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mango-v4
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ScanningAccountRetriever uses fallback oracles

This commit is contained in:
Lou-Kamades 2023-11-21 13:40:18 -06:00
parent 20261bf734
commit a0a47af6a4
11 changed files with 51 additions and 26 deletions
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2
lib/client/src/health_cache.rs
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@ -34,6 +34,7 @@ pub async fn new(
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len * 2,
staleness_slot: None,
begin_fallback_oracles: metas.len(), // TODO: add support for fallback oracle accounts
};
let now_ts = SystemTime::now().duration_since(UNIX_EPOCH)?.as_secs();
mango_v4::health::new_health_cache(&account.borrow(), &retriever, now_ts)
@ -67,6 +68,7 @@ pub fn new_sync(
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len * 2,
staleness_slot: None,
begin_fallback_oracles: metas.len(), // TODO: add support for fallback oracle accounts
};
let now_ts = SystemTime::now().duration_since(UNIX_EPOCH)?.as_secs();
mango_v4::health::new_health_cache(&account.borrow(), &retriever, now_ts)

40
programs/mango-v4/src/health/account_retriever.rs
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@ -55,7 +55,7 @@ pub struct FixedOrderAccountRetriever<T: KeyedAccountReader> {
pub begin_perp: usize,
pub begin_serum3: usize,
pub staleness_slot: Option<u64>,
pub fallback_oracle_ais: Vec<T>,
pub begin_fallback_oracles: usize,
}
pub fn new_fixed_order_account_retriever<'a, 'info>(
@ -73,17 +73,15 @@ pub fn new_fixed_order_account_retriever<'a, 'info>(
ais.len(), expected_ais,
active_token_len, active_token_len, active_perp_len, active_perp_len, active_serum3_len
);
let fixed_ais = AccountInfoRef::borrow_slice(&ais[..expected_ais])?;
let fallback_oracle_ais = AccountInfoRef::borrow_slice(&ais[expected_ais..])?;
Ok(FixedOrderAccountRetriever {
ais: fixed_ais,
ais: AccountInfoRef::borrow_slice(ais)?,
n_banks: active_token_len,
n_perps: active_perp_len,
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len * 2,
staleness_slot: Some(Clock::get()?.slot),
fallback_oracle_ais,
begin_fallback_oracles: expected_ais,
})
}
@ -135,8 +133,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
let oracle_index = self.n_banks + active_token_position_index;
let oracle = &self.ais[oracle_index];
let fallback_opt = self
.fallback_oracle_ais
let fallback_opt = self.ais[self.begin_fallback_oracles..]
.iter()
.find(|ai| ai.key() == &bank.fallback_oracle);
let oracle_price_result =
@ -203,6 +200,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
pub struct ScannedBanksAndOracles<'a, 'info> {
banks: Vec<AccountInfoRefMut<'a, 'info>>,
oracles: Vec<AccountInfoRef<'a, 'info>>,
fallback_oracles: HashMap<Pubkey, AccountInfoRef<'a, 'info>>,
index_map: HashMap<TokenIndex, usize>,
staleness_slot: Option<u64>,
}
@ -229,7 +227,9 @@ impl<'a, 'info> ScannedBanksAndOracles<'a, 'info> {
let index = self.bank_index(token_index1)?;
let bank = self.banks[index].load_mut_fully_unchecked::<Bank>()?;
let oracle = &self.oracles[index];
let price = bank.oracle_price(oracle, self.staleness_slot)?;
let fallback_oracle_opt = self.fallback_oracles.get(&bank.fallback_oracle);
let price =
bank.oracle_price_with_fallback(oracle, fallback_oracle_opt, self.staleness_slot)?;
return Ok((bank, price, None));
}
let index1 = self.bank_index(token_index1)?;
@ -247,8 +247,12 @@ impl<'a, 'info> ScannedBanksAndOracles<'a, 'info> {
let bank2 = second_bank_part[second - (first + 1)].load_mut_fully_unchecked::<Bank>()?;
let oracle1 = &self.oracles[first];
let oracle2 = &self.oracles[second];
let price1 = bank1.oracle_price(oracle1, self.staleness_slot)?;
let price2 = bank2.oracle_price(oracle2, self.staleness_slot)?;
let fallback_oracle_opt1 = self.fallback_oracles.get(&bank1.fallback_oracle);
let fallback_oracle_opt2 = self.fallback_oracles.get(&bank2.fallback_oracle);
let price1 =
bank1.oracle_price_with_fallback(oracle1, fallback_oracle_opt1, self.staleness_slot)?;
let price2 =
bank2.oracle_price_with_fallback(oracle2, fallback_oracle_opt2, self.staleness_slot)?;
if swap {
Ok((bank2, price2, Some((bank1, price1))))
} else {
@ -261,7 +265,10 @@ impl<'a, 'info> ScannedBanksAndOracles<'a, 'info> {
// The account was already loaded successfully during construction
let bank = self.banks[index].load_fully_unchecked::<Bank>()?;
let oracle = &self.oracles[index];
let price = bank.oracle_price(oracle, self.staleness_slot)?;
let fallback_oracle_opt = self.fallback_oracles.get(&bank.fallback_oracle);
let price =
bank.oracle_price_with_fallback(oracle, fallback_oracle_opt, self.staleness_slot)?;
Ok((bank, price))
}
}
@ -272,6 +279,7 @@ impl<'a, 'info> ScannedBanksAndOracles<'a, 'info> {
/// - an unknown number of PerpMarket accounts
/// - the same number of oracles in the same order as the perp markets
/// - an unknown number of serum3 OpenOrders accounts
/// - an unknown number of fallback oracle accounts
/// and retrieves accounts needed for the health computation by doing a linear
/// scan for each request.
pub struct ScanningAccountRetriever<'a, 'info> {
@ -357,11 +365,21 @@ impl<'a, 'info> ScanningAccountRetriever<'a, 'info> {
let n_perps = perp_index_map.len();
let perp_oracles_start = perps_start + n_perps;
let serum3_start = perp_oracles_start + n_perps;
let n_serum3 = ais[serum3_start..]
.iter()
.filter(|x| serum3_cpi::load_open_orders_ref(x).is_ok())
.count();
let fallback_oracles_start = serum3_start + n_serum3;
let fallback_oracles: HashMap<Pubkey, AccountInfoRef> = ais[fallback_oracles_start..]
.into_iter()
.map(|ai| (ai.key(), AccountInfoRef::borrow(ai).unwrap()))
.collect();
Ok(Self {
banks_and_oracles: ScannedBanksAndOracles {
banks: AccountInfoRefMut::borrow_slice(&ais[..n_banks])?,
oracles: AccountInfoRef::borrow_slice(&ais[n_banks..perps_start])?,
fallback_oracles,
index_map: token_index_map,
staleness_slot,
},

