Merge pull request #223 from project-serum/bulk_cancel

Update serum-ts for bulk cancel and max_ts

.gitignore

@@ -10,3 +10,4 @@ docs/lockup-ui/
 npm-debug.log*
 yarn-debug.log*
 yarn-error.log*
+private/

packages/serum/src/instructions.js

@@ -6,6 +6,7 @@ import {
   sideLayout,
   u128,
   u64,
+  i64,
   VersionedLayout,
 } from './layout';
 import {
@@ -14,6 +15,7 @@ import {
   PublicKey,
 } from '@solana/web3.js';
 import { TOKEN_PROGRAM_ID } from './token-instructions';
+import BN from 'bn.js';
 
 // NOTE: Update these if the position of arguments for the settleFunds instruction changes
 export const SETTLE_FUNDS_BASE_WALLET_INDEX = 5;
@@ -82,6 +84,7 @@ INSTRUCTION_LAYOUT.inner.addVariant(
     orderTypeLayout('orderType'),
     u64('clientId'),
     u16('limit'),
+    i64('maxTs'),
   ]),
   'newOrderV3',
 );
@@ -99,6 +102,20 @@ INSTRUCTION_LAYOUT.inner.addVariant(14, struct([]), 'closeOpenOrders');
 INSTRUCTION_LAYOUT.inner.addVariant(15, struct([]), 'initOpenOrders');
 INSTRUCTION_LAYOUT.inner.addVariant(16, struct([u16('limit')]), 'prune');
 INSTRUCTION_LAYOUT.inner.addVariant(17, struct([u16('limit')]), 'consumeEventsPermissioned');
+INSTRUCTION_LAYOUT.inner.addVariant(
+  18,
+  struct([
+    u64('clientId0'),
+    u64('clientId1'),
+    u64('clientId2'),
+    u64('clientId3'),
+    u64('clientId4'),
+    u64('clientId5'),
+    u64('clientId6'),
+    u64('clientId7')
+  ]),
+  'cancelOrdersByClientIds',
+);
 
 export function encodeInstruction(instruction) {
   const b = Buffer.alloc(100);
@@ -244,6 +261,7 @@ export class DexInstructions {
     programId,
     selfTradeBehavior,
     feeDiscountPubkey = null,
+    maxTs = null,
   }) {
     const keys = [
       { pubkey: market, isSigner: false, isWritable: true },
@@ -279,6 +297,7 @@ export class DexInstructions {
           orderType,
           clientId,
           limit: 65535,
+          maxTs: new BN(maxTs ?? '9223372036854775807'),
         },
       }),
     });
@@ -460,6 +479,40 @@ export class DexInstructions {
     });
   }
 
+  static cancelOrdersByClientIds({
+    market,
+    openOrders,
+    owner,
+    bids,
+    asks,
+    eventQueue,
+    clientIds,
+    programId,
+  }) {
+    if (clientIds.length > 8) {
+      throw new Error("Number of client ids cannot exceed 8!");
+    }
+
+    while (clientIds.length < 8) {
+      clientIds.push(new BN(0));
+    }
+
+    return new TransactionInstruction({
+      keys: [
+        { pubkey: market, isSigner: false, isWritable: false },
+        { pubkey: bids, isSigner: false, isWritable: true },
+        { pubkey: asks, isSigner: false, isWritable: true },
+        { pubkey: openOrders, isSigner: false, isWritable: true },
+        { pubkey: owner, isSigner: true, isWritable: false },
+        { pubkey: eventQueue, isSigner: false, isWritable: true },
+      ],
+      programId,
+      data: encodeInstruction({
+        cancelOrdersByClientIds: Object.fromEntries(clientIds.map((clientId, i) => [`clientId${i}`, clientId])),
+      }),
+    });
+  }
+
   static settleFunds({
     market,
     openOrders,

packages/serum/src/layout.js

@@ -50,6 +50,10 @@ export function u64(property) {
   return new BNLayout(8, property);
 }
 
