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serum health: use lower-precision division #750

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merged 1 commit into from
Oct 11, 2023
Merged

serum health: use lower-precision division #750

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11 changes: 7 additions & 4 deletions programs/mango-v4/src/health/cache.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ use anchor_lang::prelude::*;
use fixed::types::I80F48;

use crate::error::*;
use crate::i80f48::LowPrecisionDivision;
use crate::serum3_cpi::{OpenOrdersAmounts, OpenOrdersSlim};
use crate::state::{
Bank, MangoAccountRef, PerpMarket, PerpMarketIndex, PerpPosition, Serum3MarketIndex,
Expand Down Expand Up @@ -293,8 +294,9 @@ impl Serum3Info {
) -> I80F48 {
let quote_asset = quote_info.prices.asset(health_type);
let base_liab = base_info.prices.liab(health_type);
// OPTIMIZATION: These divisions can be extremely expensive (up to 5k CU each)
let reserved_quote_as_base_oracle = self.reserved_quote * quote_asset / base_liab;
let reserved_quote_as_base_oracle = (self.reserved_quote * quote_asset)
.checked_div_f64_precision(base_liab)
.unwrap();
if self.reserved_quote_as_base_highest_bid != 0 {
self.reserved_base
+ reserved_quote_as_base_oracle.min(self.reserved_quote_as_base_highest_bid)
Expand All @@ -312,8 +314,9 @@ impl Serum3Info {
) -> I80F48 {
let base_asset = base_info.prices.asset(health_type);
let quote_liab = quote_info.prices.liab(health_type);
// OPTIMIZATION: These divisions can be extremely expensive (up to 5k CU each)
let reserved_base_as_quote_oracle = self.reserved_base * base_asset / quote_liab;
let reserved_base_as_quote_oracle = (self.reserved_base * base_asset)
.checked_div_f64_precision(quote_liab)
.unwrap();
if self.reserved_base_as_quote_lowest_ask != 0 {
self.reserved_quote
+ reserved_base_as_quote_oracle.min(self.reserved_base_as_quote_lowest_ask)
Expand Down
4 changes: 2 additions & 2 deletions programs/mango-v4/tests/cases/test_health_compute.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -77,7 +77,7 @@ async fn test_health_compute_tokens() -> Result<(), TransportError> {
#[tokio::test]
async fn test_health_compute_serum() -> Result<(), TransportError> {
let mut test_builder = TestContextBuilder::new();
test_builder.test().set_compute_max_units(150_000);
test_builder.test().set_compute_max_units(130_000);
let context = test_builder.start_default().await;
let solana = &context.solana.clone();

Expand Down Expand Up @@ -244,7 +244,7 @@ async fn test_health_compute_serum() -> Result<(), TransportError> {
let avg_cu_increase = cu_measurements.windows(2).map(|p| p[1] - p[0]).sum::<u64>()
/ (cu_measurements.len() - 1) as u64;
println!("average cu increase: {avg_cu_increase}");
assert!(avg_cu_increase < 10000);
assert!(avg_cu_increase < 7000);

Ok(())
}
Expand Down