Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

bigz/margin-calc-oracle-validity-check-liability #876

Merged
merged 4 commits into from
Feb 15, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down
18 changes: 11 additions & 7 deletions programs/drift/src/math/margin.rs
Original file line number Diff line number Diff line change
Expand Up @@ -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,
Expand Down Expand Up @@ -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()?;
Expand Down
Loading