@drift-labs/sdk 0.2.0-master.31 → 0.2.0-master.33

package/tests/dlob/test.ts

@@ -16,9 +16,18 @@ import {
 	OraclePriceData,
 	NodeToFill,
 	isOrderExpired,
+	Order,
+	isMarketOrder,
+	isLimitOrder,
 } from '../../src';
 
-import { mockPerpMarkets, mockSpotMarkets } from './helpers';
+import {
+	mockPerpMarkets,
+	mockSpotMarkets,
+	mockStateAccount,
+	MockUserMap,
+} from './helpers';
+import { ZERO } from '../../lib';
 
 function insertOrderToDLOB(
 	dlob: DLOB,
@@ -33,7 +42,7 @@ function insertOrderToDLOB(
 	auctionStartPrice: BN,
 	auctionEndPrice: BN,
 	slot?: BN,
-	timeInForce = 30,
+	maxTs = ZERO,
 	oraclePriceOffset = new BN(0)
 ) {
 	dlob.insertOrder(
@@ -41,7 +50,6 @@ function insertOrderToDLOB(
 			status: OrderStatus.OPEN,
 			orderType,
 			marketType,
-			ts: new BN(getMockTimestamp()),
 			slot: slot || new BN(1),
 			orderId,
 			userOrderId: 0,
@@ -51,7 +59,6 @@ function insertOrderToDLOB(
 			baseAssetAmountFilled: new BN(0),
 			quoteAssetAmount: new BN(0),
 			quoteAssetAmountFilled: new BN(0),
-			fee: new BN(0),
 			direction,
 			reduceOnly: false,
 			triggerPrice: new BN(0),
@@ -59,12 +66,12 @@ function insertOrderToDLOB(
 			triggered: false,
 			existingPositionDirection: PositionDirection.LONG,
 			postOnly: false,
-			immediateOrCancel: true,
-			oraclePriceOffset,
+			immediateOrCancel: false,
+			oraclePriceOffset: oraclePriceOffset.toNumber(),
 			auctionDuration: 10,
 			auctionStartPrice,
 			auctionEndPrice,
-			timeInForce,
+			maxTs,
 		},
 		userAccount
 	);
@@ -85,7 +92,7 @@ function insertTriggerOrderToDLOB(
 	auctionStartPrice: BN,
 	auctionEndPrice: BN,
 	slot?: BN,
-	timeInForce = 30,
+	maxTs = ZERO,
 	oraclePriceOffset = new BN(0)
 ) {
 	dlob.insertOrder(
@@ -93,7 +100,6 @@ function insertTriggerOrderToDLOB(
 			status: OrderStatus.OPEN,
 			orderType,
 			marketType,
-			ts: new BN(getMockTimestamp()),
 			slot: slot || new BN(1),
 			orderId,
 			userOrderId: 0,
@@ -103,7 +109,6 @@ function insertTriggerOrderToDLOB(
 			baseAssetAmountFilled: new BN(0),
 			quoteAssetAmount: new BN(0),
 			quoteAssetAmountFilled: new BN(0),
-			fee: new BN(0),
 			direction,
 			reduceOnly: false,
 			triggerPrice,
@@ -112,11 +117,11 @@ function insertTriggerOrderToDLOB(
 			existingPositionDirection: PositionDirection.LONG,
 			postOnly: false,
 			immediateOrCancel: true,
-			oraclePriceOffset,
+			oraclePriceOffset: oraclePriceOffset.toNumber(),
 			auctionDuration: 10,
 			auctionStartPrice,
 			auctionEndPrice,
-			timeInForce,
+			maxTs,
 		},
 		userAccount
 	);
@@ -130,8 +135,8 @@ function printOrderNode(
 	console.log(
 		` . vAMMNode? ${node.isVammNode()},\t${
 			node.order ? getVariant(node.order?.orderType) : '~'
-		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, ts: ${
-			node.order?.ts.toString() || '~'
+		} ${node.order ? getVariant(node.order?.direction) : '~'}\t, slot: ${
+			node.order?.slot.toString() || '~'
 		}, orderId: ${node.order?.orderId.toString() || '~'},\tnode.getPrice: ${
 			oracle ? node.getPrice(oracle, slot!) : '~'
 		}, node.price: ${node.order?.price.toString() || '~'}, priceOffset: ${
@@ -184,44 +189,62 @@ function printBookState(
 
