Bigz/perp lp jit

programs/drift/src/controller/orders.rs

@@ -25,6 +25,7 @@ use crate::error::ErrorCode;
 use crate::get_then_update_id;
 use crate::instructions::OrderParams;
 use crate::load_mut;
+use crate::math::amm_jit::calculate_amm_jit_liquidity;
 use crate::math::auction::calculate_auction_prices;
 use crate::math::casting::Cast;
 use crate::math::constants::{
@@ -79,6 +80,8 @@ mod tests;
 
 #[cfg(test)]
 mod amm_jit_tests;
+#[cfg(test)]
+mod amm_lp_jit_tests;
 
 pub fn place_perp_order(
     state: &State,
@@ -1781,7 +1784,7 @@ pub fn fulfill_perp_order_with_amm(
 
     let FillFees {
         user_fee,
-        fee_to_market,
+        mut fee_to_market,
         filler_reward,
         referee_discount,
         referrer_reward,
@@ -1803,8 +1806,13 @@ pub fn fulfill_perp_order_with_amm(
     let user_position_delta =
         get_position_delta_for_fill(base_asset_amount, quote_asset_amount, order_direction)?;
 
+    crate::dlog!(split_with_lps);
     if split_with_lps {
         update_lp_market_position(market, &user_position_delta, fee_to_market_for_lp.cast()?)?;
+    } else {
+        msg!("HIHIHI {:?} {:?}", fee_to_market, fee_to_market_for_lp);
+        fee_to_market = fee_to_market.safe_add(fee_to_market_for_lp)?;
+        msg!("HIHIHI {:?} {:?}", fee_to_market, fee_to_market_for_lp);
     }
 
     if market.amm.user_lp_shares > 0 {
@@ -1901,7 +1909,11 @@ pub fn fulfill_perp_order_with_amm(
     let fill_record_id = get_then_update_id!(market, next_fill_record_id);
     let order_action_explanation =
         if override_base_asset_amount.is_some() && override_fill_price.is_some() {
-            OrderActionExplanation::OrderFilledWithAMMJit
+            if split_with_lps {
+                OrderActionExplanation::OrderFilledWithAMMJitLPSplit
+            } else {
+                OrderActionExplanation::OrderFilledWithAMMJit
+            }
         } else {
             OrderActionExplanation::OrderFilledWithAMM
         };
@@ -2037,51 +2049,45 @@ pub fn fulfill_perp_order_with_match(
         sanitize_clamp_denominator,
     )?;
 
-    let amm_wants_to_make = match taker_direction {
-        PositionDirection::Long => market.amm.base_asset_amount_with_amm < 0,
-        PositionDirection::Short => market.amm.base_asset_amount_with_amm > 0,
-    } && market.amm.amm_jit_is_active();
+    let mut total_quote_asset_amount = 0_u64;
 
-    // taker has_limit_price = false means (limit price = 0 AND auction is complete) so
-    // market order will always land and fill on amm next round
-    let amm_will_fill_next_round = !taker.orders[taker_order_index].has_limit_price(slot)?
-        && maker_base_asset_amount < taker_base_asset_amount;
+    let (jit_base_asset_amount, split_with_lps) = calculate_amm_jit_liquidity(
+        market,
+        taker_direction,
+        maker_price,
+        valid_oracle_price,
+        base_asset_amount,
+        taker_base_asset_amount,
+        maker_base_asset_amount,
+        taker.orders[taker_order_index].has_limit_price(slot)?,
+    )?;
+    crate::dlog!(jit_base_asset_amount);
 
-    let mut total_quote_asset_amount = 0_u64;
-    if amm_wants_to_make && !amm_will_fill_next_round {
-        let jit_base_asset_amount = crate::math::amm_jit::calculate_jit_base_asset_amount(
+    if jit_base_asset_amount > 0 {
+        let (_, quote_asset_amount_filled_by_amm) = fulfill_perp_order_with_amm(
+            taker,
+            taker_stats,
+            taker_order_index,
             market,
-            base_asset_amount,
-            maker_price,
+            oracle_map,
+            reserve_price_before,
+            now,
+            slot,
             valid_oracle_price,
-            taker_direction,
+            taker_key,
+            filler_key,
+            filler,
+            filler_stats,
+            &mut None,
+            &mut None,
+            fee_structure,
+            Some(jit_base_asset_amount),
+            Some(maker_price), // match the makers price
+            split_with_lps,
         )?;
 
-        if jit_base_asset_amount > 0 {
-            let (_, quote_asset_amount_filled_by_amm) = fulfill_perp_order_with_amm(
-                taker,
-                taker_stats,
-                taker_order_index,
-                market,
-                oracle_map,
-                reserve_price_before,
-                now,
-                slot,
-                valid_oracle_price,
-                taker_key,
-                filler_key,
-                filler,
-                filler_stats,
-                &mut None,
-                &mut None,
-                fee_structure,
-                Some(jit_base_asset_amount),
-                Some(maker_price), // match the makers price
-                false,             // dont split with the lps
-            )?;
-            total_quote_asset_amount = quote_asset_amount_filled_by_amm;
-        };
-    };
+        total_quote_asset_amount = quote_asset_amount_filled_by_amm
+    }
 
     let taker_existing_position = taker
         .get_perp_position(market.market_index)?