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program: refactor oracle map to allow same oracle w diff oracle sources #1346

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program: refactor oracle map to allow same oracle w diff oracle sources #1346

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d187e51
program: refactor oracle map to allow same oracle w diff oracle sources
crispheaney Nov 22, 2024
2a28efb
rm some code
crispheaney Nov 22, 2024
3f148a8
rename get_oracle_id to oracle_id
crispheaney Nov 26, 2024
5fa4660
start fixing tests
crispheaney Nov 26, 2024
58d1f84
fix remainder of tests
crispheaney Nov 26, 2024
8c18239
add another test
crispheaney Nov 26, 2024
b28201d
more red diffs
crispheaney Nov 26, 2024
35f943d
fix a compiler warning
crispheaney Nov 26, 2024
9bf508f
start adding ts changes
crispheaney Nov 26, 2024
1de7a0b
add ws drift client account sub
crispheaney Nov 26, 2024
a4e9f9c
add grpc implementation
crispheaney Nov 26, 2024
dc2253c
prettify:fix
crispheaney Nov 26, 2024
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4 changes: 2 additions & 2 deletions programs/drift/src/controller/funding.rs
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -170,7 +170,7 @@ pub fn update_funding_rate(
// Pause funding if oracle is invalid or if mark/oracle spread is too divergent
let block_funding_rate_update = oracle::block_operation(
market,
oracle_map.get_price_data(&market.amm.oracle)?,
oracle_map.get_price_data(&market.oracle_id())?,
guard_rails,
reserve_price,
slot,
Expand All @@ -186,7 +186,7 @@ pub fn update_funding_rate(
!funding_paused && !block_funding_rate_update && (time_until_next_update == 0);

if valid_funding_update {
let oracle_price_data = oracle_map.get_price_data(&market.amm.oracle)?;
let oracle_price_data = oracle_map.get_price_data(&market.oracle_id())?;
let sanitize_clamp_denominator = market.get_sanitize_clamp_denominator()?;

let oracle_price_twap = amm::update_oracle_price_twap(
Expand Down
40 changes: 24 additions & 16 deletions programs/drift/src/controller/liquidation.rs
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -194,7 +194,7 @@ pub fn liquidate_perp(
)?;

let mut market = perp_market_map.get_ref_mut(&market_index)?;
let oracle_price_data = oracle_map.get_price_data(&market.amm.oracle)?;
let oracle_price_data = oracle_map.get_price_data(&market.oracle_id())?;

update_amm_and_check_validity(
&mut market,
Expand Down Expand Up @@ -333,7 +333,9 @@ pub fn liquidate_perp(

let market = perp_market_map.get_ref(&market_index)?;
let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
let quote_oracle_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
let quote_oracle_price = oracle_map
.get_price_data(&quote_spot_market.oracle_id())?
.price;
let liquidator_fee = market.liquidator_fee;
let if_liquidation_fee = calculate_perp_if_fee(
intermediate_margin_calculation.tracked_market_margin_shortage(margin_shortage)?,
Expand Down Expand Up @@ -773,7 +775,7 @@ pub fn liquidate_perp_with_fill(
)?;

let mut market = perp_market_map.get_ref_mut(&market_index)?;
let oracle_price_data = oracle_map.get_price_data(&market.amm.oracle)?;
let oracle_price_data = oracle_map.get_price_data(&market.oracle_id())?;

update_amm_and_check_validity(
&mut market,
Expand Down Expand Up @@ -901,7 +903,9 @@ pub fn liquidate_perp_with_fill(

let market = perp_market_map.get_ref(&market_index)?;
let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
let quote_oracle_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
let quote_oracle_price = oracle_map
.get_price_data(&quote_spot_market.oracle_id())?
.price;
let liquidator_fee = market.liquidator_fee;
let if_liquidation_fee = calculate_perp_if_fee(
intermediate_margin_calculation.tracked_market_margin_shortage(margin_shortage)?,
Expand Down Expand Up @@ -1203,7 +1207,7 @@ pub fn liquidate_spot(
let (asset_amount, asset_price, asset_decimals, asset_weight, asset_liquidation_multiplier) = {
let mut asset_market = spot_market_map.get_ref_mut(&asset_market_index)?;
let (asset_price_data, validity_guard_rails) =
oracle_map.get_price_data_and_guard_rails(&asset_market.oracle)?;
oracle_map.get_price_data_and_guard_rails(&asset_market.oracle_id())?;

