@drift-labs/sdk 0.2.0-master.4 → 0.2.0-master.41

package/tests/dlob/test.ts

@@ -0,0 +1,4586 @@
+import { expect } from 'chai';
+import { PublicKey, Keypair } from '@solana/web3.js';
+
+import {
+	getVariant,
+	MarketType,
+	DLOB,
+	BN,
+	BASE_PRECISION,
+	PositionDirection,
+	OrderStatus,
+	OrderType,
+	OrderTriggerCondition,
+	PRICE_PRECISION,
+	DLOBNode,
+	OraclePriceData,
+	NodeToFill,
+	isOrderExpired,
+	Order,
+	isMarketOrder,
+	isLimitOrder,
+	ZERO,
+} from '../../src';
+
+import {
+	mockPerpMarkets,
+	mockSpotMarkets,
+	mockStateAccount,
+	MockUserMap,
+} from './helpers';
+
+function insertOrderToDLOB(
+	dlob: DLOB,
+	userAccount: PublicKey,
+	orderType: OrderType,
+	marketType: MarketType,
+	orderId: number,
+	marketIndex: number,
+	price: BN,
+	baseAssetAmount: BN,
+	direction: PositionDirection,
+	auctionStartPrice: BN,
+	auctionEndPrice: BN,
+	slot?: BN,
+	maxTs = ZERO,
+	oraclePriceOffset = new BN(0)
+) {
+	dlob.insertOrder(
+		{
+			status: OrderStatus.OPEN,
+			orderType,
+			marketType,
+			slot: slot || new BN(1),
+			orderId,
+			userOrderId: 0,
+			marketIndex,
+			price,
+			baseAssetAmount,
+			baseAssetAmountFilled: new BN(0),
+			quoteAssetAmount: new BN(0),
+			quoteAssetAmountFilled: new BN(0),
+			direction,
+			reduceOnly: false,
+			triggerPrice: new BN(0),
+			triggerCondition: OrderTriggerCondition.ABOVE,
+			existingPositionDirection: PositionDirection.LONG,
+			postOnly: false,
+			immediateOrCancel: false,
+			oraclePriceOffset: oraclePriceOffset.toNumber(),
+			auctionDuration: 10,
+			auctionStartPrice,
+			auctionEndPrice,
+			maxTs,
+		},
+		userAccount
+	);
+}
+
+function insertTriggerOrderToDLOB(
+	dlob: DLOB,
+	userAccount: PublicKey,
+	orderType: OrderType,
+	marketType: MarketType,
+	orderId: number,
+	marketIndex: number,
+	price: BN,
+	baseAssetAmount: BN,
+	direction: PositionDirection,
+	triggerPrice: BN,
+	triggerCondition: OrderTriggerCondition,
+	auctionStartPrice: BN,
+	auctionEndPrice: BN,
+	slot?: BN,
+	maxTs = ZERO,
+	oraclePriceOffset = new BN(0)
+) {
+	dlob.insertOrder(
+		{
+			status: OrderStatus.OPEN,
+			orderType,
+			marketType,
+			slot: slot || new BN(1),
+			orderId,
+			userOrderId: 0,
+			marketIndex,
+			price,
+			baseAssetAmount,
+			baseAssetAmountFilled: new BN(0),
+			quoteAssetAmount: new BN(0),
+			quoteAssetAmountFilled: new BN(0),
+			direction,
+			reduceOnly: false,
+			triggerPrice,
+			triggerCondition,
+			existingPositionDirection: PositionDirection.LONG,
+			postOnly: false,
+			immediateOrCancel: true,
+			oraclePriceOffset: oraclePriceOffset.toNumber(),
+			auctionDuration: 10,
+			auctionStartPrice,
+			auctionEndPrice,
+			maxTs,
+		},
+		userAccount
+	);
+}
+
+function printOrderNode(
+	node: DLOBNode,
+	oracle: OraclePriceData | undefined,
+	slot: number | undefined
+) {
+	console.log(
+		` . vAMMNode? ${node.isVammNode()},\t${
+			node.order ? getVariant(node.order?.orderType) : '~'
+		} ${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: ${
+			node.order?.oraclePriceOffset.toString() || '~'
+		} quantity: ${node.order?.baseAssetAmountFilled.toString() || '~'}/${
+			node.order?.baseAssetAmount.toString() || '~'
+		}`
+	);
+}
+
+function printBookState(
+	dlob: DLOB,
+	marketIndex: number,
+	vBid: BN | undefined,
+	vAsk: BN | undefined,
+	slot: number,
+	oracle: OraclePriceData
+) {
+	const askNodes = dlob.getAsks(
+		marketIndex,
+		vAsk,
+		slot,
+		MarketType.PERP,
+		oracle
+	);
+	let aa = 0;
+	console.log(`Oracle price: ${oracle.price.toNumber()}`);
+	console.log(`asks:`);
+	for (const a of askNodes) {
+		printOrderNode(a, oracle, slot);
+		aa++;
+	}
+	console.log(`Total ask nodes: ${aa}`);
+
+	const bidNodes = dlob.getBids(
+		marketIndex,
+		vBid,
+		slot,
+		MarketType.PERP,
+		oracle
+	);
+	let bb = 0;
+	console.log(`bids:`);
+	for (const b of bidNodes) {
+		printOrderNode(b, oracle, slot);
+		bb++;
+	}
+	console.log(`Total bid nodes: ${bb}`);
+}
+
+function printCrossedNodes(n: NodeToFill, slot: number) {
+	console.log(
+		`Cross Found, takerExists: ${n.node.order !== undefined}, makerExists: ${
+			n.makerNode !== undefined
+		}`
+	);
+	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(
+			`  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!;
+			console.log(`Maker Order:`);
+			printOrder(m);
+		}
+	}
+}
+
+describe('DLOB Tests', () => {
+	it('Fresh DLOB is empty', () => {
+		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 = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(12),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// check perps
+		for (const market of mockPerpMarkets) {
+			let foundAsks = 0;
+			for (const _ask of dlob.getAsks(
+				market.marketIndex,
+				vAsk,
+				0,
+				MarketType.PERP,
+				oracle
+			)) {
+				foundAsks++;
+			}
+			expect(foundAsks).to.equal(1);
+
+			let foundBids = 0;
+			for (const _bid of dlob.getBids(
+				market.marketIndex,
+				vBid,
+				0,
+				MarketType.PERP,
+				oracle
+			)) {
+				foundBids++;
+			}
+			expect(foundBids).to.equal(1);
+		}
+
+		// check spots
+		for (const market of mockSpotMarkets) {
+			let foundAsks = 0;
+			for (const _ask of dlob.getAsks(
+				market.marketIndex,
+				undefined,
+				0,
+				MarketType.SPOT,
+				oracle
+			)) {
+				foundAsks++;
+			}
+			expect(foundAsks).to.equal(0);
+			let foundBids = 0;
+			for (const _bid of dlob.getBids(
+				market.marketIndex,
+				undefined,
+				0,
+				MarketType.SPOT,
+				oracle
+			)) {
+				foundBids++;
+			}
+			expect(foundBids).to.equal(0);
+		}
+	});
+
+	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 mockUserMap = new MockUserMap();
+		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,
+		};
+		const testCases = [
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: 5,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: 6,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 2,
