feat: order request expiry

npm-admin-client/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@monaco-protocol/admin-client",
-  "version": "10.0.0",
+  "version": "10.1.0-dev",
   "description": "Admin interface package for the Monaco Protocol on Solana",
   "author": "Monaco Protocol",
   "license": "MIT",

npm-client/docs/endpoints/create_order_instruction.md

@@ -54,8 +54,11 @@ but the orderPk returned by this function will match the PDA of the order accoun
 *   `forOutcome` **[boolean][8]** {boolean} whether the order is for or against the outcome
 *   `price` **[number][7]** {number} price at which the order should be created, the price should be present on the outcome pool for the market
 *   `stake` **BN** {BN} raw token value of the order taking into account the decimal amount of the token associated with the market
-*   `priceLadderPk` **PublicKey?** {PublicKey} Optional: publicKey of the price ladder associated with the market outcome - if there is one
-*   `productPk` **PublicKey?** {PublicKey} Optional: publicKey of product account this order was created on
+*   `options` **{priceLadderPk: PublicKey?, productPk: PublicKey?, expiresOn: BN?}** 
+
+    *   `options.priceLadderPk`  {PublicKey} Optional: publicKey of the price ladder associated with the market outcome - if there is one
+    *   `options.productPk`  {PublicKey} Optional: publicKey of product account this order was created on
+    *   `options.expiresOn`  {BN} Optional: unix timestamp (seconds) defining expiration of request; if omitted or null or undefined order request will never expire
 