10
programs/mango-v4/src/instructions/token_edit.rs
View File

@ -49,7 +49,7 @@ pub fn token_edit(
maint_weight_shift_asset_target_opt: Option<f32>,
maint_weight_shift_liab_target_opt: Option<f32>,
maint_weight_shift_abort: bool,
fallback_oracle_opt: Option<Pubkey>,
set_fallback_oracle: bool,
) -> Result<()> {
let group = ctx.accounts.group.load()?;
@ -77,14 +77,14 @@ pub fn token_edit(
mint_info.oracle = oracle;
require_group_admin = true;
}
if let Some(fallback_oracle) = fallback_oracle_opt {
if set_fallback_oracle {
msg!(
"Fallback oracle old {:?}, new {:?}",
bank.fallback_oracle,
fallback_oracle
ctx.accounts.fallback_oracle.key()
);
bank.fallback_oracle = fallback_oracle;
mint_info.fallback_oracle = fallback_oracle;
bank.fallback_oracle = ctx.accounts.fallback_oracle.key();
mint_info.fallback_oracle = ctx.accounts.fallback_oracle.key();
require_group_admin = true;
}
if reset_stable_price {

4
programs/mango-v4/src/lib.rs
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@ -234,7 +234,7 @@ pub mod mango_v4 {
maint_weight_shift_asset_target_opt: Option<f32>,
maint_weight_shift_liab_target_opt: Option<f32>,
maint_weight_shift_abort: bool,
fallback_oracle_opt: Option<Pubkey>,
set_fallback_oracle: bool,
) -> Result<()> {
#[cfg(feature = "enable-gpl")]
instructions::token_edit(
@ -273,7 +273,7 @@ pub mod mango_v4 {
maint_weight_shift_asset_target_opt,
maint_weight_shift_liab_target_opt,
maint_weight_shift_abort,
fallback_oracle_opt,
set_fallback_oracle,
)?;
Ok(())
}

2
programs/mango-v4/src/state/bank.rs
View File

@ -294,7 +294,7 @@ impl Bank {
maint_weight_shift_duration_inv: existing_bank.maint_weight_shift_duration_inv,
maint_weight_shift_asset_target: existing_bank.maint_weight_shift_asset_target,
maint_weight_shift_liab_target: existing_bank.maint_weight_shift_liab_target,
fallback_oracle: existing_bank.oracle, // bongo
fallback_oracle: existing_bank.oracle,
reserved: [0; 1976],
}
}