+				isVamm: false,
+				orderId: 7,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: 1,
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: 2,
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: 3,
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: true,
+				orderId: undefined,
+				price: undefined,
+				direction: undefined,
+				orderType: undefined,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: 4,
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || 0, // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const bids = dlob.getBids(marketIndex, vBid, slot, MarketType.PERP, oracle);
+
+		console.log('The Book Bids:');
+		const gotBids: Array<DLOBNode> = [];
+		let countBids = 0;
+		for (const bid of bids) {
+			gotBids.push(bid);
+			printOrderNode(bid, oracle, slot);
+		}
+		for (const bid of gotBids) {
+			expect(bid.isVammNode(), `expected vAMM node`).to.be.eq(
+				expectedTestCase[countBids].isVamm
+			);
+			expect(bid.order?.orderId, `expected orderId`).to.equal(
+				expectedTestCase[countBids].orderId
+			);
+			expect(bid.order?.price.toNumber(), `expected price`).to.equal(
+				expectedTestCase[countBids].price?.toNumber()
+			);
+			expect(bid.order?.direction, `expected order direction`).to.equal(
+				expectedTestCase[countBids].direction
+			);
+			expect(bid.order?.orderType, `expected order type`).to.equal(
+				expectedTestCase[countBids].orderType
+			);
+			countBids++;
+		}
+
+		expect(countBids).to.equal(testCases.length);
+	});
+
+	it('Test proper bids on multiple markets', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
+		const marketIndex0 = 0;
+		const marketIndex1 = 1;
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: 5,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: 6,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: false,
+				orderId: 7,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex1,
+			},
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: 1,
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: 2,
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: 3,
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: 4,
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex1,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || 0, // orderId
+				t.marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const bids0 = dlob.getBids(
+			marketIndex0,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let countBids0 = 0;
+		for (const bid of bids0) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+			countBids0++;
+		}
+		expect(countBids0).to.equal(6);
+
+		const bids1 = dlob.getBids(
+			marketIndex1,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		let countBids1 = 0;
+		for (const bid of bids1) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			countBids1++;
+		}
+		expect(countBids1).to.equal(3);
+	});
+
+	it('Test proper asks', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const mockUserMap = new MockUserMap();
+		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,
+		};
+		const testCases = [
+			{
+				expectedIdx: 0,
+				isVamm: false,
+				orderId: 3,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 1,
+				isVamm: false,
+				orderId: 4,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 2,
+				isVamm: false,
+				orderId: 5,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 3,
+				isVamm: false,
+				orderId: 1,
+				price: new BN(13),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				isVamm: false,
+				orderId: 6,
+				price: new BN(16),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 5,
+				isVamm: true,
+				orderId: undefined,
+				price: undefined,
+				direction: undefined,
+				orderType: undefined,
+			},
+			{
+				expectedIdx: 7,
+				isVamm: false,
+				orderId: 7,
+				price: new BN(17),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 4,
+				isVamm: false,
+				orderId: 2,
+				price: new BN(14),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			if (t.isVamm) {
+				continue;
+			}
+
+			const user = Keypair.generate();
+			const userAuth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user.publicKey, userAuth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.PERP,
+				t.orderId || 0, // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const asks = dlob.getAsks(marketIndex, vAsk, slot, MarketType.PERP, oracle);
+
+		console.log('The Book Asks:');
+		let countAsks = 0;
+		for (const ask of asks) {
+			console.log(
+				` . vAMMNode? ${ask.isVammNode()}, ${JSON.stringify(
+					ask.order?.orderType
+				)} , ${ask.order?.orderId.toString()} , vammTestgetPRice: ${ask.getPrice(
+					oracle,
+					slot
+				)}, price: ${ask.order?.price.toString()}, quantity: ${ask.order?.baseAssetAmountFilled.toString()}/${ask.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(ask.isVammNode()).to.be.eq(expectedTestCase[countAsks].isVamm);
+			expect(ask.order?.orderId).to.equal(expectedTestCase[countAsks].orderId);
+			expect(ask.order?.price.toNumber()).to.equal(
+				expectedTestCase[countAsks].price?.toNumber()
+			);
+			expect(ask.order?.direction).to.equal(
+				expectedTestCase[countAsks].direction
+			);
+			expect(ask.order?.orderType).to.equal(
+				expectedTestCase[countAsks].orderType
+			);
+			countAsks++;
+		}
+
+		expect(countAsks).to.equal(testCases.length);
+	});
+
+	it('Test insert market orders', () => {
+		const vAsk = new BN(11);
+		const vBid = new BN(10);
+		const 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)),
+			slot: new BN(12),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// 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,
+				user.publicKey,
+				OrderType.MARKET,
+				MarketType.PERP,
