Skip to content

Feature/upgrade deepbook to v9 #147

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
bathord wants to merge 4 commits into
base: feature/upgrade-deepbook-to-v4
Choose a base branch
from
Open

Feature/upgrade deepbook to v9 #147

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
49d56bf
Handle 0 deep required estimation case when execution > 0
bathord Nov 7, 2026
16434c9
Add tests for the 0 deep required estimation case
bathord Nov 7, 2026
141931b
Bump deepbook & token deps to v9.0.0 + upd test deps
bathord Nov 7, 2026
d2dff89
Add 4 test cases
bathord Nov 7, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
173 changes: 75 additions & 98 deletions packages/deeptrade-core/Move.lock
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,100 +1,77 @@
# @generated by Move, please check-in and do not edit manually.
# Generated by move; do not edit
# This file should be checked in.

[move]
version = 3
manifest_digest = "69931A1480BE3DF484F425E055C6C764F7512F1B0D6FF5EBFE31A5313B1021A4"
deps_digest = "CAFAD8A7CF51067FB4358215BECB86BD100DD64E57C2AC8A7AE7D74B688F5965"
dependencies = [
{ id = "Bridge", name = "Bridge" },
{ id = "MoveStdlib", name = "MoveStdlib" },
{ id = "Pyth", name = "Pyth" },
{ id = "Sui", name = "Sui" },
{ id = "SuiSystem", name = "SuiSystem" },
{ id = "deepbook", name = "deepbook" },
{ id = "multisig", name = "multisig" },
]

[[move.package]]
id = "Bridge"
source = { git = "https://github.com/MystenLabs/sui.git", rev = "4e8b6eda7d6411d80c62f39ac8a4f028e8d174c4", subdir = "crates/sui-framework/packages/bridge" }

dependencies = [
{ id = "MoveStdlib", name = "MoveStdlib" },
{ id = "Sui", name = "Sui" },
{ id = "SuiSystem", name = "SuiSystem" },
]

[[move.package]]
id = "MoveStdlib"
source = { git = "https://github.com/MystenLabs/sui.git", rev = "4e8b6eda7d6411d80c62f39ac8a4f028e8d174c4", subdir = "crates/sui-framework/packages/move-stdlib" }

[[move.package]]
id = "Pyth"
source = { git = "https://github.com/pyth-network/pyth-crosschain.git", rev = "sui-contract-mainnet", subdir = "target_chains/sui/contracts" }

dependencies = [
{ id = "Sui", name = "Sui" },
{ id = "Wormhole", name = "Wormhole" },
]

[[move.package]]
id = "Sui"
source = { git = "https://github.com/MystenLabs/sui.git", rev = "4e8b6eda7d6411d80c62f39ac8a4f028e8d174c4", subdir = "crates/sui-framework/packages/sui-framework" }

dependencies = [
{ id = "MoveStdlib", name = "MoveStdlib" },
]

[[move.package]]
id = "SuiSystem"
source = { git = "https://github.com/MystenLabs/sui.git", rev = "4e8b6eda7d6411d80c62f39ac8a4f028e8d174c4", subdir = "crates/sui-framework/packages/sui-system" }

dependencies = [
{ id = "MoveStdlib", name = "MoveStdlib" },
{ id = "Sui", name = "Sui" },
]

[[move.package]]
id = "Wormhole"
source = { git = "https://github.com/wormhole-foundation/wormhole.git", rev = "sui/mainnet", subdir = "sui/wormhole" }

dependencies = [
{ id = "Sui", name = "Sui" },
]

[[move.package]]
id = "deepbook"
source = { git = "https://github.com/MystenLabs/deepbookv3.git", rev = "v3.0.0", subdir = "packages/deepbook" }

dependencies = [
{ id = "Sui", name = "Sui" },
{ id = "token", name = "token" },
]

[[move.package]]
id = "multisig"
source = { git = "https://github.com/DeeptradeProtocol/multisig-move.git", rev = "v1.0.1", subdir = "move" }

dependencies = [
{ id = "Bridge", name = "Bridge" },
{ id = "MoveStdlib", name = "MoveStdlib" },
{ id = "Sui", name = "Sui" },
{ id = "SuiSystem", name = "SuiSystem" },
]

[[move.package]]
id = "token"
source = { git = "https://github.com/MystenLabs/deepbookv3.git", rev = "v3.0.0", subdir = "packages/token" }

dependencies = [
{ id = "Sui", name = "Sui" },
]

[move.toolchain-version]
compiler-version = "1.62.1"
edition = "2024.beta"
flavor = "sui"

[env]

