program: limit order auctions #355
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should |
wphan
reviewed
Feb 16, 2023
…r effect on initial margin (#350) * bigz/improve-calculate_size_premium_liability_weight * fmt fix * margin.ts: sync w/ contract * CHANGELOG --------- Co-authored-by: Chris Heaney <[email protected]>
* sdk: change modify order params to be object * Update CHANGELOG.md
…ot matching resting limit orders
* sdk: add look up table to config * add ability to send version tx with retry sender * tweak LOOK UP to LOOKUP * add fetchMarketLookupTableAccount to driftClient * CHANGELOG
0xbigz
reviewed
Feb 20, 2023
| ) -> DriftResult<Vec<PerpFulfillmentMethod>> { | ||
| let mut fulfillment_methods = vec![]; | ||
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| let can_fill_with_amm = amm_is_available | ||
| && valid_oracle_price.is_some() | ||
| && is_auction_complete(taker_order.slot, taker_order.auction_duration, slot)?; | ||
| && is_amm_available_liquidity_source(taker_order, min_auction_duration, slot)?; |
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this should help fills atm as well, since auction duration could be higher than min_auction_duration rn
wphan
reviewed
Feb 20, 2023
| return isMarketOrder(order) && !isAuctionComplete(order, slot); | ||
| return ( | ||
| !isAuctionComplete(order, slot) && | ||
| (!order.auctionStartPrice.eq(ZERO) || !order.auctionEndPrice.eq(ZERO)) |
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should this be &&? can an order have only one of auction start/end price and still be valid?
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