+				i + 1,
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		// 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,
+				user.publicKey,
+				OrderType.MARKET,
+				MarketType.PERP,
+				i + 1,
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			// vamm node is last in asks
+			asks++;
+
+			if (ask.order) {
+				// market orders
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('market');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId).to.equal(asks);
+			}
+		}
+		expect(asks).to.equal(4); // vamm ask + 3 orders
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (bids === 0) {
+				// vamm node
+				expect(bid.order).to.equal(undefined);
+			} else {
+				// market orders
+				expect(getVariant(bid.order?.status)).to.equal('open');
+				expect(getVariant(bid.order?.orderType)).to.equal('market');
+				expect(getVariant(bid.order?.direction)).to.equal('long');
+				expect(bid.order?.orderId).to.equal(bids);
+			}
+			bids++;
+		}
+		expect(bids).to.equal(4); // vamm bid + 3 orders
+	});
+
+	it('Test insert limit orders', () => {
+		const slot = 12;
+		const vAsk = new BN(11);
+		const vBid = new BN(10);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const 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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(5),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2,
+			marketIndex,
+			new BN(6),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(7),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(12),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(14),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (ask.order) {
+				// market orders
+				console.log(`ask price: ${ask.order.price.toString()}`);
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('limit');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId).to.equal(asks);
+				expect(ask.order?.price.gt(vAsk)).to.equal(true);
+			}
+
+			// vamm node is first for limit asks
+			asks++;
+		}
+		expect(asks).to.equal(4); // vamm ask + 3 orders
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.PERP,
+			oracle
+		)) {
+			if (bids === 0) {
+				// vamm node
+				expect(bid.order).to.equal(undefined);
+			} else {
+				// market orders
+				console.log(`bid price: ${bid.order?.price.toString()}`);
+				expect(getVariant(bid.order?.status)).to.equal('open');
+				expect(getVariant(bid.order?.orderType)).to.equal('limit');
+				expect(getVariant(bid.order?.direction)).to.equal('long');
+				expect(bid.order?.orderId).to.equal(bids);
+				expect(bid.order?.price.lt(vBid)).to.equal(true);
+			}
+			bids++;
+		}
+		expect(bids).to.equal(4); // vamm bid + 3 orders
+	});
+
+	it('Test insert floatinglimit orders', () => {
+		const slot = 12;
+		const vAsk = new BN(11).mul(PRICE_PRECISION);
+		const vBid = new BN(10).mul(PRICE_PRECISION);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(-1).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(-3).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(-2).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+
+		// insert floating asks
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(2).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			6, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(3).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+		insertOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(0), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			ZERO, // TiF
+			new BN(1).mul(PRICE_PRECISION) // oraclePriceOffset
+		);
+
+		// check floating bids
+		console.log(`bids:`);
+		let lastBidPrice = new BN(9999999999999); // very big
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			slot,
+			MarketType.PERP,
+			oracle
+		)) {
+			printOrderNode(bid, oracle, slot);
+
+			if (!bid.isVammNode()) {
+				expect(getVariant(bid.order?.status)).to.equal('open');
+				expect(getVariant(bid.order?.orderType)).to.equal('limit');
+				expect(getVariant(bid.order?.direction)).to.equal('long');
+
+				// price should be getting worse (getting lower) as we iterate
+				const currentPrice = bid.getPrice(oracle, slot);
+				expect(
+					currentPrice.lte(lastBidPrice),
+					`each bid should be lte the last. current: ${currentPrice.toString()}, last: ${lastBidPrice.toString()}`
+				).to.be.true;
+			}
+			lastBidPrice = bid.getPrice(oracle, slot);
+			bids++;
+		}
+		expect(bids).to.equal(4); // vamm bid + 3 orders
+
+		// check floating asks
+		console.log(`asks:`);
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			slot,
+			MarketType.PERP,
+			oracle
+		)) {
+			printOrderNode(ask, oracle, slot);
+			if (!ask.isVammNode()) {
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('limit');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+
+				// price should be getting worse (getting higher) as we iterate
+				const currentPrice = ask.getPrice(oracle, slot);
+				expect(
+					currentPrice.gte(lastBidPrice),
+					`each ask should be gte the last. current: ${currentPrice.toString()}, last: ${lastBidPrice.toString()}`
+				).to.be.true;
+			}
+			asks++;
+		}
+		expect(asks).to.equal(4); // vamm ask + 3 orders
+	});
+
+	it('Test multiple market orders fill with multiple limit orders', async () => {
+		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;
+
+		// insert some limit buys above vamm bid, below ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, 12);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// first taker should fill with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(3);
+
+		// second taker should fill with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(2);
+	});
+
+	it('Test one market orders fills two limit orders', () => {
+		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();
