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mango-v4
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Filter out bad switchboard prices (#70) 

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2022-06-20 18:03:16 +02:00 committed by GitHub
parent fc716c6da4
commit 470292024e
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1 changed files with 33 additions and 4 deletions
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37
programs/mango-v4/src/state/oracle.rs
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@ -141,10 +141,24 @@ pub fn oracle_price(
cm!(price * decimal_adj)
}
OracleType::SwitchboardV2 => {
let feed_result =
bytemuck::from_bytes::<AggregatorAccountData>(&data[8..]).get_result()?;
let decimal: f64 = feed_result.try_into()?;
let price = I80F48::from_num(decimal);
let feed = bytemuck::from_bytes::<AggregatorAccountData>(&data[8..]);
let feed_result = feed.get_result()?;
let price_decimal: f64 = feed_result.try_into()?;
let price = I80F48::from_num(price_decimal);
// Filter out bad prices
let std_deviation_decimal: f64 =
feed.latest_confirmed_round.std_deviation.try_into()?;
if I80F48::from_num(std_deviation_decimal) > oracle_conf_filter * price {
msg!(
"Switchboard v2 std deviation too high; pubkey {} price: {} latest_confirmed_round.std_deviation: {}",
acc_info.key(),
price.to_num::<f64>(),
std_deviation_decimal
);
return Err(MangoError::SomeError.into());
}
let decimals = QUOTE_DECIMALS
.checked_sub(base_token_decimals as i8)
.unwrap();
@ -154,6 +168,21 @@ pub fn oracle_price(
OracleType::SwitchboardV1 => {
let result = FastRoundResultAccountData::deserialize(data).unwrap();
let price = I80F48::from_num(result.result.result);
// Filter out bad prices
let min_response = I80F48::from_num(result.result.min_response);
let max_response = I80F48::from_num(result.result.max_response);
if cm!(max_response - min_response) > oracle_conf_filter * price {
msg!(
"Switchboard v1 min-max response gap too wide; pubkey {} price: {} min_response: {} max_response {}",
acc_info.key(),
price.to_num::<f64>(),
min_response,
max_response
);
return Err(MangoError::SomeError.into());
}
let decimals = QUOTE_DECIMALS
.checked_sub(base_token_decimals as i8)
.unwrap();