+export function i64(property) {
+  return new BNLayout(8, property);
+}
+
 export function u128(property) {
   return new BNLayout(16, property);
 }

packages/serum/src/market.ts

@@ -431,6 +431,7 @@ export class Market {
       openOrdersAddressKey,
       openOrdersAccount,
       feeDiscountPubkey,
+      maxTs,
     }: OrderParams,
   ) {
     const { transaction, signers } = await this.makePlaceOrderTransaction<
@@ -446,6 +447,7 @@ export class Market {
       openOrdersAddressKey,
       openOrdersAccount,
       feeDiscountPubkey,
+      maxTs,
     });
     return await this._sendTransaction(connection, transaction, [
       owner,
@@ -599,6 +601,7 @@ export class Market {
       openOrdersAccount,
       feeDiscountPubkey = undefined,
       selfTradeBehavior = 'decrementTake',
+      maxTs,
     }: OrderParams<T>,
     cacheDurationMs = 0,
     feeDiscountPubkeyCacheDurationMs = 0,
@@ -714,6 +717,7 @@ export class Market {
       openOrdersAddressKey: openOrdersAddress,
       feeDiscountPubkey: useFeeDiscountPubkey,
       selfTradeBehavior,
+      maxTs,
     });
     transaction.add(placeOrderInstruction);
 
@@ -745,6 +749,7 @@ export class Market {
       openOrdersAddressKey,
       openOrdersAccount,
       feeDiscountPubkey = null,
+      maxTs,
     } = params;
     // @ts-ignore
     const ownerAddress: PublicKey = owner.publicKey ?? owner;
@@ -796,6 +801,7 @@ export class Market {
       feeDiscountPubkey = null,
       selfTradeBehavior = 'decrementTake',
       programId,
+      maxTs,
     } = params;
     // @ts-ignore
     const ownerAddress: PublicKey = owner.publicKey ?? owner;
@@ -822,9 +828,12 @@ export class Market {
       clientId,
       programId: programId ?? this._programId,
       selfTradeBehavior,
+      // @ts-ignore
       feeDiscountPubkey: this.supportsSrmFeeDiscounts
         ? feeDiscountPubkey
         : null,
+      // @ts-ignore
+      maxTs,
     });
   }
 
@@ -861,6 +870,21 @@ export class Market {
     return await this._sendTransaction(connection, transaction, [owner]);
   }
 
+  async cancelOrdersByClientIds(
+    connection: Connection,
+    owner: Account,
+    openOrders: PublicKey,
+    clientIds: BN[],
+  ) {
+    const transaction = await this.makeCancelOrdersByClientIdsTransaction(
+      connection,
+      owner.publicKey,
+      openOrders,
+      clientIds,
+    );
+    return await this._sendTransaction(connection, transaction, [owner]);
+  }
+
   async makeCancelOrderByClientIdTransaction(
     connection: Connection,
     owner: PublicKey,
@@ -896,6 +920,28 @@ export class Market {
     return transaction;
   }
 
+  async makeCancelOrdersByClientIdsTransaction(
+    connection: Connection,
+    owner: PublicKey,
+    openOrders: PublicKey,
+    clientIds: BN[],
+  ) {
+    const transaction = new Transaction();
+    transaction.add(
+      DexInstructions.cancelOrdersByClientIds({
+        market: this.address,
+        openOrders,
+        owner,
+        bids: this._decoded.bids,
+        asks: this._decoded.asks,
+        eventQueue: this._decoded.eventQueue,
+        clientIds,
+        programId: this._programId,
+      }),
+    );
+    return transaction;
+  }
+
   async cancelOrder(connection: Connection, owner: Account, order: Order) {
     const transaction = await this.makeCancelOrderTransaction(
       connection,
@@ -1194,8 +1240,8 @@ export class Market {
         (price *
           Math.pow(10, this._quoteSplTokenDecimals) *
           this._decoded.baseLotSize.toNumber()) /
-          (Math.pow(10, this._baseSplTokenDecimals) *
-            this._decoded.quoteLotSize.toNumber()),
+        (Math.pow(10, this._baseSplTokenDecimals) *
+          this._decoded.quoteLotSize.toNumber()),
       ),
     );
   }
@@ -1264,11 +1310,12 @@ export interface OrderParams<T = Account> {
   openOrdersAccount?: Account;
   feeDiscountPubkey?: PublicKey | null;
   selfTradeBehavior?:
-    | 'decrementTake'
-    | 'cancelProvide'
-    | 'abortTransaction'
-    | undefined;
+  | 'decrementTake'
+  | 'cancelProvide'
+  | 'abortTransaction'
+  | undefined;
   programId?: PublicKey;
+  maxTs?: number | null;
 }
 
 export const _OPEN_ORDERS_LAYOUT_V1 = struct([