 function printCrossedNodes(n: NodeToFill, slot: number) {
 	console.log(
-		`Cross Found, taker: ${n.node.order !== undefined}, maker: ${
+		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${
 			n.makerNode !== undefined
 		}`
 	);
-	if (n.node.order) {
-		const t = n.node.order;
-		const exp = isOrderExpired(t, slot);
+	console.log(
+		`node: (mkt: ${isMarketOrder(n.node.order)}, lim: ${isLimitOrder(
+			n.node.order
+		)})`
+	);
+	if (n.makerNode) {
+		console.log(
+			`mkrnode: (mkt: ${isMarketOrder(n.makerNode.order)}, lim: ${isLimitOrder(
+				n.makerNode.order
+			)})`
+		);
+	}
+
+	const printOrder = (o: Order) => {
 		console.log(
-			`  taker orderId: ${t.orderId}, ${getVariant(t.orderType)}, ${getVariant(
-				t.direction
-			)},\texpired: ${exp}, price: ${t.price.toString()}, priceOffset: ${t.oraclePriceOffset.toString()}, baseAmtFileld: ${t.baseAssetAmountFilled.toString()}/${t.baseAssetAmount.toString()}`
+			`  orderId: ${o.orderId}, ${getVariant(o.orderType)}, ${getVariant(
+				o.direction
+			)},\texpired: ${isOrderExpired(o, slot)}, postOnly: ${
+				o.postOnly
+			}, reduceOnly: ${
+				o.reduceOnly
+			}, price: ${o.price.toString()}, priceOffset: ${o.oraclePriceOffset.toString()}, baseAmtFileld: ${o.baseAssetAmountFilled.toString()}/${o.baseAssetAmount.toString()}`
 		);
+	};
+
+	if (n.node.order) {
+		const t = n.node.order;
+		console.log(`Taker Order:`);
+		printOrder(t);
 	}
 	if (n.makerNode) {
 		if (n.makerNode.isVammNode()) {
 			console.log(`  maker is vAMM node`);
 		} else {
 			const m = n.makerNode.order!;
-			const exp = isOrderExpired(m, slot);
-			console.log(
-				`  maker orderId: ${m.orderId}, ${getVariant(
-					m.orderType
-				)}, ${getVariant(
-					m.direction
-				)},\texpired: ${exp}, price: ${m.price.toString()}, priceOffset: ${m.oraclePriceOffset.toString()}, baseAmtFileld: ${m.baseAssetAmountFilled.toString()}/${m.baseAssetAmount.toString()}`
-			);
+			console.log(`Maker Order:`);
+			printOrder(m);
 		}
 	}
 }
 
-let mockTs = 1;
-function getMockTimestamp(): number {
-	return mockTs++;
-}
-
 describe('DLOB Tests', () => {
 	it('Fresh DLOB is empty', () => {
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const mockUserMap = new MockUserMap();
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const vAsk = new BN(11);
 		const vBid = new BN(10);
 		const oracle = {
@@ -284,13 +307,122 @@ describe('DLOB Tests', () => {
 			expect(foundBids).to.equal(0);
 		}
 	});
+
+	it('Can clear DLOB', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
+		const marketIndex = 0;
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			0, // orderId
+			marketIndex,
+			new BN(9), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(8), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(8), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const bids = dlob.getBids(
+			marketIndex,
+			undefined,
+			0,
+			MarketType.PERP,
+			oracle
+		);
+		let b = 0;
+		for (const _bid of bids) {
+			b++;
+		}
+		expect(b).to.equal(3);
+
+		dlob.clear();
+		let thrown = false;
+		try {
+			const bids1 = dlob.getBids(marketIndex, vBid, 0, MarketType.PERP, oracle);
+			bids1.next();
+		} catch (e) {
+			thrown = true;
+		}
+		expect(thrown, 'should throw after clearing').to.equal(true);
+	});
 });
 
 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 mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -371,9 +503,14 @@ describe('DLOB Perp Tests', () => {
 			if (t.isVamm) {
 				continue;
 			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.PERP,
 				t.orderId || 0, // orderId
@@ -393,7 +530,7 @@ describe('DLOB Perp Tests', () => {
 		const bids = dlob.getBids(marketIndex, vBid, slot, MarketType.PERP, oracle);
 
 		console.log('The Book Bids:');
-		const gotBids = [];
+		const gotBids: Array<DLOBNode> = [];
 		let countBids = 0;
 		for (const bid of bids) {
 			gotBids.push(bid);
@@ -424,7 +561,14 @@ describe('DLOB Perp Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex0 = 0;
 		const marketIndex1 = 1;
 
@@ -505,9 +649,14 @@ describe('DLOB Perp Tests', () => {
 			if (t.isVamm) {
 				continue;
 			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.PERP,
 				t.orderId || 0, // orderId
@@ -567,7 +716,14 @@ describe('DLOB Perp Tests', () => {
 	it('Test proper asks', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(10);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -648,9 +804,14 @@ describe('DLOB Perp Tests', () => {
 			if (t.isVamm) {
 				continue;
 			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.PERP,
 				t.orderId || 0, // orderId
@@ -701,7 +862,14 @@ describe('DLOB Perp Tests', () => {
 	it('Test insert market orders', () => {
 		const vAsk = new BN(11);
 		const vBid = new BN(10);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 		const oracle = {
 			price: vBid.add(vAsk).div(new BN(2)),
@@ -712,9 +880,13 @@ describe('DLOB Perp Tests', () => {
 