 ### Examples
 
@@ -67,7 +70,8 @@ const price = 1.5
 const stake = 20,000,000,000
 const priceLadderPk = new PublicKey('Dopn2C9R4G6GaPwFAxaNWM33D7o1PXyYZtBBDFZf9cEhH')
 const productPk = new PublicKey('yourNewExcHangeZf9cEhHopn2C9R4G6GaPwFAxaNWM33D')
-const instruction = await buildOrderInstruction(program, marketPk, marketOutcomeIndex, forOutcome, price, stake, , productPk)
+const expiresOn = new BN(1010101010101)
+const instruction = await buildOrderInstruction(program, marketPk, marketOutcomeIndex, forOutcome, price, stake, {priceLadderPk, productPk, expiresOn} )
 ```
 
 Returns **OrderInstructionResponse** derived order publicKey and the instruction to perform a create order transaction

npm-client/docs/types/order.md

@@ -62,7 +62,7 @@ Type: {purchaser: PublicKey, market: PublicKey, marketOutcomeIndex: [number][26]
 
 ## OrderRequest
 
-Type: {purchaser: PublicKey, marketOutcomeIndex: [number][26], forOutcome: [boolean][27], product: (PublicKey | null), stake: BN, expectedPrice: [number][26], delayExpirationTimestamp: BN, productCommissionRate: [number][26], distinctSeed: [Array][28]<[number][26]>, creationTimestamp: BN}
+Type: {purchaser: PublicKey, marketOutcomeIndex: [number][26], forOutcome: [boolean][27], product: (PublicKey | null), stake: BN, expectedPrice: [number][26], delayExpirationTimestamp: BN, productCommissionRate: [number][26], distinctSeed: [Array][28]<[number][26]>, creationTimestamp: BN, expiresOn: BN}
 
 ### Properties
 
@@ -76,6 +76,7 @@ Type: {purchaser: PublicKey, marketOutcomeIndex: [number][26], forOutcome: [bool
 *   `productCommissionRate` **[number][26]**&#x20;
 *   `distinctSeed` **[Array][28]<[number][26]>**&#x20;
 *   `creationTimestamp` **BN**&#x20;
+*   `expiresOn` **BN**&#x20;
 
 ## OrderInstructionResponse
 

npm-client/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@monaco-protocol/client",
-  "version": "11.0.0",
+  "version": "11.1.0-dev",
   "description": "Interface package for the Monaco Protocol on Solana",
   "author": "Monaco Protocol",
   "license": "MIT",

npm-client/src/create_order.ts

@@ -122,8 +122,10 @@ export async function createOrder(
     forOutcome,
     price,
     stake,
-    priceLadderPk,
-    productPk,
+    {
+      priceLadderPk,
+      productPk,
+    },
   );
 
   response.addResponseData({

npm-client/src/create_order_instruction.ts

@@ -52,8 +52,10 @@ export async function buildOrderInstructionUIStake(
     forOutcome,
     price,
     stakeInteger.data.stakeInteger,
-    priceLadderPk,
-    productPk,
+    {
+      priceLadderPk,
+      productPk,
+    },
   );
 }
 
@@ -69,8 +71,10 @@ export async function buildOrderInstructionUIStake(
  * @param forOutcome  {boolean} whether the order is for or against the outcome
  * @param price  {number} price at which the order should be created, the price should be present on the outcome pool for the market
  * @param stake  {BN} raw token value of the order taking into account the decimal amount of the token associated with the market
- * @param priceLadderPk {PublicKey} Optional: publicKey of the price ladder associated with the market outcome - if there is one
- * @param productPk {PublicKey} Optional: publicKey of product account this order was created on
+ * @param options
+ * @param options.priceLadderPk {PublicKey} Optional: publicKey of the price ladder associated with the market outcome - if there is one
+ * @param options.productPk {PublicKey} Optional: publicKey of product account this order was created on
+ * @param options.expiresOn {BN} Optional: unix timestamp (seconds) defining expiration of request; if omitted or null or undefined order request will never expire
  * @returns {OrderInstructionResponse}  derived order publicKey and the instruction to perform a create order transaction
  *
  * @example
@@ -82,7 +86,8 @@ export async function buildOrderInstructionUIStake(
  * const stake = 20,000,000,000
  * const priceLadderPk = new PublicKey('Dopn2C9R4G6GaPwFAxaNWM33D7o1PXyYZtBBDFZf9cEhH')
  * const productPk = new PublicKey('yourNewExcHangeZf9cEhHopn2C9R4G6GaPwFAxaNWM33D')
- * const instruction = await buildOrderInstruction(program, marketPk, marketOutcomeIndex, forOutcome, price, stake, , productPk)
+ * const expiresOn = new BN(1010101010101)
+ * const instruction = await buildOrderInstruction(program, marketPk, marketOutcomeIndex, forOutcome, price, stake, {priceLadderPk, productPk, expiresOn} )
  */
 export async function buildOrderInstruction(
   program: Program,
@@ -91,8 +96,11 @@ export async function buildOrderInstruction(
   forOutcome: boolean,
   price: number,
   stake: BN,
-  priceLadderPk?: PublicKey,
-  productPk?: PublicKey,
+  options: {
+    priceLadderPk?: PublicKey;
+    productPk?: PublicKey;
+    expiresOn?: BN;
+  },
