program: add existing position fields to order records (#1614)

* program: add quote entry amount to order records

* fix cargo fmt and test

* more reusable code

* more reusable code

* add another comment

* fix math

* account for pos flip

* fix typo

* missed commit

* more fixes

* align naming

* fix typo

* CHANGELOG

Author: crispheaney

CHANGELOG.md

@@ -12,6 +12,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Fixes
 
 - 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))
 
 ### Breaking
 

programs/drift/src/controller/liquidation.rs

@@ -42,8 +42,9 @@ use crate::math::margin::{
 };
 use crate::math::oracle::DriftAction;
 use crate::math::orders::{
-    get_position_delta_for_fill, is_multiple_of_step_size, is_oracle_too_divergent_with_twap_5min,
-    standardize_base_asset_amount, standardize_base_asset_amount_ceil,
+    calculate_existing_position_fields_for_order_action, get_position_delta_for_fill, is_multiple_of_step_size,
+    is_oracle_too_divergent_with_twap_5min, standardize_base_asset_amount,
+    standardize_base_asset_amount_ceil,
 };
 use crate::math::position::calculate_base_asset_value_with_oracle_price;
 use crate::math::safe_math::SafeMath;
@@ -497,13 +498,17 @@ pub fn liquidate_perp(
     let (
         user_existing_position_direction,
         user_position_direction_to_close,
+        user_existing_position_params_for_order_action,
         liquidator_existing_position_direction,
+        liquidator_existing_position_params_for_order_action,
     ) = {
         let mut market = perp_market_map.get_ref_mut(&market_index)?;
 
         let user_position = user.get_perp_position_mut(market_index)?;
         let user_existing_position_direction = user_position.get_direction();
         let user_position_direction_to_close = user_position.get_direction_to_close();
+        let user_existing_position_params = user_position
+            .get_existing_position_params_for_order_action(user_position_direction_to_close);
         update_position_and_market(user_position, &mut market, &user_position_delta)?;
         update_quote_asset_and_break_even_amount(user_position, &mut market, liquidator_fee)?;
         update_quote_asset_and_break_even_amount(user_position, &mut market, if_fee)?;
@@ -521,6 +526,8 @@ pub fn liquidate_perp(
 
         let liquidator_position = liquidator.force_get_perp_position_mut(market_index)?;
         let liquidator_existing_position_direction = liquidator_position.get_direction();
+        let liquidator_existing_position_params = liquidator_position
+            .get_existing_position_params_for_order_action(user_existing_position_direction);
         update_position_and_market(liquidator_position, &mut market, &liquidator_position_delta)?;
         update_quote_asset_and_break_even_amount(
             liquidator_position,
@@ -547,7 +554,9 @@ pub fn liquidate_perp(
         (
             user_existing_position_direction,
             user_position_direction_to_close,
+            user_existing_position_params,
             liquidator_existing_position_direction,
+            liquidator_existing_position_params,
         )
     };
 
@@ -632,6 +641,12 @@ pub fn liquidate_perp(
         order: liquidator_order
     });
 
+    let (taker_existing_quote_entry_amount, taker_existing_base_asset_amount) =
+        calculate_existing_position_fields_for_order_action(base_asset_amount, user_existing_position_params_for_order_action)?;
+
+    let (maker_existing_quote_entry_amount, maker_existing_base_asset_amount) =
+        calculate_existing_position_fields_for_order_action(base_asset_amount, liquidator_existing_position_params_for_order_action)?;
+
     let fill_record = OrderActionRecord {
         ts: now,
         action: OrderAction::Fill,
@@ -666,6 +681,10 @@ pub fn liquidate_perp(
         maker_order_cumulative_quote_asset_amount_filled: Some(base_asset_value),
         oracle_price,
         bit_flags: 0,
+        taker_existing_quote_entry_amount: taker_existing_quote_entry_amount,
+        taker_existing_base_asset_amount: taker_existing_base_asset_amount,
+        maker_existing_quote_entry_amount: maker_existing_quote_entry_amount,
+        maker_existing_base_asset_amount: maker_existing_base_asset_amount,
     };
     emit!(fill_record);
 

