Merge pull request #185 from quicknode/claude/peaceful-tesla-k0gp10

Order book: test the costliest cancel on a full side

Author: mikemaccana

CHANGELOG.md

@@ -4,6 +4,16 @@ All notable changes to this repository are documented here.
 
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/).
 
+## [2026-10-03] - Order book tests cover the costliest cancel
+
+`cancel_order` finds an order's place in the tree by walking its side from the
+best price down, so its cost grows with the number of resting orders. Both
+Anchor copies gain `full_side_cancel_of_the_last_scanned_order_fits_the_default_budget`,
+which fills the bid side to its 512 orders, cancels the bid the walk reaches
+last, and checks it stays inside the default 200,000-unit instruction budget.
+It measures 50,078 compute units in the Anchor v2 copy and 57,383 in the v1
+copy. No program behavior changes.
+
 ## [2026-10-02] - Token Swap (Quasar): reserves live at PDAs of the pool
 
 ### Changed

finance/order-book/anchor-v1/CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 2026-10-03
+
+### Added
+
+- `full_side_cancel_of_the_last_scanned_order_fits_the_default_budget`:
+  `cancel_order` finds an order by walking its side from the best price, so
+  on a full side of 512 bids the worst bid is the last one it reads. Canceling
+  it stays inside the default 200,000-unit instruction budget.
+
 ## 2026-09-23
 
 ### Added

finance/order-book/anchor-v1/README.md

@@ -1473,15 +1473,20 @@ anchor test --skip-local-validator
 Expected:
 
 ```
-running 29 tests
+running 35 tests
 test authority_can_withdraw_fees_after_match ... ok
+test better_order_evicts_the_worst_and_rests ... ok
 test cancel_and_settle_bid_refunds_full_quote ... ok
 test cancel_ask_credits_unsettled_base ... ok
 test cancel_order_rejects_non_owner ... ok
 test deepest_path_adds_little_compute_to_insert_fill_and_cancel ... ok
 test doubling_prices_build_the_deepest_path_prices_allow ... ok
+test evicted_maker_settles_their_refund ... ok
+test eviction_rejects_missing_or_wrong_evicted_accounts ... ok
 test fee_rounds_up_when_gross_is_not_a_bps_multiple ... ok
 test fee_vault_receives_exactly_bps_of_taker_gross ... ok
+test full_side_cancel_of_the_last_scanned_order_fits_the_default_budget ... ok
+test full_side_refuses_an_order_no_better_than_its_worst ... ok
 test initialize_market_rejects_oversized_fee ... ok
 test initialize_market_rejects_zero_base_lot_size ... ok
 test initialize_market_rejects_zero_quote_lot_size ... ok
@@ -1503,6 +1508,7 @@ test taker_bid_gets_price_improvement_from_resting_ask ... ok
 test taker_crosses_multiple_resting_orders_best_price_first ... ok
 test taker_partially_filled_remainder_rests_on_book ... ok
 test taker_partially_fills_resting_order_rest_stays_on_book ... ok
+test trader_can_evict_their_own_worst_order ... ok
 ```
 
 ### What each test exercises
@@ -1554,6 +1560,7 @@ test taker_partially_fills_resting_order_rest_stays_on_book ... ok
 - `evicted_maker_settles_their_refund`: The evicted owner's `settle_funds` pays out the refund
 - `eviction_rejects_missing_or_wrong_evicted_accounts`: No evicted order, a non-worst order, or the wrong owner's `MarketUser`
 - `trader_can_evict_their_own_worst_order`: Only the `Order` account is passed, and the caller's own `MarketUser` is credited
+- `full_side_cancel_of_the_last_scanned_order_fits_the_default_budget`: Canceling the bid found last among 512 stays inside the default 200,000-unit budget
 
 ### CI note
 

finance/order-book/anchor-v1/programs/order-book/tests/test_order_book.rs

@@ -2775,3 +2775,29 @@ fn trader_can_evict_their_own_worst_order() {
         ORDERS_PER_FILLER as u32
     );
 }
+
+#[test]
+fn full_side_cancel_of_the_last_scanned_order_fits_the_default_budget() {
+    // `cancel_order` finds the order's tree key by walking the side from the
+    // best price down, so on a full bid side the worst bid is the last of
+    // 512 leaves it reads. That is the most compute a cancel can cost.
+    let mut sc = full_setup();
+    initialize_market_and_users(&mut sc);
+    let fillers = fill_bid_side(&mut sc);
+
+    let instruction = build_cancel_order_ix(
+        &sc,
+        &fillers[0].keypair.pubkey(),
+        fillers[0].market_user,
+        WORST_BID_ORDER_ID,
+    );
+    let units = send_and_measure(&mut sc.svm, instruction, &fillers[0].keypair);
+    println!("cancel of the last of {ORDERS_PER_SIDE} bids scanned: {units} CU");
+    assert!(units < DEFAULT_INSTRUCTION_COMPUTE_UNITS, "{units} CU");
+
+    let (_, status) = read_order_fill_and_status(
+        &sc.svm,
+        &order_pda(&sc.program_id, &sc.market, WORST_BID_ORDER_ID),
+    );
+    assert_eq!(status, ORDER_STATUS_CANCELLED);
+}