 		// 3 mkt buys
 		for (let i = 0; i < 3; i++) {
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user.publicKey,
 				OrderType.MARKET,
 				MarketType.PERP,
 				i + 1,
@@ -729,9 +901,13 @@ describe('DLOB Perp Tests', () => {
 
 		// 3 mkt sells
 		for (let i = 0; i < 3; i++) {
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user.publicKey,
 				OrderType.MARKET,
 				MarketType.PERP,
 				i + 1,
@@ -798,11 +974,39 @@ describe('DLOB Perp Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+		const user5 = Keypair.generate();
+		const userAuth5 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, userAuth5.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -816,7 +1020,7 @@ describe('DLOB Perp Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2,
@@ -830,7 +1034,7 @@ describe('DLOB Perp Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -844,7 +1048,7 @@ describe('DLOB Perp Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -858,7 +1062,7 @@ describe('DLOB Perp Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -872,7 +1076,7 @@ describe('DLOB Perp Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -942,13 +1146,41 @@ describe('DLOB Perp Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+		const user5 = Keypair.generate();
+		const userAuth5 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, userAuth5.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// insert floating bids
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -959,12 +1191,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(-1).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -975,12 +1207,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(-3).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -991,14 +1223,14 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(-2).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 
 		// insert floating asks
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			5, // orderId
@@ -1009,12 +1241,12 @@ describe('DLOB Perp Tests', () => {
 			vAsk,
 			vBid,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(2).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			6, // orderId
@@ -1025,12 +1257,12 @@ describe('DLOB Perp Tests', () => {
 			vAsk,
 			vBid,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(3).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			4, // orderId
@@ -1041,7 +1273,7 @@ describe('DLOB Perp Tests', () => {
 			vAsk,
 			vBid,
 			new BN(slot),
-			30, // TiF
+			ZERO, // TiF
 			new BN(1).mul(PRICE_PRECISION) // oraclePriceOffset
 		);
 
@@ -1103,16 +1335,40 @@ describe('DLOB Perp Tests', () => {
 		expect(asks).to.equal(4); // vamm ask + 3 orders
 	});
 
-	it('Test multiple market orders fill with multiple limit orders', () => {
+	it('Test multiple market orders fill with multiple limit orders', async () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(10);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// insert some limit buys above vamm bid, below ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -1125,7 +1381,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -1138,7 +1394,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -1167,7 +1423,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market sell order eating 2 of the limit orders
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -1180,7 +1436,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -1221,13 +1477,34 @@ describe('DLOB Perp Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// insert some limit sells below vAMM ask, above bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -1240,7 +1517,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -1253,7 +1530,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -1265,14 +1542,17 @@ describe('DLOB Perp Tests', () => {
 			vAsk
 		);
 
+		// auction over
+		const endSlot = 12;
+
 		// should have no crossing orders
 		const nodesToFillBefore = dlob.findCrossingNodesToFill(
 			marketIndex,
-			12, // auction over
+			endSlot,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
-				slot: new BN(12),
+				slot: new BN(endSlot),
 				confidence: new BN(1),
 				hasSufficientNumberOfDataPoints: true,
 			}
@@ -1282,7 +1562,7 @@ describe('DLOB Perp Tests', () => {
 		// place one market buy order eating 2 of the limit orders
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -1296,34 +1576,70 @@ describe('DLOB Perp Tests', () => {
 
 		const nodesToFillAfter = dlob.findCrossingNodesToFill(
 			marketIndex,
-			12, // auction over
+			endSlot,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
-				slot: new BN(12),
+				slot: new BN(endSlot),
 				confidence: new BN(1),
 				hasSufficientNumberOfDataPoints: true,
 			}
 		);
 		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
 		for (const n of nodesToFillAfter) {
-			printCrossedNodes(n, 12);
+			printCrossedNodes(n, endSlot);
 		}
 		expect(nodesToFillAfter.length).to.equal(2);
 
 		// taker should fill completely with best maker
-		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
-		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(3);
+		expect(
+			nodesToFillAfter[0].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(4);
+		expect(
+			nodesToFillAfter[0].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(3);
 
