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165 changes: 165 additions & 0 deletions programs/drift/src/math/fees/tests.rs
Original file line number Diff line number Diff line change
@@ -346,6 +346,171 @@ mod calculate_fee_for_taker_and_maker {
assert_eq!(referee_discount, 5000);
}

#[test]
fn fee_adjustment_free() {
let quote_asset_amount = 100 * QUOTE_PRECISION_U64;
let taker_stats = UserStats::default();
let mut maker_stats = UserStats::default();

let FillFees {
user_fee: taker_fee,
maker_rebate,
fee_to_market,
filler_reward,
referee_discount,
referrer_reward,
..
} = calculate_fee_for_fulfillment_with_match(
&taker_stats,
&Some(&mut maker_stats),
quote_asset_amount,
&FeeStructure::test_default(),
0,
0,
0,
false,
&None,
&MarketType::Perp,
-100,
false,
)
.unwrap();

assert_eq!(taker_fee, 0);
assert_eq!(maker_rebate, 0);
assert_eq!(fee_to_market, 0);
assert_eq!(filler_reward, 0);
assert_eq!(referrer_reward, 0);
assert_eq!(referee_discount, 0);

let FillFees {
user_fee: taker_fee,
maker_rebate,
fee_to_market,
filler_reward,
referee_discount,
referrer_reward,
..
} = calculate_fee_for_fulfillment_with_match(
&taker_stats,
&Some(&mut maker_stats),
quote_asset_amount,
&FeeStructure::test_default(),
0,
0,
0,
false,
&None,
&MarketType::Perp,
-100,
false,
)
.unwrap();

assert_eq!(taker_fee, 0);
assert_eq!(maker_rebate, 0);
assert_eq!(fee_to_market, 0);
assert_eq!(filler_reward, 0);
assert_eq!(referrer_reward, 0);
assert_eq!(referee_discount, 0);

// test HLM
let FillFees {
user_fee: taker_fee,
maker_rebate,
fee_to_market,
filler_reward,
referee_discount,
referrer_reward,
..
} = calculate_fee_for_fulfillment_with_match(
&taker_stats,
&Some(&mut maker_stats),
quote_asset_amount,
&FeeStructure::test_default(),
0,
0,
0,
false,
&None,
&MarketType::Perp,
-100,
true,
)
.unwrap();

assert_eq!(taker_fee, 0);
assert_eq!(maker_rebate, 0);
assert_eq!(fee_to_market, 0);
assert_eq!(filler_reward, 0);
assert_eq!(referrer_reward, 0);
assert_eq!(referee_discount, 0);

// reward referrer
let FillFees {
user_fee: taker_fee,
maker_rebate,
fee_to_market,
filler_reward,
referee_discount,
referrer_reward,
..
} = calculate_fee_for_fulfillment_with_match(
&taker_stats,
&Some(&mut maker_stats),
quote_asset_amount,
&FeeStructure::test_default(),
0,
0,
0,
true,
&None,
&MarketType::Perp,
-100,
false,
)
.unwrap();

assert_eq!(taker_fee, 0);
assert_eq!(maker_rebate, 0);
assert_eq!(fee_to_market, 0);
assert_eq!(filler_reward, 0);
assert_eq!(referrer_reward, 0);
assert_eq!(referee_discount, 0);

// reward referrer + filler
let FillFees {
user_fee: taker_fee,
maker_rebate,
fee_to_market,
filler_reward,
referee_discount,
referrer_reward,
..
} = calculate_fee_for_fulfillment_with_match(
&taker_stats,
&Some(&mut maker_stats),
quote_asset_amount,
&FeeStructure::test_default(),
0,
0,
1,
true,
&None,
&MarketType::Perp,
-100,
false,
)
.unwrap();

assert_eq!(taker_fee, 0);
assert_eq!(maker_rebate, 0);
assert_eq!(fee_to_market, 0);
assert_eq!(filler_reward, 0);
assert_eq!(referrer_reward, 0);
assert_eq!(referee_discount, 0);
}

#[test]
fn high_leverage_mode() {
let quote_asset_amount = 100 * QUOTE_PRECISION_U64;
26 changes: 26 additions & 0 deletions programs/drift/src/math/orders/tests.rs
Original file line number Diff line number Diff line change
@@ -3639,6 +3639,32 @@ pub mod calculate_limit_price_with_buffer {
Some(100 * PRICE_PRECISION_U64 + PRICE_PRECISION_U64 / 50 / 4) // 100.005
);
}

#[test]
fn test_max_fee_adj() {
// Post only ask w fee adjustment
let order = Order {
post_only: true,
direction: PositionDirection::Short,
..Order::default()
};
let limit_price = Some(100 * PRICE_PRECISION_U64);
let fee_tier = FeeTier {
maker_rebate_numerator: 2,
maker_rebate_denominator: 10000, // 2bps
..FeeTier::default()
};
let fee_adjustment = -100;

let limit_price_with_buffer =
calculate_limit_price_with_buffer(&order, limit_price, &fee_tier, fee_adjustment)
.unwrap();

assert_eq!(
limit_price_with_buffer,
Some(100 * PRICE_PRECISION_U64) // 100
);
}
}

mod select_margin_type_for_perp_maker {