Merge remote-tracking branch 'origin/master' into git-update-event

merging master into branch
drift-labs · Sep 8, 2023 · 954aad6 · 954aad6
2 parents 15f64df + b0fcbc8
commit 954aad6
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -9,14 +9,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+### Fixes
+
+### Breaking
+
+## [2.39.0] - 2023-09-07
+
+### Features
+
 - sdk: updated anchor to 0.28.1-beta.2
 - sdk: add priorityFeeSubscriber
 - program: allow up to 12500 users
+- program: scale initial asset weight for spot markets based on total deposits ([#575](https://github.com/drift-labs/protocol-v2/pull/575))
 
 ### Fixes
 
 - program: let auction start/end be the same ([#597](https://github.com/drift-labs/protocol-v2/pull/597))
 - program: account for reduce only when checking margin in trigger order ([#583](https://github.com/drift-labs/protocol-v2/pull/583))
+- program: use per_lp_base_unit for calculating base imbalance for lp jit ([#604](https://github.com/drift-labs/protocol-v2/pull/604))
 
 ### Breaking
 

diff --git a/Cargo.lock b/Cargo.lock
diff --git a/programs/drift/Cargo.toml b/programs/drift/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "drift"
-version = "2.38.0"
+version = "2.39.0"
 description = "Created with Anchor"
 edition = "2018"
 

diff --git a/programs/drift/src/controller/liquidation/tests.rs b/programs/drift/src/controller/liquidation/tests.rs
@@ -1815,8 +1815,8 @@ pub mod liquidate_spot {
         calculate_margin_requirement_and_total_collateral, MarginRequirementType,
     };
     use crate::math::spot_balance::{get_strict_token_value, get_token_amount, get_token_value};
-    use crate::state::oracle::HistoricalOracleData;
     use crate::state::oracle::OracleSource;
+    use crate::state::oracle::{HistoricalOracleData, StrictOraclePrice};
     use crate::state::oracle_map::OracleMap;
     use crate::state::perp_market_map::PerpMarketMap;
     use crate::state::spot_market::{SpotBalanceType, SpotMarket};
@@ -2267,27 +2267,26 @@ pub mod liquidate_spot {
         let token_value =
             get_token_value(token_amount as i128, 6, oracle_price_data.price).unwrap();
 
-        let strict_token_value_1 = get_strict_token_value(
-            token_amount as i128,
-            6,
-            oracle_price_data,
-            oracle_price_data.price / 10,
-        )
-        .unwrap();
-        let strict_token_value_2 = get_strict_token_value(
-            token_amount as i128,
-            6,
-            oracle_price_data,
-            oracle_price_data.price * 2,
-        )
-        .unwrap();
-        let strict_token_value_3 = get_strict_token_value(
-            -(token_amount as i128),
-            6,
-            oracle_price_data,
-            oracle_price_data.price * 2,
-        )
-        .unwrap();
+        let strict_price_1 = StrictOraclePrice {
+            current: oracle_price_data.price,
+            twap_5min: Some(oracle_price_data.price / 10),
+        };
+        let strict_token_value_1 =
+            get_strict_token_value(token_amount as i128, 6, &strict_price_1).unwrap();
+
+        let strict_price_2 = StrictOraclePrice {
+            current: oracle_price_data.price,
+            twap_5min: Some(oracle_price_data.price * 2),
+        };
+        let strict_token_value_2 =
+            get_strict_token_value(token_amount as i128, 6, &strict_price_2).unwrap();
+
+        let strict_price_3 = StrictOraclePrice {
+            current: oracle_price_data.price,
+            twap_5min: Some(oracle_price_data.price * 2),
+        };
+        let strict_token_value_3 =
+            get_strict_token_value(-(token_amount as i128), 6, &strict_price_3).unwrap();
 
         assert_eq!(token_amount, 406769);
         assert_eq!(token_value, 40676900);

diff --git a/programs/drift/src/controller/lp/tests.rs b/programs/drift/src/controller/lp/tests.rs
@@ -19,8 +19,8 @@ use crate::math::margin::{
     calculate_margin_requirement_and_total_collateral, calculate_perp_position_value_and_pnl,
     meets_maintenance_margin_requirement, MarginRequirementType,
 };
-use crate::state::oracle::OraclePriceData;
 use crate::state::oracle::{HistoricalOracleData, OracleSource};
+use crate::state::oracle::{OraclePriceData, StrictOraclePrice};
 use crate::state::oracle_map::OracleMap;
 use crate::state::perp_market::{MarketStatus, PerpMarket, PoolBalance};
 use crate::state::perp_market_map::PerpMarketMap;
@@ -722,18 +722,16 @@ fn test_lp_margin_calc() {
     assert_eq!(sim_user_pos.quote_asset_amount, -20000000000);
     assert_eq!(sim_user_pos.last_cumulative_funding_rate, 16900000000);
 
+    let strict_quote_price = StrictOraclePrice::test(1000000);
     // ensure margin calc doesnt incorrectly count funding rate (funding pnl MUST come before settling lp)
     let (margin_requirement, weighted_unrealized_pnl, worse_case_base_asset_value) =
         calculate_perp_position_value_and_pnl(
             &user.perp_positions[0],
             &market,
             &oracle_price_data,
-            1000000,
-            1000000,
+            &strict_quote_price,
             crate::math::margin::MarginRequirementType::Initial,
             0,
-            false,
-            false,
         )
         .unwrap();