@drift-labs/sdk 2.17.0 → 2.18.0-beta.1

package/tests/dlob/test.ts

@@ -41,14 +41,16 @@ function insertOrderToDLOB(
 	slot?: BN,
 	maxTs = ZERO,
 	oraclePriceOffset = new BN(0),
-	postOnly = false
+	postOnly = false,
+	auctionDuration = 10
 ) {
+	slot = slot || new BN(1);
 	dlob.insertOrder(
 		{
 			status: OrderStatus.OPEN,
 			orderType,
 			marketType,
-			slot: slot || new BN(1),
+			slot,
 			orderId,
 			userOrderId: 0,
 			marketIndex,
@@ -65,12 +67,13 @@ function insertOrderToDLOB(
 			postOnly,
 			immediateOrCancel: false,
 			oraclePriceOffset: oraclePriceOffset.toNumber(),
-			auctionDuration: 10,
+			auctionDuration,
 			auctionStartPrice,
 			auctionEndPrice,
 			maxTs,
 		},
-		userAccount
+		userAccount,
+		slot.toNumber()
 	);
 }
 
@@ -92,12 +95,13 @@ function insertTriggerOrderToDLOB(
 	maxTs = ZERO,
 	oraclePriceOffset = new BN(0)
 ) {
+	slot = slot || new BN(1);
 	dlob.insertOrder(
 		{
 			status: OrderStatus.OPEN,
 			orderType,
 			marketType,
-			slot: slot || new BN(1),
+			slot,
 			orderId,
 			userOrderId: 0,
 			marketIndex,
@@ -119,7 +123,8 @@ function insertTriggerOrderToDLOB(
 			auctionEndPrice,
 			maxTs,
 		},
-		userAccount
+		userAccount,
+		slot.toNumber()
 	);
 }
 
@@ -545,6 +550,266 @@ describe('DLOB Tests', () => {
 			true
 		);
 	});
+
+	it('DLOB update resting limit orders bids', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+
+		let slot = 1;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user2 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+		const marketType = MarketType.PERP;
+
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(11)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(21)
+		);
+
+		let takingBids = Array.from(
+			dlob.getTakingBids(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(3);
+		expect(takingBids[0].order.orderId).to.equal(1);
+		expect(takingBids[1].order.orderId).to.equal(2);
+		expect(takingBids[2].order.orderId).to.equal(3);
+
+		let restingBids = Array.from(
+			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(0);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingBids(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(2);
+		expect(takingBids[0].order.orderId).to.equal(2);
+		expect(takingBids[1].order.orderId).to.equal(3);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(1);
+		expect(restingBids[0].order.orderId).to.equal(1);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingBids(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(1);
+		expect(takingBids[0].order.orderId).to.equal(3);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(2);
+		expect(restingBids[0].order.orderId).to.equal(2);
+		expect(restingBids[1].order.orderId).to.equal(1);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingBids(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(0);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitBids(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(3);
+		expect(restingBids[0].order.orderId).to.equal(3);
+		expect(restingBids[1].order.orderId).to.equal(2);
+		expect(restingBids[2].order.orderId).to.equal(1);
+	});
+
+	it('DLOB update resting limit orders asks', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(10);
+
+		let slot = 1;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)),
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user2 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+		const marketType = MarketType.PERP;
+
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(12), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(11)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(11), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(21)
+		);
+
+		let takingBids = Array.from(
+			dlob.getTakingAsks(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(3);
+		expect(takingBids[0].order.orderId).to.equal(1);
+		expect(takingBids[1].order.orderId).to.equal(2);
+		expect(takingBids[2].order.orderId).to.equal(3);
+
+		let restingBids = Array.from(
+			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(0);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingAsks(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(2);
+		expect(takingBids[0].order.orderId).to.equal(2);
+		expect(takingBids[1].order.orderId).to.equal(3);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(1);
+		expect(restingBids[0].order.orderId).to.equal(1);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingAsks(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(1);
+		expect(takingBids[0].order.orderId).to.equal(3);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(2);
+		expect(restingBids[0].order.orderId).to.equal(2);
+		expect(restingBids[1].order.orderId).to.equal(1);
+
+		slot += 11;
+
+		takingBids = Array.from(
+			dlob.getTakingAsks(marketIndex, marketType, slot, oracle)
+		);
+
+		expect(takingBids.length).to.equal(0);
+
+		restingBids = Array.from(
+			dlob.getRestingLimitAsks(marketIndex, slot, marketType, oracle)
+		);
+
+		expect(restingBids.length).to.equal(3);
+		expect(restingBids[0].order.orderId).to.equal(3);
+		expect(restingBids[1].order.orderId).to.equal(2);
+		expect(restingBids[2].order.orderId).to.equal(1);
+	});
 });
 