+		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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// auction over
+		const endSlot = 12;
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			endSlot,
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(endSlot),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place one market buy order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(13), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			endSlot,
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(endSlot),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, endSlot);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		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,
+			'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 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,
+		};
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(9), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders to eat the best ask
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			slot, // auction over
+			MarketType.PERP,
+			oracle
+		);
+		const mktNodes = dlob.findExpiredNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.PERP
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, slot);
+		}
+		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);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(3);
+	});
+
+	it('Test trigger orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		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;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const orderIdsToTrigger = [1, 2, 3, 4, 5, 6, 7, 8];
+		// const orderIdsToNotTrigger = [9, 10, 11, 12];
+
+		// should trigger limit buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			1, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			2, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			3, //orderId
+			marketIndex, // marketIndex
+			vAsk, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			4, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			5, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.PERP,
+			6, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user6.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			7, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user7.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			8, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		// should NOT trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user8.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			9, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user9.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			10, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user10.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			11, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user11.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.PERP,
+			12, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		const nodesToTrigger = dlob.findNodesToTrigger(
+			marketIndex,
+			slot,
+			oracle.price,
+			MarketType.PERP
+		);
+		console.log(`nodesToTriggeR: ${nodesToTrigger.length}`);
+		for (const [idx, n] of nodesToTrigger.entries()) {
+			expect(n.node.order?.orderId).to.equal(orderIdsToTrigger[idx]);
+			console.log(`nodeToTrigger: ${n.node.order?.orderId.toString()}`);
+		}
+	});
+
+	it('Test will return expired market orders to fill', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		const 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 ts = 20;
+		const maxTs = new BN(30);
+
+		// non crossing bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			255, // orderId
+			marketIndex,
+			new BN(2), // price, very low, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			maxTs
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(30), // price, very high, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			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)),
+				slot: new BN(slot0),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// should get order to fill after timeInForce
+		const slot1 = slot0 + 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)),
+				slot: new BN(slot1),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, slot1);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// check that the nodes have no makers
+		expect(nodesToFillAfter[0].makerNode).to.equal(undefined);
+		expect(nodesToFillAfter[1].makerNode).to.equal(undefined);
+	});
+
+	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 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),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some floating limit sells above vAMM ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(14).mul(PRICE_PRECISION), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(1).mul(PRICE_PRECISION)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13).mul(PRICE_PRECISION), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(1).mul(PRICE_PRECISION)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(9).mul(PRICE_PRECISION), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(1).mul(PRICE_PRECISION)
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders to eat the best ask
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(slot),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		const mktNodes = dlob.findExpiredNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.PERP
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, slot);
+		}
+		expect(nodesToFillAfter.length).to.equal(3);
+
+		// taker should fill first order completely with best maker (1/1)
+		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(1);
+
+		// taker should fill partially with second best maker (1/2)
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(2);
+
+		// taker should fill completely with third best maker (2/2)
