Add oracleLastUpdatedSlot to Bank and PerpMarket (#395)

* Parse last updated slot from oracle

* Fix typo

* Remove unused package

package.json

@@ -32,7 +32,6 @@
     "validate": "npm run typecheck && npm run lint && npm run format"
   },
   "devDependencies": {
-    "@jup-ag/core": "^1.0.0-beta.28",
     "@tsconfig/recommended": "^1.0.1",
     "@types/bs58": "^4.0.1",
     "@types/chai": "^4.3.0",

ts/client/src/accounts/bank.ts

@@ -59,6 +59,7 @@ export class Bank implements BankForHealth {
   public util1: I80F48;
   public _price: I80F48 | undefined;
   public _uiPrice: number | undefined;
+  public _oracleLastUpdatedSlot: number | undefined;
   public collectedFeesNative: I80F48;
   public loanFeeRate: I80F48;
   public loanOriginationFeeRate: I80F48;
@@ -235,6 +236,7 @@ export class Bank implements BankForHealth {
     this.dust = I80F48.from(dust);
     this._price = undefined;
     this._uiPrice = undefined;
+    this._oracleLastUpdatedSlot = undefined;
   }
 
   toString(): string {
@@ -351,6 +353,15 @@ export class Bank implements BankForHealth {
     return this._uiPrice;
   }
 
+  get oracleLastUpdatedSlot(): number {
+    if (!this._oracleLastUpdatedSlot) {
+      throw new Error(
+        `Undefined oracleLastUpdatedSlot for bank ${this.publicKey} with tokenIndex ${this.tokenIndex}!`,
+      );
+    }
+    return this._oracleLastUpdatedSlot;
+  }
+
   nativeDeposits(): I80F48 {
     return this.indexedDeposits.mul(this.depositIndex);
   }

ts/client/src/accounts/group.ts

@@ -292,15 +292,17 @@ export class Group {
             throw new Error(
               `Undefined accountInfo object in reloadBankOraclePrices for ${bank.oracle}!`,
             );
-          const { price, uiPrice } = await this.decodePriceFromOracleAi(
-            coder,
-            bank.oracle,
-            ai,
-            this.getMintDecimals(bank.mint),
-            client,
-          );
+          const { price, uiPrice, lastUpdatedSlot } =
+            await this.decodePriceFromOracleAi(
+              coder,
+              bank.oracle,
+              ai,
+              this.getMintDecimals(bank.mint),
+              client,
+            );
           bank._price = price;
           bank._uiPrice = uiPrice;
+          bank._oracleLastUpdatedSlot = lastUpdatedSlot;
         }
       }
     }
@@ -324,15 +326,18 @@ export class Group {
           throw new Error(
             `Undefined ai object in reloadPerpMarketOraclePrices for ${perpMarket.oracle}!`,
           );
-        const { price, uiPrice } = await this.decodePriceFromOracleAi(
-          coder,
-          perpMarket.oracle,
-          ai,
-          perpMarket.baseDecimals,
-          client,
-        );
+
+        const { price, uiPrice, lastUpdatedSlot } =
+          await this.decodePriceFromOracleAi(
+            coder,
+            perpMarket.oracle,
+            ai,
+            perpMarket.baseDecimals,
+            client,
+          );
         perpMarket._price = price;
         perpMarket._uiPrice = uiPrice;
+        perpMarket._oracleLastUpdatedSlot = lastUpdatedSlot;
       }),
     );
   }
@@ -343,8 +348,8 @@ export class Group {
     ai: AccountInfo<Buffer>,
     baseDecimals: number,
     client: MangoClient,
-  ): Promise<{ price: I80F48; uiPrice: number }> {
-    let price, uiPrice;
+  ): Promise<{ price: I80F48; uiPrice: number; lastUpdatedSlot: number }> {
+    let price, uiPrice, lastUpdatedSlot;
     if (
       !BorshAccountsCoder.accountDiscriminator('stubOracle').compare(
         ai.data.slice(0, 8),
@@ -353,21 +358,26 @@ export class Group {
       const stubOracle = coder.decode('stubOracle', ai.data);
       price = new I80F48(stubOracle.price.val);
       uiPrice = this.toUiPrice(price, baseDecimals);
+      lastUpdatedSlot = stubOracle.lastUpdated.val;
     } else if (isPythOracle(ai)) {
-      uiPrice = parsePriceData(ai.data).previousPrice;
+      const priceData = parsePriceData(ai.data);
+      uiPrice = priceData.previousPrice;
       price = this.toNativePrice(uiPrice, baseDecimals);
+      lastUpdatedSlot = parseInt(priceData.lastSlot.toString());
     } else if (isSwitchboardOracle(ai)) {
-      uiPrice = await parseSwitchboardOracle(
+      const priceData = await parseSwitchboardOracle(
         ai,
         client.program.provider.connection,
       );
+      uiPrice = priceData.price;
       price = this.toNativePrice(uiPrice, baseDecimals);
+      lastUpdatedSlot = priceData.lastUpdatedSlot;
     } else {
       throw new Error(
         `Unknown oracle provider (parsing not implemented) for oracle ${oracle}, with owner ${ai.owner}!`,
       );
     }
-    return { price, uiPrice };
+    return { price, uiPrice, lastUpdatedSlot };
   }
 
