[ENG-118] Add maker order bids and asks to the market account data by xbtmatt · Pull Request #51 · DASMAC-com/dropset-alpha

xbtmatt · 2025-12-13T01:20:23Z

Description

Adds bids and asks as individual, traversable data structures in the market account data.

This PR focuses on maker operations with limited/no support for taker operations yet.

Add bids_dll_head
Add asks_dll_head
No need to add tails since they are always traversed from the head (top of book)
Do a linear scan from top of book upon insert
Ensure cargo doc with flags runs cleanly as well as all cargo doc tests
Post only limit order should fail if the price crosses side; that is, it fails if it would immediately be filled (posted bid has a limit price >= than the lowest ask or posted ask has a limit price <= the highest bid)

Maker operations

Place and cancel only update state in the market account, they do not transfer tokens
- Cancel based on the encoded price
  - When a maker cancels, they submit the price of the order they want to cancel
    - The algorithm looks in their seat at a vector that maps price to order node
    - It cancels the order
    - and updates the seat node available amounts
- And only allow placing at unique prices
The tokens should already have been added to the maker's seat, otherwise it'll abort
Place and cancel should never contend an ATA

Tests

Adds unit tests for the market order operations:

Tests a utility function to create an order where the input price mantissa equals the output encoded price. This makes it easier to intuitively reason about sorting operations
Tests time order precedence for bids and asks (same price sorts on time)
Tests price order precedence for bids and asks
Tests inserting to the lists head, tail, and mid (some not head or tail) index for bids and asks
Tests the post only crossing check for bids and asks

linear · 2025-12-13T01:20:26Z

ENG-118

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alnoki

See copilot review - appears to be copy-paste issues in tests

Copilot · 2026-01-13T18:23:04Z

@alnoki I've opened a new pull request, #58, to work on those changes. Once the pull request is ready, I'll request review from you.

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Copilot reviewed 38 out of 39 changed files in this pull request and generated 4 comments.

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# Description Adds the `MarketOrder` instruction that fills up or down the book depending on the type of order. - [x] Add the `MarketOrder` instruction - [x] Add the `MarketOrderEvent` event data and emit it - [x] Add unit tests for individual functions - [x] Transfer coins to/from the taker directly rather than creating / updating a seat - [x] Update the maker's seat on transfer - [x] Add proper account dependencies to the context and client APIs - [x] Remove/fix hardcoded values in the `market_order` example - [x] Ensure the maker's seat is properly updated after filling - [x] Ensure the maker's seat is properly updated after posting an order (can go in #51) - [x] Clean up the huge function body in `process_market_order` and split it up into multiple different functions

xbtmatt force-pushed the ENG-118 branch from a5c3aea to 7d71f0e Compare December 15, 2025 21:14

xbtmatt force-pushed the ENG-117 branch from 12584ae to 1b3bc32 Compare December 15, 2025 21:50

xbtmatt force-pushed the ENG-118 branch from 7d71f0e to dcbc2d6 Compare December 15, 2025 21:52

xbtmatt force-pushed the ENG-117 branch from 1b3bc32 to 1b40537 Compare December 15, 2025 21:52

xbtmatt force-pushed the ENG-118 branch from dcbc2d6 to 1350fa0 Compare December 15, 2025 21:59

xbtmatt force-pushed the ENG-117 branch from 1b40537 to 888f589 Compare December 15, 2025 22:48

xbtmatt force-pushed the ENG-118 branch from ab0728c to 7367f99 Compare December 15, 2025 22:48

xbtmatt force-pushed the ENG-117 branch from 888f589 to 0ba3b2e Compare December 17, 2025 01:47

xbtmatt force-pushed the ENG-118 branch from 13f78e8 to 2e57400 Compare December 17, 2025 01:47

xbtmatt mentioned this pull request Dec 19, 2025

[ENG-126] Add MarketOrder instruction #56

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10 tasks

xbtmatt force-pushed the ENG-117 branch from 0ba3b2e to fd1702e Compare January 7, 2026 03:39

xbtmatt force-pushed the ENG-118 branch from 672ebc4 to 4f99998 Compare January 7, 2026 03:55

xbtmatt force-pushed the ENG-117 branch from fd1702e to 0d3ae8a Compare January 7, 2026 22:44

xbtmatt force-pushed the ENG-118 branch from 4f99998 to d0a96bb Compare January 7, 2026 22:55

