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fix sqrt price limit

This commit is contained in:
none00y 2024-11-07 16:13:46 +01:00
parent 6608fc804a
commit 5976a1da35
2 changed files with 12 additions and 7 deletions
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12
lib/dex-invariant/src/invariant_dex.rs
View File

@ -10,10 +10,12 @@ use anchor_spl::{
};
use anyhow::{Context, Ok};
use async_trait::async_trait;
use decimal::*;
use invariant_types::{
decimals::Price,
math::{calculate_price_sqrt, get_max_tick, get_min_tick},
structs::{Pool, Tick, Tickmap, TickmapView, TICK_CROSSES_PER_IX, TICK_LIMIT},
ANCHOR_DISCRIMINATOR_SIZE, TICK_SEED,
ANCHOR_DISCRIMINATOR_SIZE, MAX_SQRT_PRICE, MIN_SQRT_PRICE, TICK_SEED,
};
use router_feed_lib::router_rpc_client::{RouterRpcClient, RouterRpcClientTrait};
use router_lib::dex::{
@ -355,9 +357,9 @@ impl DexInterface for InvariantDex {
let x_to_y = id.x_to_y;
let sqrt_price_limit = if x_to_y {
calculate_price_sqrt(get_min_tick(edge.pool.tick_spacing)?)
Price::new(MIN_SQRT_PRICE)
} else {
calculate_price_sqrt(get_max_tick(edge.pool.tick_spacing)?)
Price::new(MAX_SQRT_PRICE)
};
let simulation = edge
@ -431,9 +433,9 @@ impl DexInterface for InvariantDex {
let x_to_y = id.x_to_y;
let sqrt_price_limit = if x_to_y {
calculate_price_sqrt(get_min_tick(edge.pool.tick_spacing)?)
Price::new(MIN_SQRT_PRICE)
} else {
calculate_price_sqrt(get_max_tick(edge.pool.tick_spacing)?)
Price::new(MAX_SQRT_PRICE)
};
let simulation = edge

7
lib/dex-invariant/src/invariant_ix_builder.rs
View File

@ -2,7 +2,10 @@ use crate::internal::accounts::{InvariantSwapAccounts, InvariantSwapParams};
use crate::invariant_edge::{InvariantEdge, InvariantEdgeIdentifier, InvariantSimulationParams};
use anchor_spl::associated_token::get_associated_token_address_with_program_id;
use anyhow::Context;
use invariant_types::decimals::Price;
use invariant_types::math::{get_max_sqrt_price, get_min_sqrt_price};
use invariant_types::{MAX_SQRT_PRICE, MIN_SQRT_PRICE};
use decimal::*;
use router_lib::dex::{AccountProviderView, DexEdgeIdentifier, SwapInstruction};
use sha2::{Digest, Sha256};
use solana_program::instruction::Instruction;
@ -37,9 +40,9 @@ pub fn build_swap_ix(
);
let sqrt_price_limit = if id.x_to_y {
get_min_sqrt_price(edge.pool.tick_spacing)?
Price::new(MIN_SQRT_PRICE)
} else {
get_max_sqrt_price(edge.pool.tick_spacing)?
Price::new(MAX_SQRT_PRICE)
};
let invariant_swap_result = &edge