program: fill_perp checks maintenance margin req if position is reduced

CHANGELOG.md

@@ -9,6 +9,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+- program: if order reduces maker position, check maintenance margin requirement ([#714](https://github.com/drift-labs/protocol-v2/pull/714))
+
 ### Fixes
 
 ### Breaking

programs/drift/src/controller/orders.rs

@@ -1516,7 +1516,8 @@
 
     let mut base_asset_amount = 0_u64;
     let mut quote_asset_amount = 0_u64;
-    let mut makers_filled: BTreeMap<Pubkey, bool> = BTreeMap::new();
+    let mut maker_fills: BTreeMap<Pubkey, i64> = BTreeMap::new();
+    let maker_direction = user.orders[user_order_index].direction.opposite();
     for fulfillment_method in fulfillment_methods.iter() {
         if user.orders[user_order_index].status != OrderStatus::Open {
             break;
@@ -1573,7 +1574,7 @@
                     Some(&maker),
                 )?;
 
-                let (fill_base_asset_amount, fill_quote_asset_amount) =
+                let (fill_base_asset_amount, fill_quote_asset_amount, maker_fill_base_asset_amount) =
                     fulfill_perp_order_with_match(
                         market.deref_mut(),
                         user,
@@ -1598,8 +1599,13 @@
                         oracle_map,
                     )?;
 
-                if fill_base_asset_amount != 0 {
-                    makers_filled.insert(*maker_key, true);
+                if maker_fill_base_asset_amount != 0 {
+                    update_maker_fills_map(
+                        &mut maker_fills,
+                        maker_key,
+                        maker_direction,
+                        maker_fill_base_asset_amount,
+                    )?;
                 }
 
                 (fill_base_asset_amount, fill_quote_asset_amount)
@@ -1621,6 +1627,16 @@
         quote_asset_amount
     )?;
 
+    let total_maker_fill = maker_fills.values().sum::<i64>();
+
+    validate!(
+        total_maker_fill.unsigned_abs() <= base_asset_amount,
+        ErrorCode::DefaultError,
+        "invalid total maker fill {} total fill {}",
+        total_maker_fill,
+        base_asset_amount
+    )?;
+
     let taker_margin_calculation =
         calculate_margin_requirement_and_total_collateral_and_liability_info(
             user,
@@ -1643,16 +1659,22 @@
         return Err(ErrorCode::InsufficientCollateral);
     }
 
-    for (maker_key, _) in makers_filled {
+    for (maker_key, maker_base_asset_amount_filled) in maker_fills {
         let maker = makers_and_referrer.get_ref(&maker_key)?;
 
+        let margin_type = select_margin_type_for_perp_maker(
+            &maker,
+            maker_base_asset_amount_filled,
+            market_index,
+        )?;
+
         let maker_margin_calculation =
             calculate_margin_requirement_and_total_collateral_and_liability_info(
                 &maker,
                 perp_market_map,
                 spot_market_map,
                 oracle_map,
-                MarginContext::standard(MarginRequirementType::Fill),
+                MarginContext::standard(margin_type),
             )?;
 
         if !maker_margin_calculation.meets_margin_requirement() {
@@ -1693,6 +1715,27 @@
     Ok((Some(referrer), Some(referrer_stats)))
 }
 
+#[inline(always)]
+fn update_maker_fills_map(
+    map: &mut BTreeMap<Pubkey, i64>,
+    maker_key: &Pubkey,
+    maker_direction: PositionDirection,
+    fill: u64,
+) -> DriftResult {
+    let signed_fill = match maker_direction {
+        PositionDirection::Long => fill.cast::<i64>()?,
+        PositionDirection::Short => -fill.cast::<i64>()?,
+    };
+
+    if let Some(maker_filled) = map.get_mut(maker_key) {
+        *maker_filled = maker_filled.safe_add(signed_fill)?;
+    } else {
+        map.insert(*maker_key, signed_fill);
+    }
+
+    Ok(())
+}
+
 fn determine_if_user_order_is_position_decreasing(
     user: &User,
     market_index: u16,
@@ -2006,12 +2049,12 @@
     slot: u64,
     fee_structure: &FeeStructure,
     oracle_map: &mut OracleMap,
-) -> DriftResult<(u64, u64)> {
+) -> DriftResult<(u64, u64, u64)> {
     if !are_orders_same_market_but_different_sides(
         &maker.orders[maker_order_index],
         &taker.orders[taker_order_index],
     ) {
-        return Ok((0_u64, 0_u64));
+        return Ok((0_u64, 0_u64, 0_u64));
     }
 