xbtmatt force-pushed the ENG-117 branch from 0d3ae8a to 2252183 Compare January 7, 2026 23:16

xbtmatt force-pushed the ENG-118 branch from d0a96bb to cdc7b91 Compare January 7, 2026 23:17

xbtmatt force-pushed the ENG-117 branch from 2252183 to b2233db Compare January 7, 2026 23:34

xbtmatt force-pushed the ENG-118 branch from cdc7b91 to 64e3b60 Compare January 7, 2026 23:35

xbtmatt force-pushed the ENG-117 branch from b2233db to 80d4ae2 Compare January 8, 2026 00:38

xbtmatt force-pushed the ENG-118 branch 2 times, most recently from b3f92b6 to c549807 Compare January 8, 2026 00:41

xbtmatt force-pushed the ENG-117 branch from fea60f4 to 622bd77 Compare January 8, 2026 01:08

xbtmatt force-pushed the ENG-118 branch from c549807 to 2240276 Compare January 8, 2026 01:08

xbtmatt force-pushed the ENG-117 branch from 622bd77 to fe958db Compare January 8, 2026 01:14

xbtmatt force-pushed the ENG-118 branch from 2240276 to 230d1d9 Compare January 8, 2026 01:14

xbtmatt force-pushed the ENG-117 branch from fe958db to 3e2b5a1 Compare January 9, 2026 19:41

xbtmatt force-pushed the ENG-118 branch from 230d1d9 to 6f34946 Compare January 9, 2026 19:41

xbtmatt force-pushed the ENG-117 branch 2 times, most recently from 028cf58 to 96fb80b Compare January 12, 2026 18:22

xbtmatt added 9 commits January 13, 2026 10:12

Fix comments referencing bids/asks and ordinality incorrectly

4823391

Fix bids to asks in market header count of asks

aa90ad3

Rename set_remaining to set_base_remaining

ec10e39

Fix typo in mod level doc comment for cancel_order_context.rs

1947abc

Make orders in MarketViewAll bids and asks

db1b2bf

Remove unused views

fe69cc6

Remove tree in comment

f900504

Add simple unit tests for Order struct

3735d91

Add comprehensive unit tests for inserting orders into bids and asks

80d5ae2

xbtmatt force-pushed the ENG-118 branch from 278d3c7 to 80d5ae2 Compare January 13, 2026 18:13

xbtmatt marked this pull request as ready for review January 13, 2026 18:14

Copilot AI review requested due to automatic review settings January 13, 2026 18:14

Copilot started reviewing on behalf of xbtmatt January 13, 2026 18:15 View session

alnoki approved these changes Jan 13, 2026

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Copilot AI reviewed Jan 13, 2026

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Comment thread interface/src/state/order.rs Outdated

Comment thread interface/src/state/order.rs Outdated

Comment thread program/src/instructions/post_order.rs

alnoki approved these changes Jan 13, 2026

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alnoki requested changes Jan 13, 2026

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Copilot AI mentioned this pull request Jan 13, 2026

Correct false positive about transaction atomicity in post_order #58

Closed

xbtmatt added 2 commits January 13, 2026 10:40

Fix test in order.rs

8960cd1

Add post only crossing check for bids and asks

13a88fe

Copilot AI review requested due to automatic review settings January 13, 2026 19:57

Copilot started reviewing on behalf of xbtmatt January 13, 2026 19:57 View session

Copilot AI reviewed Jan 13, 2026

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Comment thread program/src/shared/order_operations.rs

Comment thread interface/src/state/bids_dll.rs

Comment thread program/src/instructions/post_order.rs

Comment thread program/src/instructions/cancel_order.rs

Clarify intent behind crossing check logic

dc6a949

xbtmatt requested a review from alnoki January 13, 2026 20:21

alnoki approved these changes Jan 14, 2026

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alnoki merged commit 6bee2f9 into main Jan 14, 2026

alnoki deleted the ENG-118 branch January 14, 2026 01:56

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[ENG-118] Add maker order bids and asks to the market account data - #51

[ENG-118] Add maker order bids and asks to the market account data#51
alnoki merged 42 commits into
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xbtmatt commented Dec 13, 2025 •

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xbtmatt commented Dec 13, 2025 • edited Loading Uh oh! There was an error while loading. Please reload this page.

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Description

Maker operations

Tests

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linear Bot commented Dec 13, 2025

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xbtmatt commented Dec 13, 2025 •

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