sdk: cancel existing orders tx feature (#678)

* sdk: cancel existing orders tx feature * sdk: divide by zero bugfix * sdk: fix cancel existing orders feedback
drift-labs · Nov 8, 2023 · ca38571 · ca38571
1 parent 196595b
commit ca38571
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Showing 2 changed files with 75 additions and 38 deletions.
diff --git a/sdk/src/driftClient.ts b/sdk/src/driftClient.ts
@@ -2448,6 +2448,7 @@ export class DriftClient {
 	 * @param makerInfo
 	 * @param txParams
 	 * @param bracketOrdersParams
+	 * @param cancelExistingOrders - Builds and returns an extra transaciton to cancel the existing orders in the same market. Intended use is to auto-cancel TP/SL orders when closing a position
 	 * @returns
 	 */
 	public async sendMarketOrderAndGetSignedFillTx(
@@ -2457,8 +2458,13 @@ export class DriftClient {
 		makerInfo?: MakerInfo | MakerInfo[],
 		txParams?: TxParams,
 		bracketOrdersParams = new Array<OptionalOrderParams>(),
-		referrerInfo?: ReferrerInfo
-	): Promise<{ txSig: TransactionSignature; signedFillTx: Transaction }> {
+		referrerInfo?: ReferrerInfo,
+		cancelExistingOrders?: boolean
+	): Promise<{
+		txSig: TransactionSignature;
+		signedFillTx: Transaction;
+		signedCancelExistingOrdersTx?: Transaction;
+	}> {
 		const marketIndex = orderParams.marketIndex;
 		const orderId = userAccount.nextOrderId;
 		const bracketOrderIxs = [];
@@ -2483,6 +2489,23 @@ export class DriftClient {
 			referrerInfo
 		);
 
+		let cancelOrdersIx: TransactionInstruction;
+		let cancelExistingOrdersTx: Transaction;
+		if (cancelExistingOrders) {
+			cancelOrdersIx = await this.getCancelOrdersIx(
+				orderParams.marketType,
+				orderParams.marketIndex,
+				null
+			);
+
+			//@ts-ignore
+			cancelExistingOrdersTx = await this.buildTransaction(
+				[cancelOrdersIx],
+				txParams,
+				this.txVersion
+			);
+		}
+
 		// use versioned transactions if there is a lookup table account and wallet is compatible
 		if (this.txVersion === 0) {
 			const versionedMarketOrderTx = await this.buildTransaction(
@@ -2495,21 +2518,31 @@ export class DriftClient {
 				txParams,
 				0
 			);
-			const [signedVersionedMarketOrderTx, signedVersionedFillTx] =
-				await this.provider.wallet.signAllTransactions([
-					//@ts-ignore
+
+			const [
+				signedVersionedMarketOrderTx,
+				signedVersionedFillTx,
+				signedCancelExistingOrdersTx,
+			] = await this.provider.wallet.signAllTransactions(
+				[
 					versionedMarketOrderTx,
-					//@ts-ignore
 					versionedFillTx,
-				]);
+					cancelExistingOrdersTx,
+				].filter((tx) => tx !== undefined)
+			);
 			const { txSig, slot } = await this.txSender.sendRawTransaction(
 				signedVersionedMarketOrderTx.serialize(),
 				this.opts
 			);
 			this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
 
-			// @ts-ignore
-			return { txSig, signedFillTx: signedVersionedFillTx };
+			return {
+				txSig,
+				// @ts-ignore
+				signedFillTx: signedVersionedFillTx,
+				// @ts-ignore
+				signedCancelExistingOrdersTx,
+			};
 		} else {
 			const marketOrderTx = wrapInTx(
 				placePerpOrderIx,
@@ -2537,8 +2570,12 @@ export class DriftClient {
 			marketOrderTx.feePayer = userAccount.authority;
 			fillTx.feePayer = userAccount.authority;
 
-			const [signedMarketOrderTx, signedFillTx] =
-				await this.provider.wallet.signAllTransactions([marketOrderTx, fillTx]);
+			const [signedMarketOrderTx, signedFillTx, signedCancelExistingOrdersTx] =
+				await this.provider.wallet.signAllTransactions(
+					[marketOrderTx, fillTx, cancelExistingOrdersTx].filter(
+						(tx) => tx !== undefined
+					)
+				);
 			const { txSig, slot } = await this.sendTransaction(
 				signedMarketOrderTx,
 				[],
@@ -2547,7 +2584,7 @@ export class DriftClient {
 			);
 			this.perpMarketLastSlotCache.set(orderParams.marketIndex, slot);
 
-			return { txSig, signedFillTx };
+			return { txSig, signedFillTx, signedCancelExistingOrdersTx };
 		}
 	}
 

diff --git a/sdk/src/math/trade.ts b/sdk/src/math/trade.ts
@@ -649,15 +649,15 @@ export function calculateEstimatedPerpEntryPrice(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(BASE_PRECISION)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(BASE_PRECISION).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,
@@ -858,15 +858,15 @@ export function calculateEstimatedSpotEntryPrice(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(basePrecision)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,
@@ -900,8 +900,8 @@ export function calculateEstimatedEntryPriceWithL2(
 	const levels = [...(takerIsLong ? l2.asks : l2.bids)];
 	let nextLevel = levels.shift();
 
-	let bestPrice;
-	let worstPrice;
+	let bestPrice: BN;
+	let worstPrice: BN;
 	if (nextLevel) {
 		bestPrice = nextLevel.price;
 		worstPrice = nextLevel.price;
@@ -945,15 +945,15 @@ export function calculateEstimatedEntryPriceWithL2(
 		}
 	}
 
-	const entryPrice = cumulativeQuoteFilled
-		.mul(basePrecision)
-		.div(cumulativeBaseFilled);
+	const entryPrice =
+		cumulativeBaseFilled && cumulativeBaseFilled.gt(ZERO)
+			? cumulativeQuoteFilled.mul(basePrecision).div(cumulativeBaseFilled)
+			: ZERO;
 
-	const priceImpact = entryPrice
-		.sub(bestPrice)
-		.mul(PRICE_PRECISION)
-		.div(bestPrice)
-		.abs();
+	const priceImpact =
+		bestPrice && bestPrice.gt(ZERO)
+			? entryPrice.sub(bestPrice).mul(PRICE_PRECISION).div(bestPrice).abs()
+			: ZERO;
 
 	return {
 		entryPrice,