     let (bid_price, ask_price) = market.amm.bid_ask_price(market.amm.reserve_price()?)?;
@@ -2060,7 +2103,7 @@
             maker_price,
             taker_price
         );
-        return Ok((0_u64, 0_u64));
+        return Ok((0_u64, 0_u64, 0_u64));
     }
 
     let (base_asset_amount, _) = calculate_fill_for_matched_orders(
@@ -2072,7 +2115,7 @@
     )?;
 
     if base_asset_amount == 0 {
-        return Ok((0_u64, 0_u64));
+        return Ok((0_u64, 0_u64, 0_u64));
     }
 
     let sanitize_clamp_denominator = market.get_sanitize_clamp_denominator()?;
@@ -2133,17 +2176,18 @@
     let taker_base_asset_amount = taker.orders[taker_order_index]
         .get_base_asset_amount_unfilled(Some(taker_existing_position))?;
 
-    let (base_asset_amount_fulfilled, quote_asset_amount) = calculate_fill_for_matched_orders(
-        maker_base_asset_amount,
-        maker_price,
-        taker_base_asset_amount,
-        PERP_DECIMALS,
-        maker_direction,
-    )?;
+    let (base_asset_amount_fulfilled_by_maker, quote_asset_amount) =
+        calculate_fill_for_matched_orders(
+            maker_base_asset_amount,
+            maker_price,
+            taker_base_asset_amount,
+            PERP_DECIMALS,
+            maker_direction,
+        )?;
 
     validate_fill_price(
         quote_asset_amount,
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         BASE_PRECISION_U64,
         taker_direction,
         taker_price,
@@ -2152,14 +2196,15 @@
 
     validate_fill_price(
         quote_asset_amount,
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         BASE_PRECISION_U64,
         maker_direction,
         maker_price,
         false,
     )?;
 
-    total_base_asset_amount = total_base_asset_amount.safe_add(base_asset_amount_fulfilled)?;
+    total_base_asset_amount =
+        total_base_asset_amount.safe_add(base_asset_amount_fulfilled_by_maker)?;
     total_quote_asset_amount = total_quote_asset_amount.safe_add(quote_asset_amount)?;
 
     let maker_position_index = get_position_index(
@@ -2168,7 +2213,7 @@
     )?;
 
     let maker_position_delta = get_position_delta_for_fill(
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         quote_asset_amount,
         maker.orders[maker_order_index].direction,
     )?;
@@ -2192,7 +2237,7 @@
     )?;
 
     let taker_position_delta = get_position_delta_for_fill(
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         quote_asset_amount,
         taker.orders[taker_order_index].direction,
     )?;
@@ -2304,26 +2349,26 @@
 
     update_order_after_fill(
         &mut taker.orders[taker_order_index],
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         quote_asset_amount,
     )?;
 
     decrease_open_bids_and_asks(
         &mut taker.perp_positions[taker_position_index],
         &taker.orders[taker_order_index].direction,
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
     )?;
 
     update_order_after_fill(
         &mut maker.orders[maker_order_index],
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
         quote_asset_amount,
     )?;
 
     decrease_open_bids_and_asks(
         &mut maker.perp_positions[maker_position_index],
         &maker.orders[maker_order_index].direction,
-        base_asset_amount_fulfilled,
+        base_asset_amount_fulfilled_by_maker,
     )?;
 
     let fill_record_id = get_then_update_id!(market, next_fill_record_id);
@@ -2340,7 +2385,7 @@
         Some(*filler_key),
         Some(fill_record_id),
         Some(filler_reward),
-        Some(base_asset_amount_fulfilled),
+        Some(base_asset_amount_fulfilled_by_maker),
         Some(quote_asset_amount),
         Some(taker_fee),
         Some(maker_rebate),
@@ -2369,7 +2414,11 @@
         market_position.open_orders -= 1;
     }
 
-    Ok((total_base_asset_amount, total_quote_asset_amount))
+    Ok((
+        total_base_asset_amount,
+        total_quote_asset_amount,
+        base_asset_amount_fulfilled_by_maker,
+    ))
 }
 
 pub fn update_order_after_fill(