+		expect(nodesToFillAfter[2].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[2].makerNode?.order?.orderId).to.equal(3);
+	});
+
+	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 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),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some floating limit sells above vAMM ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(14).mul(PRICE_PRECISION), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(3).mul(PRICE_PRECISION)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13).mul(PRICE_PRECISION), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(4).mul(PRICE_PRECISION)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(9).mul(PRICE_PRECISION), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot),
+			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
+			MarketType.PERP,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(15).mul(PRICE_PRECISION), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO
+		);
+
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			auctionOverTs, // auction in progress
+			ts,
+			MarketType.PERP,
+			oracle
+		);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, auctionOverSlot);
+		}
+		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(1);
+
+		// taker should fill the rest with the vAMM
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(undefined);
+	});
+
+	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 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)), // 11.5
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some floating limit buy below vAMM bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price, ignored since it's a floating limit
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-4).mul(PRICE_PRECISION) // second best bid, but worse than vBid (8): 7.5
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price; ignored since it's a floating limit
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-1).mul(PRICE_PRECISION) // best price: 10.5
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price; ignored since it's a floating limit
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-5).mul(PRICE_PRECISION) // third best bid, worse than vBid (8): 6.5
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.PERP,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell orders to eat the best bid
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(5).mul(PRICE_PRECISION), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(4).mul(PRICE_PRECISION), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			slot, // auction in progress
+			MarketType.PERP,
+			oracle
+		);
+		const mktNodes = dlob.findExpiredNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.PERP
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, slot);
+		}
+		expect(nodesToFillAfter.length).to.equal(3);
+
+		// taker should fill first order completely with best maker (1/1)
+		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 partially with second best maker (1/2)
+		expect(
+			nodesToFillAfter[1].node.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(5);
+		expect(
+			nodesToFillAfter[1].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(2);
+
+		// taker should fill completely with third best maker (2/2)
+		expect(
+			nodesToFillAfter[2].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(5);
+		expect(
+			nodesToFillAfter[2].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(1);
+	});
+
+	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 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),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some floating limit buy below vAMM bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price, ignored since it's a floating limit
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-4).mul(PRICE_PRECISION) // second best bid, but worse than vBid (8): 7.5
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price; ignored since it's a floating limit
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-1).mul(PRICE_PRECISION) // best price: 10.5
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(0).mul(PRICE_PRECISION), // price; ignored since it's a floating limit
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			ZERO,
+			new BN(-5).mul(PRICE_PRECISION) // third best bid, worse than vBid (8): 6.5
+		);
+
+		console.log('DLOB state before fill:');
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell orders to eat the best bid
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(5).mul(PRICE_PRECISION), // price
+			new BN(1).mul(BASE_PRECISION), // quantity, should consume best bid floating limit
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			// new BN(8).mul(PRICE_PRECISION), // price, this price will fill with vamm
+			new BN(4).mul(PRICE_PRECISION), // price, this SHOULD fill with vamm
+			new BN(2).mul(BASE_PRECISION), // quantity, should be filled with next best bid (vAMM)
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(slot)
+		);
+
+		// 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(
+			marketIndex,
+			vBid,
+			vAsk,
+			afterAuctionSlot,
+			afterAuctionTs,
+			MarketType.PERP,
+			oracle
+		);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, afterAuctionSlot);
+		}
+
+		// taker should fill first order completely with best maker (1/1)
+		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 second order completely with vamm
+		expect(
+			nodesToFillAfter[1].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(5);
+		expect(
+			nodesToFillAfter[1].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(2); // filler should match the DLOB makers, protocol will fill the taker with vAMM if it offers a better price.
