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mango-v4
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Oracles: Fix units of deviation in OracleState (#675)

This commit is contained in:
Christian Kamm 2023-08-11 16:47:52 +02:00 committed by GitHub
parent 8746060be0
commit 643a997723
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1 changed files with 10 additions and 10 deletions
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20
programs/mango-v4/src/state/oracle.rs
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@ -263,16 +263,16 @@ pub fn oracle_state_unchecked(
OracleType::Pyth => {
let price_account = pyth_sdk_solana::state::load_price_account(data).unwrap();
let (price_data, last_update_slot) = pyth_get_price(acc_info.key(), price_account);
let raw_price = I80F48::from_num(price_data.price);
let decimals = (price_account.expo as i8) + QUOTE_DECIMALS - (base_decimals as i8);
let decimal_adj = power_of_ten(decimals);
let price = raw_price * decimal_adj;
let price = I80F48::from_num(price_data.price) * decimal_adj;
let deviation = I80F48::from_num(price_data.conf) * decimal_adj;
require_gte!(price, 0);
OracleState {
price,
last_update_slot,
deviation: I80F48::from_num(price_data.conf),
deviation,
oracle_type: OracleType::Pyth,
}
}
@ -283,10 +283,8 @@ pub fn oracle_state_unchecked(
let feed = bytemuck::from_bytes::<AggregatorAccountData>(&data[8..]);
let feed_result = feed.get_result().map_err(from_foreign_error)?;
let price_decimal: f64 = feed_result.try_into().map_err(from_foreign_error)?;
let ui_price = I80F48::from_num(price_decimal);
let std_deviation_decimal: f64 = feed
let ui_price: f64 = feed_result.try_into().map_err(from_foreign_error)?;
let ui_deviation: f64 = feed
.latest_confirmed_round
.std_deviation
.try_into()
@ -298,12 +296,13 @@ pub fn oracle_state_unchecked(
let decimals = QUOTE_DECIMALS - (base_decimals as i8);
let decimal_adj = power_of_ten(decimals);
let price = ui_price * decimal_adj;
let price = I80F48::from_num(ui_price) * decimal_adj;
let deviation = I80F48::from_num(ui_deviation) * decimal_adj;
require_gte!(price, 0);
OracleState {
price,
last_update_slot,
deviation: I80F48::from_num(std_deviation_decimal),
deviation,
oracle_type: OracleType::SwitchboardV2,
}
}
@ -311,13 +310,14 @@ pub fn oracle_state_unchecked(
let result = FastRoundResultAccountData::deserialize(data).unwrap();
let ui_price = I80F48::from_num(result.result.result);
let deviation =
let ui_deviation =
I80F48::from_num(result.result.max_response - result.result.min_response);
let last_update_slot = result.result.round_open_slot;
let decimals = QUOTE_DECIMALS - (base_decimals as i8);
let decimal_adj = power_of_ten(decimals);
let price = ui_price * decimal_adj;
let deviation = ui_deviation * decimal_adj;
require_gte!(price, 0);
OracleState {
price,