feat: add handy utils functions

programs/openbook-v2/src/state/market.rs

@@ -197,6 +197,7 @@ impl Market {
     pub fn max_quote_lots(&self) -> i64 {
         i64::MAX / self.quote_lot_size
     }
+a
 
     pub fn max_base_lots_from_lamports(&self, lamports: u64) -> i64 {
         let base_lots = lamports / self.base_lot_size as u64;
@@ -218,6 +219,24 @@ impl Market {
             / I80F48::from_num(self.base_lot_size)
     }
 
+    /// Convert the quantity from quote lots to native quantity (e.g. 5 SOL, 0.3 USDC, etc)
+    pub fn quote_lot_to_native_quantity(&self, quote_lots: i64) -> f64 {
+        let quote_lot_size = self.quote_lot_size as f64;
+        let quote_decimals = self.quote_decimals as u32;
+        let quote_units = quote_lots as f64 * quote_lot_size;
+        let quantity = quote_units / 10_i64.pow(quote_decimals) as f64;
+        quantity
+    }
+
+    /// Convert the quantity from base lots to native quantity (e.g. 5 SOL, 0.3 USDC, etc)
+    pub fn base_lot_to_native_quantity(&self, base_lots: i64) -> f64 {
+        let base_lot_size = self.base_lot_size as f64;
+        let base_decimals = self.base_decimals as u32;
+        let base_units = base_lots as f64 * base_lot_size;
+        let quantity = base_units / 10_i64.pow(base_decimals) as f64;
+        quantity
+    }
+
     pub fn native_price_to_lot(&self, price: I80F48) -> Result<i64> {
         price
             .checked_mul(I80F48::from_num(self.base_lot_size))

programs/openbook-v2/src/state/orderbook/bookside.rs

@@ -182,6 +182,15 @@ impl BookSide {
         )
     }
 
+    /// Return the quantity of the order closest to the spread
+    pub fn best_quantity(&self, now_ts: u64, oracle_price_lots: Option<i64>) -> Option<i64> {
+        Some(
+            self.iter_valid(now_ts, oracle_price_lots)
+                .next()?
+                .quantity,
+        )
+    }
+
     /// Walk up the book `quantity` units and return the price at that level. If `quantity` units
     /// not on book, return None
     pub fn impact_price(&self, quantity: i64, now_ts: u64, oracle_price_lots: i64) -> Option<i64> {