaustedSide === 'ask') {
-			bidNode.order.baseAssetAmountFilled =
+			// bid partially filled
+			const newBidOrder = { ...bidOrder };
+			newBidOrder.baseAssetAmountFilled =
 				bidOrder.baseAssetAmountFilled.add(askBaseRemaining);
-			askNode.order.baseAssetAmountFilled = askOrder.baseAssetAmount;
+			this.getListForOrder(newBidOrder).update(
+				newBidOrder,
+				bidNode.userAccount
+			);
+
+			// ask completely filled
+			const newAskOrder = { ...askOrder };
+			newAskOrder.baseAssetAmountFilled = askOrder.baseAssetAmount;
+			this.getListForOrder(newAskOrder).update(
+				newAskOrder,
+				askNode.userAccount
+			);
 		} else if (exhaustedSide === 'bid') {
-			askNode.order.baseAssetAmountFilled =
+			// ask partially filled
+			const newAskOrder = { ...askOrder };
+			newAskOrder.baseAssetAmountFilled =
 				askOrder.baseAssetAmountFilled.add(bidBaseRemaining);
-			bidNode.order.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+			this.getListForOrder(newAskOrder).update(
+				newAskOrder,
+				askNode.userAccount
+			);
+
+			// bid completely filled
+			const newBidOrder = { ...bidOrder };
+			newBidOrder.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+			this.getListForOrder(newBidOrder).update(
+				newBidOrder,
+				bidNode.userAccount
+			);
 		} else {
-			askNode.order.baseAssetAmountFilled = askOrder.baseAssetAmount;
-			bidNode.order.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+			// both completely filled
+			const newBidOrder = { ...bidOrder };
+			newBidOrder.baseAssetAmountFilled = bidOrder.baseAssetAmount;
+			this.getListForOrder(newBidOrder).update(
+				newBidOrder,
+				bidNode.userAccount
+			);
+
+			const newAskOrder = { ...askOrder };
+			newAskOrder.baseAssetAmountFilled = askOrder.baseAssetAmount;
+			this.getListForOrder(newAskOrder).update(
+				newAskOrder,
+				askNode.userAccount
+			);
 		}
 
 		// Bid is maker
 		if (bidOrder.postOnly) {
 			return {
-				crossingNodes: {
-					node: askNode,
-					makerNode: bidNode,
-				},
+				crossingNodes: [
+					{
+						node: askNode,
+						makerNode: bidNode,
+					},
+				],
 				exhaustedSide,
 			};
 		}
@@ -679,10 +793,12 @@ export class DLOB {
 		// Ask is maker
 		if (askOrder.postOnly) {
 			return {
-				crossingNodes: {
-					node: bidNode,
-					makerNode: askNode,
-				},
+				crossingNodes: [
+					{
+						node: bidNode,
+						makerNode: askNode,
+					},
+				],
 				exhaustedSide,
 			};
 		}
@@ -693,10 +809,12 @@ export class DLOB {
 			? [askNode, bidNode]
 			: [bidNode, askNode];
 		return {
-			crossingNodes: {
-				node: newerNode,
-				makerNode: olderNode,
-			},
+			crossingNodes: [
+				{
+					node: newerNode,
+					makerNode: olderNode,
+				},
+			],
 			exhaustedSide,
 		};
 	}

package/src/dlob/DLOBNode.ts

@@ -19,6 +19,7 @@ export interface DLOBNode {
 	getPrice(oraclePriceData: OraclePriceData, slot: number): BN;
 	isVammNode(): boolean;
 	order: Order | undefined;
+	isBaseFilled(): boolean;
 	haveFilled: boolean;
 	userAccount: PublicKey | undefined;
 	market: SpotMarketAccount | PerpMarketAccount;
@@ -87,6 +88,10 @@ export abstract class OrderNode implements DLOBNode {
 		}
 	}
 
+	isBaseFilled(): boolean {
+		return this.order.baseAssetAmountFilled.eq(this.order.baseAssetAmount);
+	}
+
 	isVammNode(): boolean {
 		return false;
 	}

package/src/dlob/NodeList.ts

@@ -11,7 +11,10 @@ import { createNode, DLOBNode, DLOBNodeMap } from './DLOBNode';
 
 export type SortDirection = 'asc' | 'desc';
 
-export function getOrderSignature(orderId: BN, userAccount: PublicKey): string {
+export function getOrderSignature(
+	orderId: number,
+	userAccount: PublicKey
+): string {
 	return `${userAccount.toString()}-${orderId.toString()}`;
 }
 
@@ -31,6 +34,12 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
 		private sortDirection: SortDirection
 	) {}
 
+	public clear() {
+		this.head = undefined;
+		this.length = 0;
+		this.nodeMap.clear();
+	}
+
 	public insert(
 		order: Order,
 		marketType: MarketTypeStr,
@@ -49,11 +58,11 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
 
 		const newNode = createNode(this.nodeType, order, market, userAccount);
 
-		const orderId = getOrderSignature(order.orderId, userAccount);
-		if (this.nodeMap.has(orderId)) {
+		const orderSignature = getOrderSignature(order.orderId, userAccount);
+		if (this.nodeMap.has(orderSignature)) {
 			return;
 		}
-		this.nodeMap.set(orderId, newNode);
+		this.nodeMap.set(orderSignature, newNode);
 
 		this.length += 1;
 
@@ -126,7 +135,7 @@ export class NodeList<NodeType extends keyof DLOBNodeMap>
 				node.previous.next = node.next;
 			}
 
-			if (this.head && node.order.orderId.eq(this.head.order.orderId)) {
+			if (this.head && node.order.orderId === this.head.order.orderId) {
 				this.head = node.next;
 			}
 
@@ -180,6 +189,7 @@ export function* getVammNodeGenerator(
 		order: undefined,
 		market: undefined,
 		userAccount: undefined,
+		isBaseFilled: () => false,
 		haveFilled: false,
 	};
 }