program: check limit price after applying buffer in trigger limit ord… (#1648)

* program: check limit price after applying buffer in trigger limit order auction

* program: reduce duplicate code

* fix tests

* CHANGELOG

---------

Co-authored-by: 0xbigz <[email protected]>

Author: crispheaney

CHANGELOG.md

@@ -13,6 +13,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - sdk: fix to getMaxTradeSizeUSDCForPerp which was previously overshooting max allowed size due to IMF factor
 - program: add existing position fields to order records ([#1614](https://github.com/drift-labs/protocol-v2/pull/1614))
+- program: check limit price after applying buffer in trigger limit order ([#1648](https://github.com/drift-labs/protocol-v2/pull/1648))
 
 ### Breaking
 

programs/drift/src/state/order_params.rs

@@ -480,17 +480,8 @@ impl OrderParams {
         let (mut auction_start_price, mut auction_end_price) = if limit_price != 0 {
             let (auction_start_price_offset, auction_end_price_offset) =
                 OrderParams::get_perp_baseline_start_end_price_offset(perp_market, direction, 2)?;
-            let mut auction_start_price = oracle_price.safe_add(auction_start_price_offset)?;
-            let mut auction_end_price = oracle_price.safe_add(auction_end_price_offset)?;
-
-            let limit_price = limit_price as i64;
-            if direction == PositionDirection::Long {
-                auction_start_price = auction_start_price.min(limit_price);
-                auction_end_price = auction_end_price.min(limit_price);
-            } else {
-                auction_start_price = auction_start_price.max(limit_price);
-                auction_end_price = auction_end_price.max(limit_price);
-            };
+            let auction_start_price = oracle_price.safe_add(auction_start_price_offset)?;
+            let auction_end_price = oracle_price.safe_add(auction_end_price_offset)?;
 
             (auction_start_price, auction_end_price)
         } else {
@@ -528,6 +519,17 @@ impl OrderParams {
             auction_end_price = auction_end_price.min(MAX_PREDICTION_MARKET_PRICE_I64);
         }
 
+        if limit_price != 0 {
+            let limit_price = limit_price as i64;
+            if direction == PositionDirection::Long {
+                auction_start_price = auction_start_price.min(limit_price);
+                auction_end_price = auction_end_price.min(limit_price);
+            } else {
+                auction_start_price = auction_start_price.max(limit_price);
+                auction_end_price = auction_end_price.max(limit_price);
+            }
+        }
+
         let auction_duration = get_auction_duration(
             auction_end_price
                 .safe_sub(auction_start_price)?

programs/drift/src/state/order_params/tests.rs

@@ -1016,7 +1016,7 @@ mod update_perp_auction_params {
             direction: PositionDirection::Long,
             auction_start_price: None,
             auction_end_price: None,
-            price: 95 * PRICE_PRECISION_U64,
+            price: 99 * PRICE_PRECISION_U64,
             auction_duration: None,
 
             ..OrderParams::default()
@@ -1028,7 +1028,7 @@ mod update_perp_auction_params {
         assert_ne!(order_params_before, order_params_after);
         assert_eq!(
             order_params_after.auction_start_price.unwrap(),
-            95 * PRICE_PRECISION_I64 - oracle_price / 400
+            (99 * PRICE_PRECISION_I64 - oracle_price / 400) - 98920 // approx equal with some noise
         );
 
         let order_params_before = OrderParams {
@@ -1055,7 +1055,7 @@ mod update_perp_auction_params {
             direction: PositionDirection::Short,
             auction_start_price: None,
             auction_end_price: None,
-            price: 100 * PRICE_PRECISION_U64,
+            price: 99 * PRICE_PRECISION_U64 + 100000,
             auction_duration: None,
 
             ..OrderParams::default()
@@ -1067,7 +1067,7 @@ mod update_perp_auction_params {
         assert_ne!(order_params_before, order_params_after);
         assert_eq!(
             order_params_after.auction_start_price.unwrap(),
-            100 * PRICE_PRECISION_I64 + oracle_price / 400
+            (99 * PRICE_PRECISION_U64 + 100000) as i64 + oracle_price / 400 + 18879 // use limit price and oracle buffer with some noise
         );
 
         let order_params_before = OrderParams {