 		// taker should fill completely with second best maker
-		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(4);
-		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(2);
+		expect(
+			nodesToFillAfter[1].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(4);
+		expect(
+			nodesToFillAfter[1].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -1337,7 +1653,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some limit sells below vAMM ask, above bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -1350,7 +1666,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -1363,7 +1679,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -1387,7 +1703,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market buy orders to eat the best ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -1400,7 +1716,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -1418,7 +1734,7 @@ describe('DLOB Perp Tests', () => {
 			MarketType.PERP,
 			oracle
 		);
-		const mktNodes = dlob.findExpiredMarketNodesToFill(
+		const mktNodes = dlob.findExpiredNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.PERP
@@ -1445,7 +1761,52 @@ describe('DLOB Perp Tests', () => {
 	it('Test trigger orders', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(8);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		const user5 = Keypair.generate();
+		const user5Auth = Keypair.generate();
+		const user6 = Keypair.generate();
+		const user6Auth = Keypair.generate();
+		const user7 = Keypair.generate();
+		const user7Auth = Keypair.generate();
+		const user8 = Keypair.generate();
+		const user8Auth = Keypair.generate();
+		const user9 = Keypair.generate();
+		const user9Auth = Keypair.generate();
+		const user10 = Keypair.generate();
+		const user10Auth = Keypair.generate();
+		const user11 = Keypair.generate();
+		const user11Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, user5Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user6.publicKey, user6Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user7.publicKey, user7Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user8.publicKey, user8Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user9.publicKey, user9Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user10.publicKey, user10Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user11.publicKey, user11Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 20;
@@ -1462,7 +1823,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger limit buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.PERP,
 			1, //orderId
@@ -1478,7 +1839,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger limit sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.PERP,
 			2, //orderId
@@ -1494,7 +1855,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger market buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			3, //orderId
@@ -1510,7 +1871,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger market sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			4, //orderId
@@ -1526,7 +1887,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger limit buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.PERP,
 			5, //orderId
@@ -1542,7 +1903,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger limit sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.PERP,
 			6, //orderId
@@ -1558,7 +1919,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger market buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user6.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			7, //orderId
@@ -1574,7 +1935,7 @@ describe('DLOB Perp Tests', () => {
 		// should trigger market sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user7.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			8, //orderId
@@ -1591,7 +1952,7 @@ describe('DLOB Perp Tests', () => {
 		// should NOT trigger market sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user8.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			9, //orderId
@@ -1607,7 +1968,7 @@ describe('DLOB Perp Tests', () => {
 		// should NOT trigger market sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user9.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			10, //orderId
@@ -1623,7 +1984,7 @@ describe('DLOB Perp Tests', () => {
 		// should NOT trigger market buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user10.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			11, //orderId
@@ -1639,7 +2000,7 @@ describe('DLOB Perp Tests', () => {
 		// should NOT trigger market buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user11.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.PERP,
 			12, //orderId
@@ -1669,16 +2030,32 @@ describe('DLOB Perp Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 20;
-		const timeInForce = 30;
+		const ts = 20;
+		const maxTs = new BN(30);
 
 		// non crossing bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			255, // orderId
@@ -1689,11 +2066,11 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			timeInForce
+			maxTs
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			2, // orderId
@@ -1704,16 +2081,18 @@ describe('DLOB Perp Tests', () => {
 			vAsk,
 			vBid,
 			new BN(slot),
-			timeInForce
+			maxTs
 		);
 
 		// order auction is not yet complete, and order is not expired.
 		const slot0 = slot;
+		const ts0 = ts;
 		const nodesToFillBefore = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
 			slot0,
+			ts0,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
@@ -1725,12 +2104,14 @@ describe('DLOB Perp Tests', () => {
 		expect(nodesToFillBefore.length).to.equal(0);
 
 		// should get order to fill after timeInForce
-		const slot1 = slot0 + timeInForce * 2; // overshoots expiry
+		const slot1 = slot0 + 20;
+		const ts1 = ts0 + 20; // overshoots expiry
 		const nodesToFillAfter = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
 			slot1, // auction is over, and order ix expired
+			ts1,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
@@ -1753,10 +2134,35 @@ describe('DLOB Perp Tests', () => {
 	it('Test skips vAMM and fills market buy order with floating limit order during auction', () => {
 		const vAsk = new BN(15).mul(PRICE_PRECISION);
 		const vBid = new BN(8).mul(PRICE_PRECISION);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
+		const ts = 12;
 		const oracle = {
 			price: vBid.add(vAsk).div(new BN(2)),
 			slot: new BN(slot),
@@ -1767,7 +2173,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some floating limit sells above vAMM ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -1778,12 +2184,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(1).mul(PRICE_PRECISION)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -1794,12 +2200,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(1).mul(PRICE_PRECISION)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -1810,7 +2216,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(1).mul(PRICE_PRECISION)
 		);
 
