The logic for calculating if a trader added a valid FillPrice is not correct.
According to the code, when there is a buy order, the target price is less than or equal to the fill price, and when there is a sell order, the target price is greater than or equal to the fill price. Using the above conditions, any trader will not be able to set their target price because the isFillPriceValid will always be false and the trade will not go through. The correct implementation is the opposite of what is currently implemented.
Copy the test to test/integration/perpetuals/settlement-branch/fillOffchainOrders/fillOffchainOrders.t.sol
function testOffChainOrder()
external
givenTheSenderIsTheKeeper
whenThePriceDataIsValid
whenAllOffchainOrdersHaveAValidSizeDelta
whenAllTradingAccountsExist
whenAnOffchainOrdersMarketIdIsEqualToTheProvidedMarketId
whenAllOffchainOrdersNoncesAreEqualToTheTradingAccountsNonces
{
MarketConfig memory fuzzMarketConfig = getFuzzMarketConfig(BTC_USD_MARKET_ID);
uint256 initialMarginRate = 1000e18;
initialMarginRate = bound({ x: initialMarginRate, min: fuzzMarketConfig.imr, max: MAX_MARGIN_REQUIREMENTS });
uint256 marginValueUsd = 100000e18;
marginValueUsd = bound({
x: marginValueUsd,
min: USDC_MIN_DEPOSIT_MARGIN,
max: convertUd60x18ToTokenAmount(address(usdc), USDC_DEPOSIT_CAP_X18)
});
deal({ token: address(usdc), to: users.naruto.account, give: marginValueUsd });
uint128 tradingAccountId = createAccountAndDeposit(marginValueUsd, address(usdc));
int128 sizeDelta = fuzzOrderSizeDelta(
FuzzOrderSizeDeltaParams({
tradingAccountId: tradingAccountId,
marketId: fuzzMarketConfig.marketId,
settlementConfigurationId: SettlementConfiguration.MARKET_ORDER_CONFIGURATION_ID,
initialMarginRate: ud60x18(initialMarginRate),
marginValueUsd: ud60x18(marginValueUsd),
maxSkew: ud60x18(fuzzMarketConfig.maxSkew),
minTradeSize: ud60x18(fuzzMarketConfig.minTradeSize),
price: ud60x18(fuzzMarketConfig.mockUsdPrice),
isLong: true,
shouldDiscountFees: true
})
);
uint128 markPrice = perpsEngine.getMarkPrice(
fuzzMarketConfig.marketId, fuzzMarketConfig.mockUsdPrice, sizeDelta
).intoUint128();
uint128 targetPrice = 200000e18;
bytes32 salt = bytes32(block.prevrandao);
bytes32 digest = keccak256(
abi.encodePacked(
"\x19\x01",
perpsEngine.DOMAIN_SEPARATOR(),
keccak256(
abi.encode(
Constants.CREATE_OFFCHAIN_ORDER_TYPEHASH,
tradingAccountId,
fuzzMarketConfig.marketId,
sizeDelta,
targetPrice,
false,
uint120(0),
salt
)
)
)
);
(uint8 v, bytes32 r, bytes32 s) = vm.sign({ privateKey: users.naruto.privateKey, digest: digest });
OffchainOrder.Data[] memory offchainOrders = new OffchainOrder.Data[](1);
offchainOrders[0] = OffchainOrder.Data({
tradingAccountId: tradingAccountId,
marketId: fuzzMarketConfig.marketId,
sizeDelta: sizeDelta,
targetPrice: targetPrice,
shouldIncreaseNonce: false,
nonce: 0,
salt: salt,
v: v,
r: r,
s: s
});
bytes memory mockSignedReport =
getMockedSignedReport(fuzzMarketConfig.streamId, fuzzMarketConfig.mockUsdPrice);
address offchainOrdersKeeper = OFFCHAIN_ORDERS_KEEPER_ADDRESS;
changePrank({ msgSender: offchainOrdersKeeper });
perpsEngine.fillOffchainOrders(fuzzMarketConfig.marketId, offchainOrders, mockSignedReport);
}
The above test does not fail but the order does not get completed, since the isFillPriceValid is false, it just skips the order and moves to the next offchain order.
Change the condition to when there is a buy order, the target price is greater than or equal to the fill price, and when there is a sell order, the target price is less than or equal to the fill price.
function fillOffchainOrders(
uint128 marketId,
OffchainOrder.Data[] calldata offchainOrders,
bytes calldata priceData
)
external
onlyOffchainOrdersKeeper(marketId)
{
............
- ctx.isFillPriceValid = (ctx.isBuyOrder && ctx.offchainOrder.targetPrice <= ctx.fillPriceX18.intoUint256())
- || (!ctx.isBuyOrder && ctx.offchainOrder.targetPrice >= ctx.fillPriceX18.intoUint256());
+ ctx.isFillPriceValid = (ctx.isBuyOrder && ctx.offchainOrder.targetPrice >= ctx.fillPriceX18.intoUint256())
+ || (!ctx.isBuyOrder && ctx.offchainOrder.targetPrice <= ctx.fillPriceX18.intoUint256());
// we don't revert here because we want to continue filling other orders.
if (!ctx.isFillPriceValid) {
continue;
}
.............
}