update_spot_market_and_check_validity(
&mut asset_market,
Expand Down Expand Up @@ -1252,7 +1256,7 @@ pub fn liquidate_spot(
) = {
let mut liability_market = spot_market_map.get_ref_mut(&liability_market_index)?;
let (liability_price_data, validity_guard_rails) =
oracle_map.get_price_data_and_guard_rails(&liability_market.oracle)?;
oracle_map.get_price_data_and_guard_rails(&liability_market.oracle_id())?;

update_spot_market_and_check_validity(
&mut liability_market,
Expand Down Expand Up @@ -1783,7 +1787,9 @@ pub fn liquidate_borrow_for_perp_pnl(
let market = perp_market_map.get_ref(&perp_market_index)?;

let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
let quote_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
let quote_price = oracle_map
.get_price_data(&quote_spot_market.oracle_id())?
.price;

let pnl_asset_weight =
market.get_unrealized_asset_weight(pnl, MarginRequirementType::Maintenance)?;
Expand All @@ -1809,7 +1815,7 @@ pub fn liquidate_borrow_for_perp_pnl(
) = {
let mut liability_market = spot_market_map.get_ref_mut(&liability_market_index)?;
let (liability_price_data, validity_guard_rails) =
oracle_map.get_price_data_and_guard_rails(&liability_market.oracle)?;
oracle_map.get_price_data_and_guard_rails(&liability_market.oracle_id())?;

update_spot_market_and_check_validity(
&mut liability_market,
Expand Down Expand Up @@ -1903,7 +1909,7 @@ pub fn liquidate_borrow_for_perp_pnl(

if intermediate_margin_calculation.can_exit_liquidation()? {
let market = perp_market_map.get_ref(&perp_market_index)?;
let market_oracle_price = oracle_map.get_price_data(&market.amm.oracle)?.price;
let market_oracle_price = oracle_map.get_price_data(&market.oracle_id())?.price;

emit!(LiquidationRecord {
ts: now,
Expand Down Expand Up @@ -2094,7 +2100,7 @@ pub fn liquidate_borrow_for_perp_pnl(

let market_oracle_price = {
let market = perp_market_map.get_ref_mut(&perp_market_index)?;
oracle_map.get_price_data(&market.amm.oracle)?.price
oracle_map.get_price_data(&market.oracle_id())?.price
};

emit!(LiquidationRecord {
Expand Down Expand Up @@ -2232,7 +2238,7 @@ pub fn liquidate_perp_pnl_for_deposit(
) = {
let mut asset_market = spot_market_map.get_ref_mut(&asset_market_index)?;
let (asset_price_data, validity_guard_rails) =
oracle_map.get_price_data_and_guard_rails(&asset_market.oracle)?;
oracle_map.get_price_data_and_guard_rails(&asset_market.oracle_id())?;

update_spot_market_and_check_validity(
&mut asset_market,
Expand Down Expand Up @@ -2309,7 +2315,9 @@ pub fn liquidate_perp_pnl_for_deposit(
let market = perp_market_map.get_ref(&perp_market_index)?;

let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
let quote_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
let quote_price = oracle_map
.get_price_data(&quote_spot_market.oracle_id())?
.price;