[env.mainnet]
version = 4

[pinned.mainnet.MoveStdlib]
source = { git = "https://github.com/MystenLabs/sui.git", subdir = 'crates\sui-framework\packages\move-stdlib', rev = "ae59d7718668b468ce65702ecb0440aa2330f389" }
use_environment = "mainnet"
manifest_digest = "C4FE4C91DE74CBF223B2E380AE40F592177D21870DC2D7EB6227D2D694E05363"
deps = {}

[pinned.mainnet.MoveStdlib_1]
source = { git = "https://github.com/MystenLabs/sui.git", subdir = 'crates\sui-framework\packages\move-stdlib', rev = "041c5f2bae2fe52079e44b70514333532d69f4e6" }
use_environment = "mainnet"
manifest_digest = "C4FE4C91DE74CBF223B2E380AE40F592177D21870DC2D7EB6227D2D694E05363"
deps = {}

[pinned.mainnet.Pyth]
source = { git = "https://github.com/pyth-network/pyth-crosschain.git", subdir = 'target_chains\sui\contracts', rev = "3bd1262dcba9518a6901aa6a15f04072799bfb37" }
use_environment = "mainnet"
manifest_digest = "F2C5AF85C4B72C8F6A8132D05DE4F787F4EB80DBFF812331ED65AE599E7DF92A"
deps = { Sui = "Sui_1", Wormhole = "Wormhole" }

[pinned.mainnet.PythProCompatible]
source = { git = "https://github.com/pyth-network/pyth-crosschain.git", subdir = 'target_chains\sui\contracts', rev = "aa291266173173480efef77b9454f2dbc2b4fd62" }
use_environment = "mainnet"
manifest_digest = "3D2B5BBF2058F3C9DCA3527CC2486C518124687B60479CA9875E5475652B7BBC"
deps = { Sui = "Sui_1", WormholeSimpleMajority = "WormholeSimpleMajority" }

[pinned.mainnet.Sui]
source = { git = "https://github.com/MystenLabs/sui.git", subdir = 'crates\sui-framework\packages\sui-framework', rev = "ae59d7718668b468ce65702ecb0440aa2330f389" }
use_environment = "mainnet"
manifest_digest = "CD547CB1ACCE0880C835DAED2D8FFCB91D56C833AE5240D3AA5B918398263195"
deps = { MoveStdlib = "MoveStdlib" }

[pinned.mainnet.Sui_1]
source = { git = "https://github.com/MystenLabs/sui.git", subdir = 'crates\sui-framework\packages\sui-framework', rev = "041c5f2bae2fe52079e44b70514333532d69f4e6" }
use_environment = "mainnet"
manifest_digest = "CD547CB1ACCE0880C835DAED2D8FFCB91D56C833AE5240D3AA5B918398263195"
deps = { MoveStdlib = "MoveStdlib_1" }

[pinned.mainnet.Wormhole]
source = { git = "https://github.com/wormhole-foundation/wormhole.git", subdir = 'sui\wormhole', rev = "b71be5cbb9537c4aac8e23e74371affa3825efcd" }
use_environment = "mainnet"
manifest_digest = "0D766A0380B75080707CFA6099AF469A2E502B0D9DC334A9E9983B391C5555D9"
deps = { Sui = "Sui_1" }

[pinned.mainnet.WormholeSimpleMajority]
source = { git = "https://github.com/pyth-network/pyth-crosschain.git", subdir = 'target_chains\sui\vendor\wormhole_simple_majority\wormhole', rev = "aa291266173173480efef77b9454f2dbc2b4fd62" }
use_environment = "mainnet"
manifest_digest = "0D766A0380B75080707CFA6099AF469A2E502B0D9DC334A9E9983B391C5555D9"
deps = { Sui = "Sui_1" }

[pinned.mainnet.deepbook]
source = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = 'packages\deepbook', rev = "8a46552dfac02f2225965dda243bdea1ddcbec89" }
use_environment = "mainnet"
manifest_digest = "BBE7F8BFEF088532C5358623C6F5B3153EE14B3265ABA833B0F3CF9D313264A7"
deps = { std = "MoveStdlib", sui = "Sui", token = "token" }

[pinned.mainnet.deeptrade_core]
source = { root = true }
use_environment = "mainnet"
manifest_digest = "349A4DE56587A83933E2890B98CC6978620033B8002BE40ABC22DBFE28820C32"
deps = { deepbook = "deepbook", multisig = "multisig", pyth = "Pyth", pyth_upgraded = "PythProCompatible", std = "MoveStdlib", sui = "Sui", token = "token" }

[pinned.mainnet.multisig]
source = { git = "https://github.com/DeeptradeProtocol/multisig-move.git", subdir = "move", rev = "263aeb17cd55115a1b2300a6cf5272e7962e7f7a" }
use_environment = "mainnet"
manifest_digest = "E41BBD67BE8940D26C79D78B028477EF5B33BA217A1282C78ACB344CF8A5ECF6"
deps = { std = "MoveStdlib", sui = "Sui" }