 ): Promise<ClientResponse<OrderInstructionResponse>> {
   const response = new ResponseFactory({} as OrderInstructionResponse);
   const provider = program.provider as AnchorProvider;
@@ -135,6 +143,7 @@ export async function buildOrderInstruction(
       stake: stake,
       price: price,
       distinctSeed: distinctSeed,
+      expiresOn: options.expiresOn ?? null,
     })
     .accounts({
       reservedOrder: orderPk,
@@ -147,12 +156,12 @@ export async function buildOrderInstruction(
       marketOutcome: marketAccounts.data.marketOutcomePda,
       // eslint-disable-next-line @typescript-eslint/ban-ts-comment
       // @ts-ignore
-      priceLadder: priceLadderPk == undefined ? null : priceLadderPk,
+      priceLadder: options.priceLadderPk ?? null,
       purchaserToken: purchaserTokenAccount.data.associatedTokenAccount,
       marketEscrow: marketAccounts.data.escrowPda,
       // eslint-disable-next-line @typescript-eslint/ban-ts-comment
       // @ts-ignore
-      product: productPk == undefined ? null : productPk,
+      product: options.productPk ?? null,
       orderRequestQueue: marketAccounts.data.marketOrderRequestQueuePda,
     })
     .instruction();

npm-client/types/order.ts

@@ -44,6 +44,7 @@ export type OrderRequest = {
   productCommissionRate: number;
   distinctSeed: number[];
   creationTimestamp: BN;
+  expiresOn: BN;
 };
 
 export type OrderInstructionResponse = {

programs/monaco_protocol/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "monaco_protocol"
-version = "0.14.0"
+version = "0.14.1-dev"
 description = "Created with Anchor"
 edition = "2018"
 

programs/monaco_protocol/src/error.rs

@@ -36,6 +36,8 @@ pub enum CoreError {
     CreationMarketMismatch,
     #[msg("Order Creation: purchaser mismatch")]
     CreationPurchaserMismatch,
+    #[msg("Order Creation: expired")]
+    CreationExpired,
 
     #[msg("Order Request Creation: request queue is full")]
     OrderRequestCreationQueueFull,

programs/monaco_protocol/src/instructions/market_position/update_on_order_match.rs

@@ -92,7 +92,7 @@ pub fn update_on_order_match(
 mod tests {
     use super::*;
     use crate::instructions::market_position;
-    use crate::state::market_order_request_queue::OrderRequest;
+    use crate::state::market_order_request_queue::{mock_order_request, OrderRequest};
     use test_case::test_case;
 
     struct OrderData {
@@ -228,9 +228,10 @@ mod tests {
         let mut market_position = market_position(vec![0_i128; 3], vec![0_u64; 3]);
 
         for order_data in orders.into_vec() {
-            let order_request = order_request(
-                order_data.outcome_index as u16,
+            let order_request = mock_order_request(
+                Pubkey::new_unique(),
                 order_data.for_outcome,
+                order_data.outcome_index as u16,
                 order_data.stake,
                 order_data.price,
             );
@@ -277,26 +278,6 @@ mod tests {
         }
     }
 
-    fn order_request(
-        market_outcome_index: u16,
-        for_outcome: bool,
-        stake: u64,
-        expected_price: f64,
-    ) -> OrderRequest {
-        OrderRequest {
-            purchaser: Default::default(),
-            market_outcome_index,
-            for_outcome,
-            product: None,
-            stake,
-            expected_price,
-            delay_expiration_timestamp: 0,
-            product_commission_rate: 0f64,
-            distinct_seed: [0; 16],
-            creation_timestamp: 0,
-        }
-    }
-
     fn market_position(
         market_outcome_sums: Vec<i128>,
         unmatched_exposures: Vec<u64>,

programs/monaco_protocol/src/instructions/matching/on_order_match.rs

@@ -113,7 +113,7 @@ pub fn on_order_match(
 
 #[cfg(test)]
 mod test {
-    use crate::state::market_order_request_queue::OrderRequest;
+    use crate::state::market_order_request_queue::{mock_order_request, OrderRequest};
     use crate::state::{
         market_account::{MarketOrderBehaviour, MarketStatus},
         market_matching_pool_account::Cirque,
@@ -430,27 +430,6 @@ mod test {
         }
     }
 
-    fn mock_order_request(
-        purchaser: Pubkey,
-        for_outcome: bool,
-        outcome: u16,
-        stake: u64,
-        price: f64,
-    ) -> OrderRequest {
-        OrderRequest {
-            purchaser,
-            market_outcome_index: outcome,
-            for_outcome,
-            stake,
-            expected_price: price,
-            product: None,
-            product_commission_rate: 0.0,
-            delay_expiration_timestamp: 0,
-            distinct_seed: [0; 16],
-            creation_timestamp: 0,
-        }
-    }
-
     fn mock_order(market_pk: Pubkey, order_request: OrderRequest, payer_pk: Pubkey) -> Order {
         Order {
             market: market_pk,