2
programs/mango-v4/tests/cases/test_basic.rs
View File

@ -460,6 +460,7 @@ async fn test_bank_maint_weight_shift() -> Result<(), TransportError> {
group,
admin,
mint: mints[0].pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
maint_weight_shift_start_opt: Some(start_time + 1000),
maint_weight_shift_end_opt: Some(start_time + 2000),
@ -493,6 +494,7 @@ async fn test_bank_maint_weight_shift() -> Result<(), TransportError> {
group,
admin,
mint: mints[0].pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
maint_weight_shift_abort: true,
..token_edit_instruction_default()

1
programs/mango-v4/tests/cases/test_health_compute.rs
View File

@ -107,6 +107,7 @@ async fn test_health_compute_tokens_during_maint_weight_shift() -> Result<(), Tr
group,
admin,
mint: mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
maint_weight_shift_start_opt: Some(now - 1000),
maint_weight_shift_end_opt: Some(now + 1000),

1
programs/mango-v4/tests/cases/test_margin_trade.rs
View File

@ -278,6 +278,7 @@ async fn test_flash_loan_swap_fee() -> Result<(), BanksClientError> {
group,
admin,
mint: tokens[1].mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
flash_loan_swap_fee_rate_opt: Some(swap_fee_rate as f32),
..token_edit_instruction_default()

7
programs/mango-v4/tests/cases/test_stale_oracles.rs
View File

@ -192,10 +192,6 @@ async fn test_fallback_oracle_withdraw() -> Result<(), TransportError> {
let mints = &context.mints[0..3];
let payer_token_accounts = &context.users[1].token_accounts[0..3];
//
// SETUP: Create a group, account, register tokens
//Foracle_
let mango_setup::GroupWithTokens { group, tokens, .. } = mango_setup::GroupWithTokensConfig {
admin,
payer,
@ -226,8 +222,9 @@ async fn test_fallback_oracle_withdraw() -> Result<(), TransportError> {
group,
admin,
mint: mints[2].pubkey,
fallback_oracle,
options: mango_v4::instruction::TokenEdit {
fallback_oracle_opt: Some(fallback_oracle),
set_fallback_oracle: true,
..token_edit_instruction_default()
},
},

3
programs/mango-v4/tests/cases/test_token_conditional_swap.rs
View File

@ -71,6 +71,7 @@ async fn test_token_conditional_swap_basic() -> Result<(), TransportError> {
group,
admin,
mint: quote_token.mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
token_conditional_swap_taker_fee_rate_opt: Some(0.05),
token_conditional_swap_maker_fee_rate_opt: Some(0.1),
@ -388,6 +389,7 @@ async fn test_token_conditional_swap_linear_auction() -> Result<(), TransportErr
group,
admin,
mint: quote_token.mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
token_conditional_swap_taker_fee_rate_opt: Some(0.05),
token_conditional_swap_maker_fee_rate_opt: Some(0.1),
@ -648,6 +650,7 @@ async fn test_token_conditional_swap_premium_auction() -> Result<(), TransportEr
group,
admin,
mint: quote_token.mint.pubkey,
fallback_oracle: Pubkey::default(),
options: mango_v4::instruction::TokenEdit {
token_conditional_swap_taker_fee_rate_opt: Some(0.05),
token_conditional_swap_maker_fee_rate_opt: Some(0.1),

5
programs/mango-v4/tests/program_test/mango_client.rs
View File

@ -1276,7 +1276,7 @@ pub fn token_edit_instruction_default() -> mango_v4::instruction::TokenEdit {
maint_weight_shift_asset_target_opt: None,
maint_weight_shift_liab_target_opt: None,
maint_weight_shift_abort: false,
fallback_oracle_opt: None,
set_fallback_oracle: false,
}
}
@ -1284,6 +1284,7 @@ pub struct TokenEdit {
pub group: Pubkey,
pub admin: TestKeypair,
pub mint: Pubkey,
pub fallback_oracle: Pubkey,
pub options: mango_v4::instruction::TokenEdit,
}
#[async_trait::async_trait(?Send)]
@ -1312,7 +1313,7 @@ impl ClientInstruction for TokenEdit {
admin: self.admin.pubkey(),
mint_info: mint_info_key,
oracle: mint_info.oracle,
fallback_oracle: mint_info.fallback_oracle,
fallback_oracle: self.fallback_oracle,
};
let mut instruction = make_instruction(program_id, &accounts, &self.options);