program: include usdc oracle (#397)

* margin changes * add quote_spot_market_index to perp market * pass in usdc oracle * start work on sdk * more sdk * example forking oracle data based on slot * use strict mode for valuing perp position margin requirement and pnl * some tests for usdc deposit/borrows when not equal to 1 * add test for perps * fix max lev calculation * fix imbalancePerpPnl.ts * fix liquidityProvider.ts * spot_balance/tests.rs: add usdc twap test case to explain twap != 1 * liquidate_perp account for quote oracle price * account for quote price in all liquidation functions * tweak order for writable market overrides for getRemainingAccounts * stats.rs: better handle twap updates with weight=0 * pythStableCoin * getOracleClient account for pythStableCoin * use hardfork based on usdc oracle for devnet too * CHANGELOG * update idl --------- Co-authored-by: 0xbigz <[email protected]>
drift-labs · Mar 28, 2023 · 5c256f2 · 5c256f2
1 parent c77b446
commit 5c256f2
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -10,6 +10,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+- program: include usdc oracle ([#397](https://github.com/drift-labs/protocol-v2/pull/397))
+
 ### Fixes
 
 ### Breaking

diff --git a/programs/drift/src/controller/liquidation.rs b/programs/drift/src/controller/liquidation.rs
@@ -305,17 +305,21 @@ pub fn liquidate_perp(
     let market = perp_market_map.get_ref(&market_index)?;
     let liquidation_fee = market.liquidator_fee;
     let if_liquidation_fee = market.if_liquidation_fee;
+    let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
+    let quote_oracle_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
     let base_asset_amount_to_cover_margin_shortage = standardize_base_asset_amount_ceil(
         calculate_base_asset_amount_to_cover_margin_shortage(
             margin_shortage,
             margin_ratio_with_buffer,
             liquidation_fee,
             if_liquidation_fee,
             oracle_price,
+            quote_oracle_price,
         )?,
         market.amm.order_step_size,
     )?;
     drop(market);
+    drop(quote_spot_market);
 
     let max_pct_allowed = calculate_max_pct_to_liquidate(
         user,
@@ -1174,10 +1178,11 @@ pub fn liquidate_borrow_for_perp_pnl(
             "Perp position must have position pnl"
         )?;
 
-        let quote_price = oracle_map.quote_asset_price_data.price;
-
         let market = perp_market_map.get_ref(&perp_market_index)?;
 
+        let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
+        let quote_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
+
         let pnl_asset_weight =
             market.get_unrealized_asset_weight(pnl, MarginRequirementType::Maintenance)?;
 
@@ -1694,10 +1699,11 @@ pub fn liquidate_perp_pnl_for_deposit(
             "Perp position must have negative pnl"
         )?;
 
-        let quote_price = oracle_map.quote_asset_price_data.price;
-
         let market = perp_market_map.get_ref(&perp_market_index)?;
 
+        let quote_spot_market = spot_market_map.get_ref(&market.quote_spot_market_index)?;
+        let quote_price = oracle_map.get_price_data(&quote_spot_market.oracle)?.price;
+
         (
             unsettled_pnl.unsigned_abs(),
             quote_price,

diff --git a/programs/drift/src/controller/liquidation/tests.rs b/programs/drift/src/controller/liquidation/tests.rs
diff --git a/programs/drift/src/controller/orders.rs b/programs/drift/src/controller/orders.rs
@@ -2684,7 +2684,7 @@ pub fn place_spot_order(
 
     let oracle_price_data = *oracle_map.get_price_data(&spot_market.oracle)?;
     let (worst_case_token_amount_before, _) = user.spot_positions[spot_position_index]
-        .get_worst_case_token_amounts(spot_market, &oracle_price_data, None, None)?;
+        .get_worst_case_token_amount(spot_market, &oracle_price_data, None, None)?;
 
     let balance_type = user.spot_positions[spot_position_index].balance_type;
     let token_amount = user.spot_positions[spot_position_index].get_token_amount(spot_market)?;
@@ -2807,7 +2807,7 @@ pub fn place_spot_order(
     }
 
     let (worst_case_token_amount_after, _) = user.spot_positions[spot_position_index]
-        .get_worst_case_token_amounts(spot_market, &oracle_price_data, None, None)?;
+        .get_worst_case_token_amount(spot_market, &oracle_price_data, None, None)?;
 
     let order_risk_decreasing =
         is_spot_order_risk_decreasing(&user.orders[new_order_index], &balance_type, token_amount)?;

diff --git a/programs/drift/src/controller/orders/amm_jit_tests.rs b/programs/drift/src/controller/orders/amm_jit_tests.rs
@@ -203,6 +203,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -384,6 +385,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -579,6 +581,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -773,6 +776,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -984,6 +988,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -1187,6 +1192,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -1394,6 +1400,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -1575,6 +1582,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -1772,6 +1780,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -1982,6 +1991,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -2261,6 +2271,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -2524,6 +2535,7 @@ pub mod amm_jit {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);

diff --git a/programs/drift/src/controller/orders/tests.rs b/programs/drift/src/controller/orders/tests.rs
@@ -2554,6 +2554,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -2784,6 +2785,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -2985,6 +2987,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -3189,6 +3192,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -3393,6 +3397,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -3702,6 +3707,7 @@ pub mod fulfill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -3945,7 +3951,6 @@ pub mod fill_order {
 
     use crate::controller::orders::fill_perp_order;
     use crate::controller::position::PositionDirection;
-    use crate::create_account_info;
     use crate::create_anchor_account_info;
     use crate::math::constants::{
         AMM_RESERVE_PRECISION, BASE_PRECISION_I64, BASE_PRECISION_U64, PEG_PRECISION,
@@ -3964,6 +3969,7 @@ pub mod fill_order {
     use crate::test_utils::{
         create_account_info, get_orders, get_positions, get_pyth_price, get_spot_positions,
     };
+    use crate::{create_account_info, QUOTE_PRECISION_I64};
 
     use super::*;
     use crate::error::ErrorCode;
@@ -4049,6 +4055,7 @@ pub mod fill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -4252,6 +4259,7 @@ pub mod fill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -4590,6 +4598,7 @@ pub mod fill_order {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -8047,7 +8056,6 @@ pub mod get_maker_orders_info {
 
     use crate::controller::orders::get_maker_orders_info;
     use crate::controller::position::PositionDirection;
-    use crate::create_anchor_account_info;
     use crate::math::constants::{
         AMM_RESERVE_PRECISION, BASE_PRECISION_I64, BASE_PRECISION_U64, PEG_PRECISION,
         PRICE_PRECISION_I64, PRICE_PRECISION_U64, SPOT_BALANCE_PRECISION_U64,
@@ -8066,6 +8074,7 @@ pub mod get_maker_orders_info {
         create_account_info, get_orders, get_positions, get_pyth_price, get_spot_positions,
     };
     use crate::{create_account_info, get_orders};
+    use crate::{create_anchor_account_info, QUOTE_PRECISION_I64};
 
     use super::*;
 
@@ -8150,6 +8159,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -8343,6 +8353,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -8537,6 +8548,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -8717,6 +8729,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -8971,6 +8984,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);
@@ -9167,6 +9181,7 @@ pub mod get_maker_orders_info {
             decimals: 6,
             initial_asset_weight: SPOT_WEIGHT_PRECISION,
             maintenance_asset_weight: SPOT_WEIGHT_PRECISION,
+            historical_oracle_data: HistoricalOracleData::default_price(QUOTE_PRECISION_I64),
             ..SpotMarket::default()
         };
         create_anchor_account_info!(spot_market, SpotMarket, spot_market_account_info);