From 29f4af2208310925e20797b7a92e4e2cc27fb488 Mon Sep 17 00:00:00 2001
From: Chris Heaney <chrisheaney30@gmail.com>
Date: Tue, 19 Aug 2025 10:49:40 -0400
Subject: [PATCH] program: min/max last fill price with inital amm price

---
 programs/drift/src/controller/orders.rs | 18 +++++++++++------
 programs/drift/src/math/fulfillment.rs  | 26 +++++++++++++------------
 2 files changed, 26 insertions(+), 18 deletions(-)

diff --git a/programs/drift/src/controller/orders.rs b/programs/drift/src/controller/orders.rs
index 84c2010c66..d1dfa38a26 100644
--- a/programs/drift/src/controller/orders.rs
+++ b/programs/drift/src/controller/orders.rs
@@ -1296,7 +1296,7 @@ pub fn fill_perp_order(
         AMMAvailability::Unavailable
     };
 
-    let (base_asset_amount, quote_asset_amount) = fulfill_perp_order(
+    let (base_asset_amount, quote_asset_amount, initial_amm_price) = fulfill_perp_order(
         user,
         order_index,
         &user_key,
@@ -1339,7 +1339,13 @@ pub fn fill_perp_order(
             None,
         )?;
 
-        perp_market.last_fill_price = fill_price;
+        if initial_amm_price != 0 {
+            if order_direction == PositionDirection::Long {
+                perp_market.last_fill_price = initial_amm_price.min(fill_price);
+            } else {
+                perp_market.last_fill_price = initial_amm_price.max(fill_price);
+            }
+        }
     }
 
     let base_asset_amount_after = user.perp_positions[position_index].base_asset_amount;
@@ -1754,7 +1760,7 @@ fn fulfill_perp_order(
     amm_availability: AMMAvailability,
     fill_mode: FillMode,
     oracle_stale_for_margin: bool,
-) -> DriftResult<(u64, u64)> {
+) -> DriftResult<(u64, u64, u64)> {
     let market_index = user.orders[user_order_index].market_index;
 
     let user_order_position_decreasing =
@@ -1771,7 +1777,7 @@ fn fulfill_perp_order(
     let perp_market_oi_before = perp_market.get_open_interest();
     drop(perp_market);
 
-    let fulfillment_methods = {
+    let (fulfillment_methods, initial_amm_price) = {
         let market = perp_market_map.get_ref(&market_index)?;
         let oracle_price = oracle_map.get_price_data(&market.oracle_id())?.price;
 
@@ -1790,7 +1796,7 @@ fn fulfill_perp_order(
     };
 
     if fulfillment_methods.is_empty() {
-        return Ok((0, 0));
+        return Ok((0, 0, initial_amm_price));
     }
 
     let mut base_asset_amount = 0_u64;
@@ -2055,7 +2061,7 @@ fn fulfill_perp_order(
         )?;
     }
 
-    Ok((base_asset_amount, quote_asset_amount))
+    Ok((base_asset_amount, quote_asset_amount, initial_amm_price))
 }
 
 #[allow(clippy::type_complexity)]
diff --git a/programs/drift/src/math/fulfillment.rs b/programs/drift/src/math/fulfillment.rs
index c4892bedf8..fc16d3f680 100644
--- a/programs/drift/src/math/fulfillment.rs
+++ b/programs/drift/src/math/fulfillment.rs
@@ -24,7 +24,7 @@ pub fn determine_perp_fulfillment_methods(
     slot: u64,
     min_auction_duration: u8,
     fill_mode: FillMode,
-) -> DriftResult<Vec<PerpFulfillmentMethod>> {
+) -> DriftResult<(Vec<PerpFulfillmentMethod>, u64)> {
     if order.post_only {
         return determine_perp_fulfillment_methods_for_maker(
             order,
@@ -52,11 +52,13 @@ pub fn determine_perp_fulfillment_methods(
 
     let maker_direction = order.direction.opposite();
 
-    let mut amm_price = match maker_direction {
+    let initial_amm_price = match maker_direction {
         PositionDirection::Long => amm.bid_price(amm_reserve_price)?,
         PositionDirection::Short => amm.ask_price(amm_reserve_price)?,
     };
 
+    let mut amm_price = initial_amm_price;
+
     for (maker_key, maker_order_index, maker_price) in maker_orders_info.iter() {
         let taker_crosses_maker = match limit_price {
             Some(taker_price) => do_orders_cross(maker_direction, *maker_price, taker_price),
@@ -101,7 +103,7 @@ pub fn determine_perp_fulfillment_methods(
         }
     }
 
-    Ok(fulfillment_methods)
+    Ok((fulfillment_methods, initial_amm_price))
 }
 
 fn determine_perp_fulfillment_methods_for_maker(
@@ -114,9 +116,14 @@ fn determine_perp_fulfillment_methods_for_maker(
     slot: u64,
     min_auction_duration: u8,
     fill_mode: FillMode,
-) -> DriftResult<Vec<PerpFulfillmentMethod>> {
+) -> DriftResult<(Vec<PerpFulfillmentMethod>, u64)> {
     let maker_direction = order.direction;
 
+    let amm_price = match maker_direction {
+        PositionDirection::Long => amm.ask_price(amm_reserve_price)?,
+        PositionDirection::Short => amm.bid_price(amm_reserve_price)?,
+    };
+
     let can_fill_with_amm = can_fill_with_amm(
         amm_availability,
         valid_oracle_price,
@@ -127,22 +134,17 @@ fn determine_perp_fulfillment_methods_for_maker(
     )?;
 
     if !can_fill_with_amm {
-        return Ok(vec![]);
+        return Ok((vec![], amm_price));
     }
 
-    let amm_price = match maker_direction {
-        PositionDirection::Long => amm.ask_price(amm_reserve_price)?,
-        PositionDirection::Short => amm.bid_price(amm_reserve_price)?,
-    };
-
     let maker_price = limit_price.safe_unwrap()?;
 
     let amm_crosses_maker = do_orders_cross(maker_direction, maker_price, amm_price);
 
     if amm_crosses_maker {
-        Ok(vec![PerpFulfillmentMethod::AMM(None)])
+        Ok((vec![PerpFulfillmentMethod::AMM(None)], amm_price))
     } else {
-        Ok(vec![])
+        Ok((vec![], amm_price))
     }
 }