Add oracleProvider to Bank and PerpMarket (#491)

* Add oracleProvider to Bank and PerpMarket

ts/client/src/accounts/bank.ts

@@ -3,6 +3,7 @@ import { utf8 } from '@coral-xyz/anchor/dist/cjs/utils/bytes';
 import { PublicKey } from '@solana/web3.js';
 import { I80F48, I80F48Dto, ZERO_I80F48 } from '../numbers/I80F48';
 import { As, toUiDecimals } from '../utils';
+import { OracleProvider } from './oracle';
 
 export type TokenIndex = number & As<'token-index'>;
 
@@ -58,6 +59,7 @@ export class Bank implements BankForHealth {
   public _price: I80F48 | undefined;
   public _uiPrice: number | undefined;
   public _oracleLastUpdatedSlot: number | undefined;
+  public _oracleProvider: OracleProvider | undefined;
   public collectedFeesNative: I80F48;
   public loanFeeRate: I80F48;
   public loanOriginationFeeRate: I80F48;
@@ -235,6 +237,7 @@ export class Bank implements BankForHealth {
     this._price = undefined;
     this._uiPrice = undefined;
     this._oracleLastUpdatedSlot = undefined;
+    this._oracleProvider = undefined;
   }
 
   toString(): string {
@@ -360,6 +363,15 @@ export class Bank implements BankForHealth {
     return this._oracleLastUpdatedSlot;
   }
 
+  get oracleProvider(): OracleProvider {
+    if (!this._oracleProvider) {
+      throw new Error(
+        `Undefined oracleProvider for bank ${this.publicKey} with tokenIndex ${this.tokenIndex}!`,
+      );
+    }
+    return this._oracleProvider;
+  }
+
   nativeDeposits(): I80F48 {
     return this.indexedDeposits.mul(this.depositIndex);
   }

ts/client/src/accounts/group.ts

@@ -19,6 +19,7 @@ import { Bank, MintInfo, TokenIndex } from './bank';
 import {
   isPythOracle,
   isSwitchboardOracle,
+  OracleProvider,
   parseSwitchboardOracle,
 } from './oracle';
 import { BookSide, PerpMarket, PerpMarketIndex } from './perp';
@@ -331,7 +332,7 @@ export class Group {
             throw new Error(
               `Undefined accountInfo object in reloadBankOraclePrices for ${bank.oracle}!`,
             );
-          const { price, uiPrice, lastUpdatedSlot } =
+          const { price, uiPrice, lastUpdatedSlot, provider } =
             await this.decodePriceFromOracleAi(
               coder,
               bank.oracle,
@@ -342,6 +343,7 @@ export class Group {
           bank._price = price;
           bank._uiPrice = uiPrice;
           bank._oracleLastUpdatedSlot = lastUpdatedSlot;
+          bank._oracleProvider = provider;
         }
       }
     }
@@ -366,7 +368,7 @@ export class Group {
             `Undefined ai object in reloadPerpMarketOraclePrices for ${perpMarket.oracle}!`,
           );
 
-        const { price, uiPrice, lastUpdatedSlot } =
+        const { price, uiPrice, lastUpdatedSlot, provider } =
           await this.decodePriceFromOracleAi(
             coder,
             perpMarket.oracle,
@@ -377,6 +379,7 @@ export class Group {
         perpMarket._price = price;
         perpMarket._uiPrice = uiPrice;
         perpMarket._oracleLastUpdatedSlot = lastUpdatedSlot;
+        perpMarket._oracleProvider = provider;
       }),
     );
   }
@@ -387,8 +390,13 @@ export class Group {
     ai: AccountInfo<Buffer>,
     baseDecimals: number,
     client: MangoClient,
-  ): Promise<{ price: I80F48; uiPrice: number; lastUpdatedSlot: number }> {
-    let price, uiPrice, lastUpdatedSlot;
+  ): Promise<{
+    price: I80F48;
+    uiPrice: number;
+    lastUpdatedSlot: number;
+    provider: OracleProvider;
+  }> {
+    let price, uiPrice, lastUpdatedSlot, provider;
     if (
       !BorshAccountsCoder.accountDiscriminator('stubOracle').compare(
         ai.data.slice(0, 8),
@@ -398,11 +406,13 @@ export class Group {
       price = new I80F48(stubOracle.price.val);
       uiPrice = this.toUiPrice(price, baseDecimals);
       lastUpdatedSlot = stubOracle.lastUpdated.val;
+      provider = OracleProvider.Stub;
     } else if (isPythOracle(ai)) {
       const priceData = parsePriceData(ai.data);
       uiPrice = priceData.previousPrice;
       price = this.toNativePrice(uiPrice, baseDecimals);
       lastUpdatedSlot = parseInt(priceData.lastSlot.toString());
+      provider = OracleProvider.Pyth;
     } else if (isSwitchboardOracle(ai)) {
       const priceData = await parseSwitchboardOracle(
         ai,
@@ -411,12 +421,13 @@ export class Group {
       uiPrice = priceData.price;
       price = this.toNativePrice(uiPrice, baseDecimals);
       lastUpdatedSlot = priceData.lastUpdatedSlot;
+      provider = OracleProvider.Switchboard;
     } else {
       throw new Error(
         `Unknown oracle provider (parsing not implemented) for oracle ${oracle}, with owner ${ai.owner}!`,
       );
     }
-    return { price, uiPrice, lastUpdatedSlot };
+    return { price, uiPrice, lastUpdatedSlot, provider };
   }
 
   public async reloadVaults(client: MangoClient): Promise<void> {

ts/client/src/accounts/oracle.ts

@@ -13,6 +13,12 @@ const SBV1_MAINNET_PID = new PublicKey(
 let sbv2DevnetProgram;
 let sbv2MainnetProgram;
 
+export enum OracleProvider {
+  Pyth,
+  Switchboard,
+  Stub,
+}
+
 export class StubOracle {
   public price: I80F48;
   public lastUpdated: BN;

ts/client/src/accounts/perp.ts

@@ -21,6 +21,7 @@ import {
 } from './bank';
 import { Group } from './group';
 import { MangoAccount } from './mangoAccount';
+import { OracleProvider } from './oracle';
 
 export type PerpMarketIndex = number & As<'perp-market-index'>;
 
@@ -55,6 +56,8 @@ export class PerpMarket {
   public _price: I80F48;
   public _uiPrice: number;
   public _oracleLastUpdatedSlot: number;
+  public _oracleProvider: OracleProvider;
+
   public _bids: BookSide;
   public _asks: BookSide;
 
@@ -265,6 +268,15 @@ export class PerpMarket {
     return this._oracleLastUpdatedSlot;
   }
 
+  get oracleProvider(): OracleProvider {
+    if (!this._oracleProvider) {
+      throw new Error(
+        `Undefined oracleProvider for perpMarket ${this.publicKey} with marketIndex ${this.perpMarketIndex}!`,
+      );
+    }
+    return this._oracleProvider;
+  }
+
   get minOrderSize(): number {
     return this.baseLotsToUiConverter;
   }