@@ -1820,6 +2226,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			slot,
+			ts,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
@@ -1833,7 +2240,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market buy orders to eat the best ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -1846,7 +2253,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -1863,6 +2270,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			slot,
+			ts,
 			MarketType.PERP,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
@@ -1871,7 +2279,7 @@ describe('DLOB Perp Tests', () => {
 				hasSufficientNumberOfDataPoints: true,
 			}
 		);
-		const mktNodes = dlob.findExpiredMarketNodesToFill(
+		const mktNodes = dlob.findExpiredNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.PERP
@@ -1902,10 +2310,35 @@ describe('DLOB Perp Tests', () => {
 	it('Test fills market buy order with better priced vAMM after auction', () => {
 		const vAsk = new BN(15).mul(PRICE_PRECISION);
 		const vBid = new BN(8).mul(PRICE_PRECISION);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
+		const ts = 12;
 		const oracle = {
 			price: vBid.add(vAsk).div(new BN(2)),
 			slot: new BN(slot),
@@ -1916,7 +2349,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some floating limit sells above vAMM ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -1927,12 +2360,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			0,
+			ZERO,
 			new BN(3).mul(PRICE_PRECISION)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -1943,12 +2376,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			0,
+			ZERO,
 			new BN(4).mul(PRICE_PRECISION)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -1959,12 +2392,13 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			0,
+			ZERO,
 			new BN(5).mul(PRICE_PRECISION)
 		);
 
 		// should have no crossing orders
 		const auctionOverSlot = slot * 10;
+		const auctionOverTs = ts * 10;
 		const nodesToFillBefore = dlob.findCrossingNodesToFill(
 			marketIndex,
 			auctionOverSlot, // auction over
@@ -1976,7 +2410,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market buy orders
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -1987,11 +2421,11 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			0
+			ZERO
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -2002,14 +2436,15 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			0
+			ZERO
 		);
 
 		const nodesToFillAfter = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
-			auctionOverSlot, // auction in progress
+			auctionOverTs, // auction in progress
+			ts,
 			MarketType.PERP,
 			oracle
 		);
@@ -2032,7 +2467,31 @@ describe('DLOB Perp Tests', () => {
 	it('Test skips vAMM and fills market sell order with floating limit buys during auction', () => {
 		const vAsk = new BN(15).mul(PRICE_PRECISION);
 		const vBid = new BN(8).mul(PRICE_PRECISION);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -2046,7 +2505,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some floating limit buy below vAMM bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -2057,12 +2516,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-4).mul(PRICE_PRECISION) // second best bid, but worse than vBid (8): 7.5
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -2073,12 +2532,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-1).mul(PRICE_PRECISION) // best price: 10.5
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -2089,7 +2548,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-5).mul(PRICE_PRECISION) // third best bid, worse than vBid (8): 6.5
 		);
 
@@ -2105,7 +2564,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market sell orders to eat the best bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -2118,7 +2577,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -2136,7 +2595,7 @@ describe('DLOB Perp Tests', () => {
 			MarketType.PERP,
 			oracle
 		);
-		const mktNodes = dlob.findExpiredMarketNodesToFill(
+		const mktNodes = dlob.findExpiredNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.PERP
@@ -2185,10 +2644,35 @@ describe('DLOB Perp Tests', () => {
 	it('Test fills market sell order with better priced vAMM after auction', () => {
 		const vAsk = new BN(15).mul(PRICE_PRECISION);
 		const vBid = new BN(8).mul(PRICE_PRECISION);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		const user3 = Keypair.generate();
+		const user3Auth = Keypair.generate();
+		const user4 = Keypair.generate();
+		const user4Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, user3Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, user4Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
+		const ts = 12;
 		const oracle = {
 			price: vBid.add(vAsk).div(new BN(2)), // 11.5
 			slot: new BN(slot),
@@ -2199,7 +2683,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some floating limit buy below vAMM bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -2210,12 +2694,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-4).mul(PRICE_PRECISION) // second best bid, but worse than vBid (8): 7.5
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -2226,12 +2710,12 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-1).mul(PRICE_PRECISION) // best price: 10.5
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -2242,7 +2726,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30,
+			ZERO,
 			new BN(-5).mul(PRICE_PRECISION) // third best bid, worse than vBid (8): 6.5
 		);
 
@@ -2254,6 +2738,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			slot,
+			ts,
 			MarketType.PERP,
 			oracle
 		);
@@ -2262,7 +2747,7 @@ describe('DLOB Perp Tests', () => {
 		// place two market sell orders to eat the best bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			4, // orderId
@@ -2276,7 +2761,7 @@ describe('DLOB Perp Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.PERP,
 			5, // orderId
@@ -2292,6 +2777,7 @@ describe('DLOB Perp Tests', () => {
 
