Add atomic cancel/modify/place

README.md

@@ -251,7 +251,7 @@ $ curl localhost:8080/v2/orders -X POST \
 Returns solana tx signature on success
 
 ### Modify Orders
-like place orders but caller must specify either `orderId` or `userOrderId` to indicate which order(s) to modify.
+like place orders but caller must use either `orderId` or `userOrderId` to indicate which order(s) to modify.
 
 - `amount` can be modified to flip the order from long/short to bid/ask
 - the order market cannot be modified.
@@ -260,14 +260,18 @@ $ curl localhost:8080/v2/orders -X PATCH \
 -H 'content-type: application/json' \
 -d '{
     "orders": [{
+        "marketIndex": 0,
+        "marketType": "perp",
         "amount": -1.1,
         "price": 80.5,
         "userOrderId": 101
     },
     {
-        "amount": 1.05,
+        "marketIndex": 1,
+        "marketType": "spot",
+        "amount": 2.05,
         "price": 61.0,
-        "orderId": 32
+        "userOrderId": 32
     }]
 }'
 ```
@@ -286,10 +290,10 @@ $ curl localhost:8080/v2/orders -X DELETE
 ```
 Returns solana tx signature on success
 
-### Cancel and Place Orders
+### Atomic Cancel/Modify/Place Orders
 
-Atomically cancel then place orders without possible downtime.
-Request format is an embedded cancel and place request
+Atomically cancel, modify, and place orders without possible downtime.
+Request format is an embedded cancel modify, and place request
 
 ```bash
 $ curl localhost:8080/v2/orders/cancelAndPlace -X POST -H 'content-type: application/json' \
@@ -298,13 +302,22 @@ $ curl localhost:8080/v2/orders/cancelAndPlace -X POST -H 'content-type: applica
         "marketIndex": 0,
         "marketType": "perp"
     },
+    "modify": {
+      "orders": [{
+            "marketIndex": 0,
+            "marketType": "perp",
+            "orderId": 555,
+            "amount": -0.5,
+            "price": 82.0
+      }]
+    },
     "place": {
         "orders": [
         {
             "marketIndex": 0,
             "marketType": "perp",
             "amount": -1.23,
-            "price": 80.0,
+            "price": 99.0,
             "postOnly": true,
             "orderType": "limit",
             "immediateOrCancel": false,

src/controller.rs

@@ -1,6 +1,7 @@
 use std::{borrow::Cow, sync::Arc};
 
 use drift_sdk::{
+    constants::ProgramData,
     dlob::DLOBClient,
     types::{Context, MarketType, ModifyOrderParams, SdkError, SdkResult},
     DriftClient, Pubkey, TransactionBuilder, Wallet, WsAccountProvider,
@@ -22,8 +23,6 @@ pub type GatewayResult<T> = Result<T, ControllerError>;
 pub enum ControllerError {
     #[error("internal error: {0}")]
     Sdk(#[from] SdkError),
-    #[error("order id not found: {0}")]
-    UnknownOrderId(u32),
     #[error("{0}")]
     BadRequest(String),
     #[error("tx failed ({code}): {reason}")]
@@ -215,7 +214,8 @@ impl AppState {
         )
         .payer(self.wallet.signer());
 
-        let tx = build_cancel_ix(builder, req.cancel)?
+        let builder = build_cancel_ix(builder, req.cancel)?;
+        let tx = build_modify_ix(builder, req.modify, self.client.program_data())?
             .place_orders(orders)
             .build();
 
@@ -265,51 +265,14 @@ impl AppState {
     ) -> GatewayResult<TxResponse> {
         let sub_account = self.wallet.sub_account(sub_account_id);
         let account_data = &self.client.get_user_account(&sub_account).await?;
-        // NB: its possible to let the drift program sort the modifications by userOrderId
-        // sorting it client side for simplicity
-        let mut params = Vec::<(u32, ModifyOrderParams)>::with_capacity(req.orders.len());
-        for order in req.orders {
-            if let Some(order_id) = order.order_id {
-                if let Some(onchain_order) =
-                    account_data.orders.iter().find(|x| x.order_id == order_id)
-                {
-                    let base_decimals = get_market_decimals(
-                        self.client.program_data(),
-                        Market::new(onchain_order.market_index, onchain_order.market_type),
