Merge pull request #221 from openbook-dex/features/place_orders

Add place_orders

idl/openbook_v2.json

@@ -620,6 +620,120 @@
         "option": "u128"
       }
     },
+    {
+      "name": "placeOrders",
+      "docs": [
+        "Place multiple orders"
+      ],
+      "accounts": [
+        {
+          "name": "signer",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "openOrdersAccount",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "openOrdersAdmin",
+          "isMut": false,
+          "isSigner": true,
+          "isOptional": true
+        },
+        {
+          "name": "userQuoteAccount",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "userBaseAccount",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "market",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "bids",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "asks",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "eventHeap",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "marketQuoteVault",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "marketBaseVault",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "oracleA",
+          "isMut": false,
+          "isSigner": false,
+          "isOptional": true
+        },
+        {
+          "name": "oracleB",
+          "isMut": false,
+          "isSigner": false,
+          "isOptional": true
+        },
+        {
+          "name": "tokenProgram",
+          "isMut": false,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "ordersType",
+          "type": {
+            "defined": "PlaceOrderType"
+          }
+        },
+        {
+          "name": "bids",
+          "type": {
+            "vec": {
+              "defined": "PlaceMultipleOrdersArgs"
+            }
+          }
+        },
+        {
+          "name": "asks",
+          "type": {
+            "vec": {
+              "defined": "PlaceMultipleOrdersArgs"
+            }
+          }
+        },
+        {
+          "name": "limit",
+          "type": "u8"
+        }
+      ],
+      "returns": {
+        "vec": {
+          "option": "u128"
+        }
+      }
+    },
     {
       "name": "cancelAllAndPlaceOrders",
       "docs": [

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@openbook-dex/openbook-v2",
-  "version": "0.1.8",
+  "version": "0.1.9",
   "description": "Typescript Client for openbook-v2 program.",
   "repository": "https://github.com/openbook-dex/openbook-v2/",
   "author": {

programs/openbook-v2/src/instructions/cancel_all_and_place_orders.rs

@@ -10,6 +10,7 @@ use crate::token_utils::*;
 #[allow(clippy::too_many_arguments)]
 pub fn cancel_all_and_place_orders(
     ctx: Context<CancelAllAndPlaceOrders>,
+    cancel: bool,
     mut orders: Vec<Order>,
     limit: u8,
 ) -> Result<Vec<Option<u128>>> {
@@ -39,7 +40,9 @@ pub fn cancel_all_and_place_orders(
         clock.slot,
     )?;
 
-    book.cancel_all_orders(&mut open_orders_account, *market, u8::MAX, None)?;
+    if cancel {
+        book.cancel_all_orders(&mut open_orders_account, *market, u8::MAX, None)?;
+    }
 
     let mut base_amount = 0_u64;
     let mut quote_amount = 0_u64;

programs/openbook-v2/src/lib.rs

@@ -256,6 +256,54 @@ pub mod openbook_v2 {
         Ok(None)
     }
 
+    /// Place multiple orders
+    pub fn place_orders(
+        ctx: Context<CancelAllAndPlaceOrders>,
+        orders_type: PlaceOrderType,
+        bids: Vec<PlaceMultipleOrdersArgs>,
+        asks: Vec<PlaceMultipleOrdersArgs>,
+        limit: u8,
+    ) -> Result<Vec<Option<u128>>> {
+        let n_bids = bids.len();
+
+        let mut orders = vec![];
+        for (i, order) in bids.into_iter().chain(asks).enumerate() {
+            require_gte!(order.price_lots, 1, OpenBookError::InvalidInputPriceLots);
+
+            let time_in_force = match Order::tif_from_expiry(order.expiry_timestamp) {
+                Some(t) => t,
+                None => {
+                    msg!("Order is already expired");
+                    continue;
+                }
+            };
+            orders.push(Order {
+                side: if i < n_bids { Side::Bid } else { Side::Ask },
+                max_base_lots: i64::MIN, // this will be overriden to max_base_lots
+                max_quote_lots_including_fees: order.max_quote_lots_including_fees,
+                client_order_id: i as u64,
+                time_in_force,
+                self_trade_behavior: SelfTradeBehavior::CancelProvide,
+                params: match orders_type {
+                    PlaceOrderType::Market => OrderParams::Market,
+                    PlaceOrderType::ImmediateOrCancel => OrderParams::ImmediateOrCancel {
+                        price_lots: order.price_lots,
+                    },
+                    _ => OrderParams::Fixed {
+                        price_lots: order.price_lots,
+                        order_type: orders_type.to_post_order_type()?,
+                    },
+                },
+            });
+        }
+
+        #[cfg(feature = "enable-gpl")]
+        return instructions::cancel_all_and_place_orders(ctx, false, orders, limit);
+
+        #[cfg(not(feature = "enable-gpl"))]
+        Ok(vec![])
+    }
+
     /// Cancel orders and place multiple orders.
     pub fn cancel_all_and_place_orders(
         ctx: Context<CancelAllAndPlaceOrders>,
@@ -298,7 +346,7 @@ pub mod openbook_v2 {
         }
 
         #[cfg(feature = "enable-gpl")]
-        return instructions::cancel_all_and_place_orders(ctx, orders, limit);
+        return instructions::cancel_all_and_place_orders(ctx, true, orders, limit);
 
         #[cfg(not(feature = "enable-gpl"))]
         Ok(vec![])

ts/client/src/client.ts

@@ -803,6 +803,49 @@ export class OpenBookV2Client {
     return [ix, signers];
   }
 
+  // Use OrderType from './utils/utils' for orderType
+  public async placeOrdersIx(
+    openOrdersPublicKey: PublicKey,
+    marketPublicKey: PublicKey,
+    market: MarketAccount,
+    userBaseAccount: PublicKey,
+    userQuoteAccount: PublicKey,
+    openOrdersAdmin: PublicKey | null,
+    orderType: PlaceOrderType,
+    bids: PlaceMultipleOrdersArgs[],
+    asks: PlaceMultipleOrdersArgs[],
+    limit: number = 12,
+    openOrdersDelegate?: Keypair,
+  ): Promise<[TransactionInstruction, Signer[]]> {
+    const ix = await this.program.methods
+      .placeOrders(orderType, bids, asks, limit)
+      .accounts({
+        signer:
+          openOrdersDelegate != null
+            ? openOrdersDelegate.publicKey
+            : this.walletPk,
+        asks: market.asks,
+        bids: market.bids,
+        marketQuoteVault: market.marketQuoteVault,
+        marketBaseVault: market.marketBaseVault,
+        eventHeap: market.eventHeap,
+        market: marketPublicKey,
+        openOrdersAccount: openOrdersPublicKey,
+        oracleA: market.oracleA.key,
+        oracleB: market.oracleB.key,
+        userBaseAccount,
+        userQuoteAccount,
+        tokenProgram: TOKEN_PROGRAM_ID,
+        openOrdersAdmin,
+      })
+      .instruction();
+    const signers: Signer[] = [];
+    if (openOrdersDelegate != null) {
+      signers.push(openOrdersDelegate);
+    }
+    return [ix, signers];
+  }
+
   public async cancelOrderById(
     openOrdersPublicKey: PublicKey,
     openOrdersAccount: OpenOrdersAccount,