(
unsettled_pnl.unsigned_abs(),
Expand Down Expand Up @@ -2386,7 +2394,7 @@ pub fn liquidate_perp_pnl_for_deposit(

if exiting_liq_territory || is_contract_tier_violation {
let market = perp_market_map.get_ref(&perp_market_index)?;
let market_oracle_price = oracle_map.get_price_data(&market.amm.oracle)?.price;
let market_oracle_price = oracle_map.get_price_data(&market.oracle_id())?.price;

emit!(LiquidationRecord {
ts: now,
Expand Down Expand Up @@ -2589,7 +2597,7 @@ pub fn liquidate_perp_pnl_for_deposit(

let market_oracle_price = {
let market = perp_market_map.get_ref_mut(&perp_market_index)?;
oracle_map.get_price_data(&market.amm.oracle)?.price
oracle_map.get_price_data(&market.oracle_id())?.price
};

emit!(LiquidationRecord {
Expand Down Expand Up @@ -2715,7 +2723,7 @@ pub fn resolve_perp_bankruptcy(

// move if payment to pnl pool
let spot_market = &mut spot_market_map.get_ref_mut(&QUOTE_SPOT_MARKET_INDEX)?;
let oracle_price_data = oracle_map.get_price_data(&spot_market.oracle)?;
let oracle_price_data = oracle_map.get_price_data(&spot_market.oracle_id())?;
update_spot_market_cumulative_interest(spot_market, Some(oracle_price_data), now)?;

update_spot_balances(
Expand Down Expand Up @@ -2936,7 +2944,7 @@ pub fn resolve_spot_bankruptcy(

{
let mut spot_market = spot_market_map.get_ref_mut(&market_index)?;
let oracle_price_data = &oracle_map.get_price_data(&spot_market.oracle)?;
let oracle_price_data = &oracle_map.get_price_data(&spot_market.oracle_id())?;
let quote_social_loss = get_token_value(
-borrow_amount.cast()?,
spot_market.decimals,
Expand Down
8 changes: 4 additions & 4 deletions programs/drift/src/controller/liquidation/tests.rs
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -775,7 +775,7 @@ pub mod liquidate_perp {
margin_requirement_plus_buffer
);

let oracle_price = oracle_map.get_price_data(&oracle_price_key).unwrap().price;
let oracle_price = oracle_map.get_price_data(&(oracle_price_key, OracleSource::Pyth)).unwrap().price;

let perp_value = calculate_base_asset_value_with_oracle_price(
user.perp_positions[0].base_asset_amount as i128,
Expand Down Expand Up @@ -2357,7 +2357,7 @@ pub mod liquidate_perp {
margin_requirement_plus_buffer
);

let oracle_price = oracle_map.get_price_data(&oracle_price_key).unwrap().price;
let oracle_price = oracle_map.get_price_data(&(oracle_price_key, OracleSource::Pyth)).unwrap().price;

let perp_value = calculate_base_asset_value_with_oracle_price(
user.perp_positions[0].base_asset_amount as i128,
Expand Down Expand Up @@ -3674,7 +3674,7 @@ pub mod liquidate_spot {
&user.spot_positions[1].balance_type,
)
.unwrap();
let oracle_price_data = oracle_map.get_price_data(&sol_oracle_price_key).unwrap();
let oracle_price_data = oracle_map.get_price_data(&(sol_oracle_price_key, OracleSource::Pyth)).unwrap();
let token_value =
get_token_value(token_amount as i128, 6, oracle_price_data.price).unwrap();

Expand Down Expand Up @@ -4884,7 +4884,7 @@ pub mod liquidate_borrow_for_perp_pnl {
&user.spot_positions[0].balance_type,
)
.unwrap();
let oracle_price_data = oracle_map.get_price_data(&sol_oracle_price_key).unwrap();
let oracle_price_data = oracle_map.get_price_data(&(sol_oracle_price_key, OracleSource::Pyth)).unwrap();
let token_value =
get_token_value(token_amount as i128, 6, oracle_price_data.price).unwrap();

Expand Down
2 changes: 1 addition & 1 deletion programs/drift/src/controller/lp.rs
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -382,7 +382,7 @@ pub fn remove_perp_lp_shares(
ErrorCode::InsufficientLPTokens
)?;

let oracle_price = oracle_map.get_price_data(&market.amm.oracle)?.price;
let oracle_price = oracle_map.get_price_data(&market.oracle_id())?.price;
let (position_delta, pnl) =
burn_lp_shares(position, &mut market, shares_to_burn, oracle_price)?;

Expand Down
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