Switch pull oracles #231

jgur-psyops · 2024-08-07T20:36:17Z

Done:

Support for switch pull oracles when configuring a bank
Test fixture boilerplate
~~permissioned ix to migrate existing SB bank to pull oracle~~
validate staleness when loading feeds
validate get_price returns accurate values
confidence interval for pull oracles (based on std_dev now)
test borrows/accounting

Maybe:

lite version of Price Feed
~~flag on banks to indicate migration complete~~

jkbpvsc · 2024-08-08T16:50:09Z

permissioned ix to migrate existing SB bank to pull oracle

The bank_update instruction should already permit migrating oracles

lite version of Price Feed

This is only relevant if any structs blow the stack, or incur significant compute unit cost to use.

flag on banks to indicate migration complete

There should be no need to migrate, we should just add a new oracle type and then update the bank config to use the new oracle.

jgur-psyops · 2024-08-10T05:04:07Z

~~Ready to go, except could use a hand writing tests for borrow (e.g. marginfi_account_borrow_failure_not_enough_collateral) Not sure what currency deposit_amount/borrow_amount are denominated in~~

jkbpvsc · 2024-08-12T14:45:30Z

programs/marginfi/src/utils.rs

@@ -178,3 +178,17 @@ fn ceil_div(numerator: u128, denominator: u128) -> Option<u128> {
        .checked_sub(1)?
        .checked_div(denominator)
 }
+
+/// A minimal tool to convert a hex string like "22f123639" into the byte equivalent.
+pub fn hex_to_bytes(hex: &str) -> Vec<u8> {


Is this required in onchain code?

No, just for tests. Could move it into the tests where it's needed.

Lets move it into tests yes!

programs/marginfi/src/state/price.rs

programs/marginfi/src/state/marginfi_account.rs

jkbpvsc · 2024-08-12T18:01:13Z

scripts/single-test.sh

We can probably just change the main test script to pass additional args to the test command.

No strong feelings either way, I have some parsing at the end there to quickly run a rest with minimal terminal output.

jkbpvsc · 2024-08-12T18:02:18Z

programs/marginfi/src/state/price.rs

+        // From mainnet: https://solana.fm/address/BSzfJs4d1tAkSDqkepnfzEVcx2WtDVnwwXa2giy9PLeP
+        // Actual price $155.59404527
+        // conf/Std_dev ~5%
+        let bytes = hex_to_bytes("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");


Lets load this from a file using include_bytes

include_bytes comes from the test-utils program so how should we handle that? Could dupe the method locally to avoid confusion.

Also the test files are currently a few directories away from this locally (../../../test-utils/data), so duplicate them or use the relative path to the current folder?

jkbpvsc · 2024-08-12T18:03:20Z

programs/marginfi/src/state/price.rs

@@ -1021,4 +1184,92 @@ mod tests {
                .unwrap()
        );
    }


Lets add some tests that test the oracle price parsing and all cases with or without wide price bands

You mean prices with PriceBias::Low/High? Have that included at the end of test swb_pull_get_price.

jkbpvsc · 2024-08-12T18:12:48Z

Lets also make the CI happy.

jgur-psyops · 2024-08-12T18:38:00Z

Lets also make the CI happy.

~~Linter I can do, unit test CI seems to failing on an upstream build issue, the build-and-test CI is the failing test I need some help with (understanding the financials intended to be tested here).~~

Done except for unit test, where CI seems to failing on an upstream build issue,

jkbpvsc · 2024-08-15T11:29:56Z

programs/marginfi/src/utils.rs

@@ -178,3 +178,17 @@ fn ceil_div(numerator: u128, denominator: u128) -> Option<u128> {
        .checked_sub(1)?
        .checked_div(denominator)
 }
+
+/// A minimal tool to convert a hex string like "22f123639" into the byte equivalent.
+pub fn hex_to_bytes(hex: &str) -> Vec<u8> {


Lets move it into tests yes!

jkbpvsc · 2024-08-15T11:36:20Z

Lets also make the CI happy.

~~Linter I can do, unit test CI seems to failing on an upstream build issue, the build-and-test CI is the failing test I need some help with (understanding the financials intended to be tested here).~~

Done except for unit test, where CI seems to failing on an upstream build issue,

Maybe we should make the unit test command use --locked so it doesn't pull in a new broken package.

Adds support for switch pull oracles (aka sb-on-demand) when configuring a bank.

jgur-psyops added 2 commits August 7, 2024 13:31

Boilerplate for switch pull oracle integration

c7d422f

Fix test boilerplate to init bank

1db5059

jgur-psyops requested review from jkbpvsc and losman0s as code owners August 7, 2024 20:36

jgur-psyops added 5 commits August 8, 2024 15:44

Fill SB oracle functions, add script to run a single test

eceac8b

Add failing test to with borrows

cbf2674

Failed attempt to fix possible stack issue

ed05c1c

Solved the mystery bug, can't explain it, but solved

04d2c73

Complete swb price fetching test and functionality

fca412e

jgur-psyops changed the title ~~[WIP] Switch pull oracles~~ Switch pull oracles Aug 10, 2024

jkbpvsc previously approved these changes Aug 12, 2024

View reviewed changes

Comment fixes, linting

8a34628

jgur-psyops dismissed jkbpvsc’s stale review via 8a34628 August 12, 2024 18:39

jgur-psyops added 3 commits August 12, 2024 18:07

minor lint fix

057dc90

Restore using median price

39f7717

Add passing borrow test

2e6fc9a

jkbpvsc approved these changes Aug 15, 2024

View reviewed changes

jgur-psyops merged commit 9eae066 into main Aug 15, 2024
3 of 4 checks passed

jgur-psyops deleted the switch-pull-oracles branch August 15, 2024 17:11

jkbpvsc pushed a commit that referenced this pull request Oct 15, 2024

Switch pull oracles (#231)

2518a06

Adds support for switch pull oracles (aka sb-on-demand) when configuring a bank.

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Switch pull oracles #231

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Switch pull oracles #231

Switch pull oracles #231

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