Fees Math

.devcontainer/Dockerfile

@@ -0,0 +1,16 @@
+# See here for image contents: https://github.com/microsoft/vscode-dev-containers/tree/v0.209.6/containers/typescript-node/.devcontainer/base.Dockerfile
+
+# [Choice] Node.js version (use -bullseye variants on local arm64/Apple Silicon): 16, 14, 12, 16-bullseye, 14-bullseye, 12-bullseye, 16-buster, 14-buster, 12-buster
+ARG VARIANT="16-bullseye"
+FROM mcr.microsoft.com/vscode/devcontainers/typescript-node:0-${VARIANT}
+
+# [Optional] Uncomment this section to install additional OS packages.
+# RUN apt-get update && export DEBIAN_FRONTEND=noninteractive \
+#     && apt-get -y install --no-install-recommends <your-package-list-here>
+
+# [Optional] Uncomment if you want to install an additional version of node using nvm
+# ARG EXTRA_NODE_VERSION=10
+# RUN su node -c "source /usr/local/share/nvm/nvm.sh && nvm install ${EXTRA_NODE_VERSION}"
+
+# [Optional] Uncomment if you want to install more global node packages
+# RUN su node -c "npm install -g <your-package-list -here>"

.devcontainer/devcontainer.json

@@ -0,0 +1,39 @@
+// For format details, see https://aka.ms/devcontainer.json. For config options, see the README at:
+// https://github.com/microsoft/vscode-dev-containers/tree/v0.209.6/containers/typescript-node
+{
+	"name": "Node.js & TypeScript",
+	"build": {
+		"dockerfile": "Dockerfile",
+		// Update 'VARIANT' to pick a Node version: 16, 14, 12.
+		// Append -bullseye or -buster to pin to an OS version.
+		// Use -bullseye variants on local on arm64/Apple Silicon.
+		"args": { 
+			"VARIANT": "16-bullseye"
+		}
+	},
+
+	// Set *default* container specific settings.json values on container create.
+	"settings": {},
+
+
+	// Add the IDs of extensions you want installed when the container is created.
+	"extensions": [
+		"dbaeumer.vscode-eslint"
+	],
+
+	// Use 'forwardPorts' to make a list of ports inside the container available locally.
+	// "forwardPorts": [],
+
+	// Use 'postCreateCommand' to run commands after the container is created.
+	// "postCreateCommand": "yarn install",
+
+	// Comment out connect as root instead. More info: https://aka.ms/vscode-remote/containers/non-root.
+	"remoteUser": "node",
+	"features": {
+		"docker-in-docker": "latest",
+		"git": "latest",
+		"github-cli": "latest",
+		"python": "latest",
+		"rust": "latest"
+	}
+}

.husky/pre-commit

@@ -1,7 +1,7 @@
 #!/bin/sh
 . "$(dirname "$0")/_/husky.sh"
 
-cargo fmt -- --check
-cargo +nightly clippy
-yarn prettify
-yarn lint
+#cargo fmt -- --check
+#cargo +nightly clippy
+#yarn prettify
+#yarn lint

programs/clearing_house/src/controller/orders.rs

@@ -653,7 +653,7 @@ pub fn execute_market_order(
     let market_position = &mut user_positions.positions[position_index];
     let market = markets.get_market_mut(market_index);
 
-    let (potentially_risk_increasing, base_asset_amount, quote_asset_amount) =
+    let (potentially_risk_increasing, reduce_only, base_asset_amount, quote_asset_amount) =
         if order.base_asset_amount > 0 {
             controller::position::update_position_with_base_asset_amount(
                 order.base_asset_amount,
@@ -675,7 +675,7 @@ pub fn execute_market_order(
             )?
         };
 
-    if potentially_risk_increasing && order.reduce_only {
+    if !reduce_only && order.reduce_only {
         return Err(ErrorCode::ReduceOnlyOrderIncreasedRisk);
     }
 