 describe('DLOB Perp Tests', () => {
@@ -569,6 +834,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(0),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 1,
@@ -577,6 +844,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(1),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 2,
@@ -585,6 +854,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(2),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 3,
@@ -593,6 +864,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(12),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(3),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 4,
@@ -601,6 +874,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(11),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(4),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 7,
@@ -609,6 +884,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(8),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(5),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 5,
@@ -617,6 +894,8 @@ describe('DLOB Perp Tests', () => {
 				price: undefined,
 				direction: undefined,
 				orderType: undefined,
+				slot: undefined,
+				postOnly: false,
 			},
 			{
 				expectedIdx: 6,
@@ -625,6 +904,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(9),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(6),
+				postOnly: true,
 			},
 		];
 
@@ -645,8 +926,12 @@ describe('DLOB Perp Tests', () => {
 				t.price || new BN(0), // price
 				BASE_PRECISION, // quantity
 				t.direction || PositionDirection.LONG,
-				vBid,
-				vAsk
+				!t.postOnly ? vBid : ZERO,
+				!t.postOnly ? vAsk : ZERO,
+				t.slot,
+				undefined,
+				undefined,
+				t.postOnly
 			);
 		}
 
@@ -682,29 +967,34 @@ describe('DLOB Perp Tests', () => {
 		}
 		expect(countBids).to.equal(testCases.length);
 
-		const marketBids = dlob.getMarketBids(marketIndex, MarketType.PERP);
+		const takingBids = dlob.getTakingBids(
+			marketIndex,
+			MarketType.PERP,
+			slot,
+			oracle
+		);
 		countBids = 0;
-		for (const bid of marketBids) {
+		for (const bid of takingBids) {
 			expect(bid.isVammNode(), `expected vAMM node`).to.be.eq(
-				expectedTestCase.slice(0, 3)[countBids].isVamm
+				expectedTestCase.slice(0, 5)[countBids].isVamm
 			);
 			expect(bid.order?.orderId, `expected orderId`).to.equal(
-				expectedTestCase.slice(0, 3)[countBids].orderId
+				expectedTestCase.slice(0, 5)[countBids].orderId
 			);
 			expect(bid.order?.price.toNumber(), `expected price`).to.equal(
-				expectedTestCase.slice(0, 3)[countBids].price?.toNumber()
+				expectedTestCase.slice(0, 5)[countBids].price?.toNumber()
 			);
 			expect(bid.order?.direction, `expected order direction`).to.equal(
-				expectedTestCase.slice(0, 3)[countBids].direction
+				expectedTestCase.slice(0, 5)[countBids].direction
 			);
 			expect(bid.order?.orderType, `expected order type`).to.equal(
-				expectedTestCase.slice(0, 3)[countBids].orderType
+				expectedTestCase.slice(0, 5)[countBids].orderType
 			);
 			countBids++;
 		}
-		expect(countBids).to.equal(expectedTestCase.slice(0, 3).length);
+		expect(countBids).to.equal(expectedTestCase.slice(0, 5).length);
 