 		// auction ends, but order not expired
 		const afterAuctionSlot = slot + 11;
+		const afterAuctionTs = ts + 11;
 		printBookState(dlob, marketIndex, vBid, vAsk, afterAuctionSlot, oracle);
 
 		const nodesToFillAfter = dlob.findNodesToFill(
@@ -2299,6 +2785,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			afterAuctionSlot,
+			afterAuctionTs,
 			MarketType.PERP,
 			oracle
 		);
@@ -2334,10 +2821,29 @@ describe('DLOB Perp Tests', () => {
 	it('Test fills crossing bids with vAMM after auction ends', () => {
 		const vAsk = new BN(15).mul(PRICE_PRECISION);
 		const vBid = new BN(8).mul(PRICE_PRECISION);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user2Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, user2Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
+		const ts = 12;
 		const oracle = {
 			price: vBid.add(vAsk).div(new BN(2)), // 11.5
 			slot: new BN(slot),
@@ -2348,7 +2854,7 @@ describe('DLOB Perp Tests', () => {
 		// insert some floating limit buy below vAMM bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			2, // orderId
@@ -2359,11 +2865,11 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30
+			new BN(200)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			3, // orderId
@@ -2374,11 +2880,11 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30
+			new BN(200)
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.PERP,
 			1, // orderId
@@ -2389,7 +2895,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			30
+			new BN(200)
 		);
 		console.log(`Book state before fill:`);
 		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
@@ -2399,6 +2905,7 @@ describe('DLOB Perp Tests', () => {
 			vBid,
 			vAsk,
 			slot,
+			ts,
 			MarketType.PERP,
 			oracle
 		);
@@ -2406,12 +2913,14 @@ describe('DLOB Perp Tests', () => {
 
 		// auction ends now
 		const afterAuctionSlot = 10 * slot;
+		const afterAuctionTs = 10 * ts;
 
 		const nodesToFillAfter = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
 			afterAuctionSlot,
+			afterAuctionTs,
 			MarketType.PERP,
 			oracle
 		);
@@ -2446,13 +2955,194 @@ describe('DLOB Perp Tests', () => {
 
 		expect(nodesToFillAfter.length).to.equal(2);
 	});
+
+	it('Test fills two limit orders better than vAmm', () => {
+		const vAsk = new BN(20).mul(PRICE_PRECISION);
+		const vBid = new BN(5).mul(PRICE_PRECISION);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user1Auth = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user1Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
+		const marketIndex = 0;
+
+		const slot = 12;
+		const ts = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)), // 11.5
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert a sell below the bid, but above vBid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(10).mul(PRICE_PRECISION), // price; crosses bid
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			new BN(200)
+		);
+		// insert a buy above the vBid
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price,
+			new BN(8768).mul(BASE_PRECISION).div(new BN(10000)), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot + 1), // later order becomes taker
+			new BN(200)
+		);
+
+		console.log(`Book state before fill:`);
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			oracle
+		);
+		console.log(`Filled nodes: ${nodesToFillBefore.length}`);
+		for (const n of nodesToFillBefore) {
+			printCrossedNodes(n, slot);
+		}
+		expect(nodesToFillBefore.length).to.equal(1);
+
+		// first order is maker, second is taker
+		expect(
+			nodesToFillBefore[0].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(2);
+		expect(
+			nodesToFillBefore[0].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(3);
+	});
+
+	it('Test will not fill two limit orders by same authority', () => {
+		const vAsk = new BN(20).mul(PRICE_PRECISION);
+		const vBid = new BN(5).mul(PRICE_PRECISION);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const user0Auth = Keypair.generate();
+		const user1 = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, user0Auth.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
+		const marketIndex = 0;
+
+		const slot = 12;
+		const ts = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)), // 11.5
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert a sell below the bid, but above vBid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(10).mul(PRICE_PRECISION), // price; crosses bid
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			new BN(200)
+		);
+		// insert a buy above the vBid
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price,
+			new BN(8768).mul(BASE_PRECISION).div(new BN(10000)), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			new BN(200)
+		);
+
+		console.log(`Book state before fill:`);
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			oracle
+		);
+		console.log(`Filled nodes: ${nodesToFillBefore.length}`);
+		for (const n of nodesToFillBefore) {
+			printCrossedNodes(n, slot);
+		}
+
+		expect(nodesToFillBefore.length).to.equal(0);
+	});
 });
 
 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 mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -2515,9 +3205,13 @@ describe('DLOB Spot Tests', () => {
 		];
 
 		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user0.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.SPOT,
 				t.orderId || 0, // orderId
@@ -2566,7 +3260,14 @@ describe('DLOB Spot Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex0 = 0;
 		const marketIndex1 = 1;
 
@@ -2637,9 +3338,13 @@ describe('DLOB Spot Tests', () => {
 		];
 
 		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user0.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.SPOT,
 				t.orderId || 0, // orderId
@@ -2699,7 +3404,14 @@ describe('DLOB Spot Tests', () => {
 	it('Test proper asks', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(10);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -2762,9 +3474,13 @@ describe('DLOB Spot Tests', () => {
 		];
 
