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record take volume after matching #72

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merged 1 commit into from
Jun 19, 2023
Merged

record take volume after matching #72

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39 changes: 8 additions & 31 deletions programs/openbook-v2/src/state/open_orders_account.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -446,32 +446,6 @@ impl<
Ok(())
}

pub fn execute_taker(&mut self, market: &mut Market, fill: &FillEvent) -> Result<()> {
let pa = &mut self.fixed_mut().position;

// Replicate the base_quote_change function but subtracting the fees for an Ask
// let (base_change, quote_change) = fill.base_quote_change(fill.taker_side());
let _base_change: i64;
let quote_change: i64;
match fill.taker_side() {
Side::Bid => {
_base_change = fill.quantity;
quote_change = -fill.price * fill.quantity;
}
Side::Ask => {
// remove fee from quote_change
_base_change = -fill.quantity;
quote_change = fill.price * fill.quantity * (1 - market.taker_fee.to_num::<i64>());
}
};

// fees are assessed at time of trade; no need to assess fees here
let quote_change_native = I80F48::from(market.quote_lot_size) * I80F48::from(quote_change);
pa.taker_volume += quote_change_native.abs().to_num::<u64>();

Ok(())
}

/// Release funds and apply taker fees to the taker account. Account fees for referrer
pub fn release_funds_apply_fees(
&mut self,
Expand All @@ -482,18 +456,21 @@ impl<
taker_fees: u64,
) -> Result<()> {
let pa = &mut self.fixed_mut().position;
// Update free_native
match taker_side {
Side::Bid => pa.base_free_native += base_native,
Side::Ask => pa.quote_free_native += quote_native - taker_fees,
Side::Bid => {
pa.base_free_native += base_native;
pa.taker_volume += quote_native + taker_fees;
}
Side::Ask => {
pa.quote_free_native += quote_native - taker_fees;
pa.taker_volume += quote_native;
}
};

// Referrer rebates
pa.referrer_rebates_accrued += market.referrer_taker_rebate(quote_native);
market.referrer_rebates_accrued += market.referrer_taker_rebate(quote_native);

pa.taker_volume += taker_fees;

Ok(())
}

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4 changes: 0 additions & 4 deletions programs/openbook-v2/src/state/orderbook/book.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -226,10 +226,6 @@ impl<'a> Orderbook<'a> {
process_fill_event(fill, market, event_queue, remaining_accs)?;

limit -= 1;

if let Some(open_orders_acc) = open_orders_acc.as_mut() {
open_orders_acc.execute_taker(market, &fill)?
}
}

let total_quote_lots_taken = order_max_quote_lots - remaining_quote_lots;
Expand Down