programs/drift/src/controller/orders.rs

@@ -424,6 +424,10 @@ pub fn place_perp_order(
         maker_order,
         oracle_map.get_price_data(&market.oracle_id())?.price,
         bit_flags,
+        None,
+        None,
+        None,
+        None,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -699,6 +703,10 @@ pub fn cancel_order(
             maker_order,
             oracle_map.get_price_data(&oracle_id)?.price,
             0,
+            None,
+            None,
+            None,
+            None,
         )?;
         emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
     }
@@ -2165,6 +2173,9 @@ pub fn fulfill_perp_order_with_amm(
 
     validation::perp_market::validate_amm_account_for_fill(&market.amm, order_direction)?;
 
+    let existing_position_params_for_order_action = user.perp_positions[position_index]
+        .get_existing_position_params_for_order_action(order_direction);
+
     let market_side_price = match order_direction {
         PositionDirection::Long => market.amm.ask_price(reserve_price_before)?,
         PositionDirection::Short => market.amm.bid_price(reserve_price_before)?,
@@ -2355,6 +2366,15 @@ pub fn fulfill_perp_order_with_amm(
         order_action_bit_flags,
         user.orders[order_index].is_signed_msg(),
     );
+    let (taker_existing_quote_entry_amount, taker_existing_base_asset_amount, maker_existing_quote_entry_amount, maker_existing_base_asset_amount) = {
+        let (existing_quote_entry_amount, existing_base_asset_amount) =
+            calculate_existing_position_fields_for_order_action(base_asset_amount, existing_position_params_for_order_action)?;
+        if taker.is_some() {
+            (existing_quote_entry_amount, existing_base_asset_amount, None, None)
+        } else {
+            (None, None, existing_quote_entry_amount, existing_base_asset_amount)
+        }
+    };
     let order_action_record = get_order_action_record(
         now,
         OrderAction::Fill,
@@ -2380,6 +2400,10 @@ pub fn fulfill_perp_order_with_amm(
         maker_order,
         oracle_map.get_price_data(&market.oracle_id())?.price,
         order_action_bit_flags,
+        taker_existing_quote_entry_amount,
+        taker_existing_base_asset_amount,
+        maker_existing_quote_entry_amount,
+        maker_existing_base_asset_amount,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -2480,9 +2504,14 @@ pub fn fulfill_perp_order_with_match(
         .get_base_asset_amount_unfilled(Some(taker_existing_position))?;
 
     let maker_direction = maker.orders[maker_order_index].direction;
-    let maker_existing_position = maker
-        .get_perp_position(market.market_index)?
-        .base_asset_amount;
+    let (maker_existing_position, maker_existing_position_params_for_order_action) = {
+        let maker_position = maker.get_perp_position(market.market_index)?;
+
+        (
+            maker_position.base_asset_amount,
+            maker_position.get_existing_position_params_for_order_action(maker_direction),
+        )
+    };
     let maker_base_asset_amount = maker.orders[maker_order_index]
         .get_base_asset_amount_unfilled(Some(maker_existing_position))?;
 
@@ -2564,9 +2593,14 @@ pub fn fulfill_perp_order_with_match(
         total_quote_asset_amount = quote_asset_amount_filled_by_amm
     }
 
-    let taker_existing_position = taker
-        .get_perp_position(market.market_index)?
-        .base_asset_amount;
+    let (taker_existing_position, taker_existing_position_params_for_order_action) = {
+        let taker_position = taker.get_perp_position(market.market_index)?;
+
+        (
+            taker_position.base_asset_amount,
+            taker_position.get_existing_position_params_for_order_action(taker_direction),
+        )
+    };
 
