Merge pull request #71 from openbook-dex/feature/fix-selftrade

Feature/fix selftrade

programs/openbook-v2/src/state/open_orders_account.rs

@@ -341,10 +341,12 @@ impl<
     }
 
     pub fn execute_maker(&mut self, market: &mut Market, fill: &FillEvent) -> Result<()> {
+        let is_self_trade = fill.maker == fill.taker;
+
         let side = fill.taker_side().invert_side();
         let (base_change, quote_change) = fill.base_quote_change(side);
         let quote_native_abs = (market.quote_lot_size * quote_change).unsigned_abs();
-        let fees = if market.maker_fee.is_positive() {
+        let fees = if is_self_trade || market.maker_fee.is_positive() {
             // Maker pays fee. Fees already subtracted before sending to the book
             0
         } else {
@@ -397,7 +399,7 @@ impl<
                 }
             };
 
-            if market.maker_fee.is_positive() {
+            if !is_self_trade && market.maker_fee.is_positive() {
                 // Apply rebates
                 let maker_fees = (I80F48::from(quote_to_free) * market.maker_fee)
                     .ceil()
@@ -416,15 +418,17 @@ impl<
         }
 
         // Update market fees
-        let fee_amount: i64 = {
-            let amount = I80F48::from(quote_native_abs) * market.maker_fee;
-            if market.maker_fee.is_positive() {
-                amount.ceil().to_num()
-            } else {
-                amount.floor().to_num()
-            }
-        };
-        market.fees_accrued += fee_amount;
+        if !is_self_trade {
+            let fee_amount: i64 = {
+                let amount = I80F48::from(quote_native_abs) * market.maker_fee;
+                if market.maker_fee.is_positive() {
+                    amount.ceil().to_num()
+                } else {
+                    amount.floor().to_num()
+                }
+            };
+            market.fees_accrued += fee_amount;
+        }
 
         //Emit event
         emit!(FillLog {

programs/openbook-v2/src/state/orderbook/book.rs

@@ -271,7 +271,7 @@ impl<'a> Orderbook<'a> {
                     side,
                     market,
                     total_base_taken_native,
-                    total_quote_taken_native_wo_self,
+                    total_quote_taken_native,
                     taker_fees as u64,
                 )?;
             } else {

programs/openbook-v2/tests/cases/test_self_trade.rs

@@ -191,7 +191,7 @@ async fn test_self_trade_decrement_take() -> Result<(), TransportError> {
         assert_eq!(open_orders_account_0.position.bids_base_lots, 0);
         assert_eq!(open_orders_account_0.position.asks_base_lots, 0);
         assert_eq!(open_orders_account_0.position.base_free_native, 200);
-        assert_eq!(open_orders_account_0.position.quote_free_native, 20004);
+        assert_eq!(open_orders_account_0.position.quote_free_native, 20000);
 
         assert_eq!(open_orders_account_1.position.bids_base_lots, 0);
         assert_eq!(open_orders_account_1.position.asks_base_lots, 1);
@@ -459,3 +459,92 @@ async fn test_self_abort_transaction() -> Result<(), TransportError> {
 
     Ok(())
 }
+
+#[tokio::test]
+async fn test_self_trade_no_fees() -> Result<(), TransportError> {
+    let TestInitialize {
+        context,
+        owner,
+        owner_token_0: owner_base_ata,
+        owner_token_1: owner_quote_ata,
+        market,
+        base_vault,
+        quote_vault,
+        account_0: open_orders_account,
+        ..
+    } = TestContext::new_with_market(TestNewMarketInitialize::default()).await?;
+    let solana = &context.solana.clone();
+
+    let place_bid_ix = PlaceOrderInstruction {
+        open_orders_account,
+        open_orders_admin: None,
+        market,
+        owner,
+        token_deposit_account: owner_quote_ata,
+        base_vault,
+        quote_vault,
+        side: Side::Bid,
+        price_lots: 1000,
+        max_base_lots: 1,
+        max_quote_lots_including_fees: 10000,
+        client_order_id: 1,
+        expiry_timestamp: 0,
+        order_type: PlaceOrderType::Limit,
+        self_trade_behavior: SelfTradeBehavior::default(),
+        remainings: vec![],
+    };
+
+    let place_ask_ix = PlaceOrderInstruction {
+        side: Side::Ask,
+        token_deposit_account: owner_base_ata,
+        ..place_bid_ix.clone()
+    };
+
+    let consume_events_ix = ConsumeEventsInstruction {
+        consume_events_admin: None,
+        market,
+        open_orders_accounts: vec![open_orders_account],
+    };
+
+    let settle_funds_ix = SettleFundsInstruction {
+        owner,
+        market,
+        open_orders_account,
+        base_vault,
+        quote_vault,
+        token_base_account: owner_base_ata,
+        token_quote_account: owner_quote_ata,
+        referrer: None,
+    };
+
+    let balances_before = (
+        solana.token_account_balance(owner_base_ata).await,
+        solana.token_account_balance(owner_quote_ata).await,
+    );
+
+    send_tx(solana, place_bid_ix.clone()).await.unwrap();
+    send_tx(solana, place_ask_ix.clone()).await.unwrap();
+    send_tx(solana, consume_events_ix.clone()).await.unwrap();
+    send_tx(solana, settle_funds_ix.clone()).await.unwrap();
+
+    let balances_after = (
+        solana.token_account_balance(owner_base_ata).await,
+        solana.token_account_balance(owner_quote_ata).await,
+    );
+
+    assert_eq!(balances_before, balances_after);
+
+    send_tx(solana, place_ask_ix).await.unwrap();
+    send_tx(solana, place_bid_ix).await.unwrap();
+    send_tx(solana, consume_events_ix).await.unwrap();
+    send_tx(solana, settle_funds_ix).await.unwrap();
+
+    let balances_after = (
+        solana.token_account_balance(owner_base_ata).await,
+        solana.token_account_balance(owner_quote_ata).await,
+    );
+
+    assert_eq!(balances_before, balances_after);
+
+    Ok(())
+}

programs/openbook-v2/tests/program_test/client.rs

@@ -312,6 +312,7 @@ impl ClientInstruction for CreateMarketInstruction {
     }
 }
 
+#[derive(Clone)]
 pub struct PlaceOrderInstruction {
     pub open_orders_account: Pubkey,
     pub open_orders_admin: Option<TestKeypair>,
@@ -637,6 +638,7 @@ impl ClientInstruction for CancelAllOrdersInstruction {
     }
 }
 
+#[derive(Clone)]
 pub struct ConsumeEventsInstruction {
     pub consume_events_admin: Option<TestKeypair>,
     pub market: Pubkey,
@@ -724,6 +726,7 @@ impl ClientInstruction for ConsumeGivenEventsInstruction {
     }
 }
 
+#[derive(Clone)]
 pub struct SettleFundsInstruction {
     pub owner: TestKeypair,
     pub open_orders_account: Pubkey,