@drift-labs/sdk 2.64.0-beta.3 → 2.65.0-beta.1

package/VERSION

@@ -1 +1 @@
-2.64.0-beta.3
+2.65.0-beta.1

package/lib/dlob/orderBookLevels.js

@@ -324,7 +324,7 @@ function uncrossL2(bids, asks, oraclePrice, oracleTwap5Min, markTwap5Min, groupi
             bidIndex++;
             continue;
         }
-        if (nextBid.price.gt(nextAsk.price)) {
+        if (nextBid.price.gte(nextAsk.price)) {
             if (userBids.has(nextBid.price.toString())) {
                 newBids.push(nextBid);
                 bidIndex++;

package/lib/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.63.0",
+    "version": "2.64.0",
     "name": "drift",
     "instructions": [
         {

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "2.64.0-beta.3",
+	"version": "2.65.0-beta.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/dlob/orderBookLevels.ts

@@ -508,7 +508,7 @@ export function uncrossL2(
 			continue;
 		}
 
-		if (nextBid.price.gt(nextAsk.price)) {
+		if (nextBid.price.gte(nextAsk.price)) {
 			if (userBids.has(nextBid.price.toString())) {
 				newBids.push(nextBid);
 				bidIndex++;

package/src/idl/drift.json

@@ -1,5 +1,5 @@
 {
-  "version": "2.63.0",
+  "version": "2.64.0",
   "name": "drift",
   "instructions": [
     {

package/tests/dlob/test.ts

@@ -24,11 +24,32 @@ import {
 	QUOTE_PRECISION,
 	isVariant,
 	uncrossL2,
+	L2Level,
 } from '../../src';
 
 import { mockPerpMarkets, mockSpotMarkets, mockStateAccount } from './helpers';
 import { DLOBOrdersCoder } from '../../src/dlob/DLOBOrders';
 
+// Returns true if asks are sorted ascending
+const asksAreSortedAsc = (asks: L2Level[]) => {
+	return asks.every((ask, i) => {
+		if (i === 0) {
+			return true;
+		}
+		return ask.price.gt(asks[i - 1].price);
+	});
+};
+
+// Returns true if asks are sorted descending
+const bidsAreSortedDesc = (bids: L2Level[]) => {
+	return bids.every((bid, i) => {
+		if (i === 0) {
+			return true;
+		}
+		return bid.price.lt(bids[i - 1].price);
+	});
+};
+
 function insertOrderToDLOB(
 	dlob: DLOB,
 	userAccount: PublicKey,
@@ -6592,4 +6613,68 @@ describe('Uncross L2', () => {
 			new BN(1).mul(BASE_PRECISION).toString()
 		);
 	});
+	
+	it('Handles edge case bide and asks with large cross and an overlapping level', () => {
+
+		const bids = [
+			"104411000",
+			"103835800",
+			"103826259",
+			"103825000",
+			"103822000",
+			"103821500",
+			"103820283",
+			"103816900",
+			"103816000",
+			"103815121",
+		  ].map(priceStr => (
+			{
+				price: new BN(priceStr),
+				size: new BN(1).mul(BASE_PRECISION),
+				sources: { vamm: new BN(1).mul(BASE_PRECISION) },
+			}
+		));
+
+		const asks = [
+			"103822000",
+			"103838354",
+			"103843087",
+			"103843351",
+			"103843880",
+			"103845114",
+			"103846148",
+			"103850100",
+			"103851300",
+			"103854304",
+		  ].map(priceStr => ({
+			price: new BN(priceStr),
+			size: new BN(1).mul(BASE_PRECISION),
+			sources: { vamm: new BN(1).mul(BASE_PRECISION) },
+		}));
+
+		expect(asksAreSortedAsc(asks), "Input asks are ascending").to.be.true;
+		expect(bidsAreSortedDesc(bids), "Input bids are descending").to.be.true;
+
+		const oraclePrice = new BN("103649895");
+		const oraclePrice5Min = new BN("103285000");
+		const markPrice5Min = new BN("103371000");
+
+		const groupingSize = new BN("100");
+
+		const userAsks = new Set<string>();
+
+		const { bids: newBids, asks: newAsks } = uncrossL2(
+			bids,
+			asks,
+			oraclePrice,
+			oraclePrice5Min,
+			markPrice5Min,
+			groupingSize,
+			new Set<string>(),
+			userAsks
+		);
+
+		expect(asksAreSortedAsc(newAsks), "Uncrossed asks are ascending").to.be.true;
+		expect(bidsAreSortedDesc(newBids), "Uncrossed bids are descending").to.be.true;
+	});
 });