+
+		expect(nodesToFillAfter.length).to.equal(3);
+	});
+
+	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 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),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some floating limit buy below vAMM bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(17).mul(PRICE_PRECISION), // price, crosses vAsk
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			new BN(200)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(19).mul(PRICE_PRECISION), // price; crosses vAsk
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			new BN(200)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(5).mul(PRICE_PRECISION), // price; doens't cross
+			BASE_PRECISION, // 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
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// auction ends now
+		const afterAuctionSlot = 10 * slot;
+		const afterAuctionTs = 10 * ts;
+
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			afterAuctionSlot,
+			afterAuctionTs,
+			MarketType.PERP,
+			oracle
+		);
+
+		console.log(`Book state after fill:`);
+		printBookState(dlob, marketIndex, vBid, vAsk, afterAuctionSlot, oracle);
+
+		console.log(`Filled nodes: ${nodesToFillAfter.length}`);
+		for (const n of nodesToFillAfter) {
+			printCrossedNodes(n, afterAuctionSlot);
+		}
+
+		// taker should fill first order completely with best maker (1/1)
+		expect(
+			nodesToFillAfter[0].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(3);
+		expect(
+			nodesToFillAfter[0].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(undefined);
+
+		// taker should fill second order completely with vamm
+		expect(
+			nodesToFillAfter[1].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(2);
+		expect(
+			nodesToFillAfter[1].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(undefined);
+
+		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 mockUserMap = new MockUserMap();
+		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,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				orderId: 5,
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 4,
+				orderId: 6,
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 5,
+				orderId: 7,
+				price: new BN(0), // will calc 108
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 0,
+				orderId: 1,
+				price: new BN(110),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 1,
+				orderId: 2,
+				price: new BN(109),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				orderId: 3,
+				price: new BN(107),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				orderId: 4,
+				price: new BN(106),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user0.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || 0, // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const bids = dlob.getBids(
+			marketIndex,
+			undefined,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+
+		console.log('The Book Bids:');
+		let countBids = 0;
+		for (const bid of bids) {
+			printOrderNode(bid, oracle, slot);
+
+			expect(bid.order?.orderId).to.equal(expectedTestCase[countBids].orderId);
+			expect(bid.order?.price.toNumber()).to.equal(
+				expectedTestCase[countBids].price?.toNumber()
+			);
+			expect(bid.order?.direction).to.equal(
+				expectedTestCase[countBids].direction
+			);
+			expect(bid.order?.orderType).to.equal(
+				expectedTestCase[countBids].orderType
+			);
+			countBids++;
+		}
+
+		expect(countBids).to.equal(testCases.length);
+	});
+
+	it('Test proper bids on multiple markets', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const mockUserMap = new MockUserMap();
+		const dlob = new DLOB(
+			mockPerpMarkets,
+			mockSpotMarkets,
+			mockStateAccount,
+			mockUserMap,
+			false
+		);
+		const marketIndex0 = 0;
+		const marketIndex1 = 1;
+
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const testCases = [
+			{
+				expectedIdx: 3,
+				orderId: 5,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 4,
+				orderId: 6,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 5,
+				orderId: 7,
+				price: new BN(0),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.MARKET,
+				marketIndex: marketIndex1,
+			},
+			{
+				expectedIdx: 0,
+				orderId: 1,
+				price: new BN(12),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 1,
+				orderId: 2,
+				price: new BN(11),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 7,
+				orderId: 3,
+				price: new BN(8),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex0,
+			},
+			{
+				expectedIdx: 6,
+				orderId: 4,
+				price: new BN(9),
+				direction: PositionDirection.LONG,
+				orderType: OrderType.LIMIT,
+				marketIndex: marketIndex1,
+			},
+		];
+
+		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user0.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || 0, // orderId
+				t.marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		const bids0 = dlob.getBids(
+			marketIndex0,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let countBids0 = 0;
+		for (const bid of bids0) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+			countBids0++;
+		}
+		expect(countBids0).to.equal(5);
+
+		const bids1 = dlob.getBids(
+			marketIndex1,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		);
+		let countBids1 = 0;
+		for (const bid of bids1) {
+			console.log(
+				` . vAMMNode? ${bid.isVammNode()}, ${JSON.stringify(
+					bid.order?.orderType
+				)} , ${bid.order?.orderId.toString()} , vammTestgetPRice: ${bid.getPrice(
+					oracle,
+					slot
+				)}, price: ${bid.order?.price.toString()}, quantity: ${bid.order?.baseAssetAmountFilled.toString()}/${bid.order?.baseAssetAmount.toString()}`
+			);
+
+			countBids1++;
+		}
+		expect(countBids1).to.equal(2);
+	});
+
+	it('Test proper asks', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+		const mockUserMap = new MockUserMap();
+		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,
+		};
+		const testCases = [
+			{
+				expectedIdx: 0,
+				orderId: 3,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 1,
+				orderId: 4,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 2,
+				orderId: 5,
+				price: new BN(0),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.MARKET,
+			},
+			{
+				expectedIdx: 3,
+				orderId: 1,
+				price: new BN(13),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 6,
+				orderId: 6,
+				price: new BN(16),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 7,
+				orderId: 7,
+				price: new BN(17),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+			{
