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mango-v4
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update to crank and decoding 

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2024-07-07 22:35:07 +02:00
parent e218055344
commit 33fc12b78e
2 changed files with 47 additions and 12 deletions
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38
ts/client/scripts/sb-on-demand-crank.ts
View File

@ -36,6 +36,9 @@ const USER_KEYPAIR =
const GROUP = process.env.GROUP_OVERRIDE || MANGO_V4_MAIN_GROUP.toBase58();
const SLEEP_MS = Number(process.env.SLEEP_MS) || 50_000; // 100s
console.log(`Starting with ${SLEEP_MS}`);
console.log(`${CLUSTER_URL}`);
// TODO use mangolana to send txs
interface OracleInterface {
@ -104,6 +107,23 @@ interface OracleInterface {
.join(', ')}`,
);
// todo use chunk
// todo use luts
// const [pullIxs, luts] = await PullFeed.fetchUpdateManyIx(
// sbOnDemandProgram,
// {
// feeds: oraclesToCrank.map((o) => new PublicKey(o.oracle.oraclePk)),
// numSignatures: 3,
// },
// );
// console.log(
// oraclesToCrank
// .map((o) => new PublicKey(o.oracle.oraclePk))
// .toString(),
// );
const pullIxs: TransactionInstruction[] = [];
const lutOwners: (PublicKey | Oracle)[] = [];
for (const oracle of oraclesToCrank) {
@ -143,7 +163,7 @@ interface OracleInterface {
},
});
} catch (error) {
console.log(`Error in sending tx, ${error}`);
console.log(`Error in sending tx, ${JSON.stringify(error)}`);
}
await new Promise((r) => setTimeout(r, SLEEP_MS));
@ -167,7 +187,7 @@ async function preparePullIx(
);
const conf = {
numSignatures: 3,
numSignatures: 2,
feed: oracle.oracle.oraclePk,
};
// TODO use fetchUpdateMany
@ -214,14 +234,18 @@ async function filterForVarianceThresholdOracles(
const changePct = (Math.abs(res.price - simPrice) * 100) / res.price;
const changeBps = changePct * 100;
if (changePct > item.decodedPullFeed.maxVariance) {
if (changePct > item.decodedPullFeed.maxVariance / 1000000000) {
console.log(
`- ${item.oracle.name}, variance threshold, candidate, simPrice ${simPrice}, res.price ${res.price}, change ${changeBps} bps`,
`- ${item.oracle.name}, candidate, ${
item.decodedPullFeed.maxVariance / 1000000000
}, ${simPrice}, ${res.price}, ${changePct}`,
);
varianceThresholdCrossedOracles.push(item);
} else {
console.log(
`- ${item.oracle.name}, variance threshold, non-candidate, simPrice ${simPrice}, res.price ${res.price}, change ${changeBps} bps`,
`- ${item.oracle.name}, non-candidate, ${
item.decodedPullFeed.maxVariance / 1000000000
}, ${simPrice}, ${res.price}, ${changePct}`,
);
}
}
@ -247,12 +271,12 @@ async function filterForStaleOracles(
slot - res.lastUpdatedSlot > item.decodedPullFeed.maxStaleness
) {
console.log(
`- ${item.oracle.name}, stale oracle, candidate, maxStaleness ${item.decodedPullFeed.maxStaleness}, slot ${slot}, res.lastUpdatedSlot ${res.lastUpdatedSlot}, diff ${diff}`,
`- ${item.oracle.name}, candidate, ${item.decodedPullFeed.maxStaleness}, ${slot}, ${res.lastUpdatedSlot}, ${diff}`,
);
staleOracles.push(item);
} else {
console.log(
`- ${item.oracle.name}, stale oracle, non-candidate, maxStaleness ${item.decodedPullFeed.maxStaleness}, slot ${slot}, res.lastUpdatedSlot ${res.lastUpdatedSlot}, diff ${diff}`,
`- ${item.oracle.name}, non-candidate, ${item.decodedPullFeed.maxStaleness}, ${slot}, ${res.lastUpdatedSlot}, ${diff}`,
);
}
}

21
ts/client/src/accounts/oracle.ts
View File

@ -1,7 +1,7 @@
import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
import { Magic as PythMagic } from '@pythnetwork/client';
import { AccountInfo, Connection, Keypair, PublicKey } from '@solana/web3.js';
import { SB_ON_DEMAND_PID, toFeedValue } from '@switchboard-xyz/on-demand';
import { SB_ON_DEMAND_PID } from '@switchboard-xyz/on-demand';
import SwitchboardProgram from '@switchboard-xyz/sbv2-lite';
import Big from 'big.js';
import BN from 'bn.js';
@ -131,12 +131,23 @@ export function parseSwitchboardOnDemandOracle(
);
// useful for development
// console.log(decodedPullFeed.result);
// console.log(decodedPullFeed);
// console.log(decodedPullFeed.submissions);
const feedValue = toFeedValue(decodedPullFeed.submissions, new BN(0));
const price = new Big(feedValue?.value.toString()).div(1e18);
const lastUpdatedSlot = feedValue!.slot!.toNumber(); // TODO the !
// Use custom code instead of toFeedValue from sb on demand sdk
// Custom code which has uses min sample size
// const feedValue = toFeedValue(decodedPullFeed.submissions, new BN(0));
let values = decodedPullFeed.submissions.slice(
0,
decodedPullFeed.minSampleSize,
);
if (values.length === 0) {
return { price: 0, lastUpdatedSlot: 0, uiDeviation: 0 };
}
values = values.sort((x, y) => (x.value.lt(y.value) ? -1 : 1));
const feedValue = values[Math.floor(values.length / 2)];
const price = new Big(feedValue.value.toString()).div(1e18);
const lastUpdatedSlot = feedValue.slot.toNumber();
const stdDeviation = 0; // TODO the 0
return { price, lastUpdatedSlot, uiDeviation: stdDeviation };