support pyth oracle to deprecate flux aggregator (#33)
* add pyth client * add pyth oracle and instruction to switch * implement cli for oracle switch * fix common build * fix build for cli * fix devnet url * rename arg
This commit is contained in:
Maximilian Schneider
GitHub
parent
141b10577b
commit
234d8e2682
File diff suppressed because it is too large
Load Diff
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@ -16,14 +16,15 @@ clap = "3.0.0-beta.2"
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solana-client = "^1.6.4"
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solana-cli = "^1.6.4"
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solana-sdk = "^1.6.4"
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mango = { version = "*", path = "../program", features=["no-entrypoint"] }
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spl-token = { version = "^3.1.0", features=["no-entrypoint"] }
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serde_json = "1.0.60"
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chrono = "*"
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common = { version = "*", path = "../common" }
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serum_dex = { version = "^0.2", git = "https://github.com/blockworks-foundation/serum-dex.git", features=["no-entrypoint", "program"] }
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flux-aggregator = { version = "^0.1", git = "https://github.com/blockworks-foundation/solana-flux-aggregator.git", features=["program", "no-entrypoint"] }
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arrayref = "^0.3.6"
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fixed = { version = "^1.7.0" }
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common = { version = "*", path = "../common" }
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mango = { version = "*", path = "../program", features=["no-entrypoint"] }
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spl-token = { version = "^3.0.0", features=["no-entrypoint"] }
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serum_dex = { version = "0.4.0", rev="3104f424ee38a415418a1cdef67970771f832857", git = "https://github.com/blockworks-foundation/serum-dex.git", default-features=false, features = ["no-entrypoint", "program"] }
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flux-aggregator = { version = "^0.1", rev="ca6706d05218acc84d164ed5149fac7612d3aa2b", git = "https://github.com/blockworks-foundation/solana-flux-aggregator.git", features=["program", "no-entrypoint"] }
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pyth-client = {version = ">=0.5.0", features = ["no-entrypoint"]}
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@ -17,7 +17,7 @@ use solana_sdk::commitment_config::CommitmentConfig;
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use solana_sdk::program_pack::Pack;
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use solana_sdk::pubkey::Pubkey;
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use solana_sdk::signature::{Signer};
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use mango::instruction::{init_mango_group, init_margin_account, withdraw, borrow, deposit, settle_borrow, change_borrow_limit};
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use mango::instruction::{init_mango_group, init_margin_account, withdraw, borrow, deposit, settle_borrow, change_borrow_limit, switch_oracles};
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#[derive(Clap, Debug)]
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pub struct Opts {
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@ -136,7 +136,19 @@ pub enum Command {
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token_symbol: String,
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#[clap(long)]
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borrow_limit: f64
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}
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},
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SwitchOracle {
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#[clap(long, short)]
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payer: String, // assumes for now payer is same as admin
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#[clap(long, short)]
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ids_path: String,
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#[clap(long)]
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mango_group_name: String,
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#[clap(long)]
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pair_name: String,
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#[clap(long)]
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oracle: String,
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},
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}
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impl Opts {
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@ -681,6 +693,48 @@ pub fn start(opts: Opts) -> Result<()> {
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let signers = vec![&payer];
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send_instructions(&client, instructions, signers, &payer.pubkey())?;
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}
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Command::SwitchOracle {
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payer,
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ids_path,
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mango_group_name,
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pair_name,
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oracle,
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} => {
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println!("SwitchOracle");
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let payer = read_keypair_file(payer.as_str())?;
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let ids: Value = serde_json::from_reader(File::open(&ids_path)?)?;
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let cluster_name = opts.cluster.name();
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let cluster_ids = &ids[cluster_name];
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let cids = ClusterIds::load(cluster_ids);
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let mgids = cids.mango_groups[&mango_group_name].clone();
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// replace old oracle with new one when assembling instruction
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let old_oracle_pk = &cids.oracles[&pair_name];
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let new_oracle_pks: Vec<Pubkey> = mgids
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.oracle_pks
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.iter()
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.map(|o| {
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if o == old_oracle_pk {
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Pubkey::from_str(oracle.as_str()).unwrap()
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} else {
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*o
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}
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})
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.collect();
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let instruction = switch_oracles(
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&cids.mango_program_id,
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&mgids.mango_group_pk,
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&payer.pubkey(),
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&new_oracle_pks.as_slice(),
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)?;
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let instructions = vec![instruction];
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let signers = vec![&payer];