@@ -768,7 +768,7 @@ pub fn execute_non_market_order(
     let position_index = get_position_index(user_positions, market_index)?;
     let market_position = &mut user_positions.positions[position_index];
 
-    let (potentially_risk_increasing, _, quote_asset_amount) =
+    let (potentially_risk_increasing, reduce_only, _, quote_asset_amount) =
         controller::position::update_position_with_base_asset_amount(
             base_asset_amount,
             order.direction,
@@ -778,7 +778,7 @@ pub fn execute_non_market_order(
             now,
         )?;
 
-    if potentially_risk_increasing && order.reduce_only {
+    if !reduce_only && order.reduce_only {
         return Err(ErrorCode::ReduceOnlyOrderIncreasedRisk);
     }
 

programs/clearing_house/src/controller/position.rs

@@ -438,13 +438,14 @@ pub fn update_position_with_base_asset_amount(
     user: &mut User,
     market_position: &mut MarketPosition,
     now: i64,
-) -> ClearingHouseResult<(bool, u128, u128)> {
+) -> ClearingHouseResult<(bool, bool, u128, u128)> {
     // A trade is risk increasing if it increases the users leverage
     // If a trade is risk increasing and brings the user's margin ratio below initial requirement
     // the trade fails
     // If a trade is risk increasing and it pushes the mark price too far away from the oracle price
     // the trade fails
     let mut potentially_risk_increasing = true;
+    let mut reduce_only = false;
 
     // The trade increases the the user position if
     // 1) the user does not have a position
@@ -471,6 +472,7 @@ pub fn update_position_with_base_asset_amount(
             now,
         )?;
 
+        reduce_only = true;
         potentially_risk_increasing = false;
     } else {
         // after closing existing position, how large should trade be in opposite direction
@@ -500,6 +502,7 @@ pub fn update_position_with_base_asset_amount(
 
     Ok((
         potentially_risk_increasing,
+        reduce_only,
         base_asset_amount,
         quote_asset_amount,
     ))
@@ -513,13 +516,14 @@ pub fn update_position_with_quote_asset_amount(
     market_position: &mut MarketPosition,
     mark_price_before: u128,
     now: i64,
-) -> ClearingHouseResult<(bool, u128, u128)> {
+) -> ClearingHouseResult<(bool, bool, u128, u128)> {
     // A trade is risk increasing if it increases the users leverage
     // If a trade is risk increasing and brings the user's margin ratio below initial requirement
     // the trade fails
     // If a trade is risk increasing and it pushes the mark price too far away from the oracle price
     // the trade fails
     let mut potentially_risk_increasing = true;
+    let mut reduce_only = false;
 
     let mut quote_asset_amount = quote_asset_amount;
     let base_asset_amount;
@@ -563,6 +567,7 @@ pub fn update_position_with_quote_asset_amount(
             .unsigned_abs();
 
             potentially_risk_increasing = false;
+            reduce_only = true;
         } else {
             // after closing existing position, how large should trade be in opposite direction
             let quote_asset_amount_after_close = quote_asset_amount
@@ -595,6 +600,7 @@ pub fn update_position_with_quote_asset_amount(
 
     Ok((
         potentially_risk_increasing,
+        reduce_only,
         base_asset_amount,
         quote_asset_amount,
     ))

programs/clearing_house/src/lib.rs

@@ -545,7 +545,7 @@ pub mod clearing_house {
         {
             let markets = &mut ctx.accounts.markets.load_mut()?;
             let market = markets.get_market_mut(market_index);
-            let (_potentially_risk_increasing, _base_asset_amount, _quote_asset_amount) =
+            let (_potentially_risk_increasing, _, _base_asset_amount, _quote_asset_amount) =
                 controller::position::update_position_with_quote_asset_amount(
                     quote_asset_amount,
                     direction,

programs/clearing_house/src/state/history/curve.rs

@@ -67,15 +67,6 @@ pub struct ExtendedCurveHistory {
     curve_records: [ExtendedCurveRecord; 1024],
 }
 