-                    );
-                    params.push((order_id, order.to_order_params(base_decimals)));
-                    continue;
-                }
-            } else if let Some(user_order_id) = order.user_order_id {
-                if let Some(onchain_order) = account_data
-                    .orders
-                    .iter()
-                    .find(|x| x.user_order_id == user_order_id)
-                {
-                    let base_decimals = get_market_decimals(
-                        self.client.program_data(),
-                        Market::new(onchain_order.market_index, onchain_order.market_type),
-                    );
-                    params.push((onchain_order.order_id, order.to_order_params(base_decimals)));
-                    continue;
-                }
-            }
 
-            return Err(ControllerError::UnknownOrderId(
-                order
-                    .order_id
-                    .unwrap_or(order.user_order_id.unwrap_or(0) as u32),
-            ));
-        }
-
-        let tx = TransactionBuilder::new(
+        let builder = TransactionBuilder::new(
             self.client.program_data(),
             sub_account,
             Cow::Borrowed(account_data),
         )
-        .payer(self.wallet.signer())
-        .modify_orders(params.as_slice())
-        .build();
+        .payer(self.wallet.signer());
+        let tx = build_modify_ix(builder, req, self.client.program_data())?.build();
 
         self.client
             .sign_and_send(&self.wallet, tx)
@@ -366,6 +329,43 @@ fn build_cancel_ix(
     }
 }
 
+fn build_modify_ix<'a>(
+    builder: TransactionBuilder<'a>,
+    req: ModifyOrdersRequest,
+    program_data: &ProgramData,
+) -> GatewayResult<TransactionBuilder<'a>> {
+    if req.orders.is_empty() {
+        return Ok(builder);
+    }
+
+    let by_user_order_ids = req.orders[0].user_order_id.is_some_and(|x| x > 0);
+    if by_user_order_ids {
+        let mut params = Vec::<(u8, ModifyOrderParams)>::with_capacity(req.orders.len());
+        for order in req.orders {
+            let base_decimals = get_market_decimals(program_data, order.market);
+            params.push((
+                order.user_order_id.ok_or(ControllerError::BadRequest(
+                    "userOrderId not set".to_string(),
+                ))?,
+                order.to_order_params(base_decimals),
+            ));
+        }
+        Ok(builder.modify_orders_by_user_id(params.as_slice()))
+    } else {
+        let mut params = Vec::<(u32, ModifyOrderParams)>::with_capacity(req.orders.len());
+        for order in req.orders {
+            let base_decimals = get_market_decimals(program_data, order.market);
+            params.push((
+                order
+                    .order_id
+                    .ok_or(ControllerError::BadRequest("orderId not set".to_string()))?,
+                order.to_order_params(base_decimals),
+            ));
+        }
+        Ok(builder.modify_orders(params.as_slice()))
+    }
+}
+
 /// Initialize a wallet for controller, possible valid configs:
 ///
 /// 1) keypair

src/main.rs

@@ -248,14 +248,6 @@ fn handle_result<T>(result: Result<T, ControllerError>) -> Either<HttpResponse,
                 }
             )))
         }
-        Err(ControllerError::UnknownOrderId(id)) => {
-            Either::Left(HttpResponse::NotFound().json(json!(
-                {
-                    "code": 404,
-                    "reason": format!("order: {id}"),
-                }
-            )))
-        }
     }
 }
 

src/types.rs

@@ -156,6 +156,8 @@ pub struct ModifyOrdersRequest {
 #[derive(Serialize, Deserialize, Debug)]
 #[serde(rename_all = "camelCase")]
 pub struct ModifyOrder {
+    #[serde(flatten)]
+    pub market: Market,
     amount: Option<Decimal>,
     price: Option<Decimal>,
     pub user_order_id: Option<u8>,
@@ -453,6 +455,7 @@ impl TxResponse {
 #[derive(Serialize, Deserialize)]
 pub struct CancelAndPlaceRequest {
     pub cancel: CancelOrdersRequest,
+    pub modify: ModifyOrdersRequest,
     pub place: PlaceOrdersRequest,
 }