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mango-v4
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Bank: small fixes from audit

This commit is contained in:
Christian Kamm 2022-08-13 22:12:22 +02:00
parent b977556426
commit 724824d21a
1 changed files with 9 additions and 12 deletions
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21
programs/mango-v4/src/state/bank.rs
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@ -210,7 +210,7 @@ impl Bank {
if new_indexed_value.is_negative() { if new_indexed_value.is_negative() {
// pay back borrows only, leaving a negative position // pay back borrows only, leaving a negative position
self.indexed_borrows = cm!(self.indexed_borrows - indexed_change); self.indexed_borrows = cm!(self.indexed_borrows - indexed_change);
position.indexed_position = cm!(position.indexed_position + indexed_change); position.indexed_position = new_indexed_value;
return Ok(true); return Ok(true);
} else if new_native_position < I80F48::ONE && !position.is_in_use() { } else if new_native_position < I80F48::ONE && !position.is_in_use() {
// if there's less than one token deposited, zero the position // if there's less than one token deposited, zero the position
@ -224,7 +224,8 @@ impl Bank {
self.indexed_borrows = cm!(self.indexed_borrows + position.indexed_position); // position.value is negative self.indexed_borrows = cm!(self.indexed_borrows + position.indexed_position); // position.value is negative
position.indexed_position = I80F48::ZERO; position.indexed_position = I80F48::ZERO;
// deposit the rest // deposit the rest
native_amount = cm!(native_amount + native_position); // note: .max(0) because there's a scenario where new_indexed_value == 0 and new_native_position < 0
native_amount = new_native_position.max(I80F48::ZERO);
} }
// add to deposits // add to deposits
@ -369,6 +370,7 @@ impl Bank {
let native_total_deposits = cm!(self.deposit_index * indexed_total_deposits); let native_total_deposits = cm!(self.deposit_index * indexed_total_deposits);
let native_total_borrows = cm!(self.borrow_index * indexed_total_borrows); let native_total_borrows = cm!(self.borrow_index * indexed_total_borrows);
// This will be >= 0, but can also be > 1
let instantaneous_utilization = if native_total_deposits == I80F48::ZERO { let instantaneous_utilization = if native_total_deposits == I80F48::ZERO {
I80F48::ZERO I80F48::ZERO
} else { } else {
@ -377,14 +379,9 @@ impl Bank {
let borrow_interest_rate = self.compute_interest_rate(instantaneous_utilization); let borrow_interest_rate = self.compute_interest_rate(instantaneous_utilization);
let borrow_interest: I80F48 = cm!(borrow_interest_rate * diff_ts); let borrow_interest = cm!(borrow_interest_rate * diff_ts);
let deposit_interest = cm!(borrow_interest * instantaneous_utilization); let deposit_interest = cm!(borrow_interest * instantaneous_utilization);
// msg!("utilization {}", utilization);
// msg!("interest_rate {}", interest_rate);
// msg!("borrow_interest {}", borrow_interest);
// msg!("deposit_interest {}", deposit_interest);
if borrow_interest <= I80F48::ZERO || deposit_interest <= I80F48::ZERO { if borrow_interest <= I80F48::ZERO || deposit_interest <= I80F48::ZERO {
return Ok((self.deposit_index, self.borrow_index)); return Ok((self.deposit_index, self.borrow_index));
} }
@ -446,8 +443,8 @@ impl Bank {
return I80F48::ZERO; return I80F48::ZERO;
} }
let native_total_deposits = self.deposit_index * indexed_total_deposits; let native_total_deposits = cm!(self.deposit_index * indexed_total_deposits);
let native_total_borrows = self.borrow_index * indexed_total_borrows; let native_total_borrows = cm!(self.borrow_index * indexed_total_borrows);
let instantaneous_utilization = if native_total_deposits == I80F48::ZERO { let instantaneous_utilization = if native_total_deposits == I80F48::ZERO {
I80F48::ZERO I80F48::ZERO
} else { } else {
@ -458,9 +455,9 @@ impl Bank {
// scaling factor for previous avg_utilization is old_ts/new_ts // scaling factor for previous avg_utilization is old_ts/new_ts
// scaling factor for instantaneous utilization is (new_ts - old_ts) / new_ts // scaling factor for instantaneous utilization is (new_ts - old_ts) / new_ts
let bank_rate_last_updated_i80f48 = I80F48::from_num(self.bank_rate_last_updated); let bank_rate_last_updated_i80f48 = I80F48::from_num(self.bank_rate_last_updated);
(self.avg_utilization * bank_rate_last_updated_i80f48 cm!((self.avg_utilization * bank_rate_last_updated_i80f48
+ instantaneous_utilization * (now_ts - bank_rate_last_updated_i80f48)) + instantaneous_utilization * (now_ts - bank_rate_last_updated_i80f48))
/ now_ts / now_ts)
} }
// computes new optimal rates and max rate // computes new optimal rates and max rate