-		const limitBids = dlob.getLimitBids(
+		const limitBids = dlob.getRestingLimitBids(
 			marketIndex,
 			slot,
 			MarketType.PERP,
@@ -713,28 +1003,28 @@ describe('DLOB Perp Tests', () => {
 		countBids = 0;
 		let idx = 0;
 		for (const bid of limitBids) {
-			if (expectedTestCase.slice(3)[idx].isVamm) {
+			if (expectedTestCase.slice(5)[idx].isVamm) {
 				idx++;
 			}
 			expect(bid.isVammNode(), `expected vAMM node`).to.be.eq(
-				expectedTestCase.slice(3)[idx].isVamm
+				expectedTestCase.slice(5)[idx].isVamm
 			);
 			expect(bid.order?.orderId, `expected orderId`).to.equal(
-				expectedTestCase.slice(3)[idx].orderId
+				expectedTestCase.slice(5)[idx].orderId
 			);
 			expect(bid.order?.price.toNumber(), `expected price`).to.equal(
-				expectedTestCase.slice(3)[idx].price?.toNumber()
+				expectedTestCase.slice(5)[idx].price?.toNumber()
 			);
 			expect(bid.order?.direction, `expected order direction`).to.equal(
-				expectedTestCase.slice(3)[idx].direction
+				expectedTestCase.slice(5)[idx].direction
 			);
 			expect(bid.order?.orderType, `expected order type`).to.equal(
-				expectedTestCase.slice(3)[idx].orderType
+				expectedTestCase.slice(5)[idx].orderType
 			);
 			countBids++;
 			idx++;
 		}
-		expect(countBids).to.equal(expectedTestCase.slice(3).length - 1); // subtract one since test case 5 is vAMM node
+		expect(countBids).to.equal(expectedTestCase.slice(5).length - 1); // subtract one since test case 5 is vAMM node
 	});
 
 	it('Test proper bids on multiple markets', () => {
@@ -904,6 +1194,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(0),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 1,
@@ -912,6 +1204,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(1),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 2,
@@ -920,6 +1214,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(2),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 3,
@@ -928,6 +1224,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(13),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(3),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 6,
@@ -936,6 +1234,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(16),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(4),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 5,
@@ -944,6 +1244,8 @@ describe('DLOB Perp Tests', () => {
 				price: undefined,
 				direction: undefined,
 				orderType: undefined,
+				slot: new BN(0),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 7,
@@ -952,6 +1254,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(17),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(4),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 4,
@@ -960,6 +1264,8 @@ describe('DLOB Perp Tests', () => {
 				price: new BN(14),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(4),
+				postOnly: true,
 			},
 		];
 
@@ -980,8 +1286,12 @@ describe('DLOB Perp Tests', () => {
 				t.price || new BN(0), // price
 				BASE_PRECISION, // quantity
 				t.direction || PositionDirection.SHORT,
-				vBid,
-				vAsk
+				!t.postOnly ? vBid : ZERO,
+				!t.postOnly ? vAsk : ZERO,
+				t.slot,
+				undefined,
+				undefined,
+				t.postOnly
 			);
 		}
 
@@ -1008,29 +1318,34 @@ describe('DLOB Perp Tests', () => {
 		}
 		expect(countAsks).to.equal(testCases.length);
 
-		const marketAsks = dlob.getMarketAsks(marketIndex, MarketType.PERP);
+		const takingAsks = dlob.getTakingAsks(
+			marketIndex,
+			MarketType.PERP,
+			slot,
+			oracle
+		);
 		countAsks = 0;
-		for (const ask of marketAsks) {
+		for (const ask of takingAsks) {
 			expect(ask.isVammNode()).to.be.eq(
-				expectedTestCase.slice(0, 3)[countAsks].isVamm
+				expectedTestCase.slice(0, 4)[countAsks].isVamm
 			);
 			expect(ask.order?.orderId).to.equal(
-				expectedTestCase.slice(0, 3)[countAsks].orderId
+				expectedTestCase.slice(0, 4)[countAsks].orderId
 			);
 			expect(ask.order?.price.toNumber()).to.equal(
-				expectedTestCase.slice(0, 3)[countAsks].price?.toNumber()
+				expectedTestCase.slice(0, 4)[countAsks].price?.toNumber()
 			);
 			expect(ask.order?.direction).to.equal(
-				expectedTestCase.slice(0, 3)[countAsks].direction
+				expectedTestCase.slice(0, 4)[countAsks].direction
 			);
 			expect(ask.order?.orderType).to.equal(
-				expectedTestCase.slice(0, 3)[countAsks].orderType
+				expectedTestCase.slice(0, 4)[countAsks].orderType
 			);
 			countAsks++;
 		}
-		expect(countAsks).to.equal(expectedTestCase.slice(0, 3).length);
+		expect(countAsks).to.equal(expectedTestCase.slice(0, 4).length);
 