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send_instructions(&client, instructions, signers, &payer.pubkey())?;
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// update ids
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// let oracle_pks = ids[cluster_name][mango_group_name].get_mut("oracle_pks").unwrap();
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// oracle_pks = new_oracle_pks.iter().map(|pk| pk.to_string()).collect() as Vec<String>;
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// let f = File::create(ids_path.as_str()).unwrap();
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// serde_json::to_writer_pretty(&f, &ids).unwrap();
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}
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}
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Ok(())
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}
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@ -414,7 +414,7 @@ dependencies = [
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"bs58 0.4.0",
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"bytemuck",
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"ed25519-dalek",
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"rand 0.8.4",
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"rand 0.7.3",
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"serde_json",
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"solana-client",
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"solana-sdk",
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@ -10,11 +10,11 @@ solana-sdk = "^1.7.10"
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spl-token = { version = "^3.2.0", features=["no-entrypoint"] }
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anyhow = "^1.0.43"
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solana-client = "^1.7.10"
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rand = "0.8.4"
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rand = "^0.7.0"
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serde_json = "^1.0.66"
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bs58 = "0.4.0"
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bincode = "^1.3.1"
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bytemuck = "^1.7.2"
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tiny-bip39 = "0.8.0"
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tiny-hderive = "0.3.0"
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ed25519-dalek = "1.0.0-pre.4"
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ed25519-dalek = "^1.0.0"
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@ -57,7 +57,7 @@ impl std::fmt::Display for Cluster {
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impl Cluster {
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pub fn url(&self) -> &'static str {
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match self {
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Cluster::Devnet => "https://devnet.solana.com",
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Cluster::Devnet => "https://api.devnet.solana.com",
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Cluster::Testnet => "https://testnet.solana.com",
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// Cluster::Mainnet => "https://api.stakeconomy.com",
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Cluster::Mainnet => "https://api.mainnet-beta.solana.com",
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File diff suppressed because it is too large
Load Diff
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@ -11,7 +11,6 @@ test-bpf = []
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[dependencies]
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solana-program = "^1.6.4"
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spl-token = { version = "^3.0.0", features=["no-entrypoint"] }
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byteorder = "^1.3.4"
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arrayref = "^0.3.6"
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num_enum = "^0.5.1"
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@ -22,13 +21,15 @@ static_assertions = "^1.1.0"
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thiserror = "^1.0.24"
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serde = "^1.0.118"
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bincode = "^1.3.1"
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serum_dex = { version = "0.4.0", git = "https://github.com/blockworks-foundation/serum-dex.git", default-features=false, features = ["no-entrypoint", "program"] }
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num-derive = "^0.3.3"
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flux-aggregator = { version = "^0.1", git = "https://github.com/blockworks-foundation/solana-flux-aggregator.git", features=["program", "no-entrypoint"] }
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fixed = { version = "^1.7.0", features=["serde"] }
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fixed-macro = "^1.1.1"
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spl-token = { version = "^3.0.0", features=["no-entrypoint"] }
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serum_dex = { version = "0.4.0", rev="3104f424ee38a415418a1cdef67970771f832857", git = "https://github.com/blockworks-foundation/serum-dex.git", default-features=false, features = ["no-entrypoint", "program"] }
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flux-aggregator = { version = "^0.1", rev="ca6706d05218acc84d164ed5149fac7612d3aa2b", git = "https://github.com/blockworks-foundation/solana-flux-aggregator.git", features=["program", "no-entrypoint"] }
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pyth-client = {version = ">=0.5.0", features = ["no-entrypoint"]}
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[dev-dependencies]
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solana-sdk = "^1.6.4"
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solana-program-test = "^1.6.4"
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@ -67,6 +67,8 @@ pub enum MangoErrorCode {
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FeeDiscountFunctionality,
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#[error("MangoErrorCode::Deprecated")]
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Deprecated,
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#[error("MangoErrorCode::OracleOffline")]
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OracleOffline,
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#[error("MangoErrorCode::Default Check the source code for more info")]
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Default = u32::MAX_VALUE,
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@ -92,6 +94,14 @@ impl From<serum_dex::error::DexError> for MangoError {
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}
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}
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impl From<pyth_client::PythError> for MangoError {
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fn from(pyth_e: pyth_client::PythError) -> Self {
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let prog_e: ProgramError = pyth_e.into();
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prog_e.into()
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}
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}
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#[inline]
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pub fn check_assert(
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cond: bool,
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@ -36,7 +36,7 @@ pub enum MangoInstruction {
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/// 7+2*NUM_TOKENS..7+2*NUM_TOKENS+NUM_MARKETS `[]`
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/// spot_market_accs - MarketState account from serum dex for each of the spot markets
