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drift-labs · Oct 18, 2023 · 11bdce0 · 11bdce0
1 parent 3c2b927
commit 11bdce0
Showing 1 changed file with 95 additions and 95 deletions.
diff --git a/programs/jit-proxy/src/instructions/jit.rs b/programs/jit-proxy/src/instructions/jit.rs
@@ -15,101 +15,6 @@ use drift::state::user::{User, UserStats};
 use crate::error::ErrorCode;
 use crate::state::{PostOnlyParam, PriceType};
 
-fn check_position_limits(
-    params: JitParams,
-    maker_direction: PositionDirection,
-    taker_base_asset_amount_unfilled: u64,
-    maker_existing_position: i64,
-) -> Result<u64> {
-    if maker_direction == PositionDirection::Long {
-        let size = params.max_position.safe_sub(maker_existing_position)?;
-
-        if size <= 0 {
-            msg!(
-                "maker existing position {} >= max position {}",
-                maker_existing_position,
-                params.max_position
-            );
-            return Err(ErrorCode::PositionLimitBreached.into());
-        }
-
-        Ok(size.unsigned_abs().min(taker_base_asset_amount_unfilled))
-    } else {
-        let size = maker_existing_position.safe_sub(params.min_position)?;
-
-        if size <= 0 {
-            msg!(
-                "maker existing position {} <= min position {}",
-                maker_existing_position,
-                params.min_position
-            );
-            return Err(ErrorCode::PositionLimitBreached.into());
-        }
-
-        Ok(size.unsigned_abs().min(taker_base_asset_amount_unfilled))
-    }
-}
-
-#[cfg(test)]
-mod tests {
-    use super::*;
-
-    #[test]
-    fn test_check_position_limits() {
-        let params = JitParams {
-            max_position: 100,
-            min_position: -100,
-            ..Default::default()
-        };
-
-        // same direction, doesn't breach
-        let result = check_position_limits(params, PositionDirection::Long, 10, 40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 10);
-        let result = check_position_limits(params, PositionDirection::Short, 10, -40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 10);
-
-        // same direction, whole order breaches, only takes enough to hit limit
-        let result = check_position_limits(params, PositionDirection::Long, 100, 40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 60);
-        let result = check_position_limits(params, PositionDirection::Short, 100, -40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 60);
-
-        // opposite direction, doesn't breach
-        let result = check_position_limits(params, PositionDirection::Long, 10, -40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 10);
-        let result = check_position_limits(params, PositionDirection::Short, 10, 40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 10);
-
-        // opposite direction, whole order breaches, only takes enough to take flipped limit
-        let result = check_position_limits(params, PositionDirection::Long, 200, -40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 140);
-        let result = check_position_limits(params, PositionDirection::Short, 200, 40);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 140);
-
-        // opposite direction, maker already breached, allows reducing
-        let result = check_position_limits(params, PositionDirection::Long, 200, -150);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 200);
-        let result = check_position_limits(params, PositionDirection::Short, 200, 150);
-        assert!(result.is_ok());
-        assert_eq!(result.unwrap(), 200);
-
-        // same direction, maker already breached, errors
-        let result = check_position_limits(params, PositionDirection::Long, 200, 150);
-        assert!(result.is_err());
-        let result = check_position_limits(params, PositionDirection::Short, 200, -150);
-        assert!(result.is_err());
-    }
-}
-
 pub fn jit<'info>(ctx: Context<'_, '_, '_, 'info, Jit<'info>>, params: JitParams) -> Result<()> {
     let clock = Clock::get()?;
     let slot = clock.slot;
@@ -300,6 +205,101 @@ impl JitParams {
     }
 }
 
+fn check_position_limits(
+    params: JitParams,
+    maker_direction: PositionDirection,
+    taker_base_asset_amount_unfilled: u64,
+    maker_existing_position: i64,
+) -> Result<u64> {
+    if maker_direction == PositionDirection::Long {
+        let size = params.max_position.safe_sub(maker_existing_position)?;
+
+        if size <= 0 {
+            msg!(
+                "maker existing position {} >= max position {}",
+                maker_existing_position,
+                params.max_position
+            );
+            return Err(ErrorCode::PositionLimitBreached.into());
+        }
+
+        Ok(size.unsigned_abs().min(taker_base_asset_amount_unfilled))
+    } else {
+        let size = maker_existing_position.safe_sub(params.min_position)?;
+
+        if size <= 0 {
+            msg!(
+                "maker existing position {} <= min position {}",
+                maker_existing_position,
+                params.min_position
+            );
+            return Err(ErrorCode::PositionLimitBreached.into());
+        }
+
+        Ok(size.unsigned_abs().min(taker_base_asset_amount_unfilled))
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_check_position_limits() {
+        let params = JitParams {
+            max_position: 100,
+            min_position: -100,
+            ..Default::default()
+        };
+
+        // same direction, doesn't breach
+        let result = check_position_limits(params, PositionDirection::Long, 10, 40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 10);
+        let result = check_position_limits(params, PositionDirection::Short, 10, -40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 10);
+
+        // same direction, whole order breaches, only takes enough to hit limit
+        let result = check_position_limits(params, PositionDirection::Long, 100, 40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 60);
+        let result = check_position_limits(params, PositionDirection::Short, 100, -40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 60);
+
+        // opposite direction, doesn't breach
+        let result = check_position_limits(params, PositionDirection::Long, 10, -40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 10);
+        let result = check_position_limits(params, PositionDirection::Short, 10, 40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 10);
+
+        // opposite direction, whole order breaches, only takes enough to take flipped limit
+        let result = check_position_limits(params, PositionDirection::Long, 200, -40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 140);
+        let result = check_position_limits(params, PositionDirection::Short, 200, 40);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 140);
+
+        // opposite direction, maker already breached, allows reducing
+        let result = check_position_limits(params, PositionDirection::Long, 200, -150);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 200);
+        let result = check_position_limits(params, PositionDirection::Short, 200, 150);
+        assert!(result.is_ok());
+        assert_eq!(result.unwrap(), 200);
+
+        // same direction, maker already breached, errors
+        let result = check_position_limits(params, PositionDirection::Long, 200, 150);
+        assert!(result.is_err());
+        let result = check_position_limits(params, PositionDirection::Short, 200, -150);
+        assert!(result.is_err());
+    }
+}
+
 fn place_and_make<'info>(
     ctx: Context<'_, '_, '_, 'info, Jit<'info>>,
     taker_order_id: u32,