-		const limitAsks = dlob.getLimitAsks(
+		const limitAsks = dlob.getRestingLimitAsks(
 			marketIndex,
 			slot,
 			MarketType.PERP,
@@ -1039,26 +1354,26 @@ describe('DLOB Perp Tests', () => {
 		countAsks = 0;
 		let idx = 0;
 		for (const ask of limitAsks) {
-			if (expectedTestCase.slice(3)[idx].isVamm) {
+			if (expectedTestCase.slice(4)[idx].isVamm) {
 				idx++;
 			}
-			expect(ask.isVammNode()).to.be.eq(expectedTestCase.slice(3)[idx].isVamm);
+			expect(ask.isVammNode()).to.be.eq(expectedTestCase.slice(4)[idx].isVamm);
 			expect(ask.order?.orderId).to.equal(
-				expectedTestCase.slice(3)[idx].orderId
+				expectedTestCase.slice(4)[idx].orderId
 			);
 			expect(ask.order?.price.toNumber()).to.equal(
-				expectedTestCase.slice(3)[idx].price?.toNumber()
+				expectedTestCase.slice(4)[idx].price?.toNumber()
 			);
 			expect(ask.order?.direction).to.equal(
-				expectedTestCase.slice(3)[idx].direction
+				expectedTestCase.slice(4)[idx].direction
 			);
 			expect(ask.order?.orderType).to.equal(
-				expectedTestCase.slice(3)[idx].orderType
+				expectedTestCase.slice(4)[idx].orderType
 			);
 			countAsks++;
 			idx++;
 		}
-		expect(countAsks).to.equal(expectedTestCase.slice(3).length - 1); // subtract one since test case includes vAMM node
+		expect(countAsks).to.equal(expectedTestCase.slice(4).length - 1); // subtract one since test case includes vAMM node
 	});
 
 	it('Test insert market orders', () => {
@@ -1185,7 +1500,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.LONG,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		insertOrderToDLOB(
@@ -1199,7 +1519,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.LONG,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		insertOrderToDLOB(
@@ -1213,7 +1538,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.LONG,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		insertOrderToDLOB(
@@ -1227,7 +1557,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.SHORT,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		insertOrderToDLOB(
@@ -1241,7 +1576,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.SHORT,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		insertOrderToDLOB(
@@ -1255,7 +1595,12 @@ describe('DLOB Perp Tests', () => {
 			BASE_PRECISION,
 			PositionDirection.SHORT,
 			vBid,
-			vAsk
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		let asks = 0;
@@ -1552,7 +1897,7 @@ describe('DLOB Perp Tests', () => {
 		);
 
 		// should have no crossing orders
-		const nodesToFillBefore = dlob.findLimitOrderNodesToFill(
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
 			marketIndex,
 			12, // auction over
 			MarketType.PERP,
@@ -1563,6 +1908,7 @@ describe('DLOB Perp Tests', () => {
 				hasSufficientNumberOfDataPoints: true,
 			},
 			false,
+			10,
 			undefined,
 			undefined
 		);
@@ -1696,7 +2042,7 @@ describe('DLOB Perp Tests', () => {
 		const endSlot = 12;
 
 		// should have no crossing orders
-		const nodesToFillBefore = dlob.findLimitOrderNodesToFill(
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
 			marketIndex,
 			endSlot,
 			MarketType.PERP,
@@ -1707,6 +2053,7 @@ describe('DLOB Perp Tests', () => {
 				hasSufficientNumberOfDataPoints: true,
 			},
 			false,
+			10,
 			undefined,
 			undefined
 		);
@@ -2293,7 +2640,8 @@ describe('DLOB Perp Tests', () => {
 			new BN(slot),
 			ZERO,
 			new BN(1).mul(PRICE_PRECISION),
-			true
+			true,
+			0
 		);
 		insertOrderToDLOB(
 			dlob,
@@ -2310,7 +2658,8 @@ describe('DLOB Perp Tests', () => {
 			new BN(slot),
 			ZERO,
 			new BN(1).mul(PRICE_PRECISION),
-			true
+			true,
+			0
 		);
 		insertOrderToDLOB(
 			dlob,
@@ -2327,7 +2676,8 @@ describe('DLOB Perp Tests', () => {
 			new BN(slot),
 			ZERO,
 			new BN(1).mul(PRICE_PRECISION),
-			true
+			true,
+			0
 		);
 