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/// 7+2*NUM_TOKENS+NUM_MARKETS..7+2*NUM_TOKENS+2*NUM_MARKETS `[]`
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/// oracle_accs - Solana Flux Aggregator accounts corresponding to each trading pair
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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InitMangoGroup {
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signer_nonce: u64,
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maint_coll_ratio: U64F64,
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@ -83,7 +83,7 @@ pub enum MangoInstruction {
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/// 7. `[]` clock_acc - Clock sysvar account
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/// 8..8+NUM_MARKETS `[]` open_orders_accs - open orders for each of the spot market
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/// 8+NUM_MARKETS..8+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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Withdraw {
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quantity: u64
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},
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@ -98,7 +98,7 @@ pub enum MangoInstruction {
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/// 3. `[]` clock_acc - Clock sysvar account
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/// 4..4+NUM_MARKETS `[]` open_orders_accs - open orders for each of the spot market
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/// 4+NUM_MARKETS..4+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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Borrow {
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token_index: usize,
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quantity: u64
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@ -128,7 +128,7 @@ pub enum MangoInstruction {
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/// 4. `[]` clock_acc - Clock sysvar account
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/// 5..5+NUM_MARKETS `[]` open_orders_accs - open orders for each of the spot market
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/// 5+NUM_MARKETS..5+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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/// 5+2*NUM_MARKETS..5+2*NUM_MARKETS+NUM_TOKENS `[writable]`
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/// vault_accs - MangoGroup vaults
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/// 5+2*NUM_MARKETS+NUM_TOKENS..5+2*NUM_MARKETS+2*NUM_TOKENS `[writable]`
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@ -197,7 +197,7 @@ pub enum MangoInstruction {
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/// 16. `[writable]` srm_vault_acc - MangoGroup's srm_vault used for fee reduction
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/// 17..17+NUM_MARKETS `[writable]` open_orders_accs - open orders for each of the spot market
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/// 17+NUM_MARKETS..17+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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PlaceOrder {
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order: serum_dex::instruction::NewOrderInstructionV3
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},
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@ -297,7 +297,7 @@ pub enum MangoInstruction {
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/// 18. `[]` dex_signer_acc - signer for serum dex MarketState
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/// 19..19+NUM_MARKETS `[writable]` open_orders_accs - open orders for each of the spot market
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/// 19+NUM_MARKETS..19+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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PlaceAndSettle {
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order: serum_dex::instruction::NewOrderInstructionV3
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},
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@ -324,7 +324,7 @@ pub enum MangoInstruction {
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/// 15. `[]` clock_acc - Clock sysvar account
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/// 16..16+NUM_MARKETS `[writable]` open_orders_accs - open orders for each of the spot market
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/// 16+NUM_MARKETS..16+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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ForceCancelOrders {
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/// Max orders to cancel -- could be useful to lower this if running into compute limits
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/// Recommended: 5
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@ -347,7 +347,7 @@ pub enum MangoInstruction {
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/// 9. `[]` clock_acc - Clock sysvar account
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/// 10..10+NUM_MARKETS `[]` open_orders_accs - open orders for each of the spot market
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/// 10+NUM_MARKETS..10+2*NUM_MARKETS `[]`
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/// oracle_accs - flux aggregator feed accounts
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/// oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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PartialLiquidate {
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/// Quantity of the token being deposited to repay borrows
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max_deposit: u64
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@ -356,7 +356,13 @@ pub enum MangoInstruction {
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AddMarginAccountInfo {
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info: [u8; INFO_LEN]
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}
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},
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/// Allows to switch the oracles to a new set
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/// 0. `[writable]` mango_group_acc - the data account to store mango group state vars
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/// 1. `[signer]` admin_acc - admin key that created the group
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/// 2..2+NUM_MARKETS `[]` oracle_accs - Pyth Price / Solana Flux Aggregator accounts corresponding to each trading pair
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SwitchOracles
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}
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@ -508,6 +514,9 @@ impl MangoInstruction {
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info: *info
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}
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}
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18 => {
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MangoInstruction::SwitchOracles
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}
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_ => { return None; }
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})
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}
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@ -1233,4 +1242,26 @@ pub fn add_margin_account_info(
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accounts,
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data
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})
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}
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pub fn switch_oracles(
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program_id: &Pubkey,
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mango_group_pk: &Pubkey,
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admin_pk: &Pubkey,
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oracle_pks: &[Pubkey],