+				expectedIdx: 4,
+				orderId: 2,
+				price: new BN(14),
+				direction: PositionDirection.SHORT,
+				orderType: OrderType.LIMIT,
+			},
+		];
+
+		for (const t of testCases) {
+			const user0 = Keypair.generate();
+			const user0Auth = Keypair.generate();
+			mockUserMap.addUserAccountAuthority(user0.publicKey, user0Auth.publicKey);
+
+			insertOrderToDLOB(
+				dlob,
+				user0.publicKey,
+				t.orderType || OrderType.LIMIT,
+				MarketType.SPOT,
+				t.orderId || 0, // orderId
+				marketIndex,
+				t.price || new BN(0), // price
+				BASE_PRECISION, // quantity
+				t.direction || PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		const expectedTestCase = testCases.sort((a, b) => {
+			// ascending order
+			return a.expectedIdx - b.expectedIdx;
+		});
+		const asks = dlob.getAsks(marketIndex, vAsk, slot, MarketType.SPOT, oracle);
+
+		console.log('The Book Asks:');
+		let countAsks = 0;
+		for (const ask of asks) {
+			console.log(
+				` . vAMMNode? ${ask.isVammNode()}, ${JSON.stringify(
+					ask.order?.orderType
+				)} , ${ask.order?.orderId.toString()} , vammTestgetPRice: ${ask.getPrice(
+					oracle,
+					slot
+				)}, price: ${ask.order?.price.toString()}, quantity: ${ask.order?.baseAssetAmountFilled.toString()}/${ask.order?.baseAssetAmount.toString()}`
+			);
+
+			expect(ask.order?.orderId).to.equal(expectedTestCase[countAsks].orderId);
+			expect(ask.order?.price.toNumber()).to.equal(
+				expectedTestCase[countAsks].price?.toNumber()
+			);
+			expect(ask.order?.direction).to.equal(
+				expectedTestCase[countAsks].direction
+			);
+			expect(ask.order?.orderType).to.equal(
+				expectedTestCase[countAsks].orderType
+			);
+			countAsks++;
+		}
+
+		expect(countAsks).to.equal(testCases.length);
+	});
+
+	it('Test insert market orders', () => {
+		const slot = 12;
+		const vAsk = new BN(110);
+		const vBid = new BN(100);
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+		const 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,
+				user0.publicKey,
+				OrderType.MARKET,
+				MarketType.SPOT,
+				i + 1,
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.LONG,
+				vBid,
+				vAsk
+			);
+		}
+
+		// 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,
+				user0.publicKey,
+				OrderType.MARKET,
+				MarketType.SPOT,
+				i + 1,
+				marketIndex,
+				new BN(0),
+				BASE_PRECISION,
+				PositionDirection.SHORT,
+				vBid,
+				vAsk
+			);
+		}
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			2,
+			MarketType.SPOT,
+			oracle
+		)) {
+			// vamm node is last in asks
+			asks++;
+
+			if (ask.order) {
+				// market orders
+				expect(getVariant(ask.order?.status)).to.equal('open');
+				expect(getVariant(ask.order?.orderType)).to.equal('market');
+				expect(getVariant(ask.order?.direction)).to.equal('short');
+				expect(ask.order?.orderId).to.equal(asks);
+			}
+		}
+		expect(asks).to.equal(3);
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			2,
+			MarketType.SPOT,
+			oracle
+		)) {
+			// market orders
+			expect(getVariant(bid.order?.status)).to.equal('open');
+			expect(getVariant(bid.order?.orderType)).to.equal('market');
+			expect(getVariant(bid.order?.direction)).to.equal('long');
+			expect(bid.order?.orderId).to.equal(bids + 1);
+			bids++;
+		}
+		expect(bids).to.equal(3); // 3 orders
+	});
+
+	it('Test insert limit orders', () => {
+		const vAsk = new BN(110);
+		const vBid = new BN(100);
+		const slot = 12;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const 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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			3, // orderId
+			marketIndex,
+			new BN(50),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(60),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			1, // orderId
+			marketIndex,
+			new BN(70),
+			BASE_PRECISION,
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			1, // orderId
+			marketIndex,
+			new BN(120),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(130),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			3, // orderId
+			marketIndex,
+			new BN(140),
+			BASE_PRECISION,
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		let asks = 0;
+		for (const ask of dlob.getAsks(
+			marketIndex,
+			vAsk,
+			slot,
+			MarketType.SPOT,
+			oracle
+		)) {
+			if (!ask.order) {
+				console.error('wtf ask vamm?');
+				continue;
+			}
+			// market orders
+			console.log(`ask price: ${ask.order?.price.toString()}`);
+			expect(getVariant(ask.order?.status)).to.equal('open');
+			expect(getVariant(ask.order?.orderType)).to.equal('limit');
+			expect(getVariant(ask.order?.direction)).to.equal('short');
+			expect(ask.order?.orderId).to.equal(asks + 1);
+			expect(ask.order?.price.gt(vAsk)).to.equal(true);
+			asks++;
+		}
+		expect(asks).to.equal(3);
+
+		let bids = 0;
+		for (const bid of dlob.getBids(
+			marketIndex,
+			vBid,
+			slot,
+			MarketType.SPOT,
+			oracle
+		)) {
+			if (!bid.order) {
+				console.error('wtf bid vamm?');
+				continue;
+			}
+			// market orders
+			console.log(`bid price: ${bid.order?.price.toString()}`);
+			expect(getVariant(bid.order?.status)).to.equal('open');
+			expect(getVariant(bid.order?.orderType)).to.equal('limit');
+			expect(getVariant(bid.order?.direction)).to.equal('long');
+			expect(bid.order?.orderId).to.equal(bids + 1);
+			expect(bid.order?.price.lt(vBid)).to.equal(true);
+			bids++;
+		}
+		expect(bids).to.equal(3);
+	});
+
+	it('Test multiple market orders fill with multiple limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+
+		const 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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			1, // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			3, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market sell order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			4, // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			5, // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// first taker should fill with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(3);
+
+		// second taker should fill with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(2);
+	});
+
+	it('Test one market order fills two limit orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+
+		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,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			1, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			3, // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place one market buy order eating 2 of the limit orders