 		// should have no crossing orders
@@ -2496,12 +2846,13 @@ describe('DLOB Perp Tests', () => {
 		// should have no crossing orders
 		const auctionOverSlot = slot * 10;
 		const auctionOverTs = ts * 10;
-		const nodesToFillBefore = dlob.findLimitOrderNodesToFill(
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
 			marketIndex,
 			auctionOverSlot, // auction over
 			MarketType.PERP,
 			oracle,
 			false,
+			10,
 			undefined,
 			undefined
 		);
@@ -3012,7 +3363,6 @@ describe('DLOB Perp Tests', () => {
 			printCrossedNodes(n, afterAuctionSlot);
 		}
 
-		// taker should fill first order completely with best maker (1/1)
 		expect(
 			nodesToFillAfter[0].node.order?.orderId,
 			'wrong taker orderId'
@@ -3022,7 +3372,6 @@ describe('DLOB Perp Tests', () => {
 			'wrong maker orderId'
 		).to.equal(undefined);
 
-		// taker should fill second order completely with vamm
 		expect(
 			nodesToFillAfter[1].node.order?.orderId,
 			'wrong taker orderId'
@@ -3070,7 +3419,8 @@ describe('DLOB Perp Tests', () => {
 			new BN(slot),
 			new BN(200),
 			undefined,
-			true
+			true,
+			0
 		);
 		// insert a buy above the vBid
 		insertOrderToDLOB(
@@ -3085,8 +3435,11 @@ describe('DLOB Perp Tests', () => {
 			PositionDirection.LONG,
 			vBid,
 			vAsk,
-			new BN(slot - 1), // later order becomes taker
-			new BN(200)
+			new BN(slot + 1), // later order becomes taker
+			new BN(200),
+			undefined,
+			undefined,
+			0
 		);
 
 		console.log(`Book state before fill:`);
@@ -3242,11 +3595,13 @@ describe('DLOB Perp Tests', () => {
 			vBid.sub(PRICE_PRECISION),
 			new BN(1).mul(BASE_PRECISION), // quantity
 			PositionDirection.SHORT,
-			vAsk,
-			vBid,
+			ZERO,
+			ZERO,
 			new BN(slot),
 			new BN(200),
-			undefined
+			undefined,
+			undefined,
+			0
 		);
 
 		// Market buy right above amm bid. crosses limit sell but can't be used
@@ -3277,9 +3632,13 @@ describe('DLOB Perp Tests', () => {
 			vAsk.add(PRICE_PRECISION), // price,
 			new BN(8768).mul(BASE_PRECISION).div(new BN(10000)), // quantity
 			PositionDirection.LONG,
-			vBid,
-			vAsk,
-			new BN(slot)
+			ZERO,
+			ZERO,
+			new BN(slot),
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
 		// Market sell right below amm ask. crosses limit buy but can't be used
@@ -3302,12 +3661,13 @@ describe('DLOB Perp Tests', () => {
 		console.log(`Book state before fill:`);
 		printBookState(dlob, marketIndex, vBid, vAsk, slot, oracle);
 
-		const nodesToFillBefore = dlob.findMarketNodesToFill(
+		const nodesToFillBefore = dlob.findTakingNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.PERP,
 			oracle,
 			false,
+			10,
 			vAsk,
 			vBid
 		);
@@ -3325,10 +3685,13 @@ describe('DLOB Perp Tests', () => {
 			vBid.add(PRICE_PRECISION.div(TWO)),
 			new BN(1).mul(BASE_PRECISION), // quantity
 			PositionDirection.SHORT,
-			vAsk,
-			vBid,
-			new BN(slot),
-			new BN(200)
+			ZERO,
+			ZERO,
+			new BN(slot),
+			new BN(200),
+			undefined,
+			undefined,
+			0
 		);
 
 		// insert a buy below the amm ask
@@ -3342,17 +3705,22 @@ describe('DLOB Perp Tests', () => {
 			vAsk.sub(PRICE_PRECISION.div(TWO)), // price,
 			new BN(8768).mul(BASE_PRECISION).div(new BN(10000)), // quantity
 			PositionDirection.LONG,
-			vBid,
-			vAsk,
-			new BN(slot)
+			ZERO,
+			ZERO,
+			new BN(slot),
+			undefined,
+			undefined,
+			undefined,
+			0
 		);
 