 		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user0.publicKey,
 				t.orderType || OrderType.LIMIT,
 				MarketType.SPOT,
 				t.orderId || 0, // orderId
@@ -2821,14 +3537,25 @@ describe('DLOB Spot Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// 3 mkt buys
 		for (let i = 0; i < 3; i++) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user0.publicKey,
 				OrderType.MARKET,
 				MarketType.SPOT,
 				i + 1,
@@ -2843,9 +3570,13 @@ describe('DLOB Spot Tests', () => {
 
 		// 3 mkt sells
 		for (let i = 0; i < 3; i++) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
 			insertOrderToDLOB(
 				dlob,
-				Keypair.generate().publicKey,
+				user0.publicKey,
 				OrderType.MARKET,
 				MarketType.SPOT,
 				i + 1,
@@ -2907,11 +3638,39 @@ describe('DLOB Spot Tests', () => {
 			confidence: new BN(1),
 			hasSufficientNumberOfDataPoints: true,
 		};
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+		const user5 = Keypair.generate();
+		const userAuth5 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, userAuth5.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			3, // orderId
@@ -2925,7 +3684,7 @@ describe('DLOB Spot Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			2, // orderId
@@ -2939,7 +3698,7 @@ describe('DLOB Spot Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			1, // orderId
@@ -2953,7 +3712,7 @@ describe('DLOB Spot Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			1, // orderId
@@ -2967,7 +3726,7 @@ describe('DLOB Spot Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			2, // orderId
@@ -2981,7 +3740,7 @@ describe('DLOB Spot Tests', () => {
 
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			3, // orderId
@@ -3043,13 +3802,41 @@ describe('DLOB Spot Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+		const user5 = Keypair.generate();
+		const userAuth5 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, userAuth5.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// insert some limit buys above vamm bid, below ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			1, // orderId
@@ -3062,7 +3849,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			2, // orderId
@@ -3075,7 +3862,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			3, // orderId
@@ -3104,7 +3891,7 @@ describe('DLOB Spot Tests', () => {
 		// place two market sell order eating 2 of the limit orders
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			4, // orderId
@@ -3117,7 +3904,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			5, // orderId
@@ -3159,13 +3946,35 @@ describe('DLOB Spot Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		// insert some limit sells below vAMM ask, above bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			1, // orderId
@@ -3178,7 +3987,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			2, // orderId
@@ -3191,7 +4000,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			3, // orderId
@@ -3220,7 +4029,7 @@ describe('DLOB Spot Tests', () => {
 		// place one market buy order eating 2 of the limit orders
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			4, // orderId
@@ -3262,7 +4071,32 @@ describe('DLOB Spot Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 12;
@@ -3276,7 +4110,7 @@ describe('DLOB Spot Tests', () => {
 		// insert some limit sells below vAMM ask, above bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			1, // orderId
@@ -3289,7 +4123,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			2, // orderId
@@ -3302,7 +4136,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.LIMIT,
 			MarketType.SPOT,
 			3, // orderId
@@ -3326,7 +4160,7 @@ describe('DLOB Spot Tests', () => {
 		// place two market buy orders to eat the best ask
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			4, // orderId
@@ -3339,7 +4173,7 @@ describe('DLOB Spot Tests', () => {
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			5, // orderId
@@ -3357,7 +4191,7 @@ describe('DLOB Spot Tests', () => {
 			MarketType.SPOT,
 			oracle
 		);
-		const mktNodes = dlob.findExpiredMarketNodesToFill(
+		const mktNodes = dlob.findExpiredNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.SPOT
@@ -3385,7 +4219,53 @@ describe('DLOB Spot Tests', () => {
 	it('Test trigger orders', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(8);
-		const dlob = new DLOB(mockPerpMarkets, mockSpotMarkets, false);
+
+		const mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const userAuth2 = Keypair.generate();
+		const user3 = Keypair.generate();
+		const userAuth3 = Keypair.generate();
+		const user4 = Keypair.generate();
+		const userAuth4 = Keypair.generate();
+		const user5 = Keypair.generate();
+		const userAuth5 = Keypair.generate();
+		const user6 = Keypair.generate();
+		const userAuth6 = Keypair.generate();
+		const user7 = Keypair.generate();
+		const userAuth7 = Keypair.generate();
+		const user8 = Keypair.generate();
+		const userAuth8 = Keypair.generate();
+		const user9 = Keypair.generate();
+		const userAuth9 = Keypair.generate();
+		const user10 = Keypair.generate();
+		const userAuth10 = Keypair.generate();
+		const user11 = Keypair.generate();
+		const userAuth11 = Keypair.generate();
+
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+		mockUserMap.addUserAccountAuthority(user2.publicKey, userAuth2.publicKey);
+		mockUserMap.addUserAccountAuthority(user3.publicKey, userAuth3.publicKey);
+		mockUserMap.addUserAccountAuthority(user4.publicKey, userAuth4.publicKey);
+		mockUserMap.addUserAccountAuthority(user5.publicKey, userAuth5.publicKey);
+		mockUserMap.addUserAccountAuthority(user6.publicKey, userAuth6.publicKey);
+		mockUserMap.addUserAccountAuthority(user7.publicKey, userAuth7.publicKey);
+		mockUserMap.addUserAccountAuthority(user8.publicKey, userAuth8.publicKey);
+		mockUserMap.addUserAccountAuthority(user9.publicKey, userAuth9.publicKey);
+		mockUserMap.addUserAccountAuthority(user10.publicKey, userAuth10.publicKey);
+		mockUserMap.addUserAccountAuthority(user11.publicKey, userAuth11.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 20;
@@ -3402,7 +4282,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger limit buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.SPOT,
 			1, //orderId
@@ -3418,7 +4298,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger limit sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.SPOT,
 			2, //orderId
@@ -3434,7 +4314,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger market buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user2.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			3, //orderId
@@ -3450,7 +4330,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger market sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user3.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			4, //orderId
@@ -3466,7 +4346,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger limit buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user4.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.SPOT,
 			5, //orderId
@@ -3482,7 +4362,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger limit sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user5.publicKey,
 			OrderType.TRIGGER_LIMIT,
 			MarketType.SPOT,
 			6, //orderId
@@ -3498,7 +4378,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger market buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user6.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			7, //orderId
@@ -3514,7 +4394,7 @@ describe('DLOB Spot Tests', () => {
 		// should trigger market sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user7.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			8, //orderId
@@ -3531,7 +4411,7 @@ describe('DLOB Spot Tests', () => {
 		// should NOT trigger market sell with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user8.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			9, //orderId
@@ -3547,7 +4427,7 @@ describe('DLOB Spot Tests', () => {
 		// should NOT trigger market sell with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user9.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			10, //orderId
@@ -3563,7 +4443,7 @@ describe('DLOB Spot Tests', () => {
 		// should NOT trigger market buy with above condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user10.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			11, //orderId
@@ -3579,7 +4459,7 @@ describe('DLOB Spot Tests', () => {
 		// should NOT trigger market buy with below condition
 		insertTriggerOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user11.publicKey,
 			OrderType.TRIGGER_MARKET,
 			MarketType.SPOT,
 			12, //orderId
@@ -3609,16 +4489,32 @@ describe('DLOB Spot Tests', () => {
 	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 mockUserMap = new MockUserMap();
+		const user0 = Keypair.generate();
+		const userAuth0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const userAuth1 = Keypair.generate();
+		mockUserMap.addUserAccountAuthority(user0.publicKey, userAuth0.publicKey);
+		mockUserMap.addUserAccountAuthority(user1.publicKey, userAuth1.publicKey);
+
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
 		const marketIndex = 0;
 