     let taker_base_asset_amount = taker.orders[taker_order_index]
         .get_base_asset_amount_unfilled(Some(taker_existing_position))?;
@@ -2780,6 +2814,14 @@ pub fn fulfill_perp_order_with_match(
         order_action_bit_flags,
         taker.orders[taker_order_index].is_signed_msg(),
     );
+    let (taker_existing_quote_entry_amount, taker_existing_base_asset_amount) = calculate_existing_position_fields_for_order_action(
+        base_asset_amount_fulfilled_by_maker,
+        taker_existing_position_params_for_order_action,
+    )?;
+    let (maker_existing_quote_entry_amount, maker_existing_base_asset_amount) = calculate_existing_position_fields_for_order_action(
+        base_asset_amount_fulfilled_by_maker,
+        maker_existing_position_params_for_order_action,
+    )?;
     let order_action_record = get_order_action_record(
         now,
         OrderAction::Fill,
@@ -2801,6 +2843,10 @@ pub fn fulfill_perp_order_with_match(
         Some(maker.orders[maker_order_index]),
         oracle_map.get_price_data(&market.oracle_id())?.price,
         order_action_bit_flags,
+        taker_existing_quote_entry_amount,
+        taker_existing_base_asset_amount,
+        maker_existing_quote_entry_amount,
+        maker_existing_base_asset_amount,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -3018,6 +3064,10 @@ pub fn trigger_order(
         None,
         oracle_price,
         0,
+        None,
+        None,
+        None,
+        None,
     )?;
     emit!(order_action_record);
 
@@ -3689,6 +3739,10 @@ pub fn place_spot_order(
         maker_order,
         oracle_price_data.price,
         0,
+        None,
+        None,
+        None,
+        None,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -4916,6 +4970,10 @@ pub fn fulfill_spot_order_with_match(
         Some(maker.orders[maker_order_index]),
         oracle_map.get_price_data(&base_market.oracle_id())?.price,
         0,
+        None,
+        None,
+        None,
+        None,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -5182,6 +5240,10 @@ pub fn fulfill_spot_order_with_external_market(
         None,
         oracle_price,
         0,
+        None,
+        None,
+        None,
+        None,
     )?;
     emit_stack::<_, { OrderActionRecord::SIZE }>(order_action_record)?;
 
@@ -5374,6 +5436,10 @@ pub fn trigger_spot_order(
         None,
         oracle_price,
         0,
+        None,
+        None,
+        None,
+        None,
     )?;
 
     emit!(order_action_record);

programs/drift/src/instructions/user.rs

@@ -40,6 +40,7 @@ use crate::math::margin::{
 };
 use crate::math::oracle::is_oracle_valid_for_action;
 use crate::math::oracle::DriftAction;
+use crate::math::orders::calculate_existing_position_fields_for_order_action;
 use crate::math::orders::get_position_delta_for_fill;
 use crate::math::orders::is_multiple_of_step_size;
 use crate::math::orders::standardize_price_i64;
@@ -1707,20 +1708,33 @@ pub fn handle_transfer_perp_position<'c: 'info, 'info>(
         .force_get_perp_position_mut(market_index)
         .map(|position| position.get_direction())?;
 
-    {
+    let (from_existing_quote_entry_amount, from_existing_base_asset_amount, to_existing_quote_entry_amount, to_existing_base_asset_amount) = {
         let mut market = perp_market_map.get_ref_mut(&market_index)?;
 
         let from_user_position = from_user.force_get_perp_position_mut(market_index)?;
 
+        let (from_existing_quote_entry_amount, from_existing_base_asset_amount) = calculate_existing_position_fields_for_order_action(
+            transfer_amount_abs,
+            from_user_position.get_existing_position_params_for_order_action(direction_to_close),
+        )?;
+
         update_position_and_market(from_user_position, &mut market, &from_user_position_delta)?;
 
         let to_user_position = to_user.force_get_perp_position_mut(market_index)?;
 
+        let (to_existing_quote_entry_amount, to_existing_base_asset_amount) = calculate_existing_position_fields_for_order_action(
+            transfer_amount_abs,
+            to_user_position
+                .get_existing_position_params_for_order_action(direction_to_close.opposite()),
+        )?;
+
         update_position_and_market(to_user_position, &mut market, &to_user_position_delta)?;
 
         validate_perp_position_with_perp_market(from_user_position, &market)?;
         validate_perp_position_with_perp_market(to_user_position, &market)?;
-    }
+
+        (from_existing_quote_entry_amount, from_existing_base_asset_amount, to_existing_quote_entry_amount, to_existing_base_asset_amount)
+    };
 
