Struct mango_v4::state::StablePriceModel

source · [−]

#[repr(C)]pub struct StablePriceModel {
    pub stable_price: f64,
    pub last_update_timestamp: u64,
    pub delay_prices: [f64; 24],
    pub delay_accumulator_price: f64,
    pub delay_accumulator_time: u32,
    pub delay_interval_seconds: u32,
    pub delay_growth_limit: f32,
    pub stable_growth_limit: f32,
    pub last_delay_interval_index: u8,
    pub padding: [u8; 7],
    pub reserved: [u8; 48],
}

Expand description

Maintains a “stable_price” based on the oracle price.

The stable price follows the oracle price, but its relative rate of change is limited (to stable_growth_limit) and futher reduced if the oracle price is far from the delay_price.

Conceptually the delay_price is itself a time delayed (24 * delay_interval_seconds, assume 24h) and relative rate of change limited function of the oracle price. It is implemented as averaging the oracle price over every delay_interval_seconds (assume 1h) and then applying the delay_growth_limit between intervals.

Fields

stable_price: f64

Current stable price to use in health

last_update_timestamp: u64delay_prices: [f64; 24]

Stored delay_price for each delay_interval. If we want the delay_price to be 24h delayed, we would store one for each hour. This is used in a cyclical way: We use the maximally-delayed value at delay_interval_index and once enough time passes to move to the next delay interval, that gets overwritten and we use the next one.

delay_accumulator_price: f64

The delay price is based on an average over each delay_interval. The contributions to the average are summed up here.

delay_accumulator_time: u32

Accumulating the total time for the above average.

delay_interval_seconds: u32

Length of a delay_interval

delay_growth_limit: f32

Maximal relative difference between two delay_price in consecutive intervals.

stable_growth_limit: f32

Maximal per-second relative difference of the stable price. It gets further reduced if stable and delay price disagree.

last_delay_interval_index: u8

The delay_interval_index that update() was last called on.

padding: [u8; 7]reserved: [u8; 48]

Struct mango_v4::state::StablePriceModel

Fields

Implementations

impl StablePriceModel

pub fn reset_to_price(&mut self, oracle_price: f64, now_ts: u64)

pub fn delay_interval_index(&self, timestamp: u64) -> u8

pub fn update(&mut self, now_ts: u64, oracle_price: f64)

Trait Implementations

impl Clone for StablePriceModel

fn clone(&self) -> StablePriceModel

fn clone_from(&mut self, source: &Self)

impl Debug for StablePriceModel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

impl Default for StablePriceModel

fn default() -> Self

impl Zeroable for StablePriceModel

fn zeroed() -> Self

impl Copy for StablePriceModel

impl Pod for StablePriceModel

Auto Trait Implementations

impl RefUnwindSafe for StablePriceModel

impl Send for StablePriceModel

impl Sync for StablePriceModel

impl Unpin for StablePriceModel

impl UnwindSafe for StablePriceModel

Blanket Implementations

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