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) -> Result<Instruction, ProgramError> {
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let mut accounts = vec![
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AccountMeta::new(*mango_group_pk, false),
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AccountMeta::new_readonly(*admin_pk, true),
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];
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accounts.extend(oracle_pks.iter().map(
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|pk| AccountMeta::new_readonly(*pk, false))
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);
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let instr = MangoInstruction::SwitchOracles {};
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let data = instr.pack();
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Ok(Instruction {
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program_id: *program_id,
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accounts,
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data
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})
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}
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@ -1,11 +1,13 @@
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use std::cmp;
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use std::cmp::min;
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use std::mem::size_of;
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use std::ops::Neg;
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use arrayref::{array_ref, array_refs};
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use fixed::types::U64F64;
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use fixed_macro::types::U64F64;
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use flux_aggregator::borsh_state::InitBorshState;
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use pyth_client::PriceStatus;
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use serum_dex::matching::Side;
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use serum_dex::state::ToAlignedBytes;
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use solana_program::account_info::AccountInfo;
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@ -1375,6 +1377,52 @@ impl Processor {
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margin_account.info = info;
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Ok(())
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}
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#[inline(never)]
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fn switch_oracles(
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program_id: &Pubkey,
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accounts: &[AccountInfo],
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) -> MangoResult<()> {
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const NUM_FIXED: usize = 2;
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let accounts = array_ref![accounts, 0, NUM_FIXED + NUM_MARKETS];
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let (fixed_accs, oracle_accs) = array_refs![accounts, NUM_FIXED, NUM_MARKETS];
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let [
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mango_group_acc,
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admin_acc,
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] = fixed_accs;
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let mut mango_group = MangoGroup::load_mut_checked(
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mango_group_acc, program_id)?;
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check_eq!(admin_acc.key, &mango_group.admin, MangoErrorCode::InvalidGroupOwner)?;
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check!(admin_acc.is_signer, MangoErrorCode::SignerNecessary)?;
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for i in 0..NUM_MARKETS {
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mango_group.oracles[i] = *oracle_accs[i].key;
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// determine oracle type
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let borrowed = oracle_accs[i].data.borrow();
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let magic = u32::from_le_bytes(*array_ref![borrowed, 0, 4]);
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// read oracle decimals
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let decimals = if magic == pyth_client::MAGIC {
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// detected pyth oracle
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let price_account = pyth_client::load_price(&borrowed)?;
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// usually expo is -8, verify anyways that it's within bounds
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check!(price_account.expo <= 0, MangoErrorCode::Default);
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check!(price_account.expo >= -255, MangoErrorCode::Default);
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price_account.expo.neg() as u8
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} else {
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// fall back to legacy flux aggregator
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let oracle = flux_aggregator::state::Aggregator::load_initialized(&oracle_accs[i])?;
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oracle.config.decimals
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};
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mango_group.oracle_decimals[i] = decimals;
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}
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Ok(())
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}
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pub fn process(
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program_id: &Pubkey,
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accounts: &[AccountInfo],
|
||||
|
|
@ -1492,6 +1540,10 @@ impl Processor {
|
|||
msg!("Mango: AddMarginAccountInfo");
|
||||
Self::add_margin_account_info(program_id, accounts, info)?;
|
||||
}
|
||||
MangoInstruction::SwitchOracles => {
|
||||
msg!("Mango: SwitchOracles");
|
||||
Self::switch_oracles(program_id, accounts)?;
|
||||
}
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
|
@ -1671,16 +1723,27 @@ pub fn get_prices(
|
|||
for i in 0..NUM_MARKETS {
|
||||
check_eq_default!(&mango_group.oracles[i], oracle_accs[i].key)?;
|
||||
|
||||
// TODO store this info in MangoGroup, first make sure it cannot be changed by solink
|
||||
let base_adj = U64F64::from_num(10u64.pow(mango_group.mint_decimals[i] as u32));
|
||||
let quote_adj = U64F64::from_num(
|
||||
10u64.pow(quote_decimals.checked_sub(mango_group.oracle_decimals[i]).unwrap() as u32)
|
||||
);
|
||||
|
||||
let answer = flux_aggregator::read_median(&oracle_accs[i])?; // this is in USD cents
|
||||
// determine oracle type
|
||||
let borrowed = oracle_accs[i].data.borrow();
|
||||
let magic = u32::from_le_bytes(*array_ref![borrowed, 0, 4]);
|
||||
|
||||
let value = U64F64::from_num(answer.median);
|
||||
// read oracle value
|
||||
let value = if magic == pyth_client::MAGIC {
|
||||
// detected pyth oracle
|
||||
let price_account = pyth_client::load_price(&borrowed)?;
|
||||
check_eq!(price_account.get_current_price_status(), PriceStatus::Trading, MangoErrorCode::OracleOffline);
|
||||
U64F64::from_num(price_account.agg.price)
|
||||
} else {
|
||||
// fall back to legacy flux aggregator
|
||||
let answer = flux_aggregator::read_median(&oracle_accs[i])?; // this is in USD cents
|
||||
U64F64::from_num(answer.median)
|
||||
};
|
||||
|
||||
let base_adj = U64F64::from_num(10u64.pow(mango_group.mint_decimals[i] as u32));
|
||||
prices[i] = quote_adj
|
||||
.checked_div(base_adj).unwrap()
|
||||
.checked_mul(value).unwrap();
|
||||
|
|
|
|||
Loading…
Reference in New Issue