19/amm-jit-zero-asks-fix

CHANGELOG.md

@@ -11,6 +11,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Fixes
 
+- program: fix amm-jit erroring out when bids/asks are zero ([#279](https://github.com/drift-labs/protocol-v2/pull/279))
+
 ### Breaking
 
 ## [2.2.0] - 2022-12-06

programs/drift/src/controller/orders/amm_jit_tests.rs

@@ -52,6 +52,75 @@ pub mod amm_jit {
 
     use super::*;
 
+    #[test]
+    fn zero_asks_with_amm_jit_taker_long() {
+        let oracle_price_key =
+            Pubkey::from_str("J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix").unwrap();
+
+        let mut market = PerpMarket {
+            amm: AMM {
+                base_asset_reserve: 100 * AMM_RESERVE_PRECISION,
+                quote_asset_reserve: 100 * AMM_RESERVE_PRECISION,
+                base_asset_amount_with_amm: (AMM_RESERVE_PRECISION / 2) as i128,
+                base_asset_amount_long: (AMM_RESERVE_PRECISION / 2) as i128,
+                sqrt_k: 100 * AMM_RESERVE_PRECISION,
+                peg_multiplier: 100 * PEG_PRECISION,
+                max_slippage_ratio: 50,
+                max_fill_reserve_fraction: 100,
+                order_step_size: 1000,
+                order_tick_size: 1,
+                oracle: oracle_price_key,
+                amm_jit_intensity: 100,
+                base_spread: 20000,
+                long_spread: 20000,
+                short_spread: 20000,
+                historical_oracle_data: HistoricalOracleData {
+                    last_oracle_price: (100 * PRICE_PRECISION) as i64,
+                    last_oracle_price_twap: (100 * PRICE_PRECISION) as i64,
+                    last_oracle_price_twap_5min: (100 * PRICE_PRECISION) as i64,
+
+                    ..HistoricalOracleData::default()
+                },
+
+                ..AMM::default()
+            },
+            margin_ratio_initial: 1000,
+            margin_ratio_maintenance: 500,
+            status: MarketStatus::Initialized,
+            ..PerpMarket::default_test()
+        };
+        market.amm.base_asset_reserve = 0;
+        market.amm.max_base_asset_reserve = u64::MAX as u128;
+        market.amm.min_base_asset_reserve = 0;
+
+        let (new_ask_base_asset_reserve, new_ask_quote_asset_reserve) =
+            crate::math::amm_spread::calculate_spread_reserves(
+                &market.amm,
+                PositionDirection::Long,
+            )
+            .unwrap();
+        let (new_bid_base_asset_reserve, new_bid_quote_asset_reserve) =
+            crate::math::amm_spread::calculate_spread_reserves(
+                &market.amm,
+                PositionDirection::Short,
+            )
+            .unwrap();
+        market.amm.ask_base_asset_reserve = new_ask_base_asset_reserve;
+        market.amm.bid_base_asset_reserve = new_bid_base_asset_reserve;
+        market.amm.ask_quote_asset_reserve = new_ask_quote_asset_reserve;
+        market.amm.bid_quote_asset_reserve = new_bid_quote_asset_reserve;
+
+        // shouldnt throw an error when bids/asks are zero
+        crate::math::amm_jit::calculate_jit_base_asset_amount(
+            &market,
+            BASE_PRECISION_U64,
+            PRICE_PRECISION_U64,
+            Some(PRICE_PRECISION_I64),
+            PositionDirection::Long,
+        )
+        .unwrap();
+    }
+
     #[test]
     fn no_fulfill_with_amm_jit_taker_long() {
         let now = 0_i64;

programs/drift/src/math/amm_jit.rs

@@ -59,7 +59,8 @@ pub fn calculate_jit_base_asset_amount(
     let denominator = max_bids.min(max_asks);
     let ratio = numerator
         .safe_mul(AMM_RESERVE_PRECISION)?
-        .safe_div(denominator)?;
+        .safe_div(denominator)
+        .unwrap_or(u128::MAX);
 
     let imbalanced_bound = 15_u128.safe_mul(AMM_RESERVE_PRECISION.safe_div(10)?)?;