   public async reloadVaults(client: MangoClient): Promise<void> {

ts/client/src/accounts/oracle.ts

@@ -48,21 +48,29 @@ export class StubOracle {
 }
 
 // https://gist.github.com/microwavedcola1/b741a11e6ee273a859f3ef00b35ac1f0
-export function parseSwitcboardOracleV1(
-  accountInfo: AccountInfo<Buffer>,
-): number {
-  return accountInfo.data.readDoubleLE(1 + 32 + 4 + 4);
+export function parseSwitchboardOracleV1(accountInfo: AccountInfo<Buffer>): {
+  price: number;
+  lastUpdatedSlot: number;
+} {
+  const price = accountInfo.data.readDoubleLE(1 + 32 + 4 + 4);
+  const lastUpdatedSlot = parseInt(
+    accountInfo.data.readBigUInt64LE(1 + 32 + 4 + 4 + 8).toString(),
+  );
+  return { price, lastUpdatedSlot };
 }
 
-export function parseSwitcboardOracleV2(
+export function parseSwitchboardOracleV2(
   program: SwitchboardProgram,
   accountInfo: AccountInfo<Buffer>,
-): number {
-  const aggregatorAccountData =
-    program.decodeLatestAggregatorValue(accountInfo);
-  if (!aggregatorAccountData)
+): { price: number; lastUpdatedSlot: number } {
+  const price = program.decodeLatestAggregatorValue(accountInfo)!.toNumber();
+  const lastUpdatedSlot = program
+    .decodeAggregator(accountInfo)
+    .latestConfirmedRound!.roundOpenSlot!.toNumber();
+
+  if (!price || !lastUpdatedSlot)
     throw new Error('Unable to parse Switchboard Oracle V2');
-  return aggregatorAccountData?.toNumber();
+  return { price, lastUpdatedSlot };
 }
 
 /**
@@ -73,26 +81,26 @@ export function parseSwitcboardOracleV2(
 export async function parseSwitchboardOracle(
   accountInfo: AccountInfo<Buffer>,
   connection: Connection,
-): Promise<number> {
+): Promise<{ price: number; lastUpdatedSlot: number }> {
   if (accountInfo.owner.equals(SwitchboardProgram.devnetPid)) {
     if (!sbv2DevnetProgram) {
       sbv2DevnetProgram = await SwitchboardProgram.loadDevnet(connection);
     }
-    return parseSwitcboardOracleV2(sbv2DevnetProgram, accountInfo);
+    return parseSwitchboardOracleV2(sbv2DevnetProgram, accountInfo);
   }
 
   if (accountInfo.owner.equals(SwitchboardProgram.mainnetPid)) {
     if (!sbv2MainnetProgram) {
       sbv2MainnetProgram = await SwitchboardProgram.loadMainnet(connection);
     }
-    return parseSwitcboardOracleV2(sbv2MainnetProgram, accountInfo);
+    return parseSwitchboardOracleV2(sbv2MainnetProgram, accountInfo);
   }
 
   if (
     accountInfo.owner.equals(SBV1_DEVNET_PID) ||
     accountInfo.owner.equals(SBV1_MAINNET_PID)
   ) {
-    return parseSwitcboardOracleV1(accountInfo);
+    return parseSwitchboardOracleV1(accountInfo);
   }
 
   throw new Error(`Should not be reached!`);

ts/client/src/accounts/perp.ts

@@ -48,6 +48,7 @@ export class PerpMarket {
 
   public _price: I80F48;
   public _uiPrice: number;
+  public _oracleLastUpdatedSlot: number;
 
   private priceLotsToUiConverter: number;
   private baseLotsToUiConverter: number;
@@ -246,6 +247,15 @@ export class PerpMarket {
     return this._uiPrice;
   }
 
+  get oracleLastUpdatedSlot(): number {
+    if (!this._oracleLastUpdatedSlot) {
+      throw new Error(
+        `Undefined oracleLastUpdatedSlot for perpMarket ${this.publicKey} with marketIndex ${this.perpMarketIndex}!`,
+      );
+    }
+    return this._oracleLastUpdatedSlot;
+  }
+
   get minOrderSize(): number {
     return this.baseLotsToUiConverter;
   }