Skip to content

is oracle divergent sdk fix #1978

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.

Sign up for GitHub

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

Merged
merged 4 commits into from
Oct 21, 2025
Merged

is oracle divergent sdk fix #1978

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
cf40aa3
is oracle divergent sdk fix
moosecat2 Oct 21, 2025
8d3534a
remove console log
moosecat2 Oct 21, 2025
da049d7
linter fix
moosecat2 Oct 21, 2025
5185a39
patch
moosecat2 Oct 21, 2025
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
3 changes: 1 addition & 2 deletions sdk/src/driftClient.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -9402,8 +9402,7 @@ export class DriftClient {
confidence: conf,
hasSufficientNumberOfDataPoints: true,
},
stateAccountAndSlot.data.oracleGuardRails,
perpMarket.amm.mmOracleSlot
stateAccountAndSlot.data.oracleGuardRails
) ||
perpMarket.amm.mmOraclePrice.eq(ZERO) ||
isExchangeOracleMoreRecent ||
Expand Down
27 changes: 7 additions & 20 deletions sdk/src/math/oracles.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,6 @@ import { OraclePriceData } from '../oracles/types';
import {
BID_ASK_SPREAD_PRECISION,
MARGIN_PRECISION,
PRICE_PRECISION,
ONE,
ZERO,
FIVE_MINUTE,
Expand Down Expand Up @@ -97,29 +96,17 @@ export function isOracleValid(
export function isOracleTooDivergent(
amm: AMM,
oraclePriceData: OraclePriceData,
oracleGuardRails: OracleGuardRails,
now: BN
oracleGuardRails: OracleGuardRails
): boolean {
const sinceLastUpdate = now.sub(
amm.historicalOracleData.lastOraclePriceTwapTs
);
const sinceStart = BN.max(ZERO, FIVE_MINUTE.sub(sinceLastUpdate));
const oracleTwap5min = amm.historicalOracleData.lastOraclePriceTwap5Min
.mul(sinceStart)
.add(oraclePriceData.price)
.mul(sinceLastUpdate)
.div(sinceStart.add(sinceLastUpdate));

const oracleSpread = oracleTwap5min.sub(oraclePriceData.price);
const oracleSpreadPct = oracleSpread.mul(PRICE_PRECISION).div(oracleTwap5min);

const oracleSpreadPct = oraclePriceData.price
.sub(amm.historicalOracleData.lastOraclePriceTwap5Min)
.mul(PERCENTAGE_PRECISION)
.div(amm.historicalOracleData.lastOraclePriceTwap5Min);
const maxDivergence = BN.max(
oracleGuardRails.priceDivergence.markOraclePercentDivergence,
PERCENTAGE_PRECISION.div(new BN(10))
oracleGuardRails.priceDivergence.oracleTwap5MinPercentDivergence,
PERCENTAGE_PRECISION.div(new BN(2))
);

const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);

return tooDivergent;
}

Expand Down
Loading