bigz/improve-oracle-validity-check-for-order-price (#919)

* bigz/improve-oracle-validity-check-for-order-price * simplify * cargo fmt -- * update changelog
drift-labs · Feb 28, 2024 · c7580ab · c7580ab
1 parent 200bccd
commit c7580ab
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -9,13 +9,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
-- program: add pause operation for liquidation ([#880](https://github.com/drift-labs/protocol-v2/pull/880))
-
 ### Fixes
 
-- program: fix entry/breakeven price calculations for lp remainders ([#864](https://github.com/drift-labs/protocol-v2/pull/864))
-- program: handle derisk lp when orders array full ([#899](https://github.com/drift-labs/protocol-v2/pull/899))
-- program: invalid borrow in get_referrer_info when maker is refferer ([#900](https://github.com/drift-labs/protocol-v2/pull/900))
+- program: don't block oracle order prices when theres solely InsufficientDataPoints ([#919](https://github.com/drift-labs/protocol-v2/pull/919))
 
 ### Breaking
 

diff --git a/programs/drift/src/controller/orders.rs b/programs/drift/src/controller/orders.rs
@@ -997,11 +997,12 @@ pub fn fill_perp_order(
     }
 
     // allow oracle price to be used to calculate limit price if it's valid or stale for amm
-    let valid_oracle_price = if is_oracle_valid || oracle_validity == OracleValidity::StaleForAMM {
-        Some(oracle_price)
-    } else {
-        None
-    };
+    let valid_oracle_price =
+        if is_oracle_valid_for_action(oracle_validity, Some(DriftAction::OracleOrderPrice))? {
+            Some(oracle_price)
+        } else {
+            None
+        };
 
     let is_filler_taker = user_key == filler_key;
     let is_filler_maker = makers_and_referrer.0.contains_key(&filler_key);

diff --git a/programs/drift/src/math/oracle.rs b/programs/drift/src/math/oracle.rs
@@ -46,6 +46,7 @@ pub enum DriftAction {
     MarginCalc,
     UpdateTwap,
     UpdateAMMCurve,
+    OracleOrderPrice,
 }
 
 pub fn is_oracle_valid_for_action(
@@ -63,6 +64,14 @@ pub fn is_oracle_valid_for_action(
                     OracleValidity::Valid | OracleValidity::StaleForAMM
                 )
             }
+            DriftAction::OracleOrderPrice => {
+                matches!(
+                    oracle_validity,
+                    OracleValidity::Valid
+                        | OracleValidity::StaleForAMM
+                        | OracleValidity::InsufficientDataPoints
+                )
+            }
             DriftAction::MarginCalc => !matches!(
                 oracle_validity,
                 OracleValidity::Invalid