     let from_user_margin_calculation =
         calculate_margin_requirement_and_total_collateral_and_liability_info(
@@ -1842,6 +1856,10 @@ pub fn handle_transfer_perp_position<'c: 'info, 'info>(
         maker_order_cumulative_quote_asset_amount_filled: Some(base_asset_value),
         oracle_price,
         bit_flags: 0,
+        taker_existing_quote_entry_amount: to_existing_quote_entry_amount,
+        taker_existing_base_asset_amount: to_existing_base_asset_amount,
+        maker_existing_quote_entry_amount: from_existing_quote_entry_amount,
+        maker_existing_base_asset_amount: from_existing_base_asset_amount,
     };
 
     emit_stack::<_, { OrderActionRecord::SIZE }>(fill_record)?;

programs/drift/src/math/orders.rs

@@ -12,6 +12,7 @@ use crate::math::casting::Cast;
 use crate::state::fill_mode::FillMode;
 use crate::state::protected_maker_mode_config::ProtectedMakerParams;
 use crate::state::user::OrderBitFlag;
+use crate::BASE_PRECISION_U64;
 use crate::{
     load, math, FeeTier, State, BASE_PRECISION_I128, FEE_ADJUSTMENT_MAX,
     MAX_PREDICTION_MARKET_PRICE, MAX_PREDICTION_MARKET_PRICE_I64, OPEN_ORDER_MARGIN_REQUIREMENT,
@@ -1407,3 +1408,27 @@ pub fn set_is_signed_msg_flag(mut flags: u8, value: bool) -> u8 {
     }
     flags
 }
+
+pub fn calculate_existing_position_fields_for_order_action(
+    base_asset_amount_filled: u64,
+    existing_position_params: Option<(u64, u64)>,
+) -> DriftResult<(Option<u64>, Option<u64>)> {
+    if let Some((quote_entry_amount, base_asset_amount)) = existing_position_params {
+        if base_asset_amount == 0 {
+            return Ok((None, None));
+        }
+
+        if base_asset_amount_filled > base_asset_amount {
+            return Ok((Some(quote_entry_amount), Some(base_asset_amount)));
+        } else {
+            return Ok((
+                Some(quote_entry_amount
+                    .safe_mul(base_asset_amount_filled)?
+                    .safe_div(base_asset_amount)?),
+                None,
+            ));
+        }
+    } else {
+        Ok((None, None))
+    }
+}

programs/drift/src/state/events.rs

@@ -242,10 +242,22 @@ pub struct OrderActionRecord {
     /// Bit flags:
     /// 0: is_signed_message
     pub bit_flags: u8,
+    /// precision: QUOTE_PRECISION
+    /// Only Some if the taker reduced position
+    pub taker_existing_quote_entry_amount: Option<u64>,
+    /// precision: BASE_PRECISION
+    /// Only Some if the taker flipped position direction
+    pub taker_existing_base_asset_amount: Option<u64>,
+    /// precision: QUOTE_PRECISION
+    /// Only Some if the maker reduced position
+    pub maker_existing_quote_entry_amount: Option<u64>,
+    /// precision: BASE_PRECISION
+    /// Only Some if the maker flipped position direction
+    pub maker_existing_base_asset_amount: Option<u64>,
 }
 
 impl Size for OrderActionRecord {
-    const SIZE: usize = 384;
+    const SIZE: usize = 416;
 }
 
 pub fn get_order_action_record(
@@ -269,6 +281,10 @@ pub fn get_order_action_record(
     maker_order: Option<Order>,
     oracle_price: i64,
     bit_flags: u8,
+    taker_existing_quote_entry_amount: Option<u64>,
+    taker_existing_base_asset_amount: Option<u64>,
+    maker_existing_quote_entry_amount: Option<u64>,
+    maker_existing_base_asset_amount: Option<u64>,
 ) -> DriftResult<OrderActionRecord> {
     Ok(OrderActionRecord {
         ts,
@@ -317,6 +333,10 @@ pub fn get_order_action_record(
             .map(|order| order.quote_asset_amount_filled),
         oracle_price,
         bit_flags,
+        taker_existing_quote_entry_amount,
+        taker_existing_base_asset_amount,
+        maker_existing_quote_entry_amount,
+        maker_existing_base_asset_amount,
     })
 }