-		const nodesToFillAfter = dlob.findMarketNodesToFill(
+		const nodesToFillAfter = dlob.findTakingNodesToFill(
 			marketIndex,
 			slot,
 			MarketType.PERP,
 			oracle,
 			false,
+			10,
 			vAsk,
 			vBid
 		);
@@ -3377,6 +3745,138 @@ describe('DLOB Perp Tests', () => {
 			'wrong maker orderId'
 		).to.equal(5);
 	});
+
+	it('Test limit bid fills during auction', () => {
+		const vAsk = new BN(20).mul(PRICE_PRECISION);
+		const vBid = new BN(5).mul(PRICE_PRECISION);
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+		const user2 = Keypair.generate();
+		const user3 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+
+		const slot = 9;
+		const ts = 9;
+		const oracle = {
+			price: vBid.add(vAsk).div(new BN(2)), // 11.5
+			slot: new BN(slot),
+			confidence: new BN(1),
+			hasSufficientNumberOfDataPoints: true,
+		};
+
+		insertOrderToDLOB(
+			dlob,
+			user3.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			vAsk, // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.LONG,
+			vBid.add(PRICE_PRECISION),
+			vAsk,
+			new BN(0),
+			new BN(200),
+			undefined,
+			undefined,
+			10
+		);
+
+		insertOrderToDLOB(
+			dlob,
+			user2.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			vBid, // price
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			vAsk.sub(PRICE_PRECISION),
+			vBid,
+			new BN(0),
+			new BN(200),
+			undefined,
+			undefined,
+			10
+		);
+
+		// insert a sell right above amm bid
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			oracle.price,
+			new BN(1).mul(BASE_PRECISION), // quantity
+			PositionDirection.SHORT,
+			ZERO,
+			ZERO,
+			new BN(slot),
+			new BN(200),
+			undefined,
+			true,
+			0
+		);
+
+		// insert a buy below the amm ask
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			6, // orderId
+			marketIndex,
+			oracle.price, // price,
+			new BN(8768).mul(BASE_PRECISION).div(new BN(10000)), // quantity
+			PositionDirection.LONG,
+			ZERO,
+			ZERO,
+			new BN(slot),
+			undefined,
+			undefined,
+			true,
+			0
+		);
+
+		const nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			vBid,
+			vAsk,
+			slot,
+			ts,
+			MarketType.PERP,
+			oracle,
+			mockStateAccount,
+			mockPerpMarkets[marketIndex]
+		);
+
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		expect(
+			nodesToFillAfter[0].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(4);
+		expect(
+			nodesToFillAfter[0].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(6);
+
+		expect(
+			nodesToFillAfter[1].node.order?.orderId,
+			'wrong taker orderId'
+		).to.equal(2);
+		expect(
+			nodesToFillAfter[1].makerNode?.order?.orderId,
+			'wrong maker orderId'
+		).to.equal(5);
+	});
 });
 
 describe('DLOB Spot Tests', () => {
@@ -3400,6 +3900,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0), // will calc 108
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(0),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 1,
@@ -3407,6 +3909,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0), // will calc 108
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(1),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 2,
@@ -3414,6 +3918,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0), // will calc 108
 				direction: PositionDirection.LONG,
 				orderType: OrderType.MARKET,
+				slot: new BN(2),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 4,
@@ -3421,6 +3927,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(110),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 5,
@@ -3428,6 +3936,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(109),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 6,
@@ -3435,6 +3945,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(107),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 7,
@@ -3442,6 +3954,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(106),
 				direction: PositionDirection.LONG,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 		];
 
@@ -3458,8 +3972,12 @@ describe('DLOB Spot Tests', () => {
 				t.price || new BN(0), // price
 				BASE_PRECISION, // quantity
 				t.direction || PositionDirection.LONG,
-				vBid,
-				vAsk
+				!t.postOnly ? vBid : ZERO,
+				!t.postOnly ? vAsk : ZERO,
+				t.slot,
+				undefined,
+				undefined,
+				t.postOnly
 			);
 		}
 
@@ -3651,6 +4169,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(0),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 1,
@@ -3658,6 +4178,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(1),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 2,
@@ -3665,6 +4187,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(0),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.MARKET,
+				slot: new BN(2),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 3,
@@ -3672,6 +4196,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(13),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(3),
+				postOnly: false,
 			},
 			{
 				expectedIdx: 6,
@@ -3679,6 +4205,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(16),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 7,
@@ -3686,6 +4214,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(17),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 			{
 				expectedIdx: 4,
@@ -3693,6 +4223,8 @@ describe('DLOB Spot Tests', () => {
 				price: new BN(14),
 				direction: PositionDirection.SHORT,
 				orderType: OrderType.LIMIT,
+				slot: new BN(0),
+				postOnly: true,
 			},
 		];
 