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			4, // orderId
+			marketIndex,
+			new BN(12), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.SPOT,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.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);
+	});
+
+	it('Test two market orders to fill one limit order', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		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;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		// insert some limit sells below vAMM ask, above bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			1, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.SPOT,
+			3, // orderId
+			marketIndex,
+			new BN(8), // price <-- best price
+			new BN(3).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findCrossingNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.SPOT,
+			oracle
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// place two market buy orders to eat the best ask
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			4, // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+		insertOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			5, // orderId
+			marketIndex,
+			new BN(0), // price
+			new BN(2).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk
+		);
+
+		const nodesToFillAfter = dlob.findCrossingNodesToFill(
+			marketIndex,
+			slot, // auction over
+			MarketType.SPOT,
+			oracle
+		);
+		const mktNodes = dlob.findExpiredNodesToFill(
+			marketIndex,
+			slot,
+			MarketType.SPOT
+		);
+		console.log(`market nodes: ${mktNodes.length}`);
+
+		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
+
+		for (const n of nodesToFillAfter) {
+			console.log(
+				`cross found: taker orderId: ${n.node.order?.orderId.toString()}: BAA: ${n.node.order?.baseAssetAmountFilled.toString()}/${n.node.order?.baseAssetAmount.toString()}, maker orderId: ${n.makerNode?.order?.orderId.toString()}: BAA: ${n.makerNode?.order?.baseAssetAmountFilled.toString()}/${n.makerNode?.order?.baseAssetAmount.toString()}`
+			);
+		}
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// taker should fill completely with best maker
+		expect(nodesToFillAfter[0].node.order?.orderId).to.equal(4);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(3);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(5);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(3);
+	});
+
+	it('Test trigger orders', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		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;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const orderIdsToTrigger = [1, 2, 3, 4, 5, 6, 7, 8];
+		// const orderIdsToNotTrigger = [9, 10, 11, 12];
+
+		// should trigger limit buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			1, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			2, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			3, //orderId
+			marketIndex, // marketIndex
+			vAsk, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			4, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user4.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			5, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger limit sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user5.publicKey,
+			OrderType.TRIGGER_LIMIT,
+			MarketType.SPOT,
+			6, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user6.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			7, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user7.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			8, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		// should NOT trigger market sell with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user8.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			9, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market sell with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user9.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			10, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.SHORT,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with above condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user10.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			11, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.add(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.ABOVE, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+		// should NOT trigger market buy with below condition
+		insertTriggerOrderToDLOB(
+			dlob,
+			user11.publicKey,
+			OrderType.TRIGGER_MARKET,
+			MarketType.SPOT,
+			12, //orderId
+			marketIndex, // marketIndex
+			vBid, // price
+			BASE_PRECISION, // baseAssetAmount: BN,
+			PositionDirection.LONG,
+			oracle.price.sub(new BN(1)), // triggerPrice: BN,
+			OrderTriggerCondition.BELOW, // triggerCondition: OrderTriggerCondition,
+			vBid,
+			vAsk
+		);
+
+		const nodesToTrigger = dlob.findNodesToTrigger(
+			marketIndex,
+			slot,
+			oracle.price,
+			MarketType.SPOT
+		);
+		console.log(`nodesToTriggeR: ${nodesToTrigger.length}`);
+		for (const [idx, n] of nodesToTrigger.entries()) {
+			expect(n.node.order?.orderId).to.equal(orderIdsToTrigger[idx]);
+			console.log(`nodeToTrigger: ${n.node.order?.orderId}`);
+		}
+	});
+
+	it('Test will return expired market orders to fill', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		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 ts = 20;
+		const maxTs = new BN(30);
+
+		// non crossing bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			255, // orderId
+			marketIndex,
+			new BN(2), // price, very low, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(slot),
+			maxTs
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.MARKET,
+			MarketType.SPOT,
+			2, // orderId
+			marketIndex,
+			new BN(30), // price, very high, don't cross vamm
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vAsk,
+			vBid,
+			new BN(slot),
+			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)),
+				slot: new BN(slot0),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// should get order to fill after timeInForce
+		const slot1 = slot0 + 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)),
+				slot: new BN(slot1),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			}
+		);
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		// check that the nodes have no makers
+		expect(nodesToFillAfter[0].makerNode).to.equal(undefined);
+		expect(nodesToFillAfter[1].makerNode).to.equal(undefined);
+	});
+});