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mango-v4
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Oracle: Decimal constant cleanup

This commit is contained in:
Christian Kamm 2022-08-14 12:06:17 +02:00
parent 724824d21a
commit d91a676e3d
1 changed files with 16 additions and 14 deletions
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30
programs/mango-v4/src/state/oracle.rs
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@ -12,8 +12,8 @@ use crate::accounts_zerocopy::*;
use crate::checked_math as cm;
use crate::error::*;
const LOOKUP_START: i8 = -12;
const LOOKUP: [I80F48; 25] = [
const DECIMAL_CONSTANT_ZERO_INDEX: i8 = 12;
const DECIMAL_CONSTANTS: [I80F48; 25] = [
I80F48::from_bits((1 << 48) / 10i128.pow(12u32)),
I80F48::from_bits((1 << 48) / 10i128.pow(11u32) + 1),
I80F48::from_bits((1 << 48) / 10i128.pow(10u32)),
@ -26,7 +26,7 @@ const LOOKUP: [I80F48; 25] = [
I80F48::from_bits((1 << 48) / 10i128.pow(3u32) + 1), // 0.001
I80F48::from_bits((1 << 48) / 10i128.pow(2u32) + 1), // 0.01
I80F48::from_bits((1 << 48) / 10i128.pow(1u32) + 1), // 0.1
I80F48::from_bits((1 << 48) * 10i128.pow(0u32)), // 1
I80F48::from_bits((1 << 48) * 10i128.pow(0u32)), // 1, index 12
I80F48::from_bits((1 << 48) * 10i128.pow(1u32)), // 10
I80F48::from_bits((1 << 48) * 10i128.pow(2u32)), // 100
I80F48::from_bits((1 << 48) * 10i128.pow(3u32)), // 1000
@ -40,10 +40,12 @@ const LOOKUP: [I80F48; 25] = [
I80F48::from_bits((1 << 48) * 10i128.pow(11u32)),
I80F48::from_bits((1 << 48) * 10i128.pow(12u32)),
];
const LOOKUP_FN: fn(i8) -> usize = |decimals: i8| (decimals - LOOKUP_START) as usize;
pub const fn power_of_ten(decimals: i8) -> I80F48 {
DECIMAL_CONSTANTS[(decimals + DECIMAL_CONSTANT_ZERO_INDEX) as usize]
}
pub const QUOTE_DECIMALS: i8 = 6;
pub const QUOTE_NATIVE_TO_UI: I80F48 = LOOKUP[(-QUOTE_DECIMALS - LOOKUP_START) as usize];
pub const QUOTE_NATIVE_TO_UI: I80F48 = power_of_ten(-QUOTE_DECIMALS);
pub mod switchboard_v1_devnet_oracle {
use solana_program::declare_id;
@ -121,7 +123,7 @@ pub fn oracle_price(
let price = I80F48::from_num(price_account.price);
// Filter out bad prices
if I80F48::from_num(price_account.conf) > oracle_conf_filter * price {
if I80F48::from_num(price_account.conf) > cm!(oracle_conf_filter * price) {
msg!(
"Pyth conf interval too high; pubkey {} price: {} price_account.conf: {}",
acc_info.key(),
@ -140,7 +142,7 @@ pub fn oracle_price(
.unwrap()
.checked_sub(base_token_decimals as i8)
.unwrap();
let decimal_adj = LOOKUP[LOOKUP_FN(decimals)];
let decimal_adj = power_of_ten(decimals);
cm!(price * decimal_adj)
}
OracleType::SwitchboardV2 => {
@ -159,7 +161,7 @@ pub fn oracle_price(
.std_deviation
.try_into()
.map_err(from_foreign_error)?;
if I80F48::from_num(std_deviation_decimal) > oracle_conf_filter * price {
if I80F48::from_num(std_deviation_decimal) > cm!(oracle_conf_filter * price) {
msg!(
"Switchboard v2 std deviation too high; pubkey {} price: {} latest_confirmed_round.std_deviation: {}",
acc_info.key(),
@ -172,7 +174,7 @@ pub fn oracle_price(
let decimals = QUOTE_DECIMALS
.checked_sub(base_token_decimals as i8)
.unwrap();
let decimal_adj = LOOKUP[LOOKUP_FN(decimals)];
let decimal_adj = power_of_ten(decimals);
cm!(price * decimal_adj)
}
OracleType::SwitchboardV1 => {
@ -182,7 +184,7 @@ pub fn oracle_price(
// Filter out bad prices
let min_response = I80F48::from_num(result.result.min_response);
let max_response = I80F48::from_num(result.result.max_response);
if cm!(max_response - min_response) > oracle_conf_filter * price {
if cm!(max_response - min_response) > cm!(oracle_conf_filter * price) {
msg!(
"Switchboard v1 min-max response gap too wide; pubkey {} price: {} min_response: {} max_response {}",
acc_info.key(),
@ -196,7 +198,7 @@ pub fn oracle_price(
let decimals = QUOTE_DECIMALS
.checked_sub(base_token_decimals as i8)
.unwrap();
let decimal_adj = LOOKUP[LOOKUP_FN(decimals)];
let decimal_adj = power_of_ten(decimals);
cm!(price * decimal_adj)
}
})
@ -251,7 +253,7 @@ mod tests {
pub fn lookup_test() {
for idx in -12..0 {
assert_eq!(
LOOKUP[LOOKUP_FN(idx)],
power_of_ten(idx),
I80F48::from_str(&format!(
"0.{}1",
str::repeat("0", (idx.abs() as usize) - 1)
@ -260,11 +262,11 @@ mod tests {
)
}
assert_eq!(LOOKUP[LOOKUP_FN(0)], I80F48::ONE);
assert_eq!(power_of_ten(0), I80F48::ONE);
for idx in 1..=12 {
assert_eq!(
LOOKUP[LOOKUP_FN(idx)],
power_of_ten(idx),
I80F48::from_str(&format!("1{}", str::repeat("0", idx.abs() as usize))).unwrap()
)
}