program: relax oracle guardrail validity check for init margin calc f…

…or positive pnl (#876) * bigz/margin-calc-oracle-validity-check-liability * tweak * CHANGELOG --------- Co-authored-by: Chris Heaney <[email protected]>
drift-labs · Feb 15, 2024 · 26d2170 · 26d2170
1 parent a999dbb
commit 26d2170
Show file tree

Hide file tree

Showing 2 changed files with 12 additions and 7 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+- program: relax oracle guardrail validity check for init margin calc for positive pnl ([#876](https://github.com/drift-labs/protocol-v2/pull/876))
 - program: add more max spread baselines ([#858](https://github.com/drift-labs/protocol-v2/pull/858))
 
 ### Fixes

diff --git a/programs/drift/src/math/margin.rs b/programs/drift/src/math/margin.rs
@@ -448,11 +448,6 @@ pub fn calculate_margin_requirement_and_total_collateral_and_liability_info(
             market.amm.historical_oracle_data.last_oracle_price_twap,
         )?;
 
-        calculation.update_all_oracles_valid(is_oracle_valid_for_action(
-            oracle_validity,
-            Some(DriftAction::MarginCalc),
-        )?);
-
         let (
             perp_margin_requirement,
             weighted_pnl,
@@ -480,14 +475,23 @@ pub fn calculate_margin_requirement_and_total_collateral_and_liability_info(
 
         calculation.add_total_collateral(weighted_pnl)?;
 
-        if market_position.base_asset_amount != 0
+        let has_perp_liability = market_position.base_asset_amount != 0
             || market_position.quote_asset_amount < 0
             || market_position.has_open_order()
-        {
+            || market_position.is_lp();
+
+        if has_perp_liability {
             calculation.add_perp_liability()?;
             calculation
                 .update_with_isolated_liability(market.contract_tier == ContractTier::Isolated);
         }
+
+        if has_perp_liability || calculation.context.margin_type != MarginRequirementType::Initial {
+            calculation.update_all_oracles_valid(is_oracle_valid_for_action(
+                oracle_validity,
+                Some(DriftAction::MarginCalc),
+            )?);
+        }
     }
 
     calculation.validate_num_spot_liabilities()?;