[pinned.mainnet.token]
source = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = 'packages\token', rev = "8a46552dfac02f2225965dda243bdea1ddcbec89" }
use_environment = "mainnet"
manifest_digest = "E41BBD67BE8940D26C79D78B028477EF5B33BA217A1282C78ACB344CF8A5ECF6"
deps = { std = "MoveStdlib", sui = "Sui" }
7 changes: 4 additions & 3 deletions packages/deeptrade-core/Move.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -4,8 +4,8 @@ version = "2.0.0"
edition = "2024.alpha"

[dependencies]
deepbook = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = "packages/deepbook", rev = "v4.0.0" }
token = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = "packages/token", rev = "main" }
deepbook = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = "packages/deepbook", rev = "v9.0.0" }
token = { git = "https://github.com/MystenLabs/deepbookv3.git", subdir = "packages/token", rev = "v9.0.0" }
multisig = { git = "https://github.com/DeeptradeProtocol/multisig-move.git", subdir = "move", rev = "v1.0.1" }

# Pyth dependency
Expand All @@ -16,5 +16,6 @@ pyth_upgraded = { git = "https://github.com/pyth-network/pyth-crosschain.git", s

# For `sui move test`, comment the production pins above and uncomment these.
# Never leave both copies uncommented.
# deepbook = { git = "https://github.com/DeeptradeProtocol/deepbookv3.git", subdir = "packages/deepbook", rev = "v4-tag-fork-test-methods" }
# deepbook = { git = "https://github.com/DeeptradeProtocol/deepbookv3.git", subdir = "packages/deepbook", rev = "v9-tag-fork-test-methods" }
# token = { git = "https://github.com/DeeptradeProtocol/deepbookv3.git", subdir = "packages/token", rev = "v9-tag-fork-test-methods" }
# pyth = { git = "https://github.com/DeeptradeProtocol/pyth-crosschain.git", subdir = "target_chains/sui/contracts", rev = "sui-contract-mainnet" }
32 changes: 30 additions & 2 deletions packages/deeptrade-core/sources/helper.move
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -490,14 +490,42 @@ public(package) fun calculate_market_order_params<BaseToken, QuoteToken>(
// Since `get_quantity_out` goes through order book same way as actual order placement,
// we can use its `deep_req` value
// - For asks: Use order_amount directly as base quantity. Since `get_quantity_out` goes through
// order book same way as actual order placement, we can use its `deep_req` value
// order book same way as actual order placement, we can use its `deep_req` value.
// Exception is the dust-bid case handled below.
if (is_bid) {
let (base_out, _, deep_req) = pool.get_quantity_out(0, order_amount, clock);
let (_, lot_size, _) = pool.pool_book_params();
let floored_base_out = base_out - base_out % lot_size;
(floored_base_out, deep_req)
} else {
let (_, _, deep_req) = pool.get_quantity_out(order_amount, 0, clock);
let (base_left, _, mut deep_req) = pool.get_quantity_out(order_amount, 0, clock);
let (_, _, min_size) = pool.pool_book_params();

// DeepBook v9 `get_quantity_out` can return 0 DEEP required for ask that will require
// DEEP on execution. Example: min_size is 1 SUI, the sell is 10 SUI, and the only
// bid is 0.2 SUI. `get_quantity_out` will say nothing is filled, so no DEEP required,
// but the real order will fill that 0.2 SUI and take DEEP fee for that. If the balance
// manager has no DEEP, transaction aborts.
// How do we handle this?
// First, we check that `get_quantity_out` says nothing is filled (`base_left == order_amount`).
// This can be in 3 cases: empty bids, dust bids (< min_size), or order is too small (< min_size).
// So, at second, we check that the order is at least `min_size` (order_amount >= min_size).
// If both are true, we know that either bids are empty or dust.
// Third, we check that the best bid is live (best_bid.is_some()).
// If all three are true, we know that this is the dust-bid case and the order will require
// DEEP on execution. Since we know that sum of dust bids sizes is less than `min_size`
// (otherwise, `get_quantity_out` returns base_left < order_amount), we can estimate the maximum
// DEEP that can be required to fill these dust bids: `min_size * best_bid_price`.
if (base_left == order_amount && order_amount >= min_size) {
let best_bid = pool.best_bid_price(clock);
if (best_bid.is_some()) {
let (taker_deep, _) = pool.get_order_deep_required(
min_size,
best_bid.destroy_some(),
);
deep_req = taker_deep;
}
};
(order_amount, deep_req)
}
}
Expand Down
Loading
Loading