finance/order-book/anchor/CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 2026-10-03
+
+### Added
+
+- `full_side_cancel_of_the_last_scanned_order_fits_the_default_budget`:
+  `cancel_order` finds an order by walking its side from the best price, so
+  on a full side of 512 bids the worst bid is the last one it reads. Canceling
+  it stays inside the default 200,000-unit instruction budget.
+
 ## 2026-09-23
 
 ### Added

finance/order-book/anchor/README.md

@@ -1481,15 +1481,20 @@ anchor test --skip-local-validator
 Expected:
 
 ```
-running 29 tests
+running 35 tests
 test authority_can_withdraw_fees_after_match ... ok
+test better_order_evicts_the_worst_and_rests ... ok
 test cancel_and_settle_bid_refunds_full_quote ... ok
 test cancel_ask_credits_unsettled_base ... ok
 test cancel_order_rejects_non_owner ... ok
 test deepest_path_adds_little_compute_to_insert_fill_and_cancel ... ok
 test doubling_prices_build_the_deepest_path_prices_allow ... ok
+test evicted_maker_settles_their_refund ... ok
+test eviction_rejects_missing_or_wrong_evicted_accounts ... ok
 test fee_rounds_up_when_gross_is_not_a_bps_multiple ... ok
 test fee_vault_receives_exactly_bps_of_taker_gross ... ok
+test full_side_cancel_of_the_last_scanned_order_fits_the_default_budget ... ok
+test full_side_refuses_an_order_no_better_than_its_worst ... ok
 test initialize_market_rejects_oversized_fee ... ok
 test initialize_market_rejects_zero_base_lot_size ... ok
 test initialize_market_rejects_zero_quote_lot_size ... ok
@@ -1511,6 +1516,7 @@ test taker_bid_gets_price_improvement_from_resting_ask ... ok
 test taker_crosses_multiple_resting_orders_best_price_first ... ok
 test taker_partially_filled_remainder_rests_on_book ... ok
 test taker_partially_fills_resting_order_rest_stays_on_book ... ok
+test trader_can_evict_their_own_worst_order ... ok
 ```
 
 ### What each test exercises
@@ -1562,6 +1568,7 @@ test taker_partially_fills_resting_order_rest_stays_on_book ... ok
 - `evicted_maker_settles_their_refund`: The evicted owner's `settle_funds` pays out the refund
 - `eviction_rejects_missing_or_wrong_evicted_accounts`: No evicted order, a non-worst order, or the wrong owner's `MarketUser`
 - `trader_can_evict_their_own_worst_order`: Only the `Order` account is passed, and the caller's own `MarketUser` is credited
+- `full_side_cancel_of_the_last_scanned_order_fits_the_default_budget`: Canceling the bid found last among 512 stays inside the default 200,000-unit budget
 
 ### CI note
 

finance/order-book/anchor/programs/order-book/tests/test_order_book.rs

@@ -2783,3 +2783,29 @@ fn trader_can_evict_their_own_worst_order() {
         ORDERS_PER_FILLER as u32
     );
 }
+
+#[test]
+fn full_side_cancel_of_the_last_scanned_order_fits_the_default_budget() {
+    // `cancel_order` finds the order's tree key by walking the side from the
+    // best price down, so on a full bid side the worst bid is the last of
+    // 512 leaves it reads. That is the most compute a cancel can cost.
+    let mut sc = full_setup();
+    initialize_market_and_users(&mut sc);
+    let fillers = fill_bid_side(&mut sc);
+
+    let instruction = build_cancel_order_ix(
+        &sc,
+        &fillers[0].keypair.pubkey(),
+        fillers[0].market_user,
+        WORST_BID_ORDER_ID,
+    );
+    let units = send_and_measure(&mut sc.svm, instruction, &fillers[0].keypair);
+    println!("cancel of the last of {ORDERS_PER_SIDE} bids scanned: {units} CU");
+    assert!(units < DEFAULT_INSTRUCTION_COMPUTE_UNITS, "{units} CU");
+
+    let (_, status) = read_order_fill_and_status(
+        &sc.svm,
+        &order_pda(&sc.program_id, &sc.market, WORST_BID_ORDER_ID),
+    );
+    assert_eq!(status, ORDER_STATUS_CANCELLED);
+}