@@ -3709,8 +4241,12 @@ describe('DLOB Spot Tests', () => {
 				t.price || new BN(0), // price
 				BASE_PRECISION, // quantity
 				t.direction || PositionDirection.SHORT,
-				vBid,
-				vAsk
+				!t.postOnly ? vBid : ZERO,
+				!t.postOnly ? vAsk : ZERO,
+				t.slot,
+				undefined,
+				undefined,
+				t.postOnly
 			);
 		}
 
@@ -4573,7 +5109,8 @@ describe('DLOB Spot Tests', () => {
 			BASE_PRECISION, // quantity
 			PositionDirection.SHORT,
 			vBid,
-			vAsk
+			vAsk,
+			new BN(1)
 		);
 		insertOrderToDLOB(
 			dlob,
@@ -4586,7 +5123,8 @@ describe('DLOB Spot Tests', () => {
 			BASE_PRECISION, // quantity
 			PositionDirection.SHORT,
 			vBid,
-			vAsk
+			vAsk,
+			new BN(1)
 		);
 
 		// should have no crossing orders
@@ -4616,7 +5154,7 @@ describe('DLOB Spot Tests', () => {
 			PositionDirection.LONG,
 			vBid,
 			vAsk,
-			undefined,
+			new BN(0),
 			undefined,
 			undefined,
 			true
@@ -4633,7 +5171,7 @@ describe('DLOB Spot Tests', () => {
 			PositionDirection.LONG,
 			vBid,
 			vAsk,
-			undefined,
+			new BN(0),
 			undefined,
 			undefined,
 			true
@@ -4669,6 +5207,186 @@ describe('DLOB Spot Tests', () => {
 		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(3);
 	});
 
+	it('Test limit orders skipping more recent post onlys', () => {
+		const vAsk = new BN(15);
+		const vBid = new BN(8);
+
+		const user0 = Keypair.generate();
+		const user1 = Keypair.generate();
+
+		const dlob = new DLOB();
+		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,
+			new BN(1)
+		);
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			new BN(13), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			new BN(1)
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findNodesToFill(
+			marketIndex,
+			undefined,
+			undefined,
+			12, // auction over
+			Date.now(),
+			MarketType.PERP,
+			oracle,
+			mockStateAccount,
+			mockPerpMarkets[marketIndex]
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// add post only orders that are newer than resting limit orders and thus cant match
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			3, // orderId
+			marketIndex,
+			new BN(15), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(2),
+			undefined,
+			undefined,
+			true
+		);
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			4, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(2),
+			undefined,
+			undefined,
+			true
+		);
+
+		let nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			undefined,
+			undefined,
+			slot, // auction over
+			Date.now(),
+			MarketType.PERP,
+			oracle,
+			mockStateAccount,
+			mockPerpMarkets[marketIndex]
+		);
+
+		expect(nodesToFillAfter.length).to.equal(0);
+
+		// add post only orders that are older than resting limit orders
+		insertOrderToDLOB(
+			dlob,
+			user1.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			5, // orderId
+			marketIndex,
+			new BN(15), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(0),
+			undefined,
+			undefined,
+			true
+		);
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			6, // orderId
+			marketIndex,
+			new BN(14), // price
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			new BN(0),
+			undefined,
+			undefined,
+			true
+		);
+
+		nodesToFillAfter = dlob.findNodesToFill(
+			marketIndex,
+			undefined,
+			undefined,
+			slot, // auction over
+			Date.now(),
+			MarketType.PERP,
+			oracle,
+			mockStateAccount,
+			mockPerpMarkets[marketIndex]
+		);
+
+		expect(nodesToFillAfter.length).to.equal(2);
+
+		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(2);
+		expect(nodesToFillAfter[0].makerNode?.order?.orderId).to.equal(6);
+
+		// taker should fill completely with second best maker
+		expect(nodesToFillAfter[1].node.order?.orderId).to.equal(1);
+		expect(nodesToFillAfter[1].makerNode?.order?.orderId).to.equal(5);
+	});
+
 	it('Test trigger orders', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(8);