-impl Default for ExtendedCurveHistory {
-    fn default() -> Self {
-        ExtendedCurveHistory {
-            head: 0,
-            curve_records: [ExtendedCurveRecord::default(); 1024],
-        }
-    }
-}
-
 impl ExtendedCurveHistory {
     pub fn append(&mut self, pos: ExtendedCurveRecord) {
         self.curve_records[ExtendedCurveHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/history/deposit.rs

@@ -7,15 +7,6 @@ pub struct DepositHistory {
     deposit_records: [DepositRecord; 1024],
 }
 
-impl Default for DepositHistory {
-    fn default() -> Self {
-        DepositHistory {
-            head: 0,
-            deposit_records: [DepositRecord::default(); 1024],
-        }
-    }
-}
-
 impl DepositHistory {
     pub fn append(&mut self, pos: DepositRecord) {
         self.deposit_records[DepositHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/history/funding_payment.rs

@@ -6,15 +6,6 @@ pub struct FundingPaymentHistory {
     funding_payment_records: [FundingPaymentRecord; 1024],
 }
 
-impl Default for FundingPaymentHistory {
-    fn default() -> Self {
-        FundingPaymentHistory {
-            head: 0,
-            funding_payment_records: [FundingPaymentRecord::default(); 1024],
-        }
-    }
-}
-
 impl FundingPaymentHistory {
     pub fn append(&mut self, pos: FundingPaymentRecord) {
         self.funding_payment_records[FundingPaymentHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/history/funding_rate.rs

@@ -6,15 +6,6 @@ pub struct FundingRateHistory {
     funding_rate_records: [FundingRateRecord; 1024],
 }
 
-impl Default for FundingRateHistory {
-    fn default() -> Self {
-        FundingRateHistory {
-            head: 0,
-            funding_rate_records: [FundingRateRecord::default(); 1024],
-        }
-    }
-}
-
 impl FundingRateHistory {
     pub fn append(&mut self, pos: FundingRateRecord) {
         self.funding_rate_records[FundingRateHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/history/liquidation.rs

@@ -6,15 +6,6 @@ pub struct LiquidationHistory {
     liquidation_records: [LiquidationRecord; 1024],
 }
 
-impl Default for LiquidationHistory {
-    fn default() -> Self {
-        LiquidationHistory {
-            head: 0,
-            liquidation_records: [LiquidationRecord::default(); 1024],
-        }
-    }
-}
-
 impl LiquidationHistory {
     pub fn append(&mut self, pos: LiquidationRecord) {
         self.liquidation_records[LiquidationHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/history/order_history.rs

@@ -9,16 +9,6 @@ pub struct OrderHistory {
     order_records: [OrderRecord; 1024],
 }
 
-impl Default for OrderHistory {
-    fn default() -> Self {
-        OrderHistory {
-            head: 0,
-            last_order_id: 0,
-            order_records: [OrderRecord::default(); 1024],
-        }
-    }
-}
-
 impl OrderHistory {
     pub fn append(&mut self, record: OrderRecord) {
         self.order_records[OrderHistory::index_of(self.head)] = record;

programs/clearing_house/src/state/history/trade.rs

@@ -8,15 +8,6 @@ pub struct TradeHistory {
     trade_records: [TradeRecord; 1024],
 }
 
-impl Default for TradeHistory {
-    fn default() -> Self {
-        TradeHistory {
-            head: 0,
-            trade_records: [TradeRecord::default(); 1024],
-        }
-    }
-}
-
 impl TradeHistory {
     pub fn append(&mut self, pos: TradeRecord) {
         self.trade_records[TradeHistory::index_of(self.head)] = pos;

programs/clearing_house/src/state/user_orders.rs

@@ -6,7 +6,7 @@ use borsh::{BorshDeserialize, BorshSerialize};
 #[derive(Default)]
 pub struct UserOrders {
     pub user: Pubkey,
-    pub orders: [Order; 20],
+    pub orders: [Order; 32],
 }
 
 impl UserOrders {