properly log fill fees

openbook-dex · Jan 10, 2024 · 4f527af · 4f527af
1 parent a0f4d8c
commit 4f527af
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Showing 2 changed files with 11 additions and 4 deletions.
diff --git a/programs/openbook-v2/src/logs.rs b/programs/openbook-v2/src/logs.rs
@@ -20,14 +20,14 @@ pub struct FillLog {
 
     pub maker: Pubkey,
     pub maker_client_order_id: u64,
-    pub maker_fee: i64,
+    pub maker_fee: u64, // native quote
 
     // Timestamp of when the maker order was placed; copied over from the LeafNode
     pub maker_timestamp: u64,
 
     pub taker: Pubkey,
     pub taker_client_order_id: u64,
-    pub taker_fee: i64,
+    pub taker_fee: u64, // native quote
 
     pub price: i64,
     pub quantity: i64, // number of base lots

diff --git a/programs/openbook-v2/src/state/open_orders_account.rs b/programs/openbook-v2/src/state/open_orders_account.rs
@@ -187,6 +187,13 @@ impl OpenOrdersAccount {
             }
         }
 
+        // calculate taker fee for logging, ignoring self trades
+        let taker_fees = if quote_native > 0 && fill.maker != fill.taker {
+            market.taker_fees_ceil(quote_native)
+        } else {
+            0
+        };
+
         emit!(FillLog {
             market: self.market,
             taker_side: fill.taker_side,
@@ -196,11 +203,11 @@ impl OpenOrdersAccount {
             seq_num: fill.seq_num,
             maker: fill.maker,
             maker_client_order_id: fill.maker_client_order_id,
-            maker_fee: market.maker_fee,
+            maker_fee: maker_fees,
             maker_timestamp: fill.maker_timestamp,
             taker: fill.taker,
             taker_client_order_id: fill.taker_client_order_id,
-            taker_fee: market.taker_fee,
+            taker_fee: taker_fees,
             price: fill.price,
             quantity: fill.quantity,
         });