Pull from Master

js/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@bonfida/aaob",
-  "version": "0.1.2",
+  "version": "0.1.3",
   "license": "MIT",
   "repository": {
     "type": "git"
@@ -49,4 +49,4 @@
     "borsh": "^0.6.0",
     "bs58": "4.0.1"
   }
-}
+}

program/Cargo.toml

@@ -25,7 +25,7 @@ num-traits = "0.2"
 num-derive = "0.3"
 enumflags2 = "0.7.1"
 spl-token = {version="3.2.0", features= ["no-entrypoint"]}
-bonfida-utils = "0.2.11"
+bonfida-utils = {git = "https://github.com/Bonfida/bonfida-utils.git", branch = "add-rounding-direction"}
 
 [dev-dependencies]
 hexdump = "0.1.0"

program/src/processor/cancel_order.rs

@@ -1,6 +1,6 @@
 //! Cancel an existing order in the orderbook.
 
-use bonfida_utils::fp_math::fp32_mul;
+use bonfida_utils::fp_math::fp32_mul_floor;
 use bonfida_utils::{BorshSize, InstructionsAccount};
 use borsh::{BorshDeserialize, BorshSerialize};
 use bytemuck::Pod;
@@ -97,8 +97,8 @@ where
         .remove_by_key(params.order_id)
         .ok_or(AoError::OrderNotFound)?;
     let total_base_qty = leaf_node.base_quantity;
-    let total_quote_qty =
-        fp32_mul(leaf_node.base_quantity, leaf_node.price()).ok_or(AoError::NumericalOverflow)?;
+    let total_quote_qty = fp32_mul_floor(leaf_node.base_quantity, leaf_node.price())
+        .ok_or(AoError::NumericalOverflow)?;
 
     let order_summary = OrderSummary {
         posted_order_id: None,

program/src/processor/mass_cancel_orders.rs

@@ -1,6 +1,6 @@
 //! Cancel a series of existing orders in the orderbook.
 
-use bonfida_utils::{fp_math::fp32_mul, BorshSize, InstructionsAccount};
+use bonfida_utils::{fp_math::fp32_mul_floor, BorshSize, InstructionsAccount};
 use borsh::{BorshDeserialize, BorshSerialize};
 use bytemuck::Pod;
 use solana_program::{
@@ -101,7 +101,7 @@ where
         let slab = order_book.get_tree(get_side_from_order_id(order_id));
         let (leaf_node, _) = slab.remove_by_key(order_id).ok_or(AoError::OrderNotFound)?;
         total_base_qty = total_base_qty.checked_add(leaf_node.base_quantity).unwrap();
-        total_quote_qty = fp32_mul(leaf_node.base_quantity, leaf_node.price())
+        total_quote_qty = fp32_mul_floor(leaf_node.base_quantity, leaf_node.price())
             .and_then(|n| n.checked_add(total_quote_qty))
             .unwrap();
     }

program/src/processor/new_order.rs

@@ -133,6 +133,13 @@ where
         return Err(AoError::InvalidLimitPrice.into());
     }
 
+    if params.post_allowed && params.limit_price < market_state.tick_size {
+        msg!(
+            "Can't attempt to post an order of price less than market tick size to the orderbook!"
+        );
+        return Err(AoError::InvalidLimitPrice.into());
+    }
+
     let mut bids_guard = accounts.bids.data.borrow_mut();
     let mut asks_guard = accounts.asks.data.borrow_mut();
 

program/src/state/orderbook.rs

@@ -12,7 +12,7 @@ use crate::{
         AccountTag, SelfTradeBehavior, Side,
     },
 };
-use bonfida_utils::fp_math::{fp32_div, fp32_mul};
+use bonfida_utils::fp_math::{fp32_div, fp32_mul_ceil, fp32_mul_floor};
 use borsh::{BorshDeserialize, BorshSerialize};
 use bytemuck::Pod;
 use solana_program::{msg, program_error::ProgramError};
@@ -169,8 +169,12 @@ where
                 break;
             }
 
-            let quote_maker_qty =
-                fp32_mul(base_trade_qty, trade_price).ok_or(AoError::NumericalOverflow)?;
+            let quote_maker_qty = match side {
+                Side::Bid => fp32_mul_ceil(base_trade_qty, trade_price),
+                Side::Ask => fp32_mul_floor(base_trade_qty, trade_price),
+            }
+            .map(|q| std::cmp::min(q, quote_qty_remaining))
+            .ok_or(AoError::NumericalOverflow)?;
 
             if quote_maker_qty == 0 {
                 break;
@@ -312,8 +316,11 @@ where
         };
         *self.get_tree(side).get_callback_info_mut(k) = callback_info;
         base_qty_remaining -= base_qty_to_post;
-        quote_qty_remaining -=
-            fp32_mul(base_qty_to_post, limit_price).ok_or(AoError::NumericalOverflow)?;
+        quote_qty_remaining -= match side {
+            Side::Bid => fp32_mul_ceil(base_qty_to_post, limit_price),
+            Side::Ask => fp32_mul_floor(base_qty_to_post, limit_price),
+        }
+        .ok_or(AoError::NumericalOverflow)?;
         Ok(OrderSummary {
             posted_order_id: Some(new_leaf_order_id),
             total_base_qty: max_base_qty - base_qty_remaining,