blockworks-foundation
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mango
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Added more checking

This commit is contained in:
dd 2021-04-26 13:52:18 -04:00
parent a96eff6ed0
commit d3d7c254b3
3 changed files with 10 additions and 9 deletions
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2
cli/Cargo.toml
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@ -26,4 +26,4 @@ serum_dex = { version = "^0.2", git = "https://github.com/project-serum/serum-de
flux-aggregator = { version = "^0.1", git = "https://github.com/blockworks-foundation/solana-flux-aggregator.git", features=["program", "no-entrypoint"] }
arrayref = "^0.3.6"
fixed = { version = "^1.7.0" }
fixed = { version = "^1.7.0" }

2
program/Cargo.toml
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@ -1,6 +1,6 @@
[package]
name = "mango"
version = "0.2.5"
version = "0.2.6"
authors = ["blockworks"]
edition = "2018"

15
program/src/state.rs
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@ -31,6 +31,7 @@ pub const ONE_U64F64: U64F64 = U64F64!(1);
pub const ZERO_U64F64: U64F64 = U64F64!(0);
pub const PARTIAL_LIQ_INCENTIVE: U64F64 = U64F64!(1.05);
pub const DUST_THRESHOLD: U64F64 = U64F64!(0.01); // TODO make this part of MangoGroup state
pub const EPSILON: U64F64 = U64F64!(1.0e-17);
macro_rules! check_default {
($cond:expr) => {
@ -173,13 +174,13 @@ impl MangoGroup {
/// interest is in units per second (e.g. 0.01 => 1% interest per second)
pub fn get_interest_rate(&self, token_index: usize) -> U64F64 {
let index: &MangoIndex = &self.indexes[token_index];
let native_deposits = index.deposit * self.total_deposits[token_index];
let native_borrows = index.borrow * self.total_borrows[token_index];
let native_deposits = index.deposit.checked_mul(self.total_deposits[token_index]).unwrap();
let native_borrows = index.borrow.checked_mul(self.total_borrows[token_index]).unwrap();
if native_deposits <= native_borrows { // if deps == 0, this is always true
return MAX_R; // kind of an error state
}
let utilization = native_borrows / native_deposits;
let utilization = native_borrows.checked_div(native_deposits).unwrap();
if utilization > OPTIMAL_UTIL {
let extra_util = utilization - OPTIMAL_UTIL;
let slope = (MAX_R - OPTIMAL_R) / (ONE_U64F64 - OPTIMAL_UTIL);
@ -205,10 +206,10 @@ impl MangoGroup {
continue;
}
let native_deposits: U64F64 = self.total_deposits[i] * index.deposit;
let native_borrows: U64F64 = self.total_borrows[i] * index.borrow;
let epsilon = U64F64::from_bits(1u128) * 100;
check_default!(native_borrows <= native_deposits + epsilon)?; // to account for rounding errors
// don't need to check here because this check already happens in get interest rate
let native_deposits: U64F64 = self.total_deposits[i].checked_mul(index.deposit).unwrap();
let native_borrows: U64F64 = self.total_borrows[i].checked_mul(index.borrow).unwrap();
check_default!(native_borrows <= native_deposits + EPSILON)?; // to account for rounding errors
let utilization = native_borrows.checked_div(native_deposits).unwrap();
let borrow_interest = interest_rate