 		const slot = 20;
-		const timeInForce = 30;
+		const ts = 20;
+		const maxTs = new BN(30);
 
 		// non crossing bid
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user0.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			255, // orderId
@@ -3629,11 +4525,11 @@ describe('DLOB Spot Tests', () => {
 			vBid,
 			vAsk,
 			new BN(slot),
-			timeInForce
+			maxTs
 		);
 		insertOrderToDLOB(
 			dlob,
-			Keypair.generate().publicKey,
+			user1.publicKey,
 			OrderType.MARKET,
 			MarketType.SPOT,
 			2, // orderId
@@ -3644,16 +4540,18 @@ describe('DLOB Spot Tests', () => {
 			vAsk,
 			vBid,
 			new BN(slot),
-			timeInForce
+			maxTs
 		);
 
 		// order auction is not yet complete, and order is not expired.
 		const slot0 = slot;
+		const ts0 = ts;
 		const nodesToFillBefore = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
 			slot0,
+			ts0,
 			MarketType.SPOT,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),
@@ -3665,12 +4563,14 @@ describe('DLOB Spot Tests', () => {
 		expect(nodesToFillBefore.length).to.equal(0);
 
 		// should get order to fill after timeInForce
-		const slot1 = slot0 + timeInForce * 2; // overshoots expiry
+		const slot1 = slot0 + slot * 2; // overshoots expiry
+		const ts1 = ts + ts * 2;
 		const nodesToFillAfter = dlob.findNodesToFill(
 			marketIndex,
 			vBid,
 			vAsk,
 			slot1,
+			ts1,
 			MarketType.SPOT,
 			{
 				price: vBid.add(vAsk).div(new BN(2)),