@drift-labs/sdk 2.49.0-beta.3 → 2.49.0-beta.5

package/src/types.ts

@@ -1000,8 +1000,6 @@ export interface IVersionedWallet {
 
 export type FeeStructure = {
 	feeTiers: FeeTier[];
-	makerRebateNumerator: BN;
-	makerRebateDenominator: BN;
 	fillerRewardStructure: OrderFillerRewardStructure;
 	flatFillerFee: BN;
 	referrerRewardEpochUpperBound: BN;

package/tests/dlob/helpers.ts

@@ -539,15 +539,13 @@ export const mockStateAccount: StateAccount = {
 				feeNumerator: 0,
 				feeDenominator: 0,
 				makerRebateNumerator: 0,
-				makerRebateDenominator: 0,
+				makerRebateDenominator: 1,
 				referrerRewardNumerator: 0,
 				referrerRewardDenominator: 0,
 				refereeFeeNumerator: 0,
 				refereeFeeDenominator: 0,
 			},
 		],
-		makerRebateNumerator: new BN(0),
-		makerRebateDenominator: new BN(0),
 		fillerRewardStructure: {
 			rewardNumerator: new BN(0),
 			rewardDenominator: new BN(0),
@@ -565,15 +563,13 @@ export const mockStateAccount: StateAccount = {
 				feeNumerator: 0,
 				feeDenominator: 0,
 				makerRebateNumerator: 0,
-				makerRebateDenominator: 0,
+				makerRebateDenominator: 1,
 				referrerRewardNumerator: 0,
 				referrerRewardDenominator: 0,
 				refereeFeeNumerator: 0,
 				refereeFeeDenominator: 0,
 			},
 		],
-		makerRebateNumerator: new BN(0),
-		makerRebateDenominator: new BN(0),
 		fillerRewardStructure: {
 			rewardNumerator: new BN(0),
 			rewardDenominator: new BN(0),

package/tests/dlob/test.ts

@@ -1914,6 +1914,8 @@ describe('DLOB Perp Tests', () => {
 			},
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);
@@ -2059,6 +2061,8 @@ describe('DLOB Perp Tests', () => {
 			},
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);
@@ -2267,6 +2271,190 @@ describe('DLOB Perp Tests', () => {
 		expect(nodesToFillAfter[1].makerNodes[0]?.order?.orderId).to.equal(3);
 	});
 
+	it('Test post only bid fills against fallback', async () => {
+		const vAsk = new BN(150);
+		const vBid = new BN(100);
+
+		const user0 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+
+		const makerRebateNumerator = 1;
+		const makerRebateDenominator = 10;
+
+		// post only bid same as ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			vAsk, // same price as vAsk
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// post only bid crosses ask
+		const price = vAsk.add(vAsk.muln(makerRebateNumerator).divn(makerRebateDenominator));
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			price, // crosses vask
+			BASE_PRECISION, // quantity
+			PositionDirection.LONG,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillAfter = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillAfter.length).to.equal(1);
+	});
+
+	it('Test post only ask fills against fallback', async () => {
+		const vAsk = new BN(150);
+		const vBid = new BN(100);
+
+		const user0 = Keypair.generate();
+
+		const dlob = new DLOB();
+		const marketIndex = 0;
+
+		const makerRebateNumerator = 1;
+		const makerRebateDenominator = 10;
+
+		// post only bid same as ask
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			1, // orderId
+			marketIndex,
+			vBid, // same price as vAsk
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillBefore = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillBefore.length).to.equal(0);
+
+		// post only bid crosses ask
+		const price = vBid.sub(vAsk.muln(makerRebateNumerator).divn(makerRebateDenominator));
+		insertOrderToDLOB(
+			dlob,
+			user0.publicKey,
+			OrderType.LIMIT,
+			MarketType.PERP,
+			2, // orderId
+			marketIndex,
+			price, // crosses vask
+			BASE_PRECISION, // quantity
+			PositionDirection.SHORT,
+			vBid,
+			vAsk,
+			undefined,
+			undefined,
+			undefined,
+			true
+		);
+
+		// should have no crossing orders
+		const nodesToFillAfter = dlob.findRestingLimitOrderNodesToFill(
+			marketIndex,
+			12, // auction over
+			MarketType.PERP,
+			{
+				price: vBid.add(vAsk).div(new BN(2)),
+				slot: new BN(12),
+				confidence: new BN(1),
+				hasSufficientNumberOfDataPoints: true,
+			},
+			false,
+			10,
+			makerRebateNumerator,
+			makerRebateDenominator,
+			vAsk,
+			vBid
+		);
+		expect(nodesToFillAfter.length).to.equal(1);
+	});
+
 	it('Test trigger orders', () => {
 		const vAsk = new BN(15);
 		const vBid = new BN(8);
@@ -2901,6 +3089,8 @@ describe('DLOB Perp Tests', () => {
 			oracle,
 			false,
 			10,
+			0,
+			1,
 			undefined,
 			undefined
 		);