feat(twap-oracle): implement RecordTick instruction

Add RecordTick — a permissionless instruction that reads the current tick
from a CurrentTickAccount and advances a PriceObservations ring buffer.

Authorization is implicit: both PDAs are verified against price_source_id,
so the tick can only have been written by whoever controls that price source.
A sampling guard silently no-ops if less than `window_duration /
OBSERVATIONS_CAPACITY`` ms have elapsed, allowing keepers to call blindly on
every block. Tick-delta truncation clamps the per-observation delta to
`MAX_TICK_DELTA (9 116)` before advancing tick_cumulative, with
last_recorded_tick tracking the untruncated position for the next delta.

Also switches ObservationEntry.tick_cumulative to use elapsed milliseconds
rather than seconds.

Closes #116
This commit is contained in:
r4bbit
2026-06-02 13:11:20 +02:00
parent ab6f4e7a52
commit ee269ff22f
5 changed files with 804 additions and 2 deletions
+33
View File
@@ -95,6 +95,39 @@
}
]
},
{
"name": "record_tick",
"accounts": [
{
"name": "price_observations",
"writable": false,
"signer": false,
"init": false
},
{
"name": "current_tick_account",
"writable": false,
"signer": false,
"init": false
},
{
"name": "clock",
"writable": false,
"signer": false,
"init": false
}
],
"args": [
{
"name": "price_source_id",
"type": "account_id"
},
{
"name": "window_duration",
"type": "u64"
}
]
},
{
"name": "update_current_tick",
"accounts": [
+34 -2
View File
@@ -82,12 +82,44 @@ pub enum Instruction {
/// New raw tick from the price source.
tick: i32,
},
/// Records the current tick from a [`CurrentTickAccount`] into a [`PriceObservations`]
/// ring buffer.
///
/// Permissionless — anyone may call this. Both PDAs are verified against `price_source_id`,
/// so the tick can only have been written by whoever controls that price source.
///
/// A sampling guard silently skips the write if less than
/// `window_duration / OBSERVATIONS_CAPACITY` milliseconds have elapsed since the last
/// observation. Callers may call this on every block without concern — the guard handles
/// downsampling on-chain.
///
/// Required accounts (in order):
/// 1. Price observations account — initialized PDA derived from
/// `compute_price_observations_pda(self_program_id, price_source_id, window_duration)`.
/// 2. Current tick account — initialized PDA derived from
/// `compute_current_tick_account_pda(self_program_id, price_source_id)`.
/// 3. Clock account — read-only; supplies the current timestamp.
RecordTick {
/// ID of the price source; used to verify both PDAs.
price_source_id: AccountId,
/// Duration of the TWAP window in milliseconds; used to verify the
/// [`PriceObservations`] PDA and to compute the sampling guard interval.
window_duration: u64,
},
}
// ──────────────────────────────────────────────────────────────────────────────
// Price feed
// ──────────────────────────────────────────────────────────────────────────────
/// Maximum tick delta injected into the accumulator per observation.
///
/// Matches the Uniswap v4 truncated oracle hook reference value (~2.39× price move per block).
/// An attacker who moves the pool by more than this in one block still only injects
/// `MAX_TICK_DELTA` ticks into the cumulative — they must sustain the manipulation across
/// many blocks while arbitrage erodes their position.
pub const MAX_TICK_DELTA: i32 = 9_116;
/// Number of entries in each price feed.
///
/// 6 396 is the maximum that fits within the `DATA_MAX_LENGTH = 100 KiB` runtime ceiling.
@@ -108,10 +140,10 @@ pub const OBSERVATIONS_CAPACITY: u32 = 6396;
pub struct ObservationEntry {
/// Block timestamp (milliseconds) when this entry was recorded.
pub timestamp: u64,
/// Running sum of `tick × elapsed_seconds` up to this entry.
/// Running sum of `tick × elapsed_milliseconds` up to this entry.
///
/// Grows without bound over time, which is why this is `i64` rather than `i32`.
/// The TWAP over any window `[t1, t2]` is computed as
/// The TWAP over any window `[t1, t2]` (timestamps in milliseconds) is computed as
/// `(tick_cumulative[t2] - tick_cumulative[t1]) / (t2 - t1)`.
pub tick_cumulative: i64,
}
@@ -94,6 +94,32 @@ mod twap_oracle {
Ok(spel_framework::SpelOutput::execute(post_states, vec![]))
}
/// Records the current tick into a price observations ring buffer.
///
/// Expected accounts:
/// 1. `price_observations` — initialized PDA owned by this oracle program.
/// 2. `current_tick_account` — initialized PDA owned by this oracle program.
/// 3. `clock` — read-only LEZ clock account.
#[instruction]
pub fn record_tick(
ctx: ProgramContext,
price_observations: AccountWithMetadata,
current_tick_account: AccountWithMetadata,
clock: AccountWithMetadata,
price_source_id: AccountId,
window_duration: u64,
) -> SpelResult {
let post_states = twap_oracle_program::record_tick::record_tick(
price_observations,
current_tick_account,
clock,
price_source_id,
window_duration,
ctx.self_program_id,
);
Ok(spel_framework::SpelOutput::execute(post_states, vec![]))
}
/// Updates the tick stored in an existing current tick account.
///
/// Expected accounts:
+1
View File
@@ -5,4 +5,5 @@ pub use twap_oracle_core as core;
pub mod create_current_tick_account;
pub mod create_oracle_price_account;
pub mod create_price_observations;
pub mod record_tick;
pub mod update_current_tick;
+710
View File
@@ -0,0 +1,710 @@
use clock_core::ClockAccountData;
use nssa_core::{
account::{AccountId, AccountWithMetadata, Data},
program::{AccountPostState, ProgramId},
};
use twap_oracle_core::{
compute_current_tick_account_pda, compute_price_observations_pda, CurrentTickAccount,
ObservationEntry, PriceObservations, MAX_TICK_DELTA, OBSERVATIONS_CAPACITY,
};
/// Records the current tick from a [`CurrentTickAccount`] into a [`PriceObservations`] ring
/// buffer.
///
/// Both PDAs are verified against `price_source_id`, ensuring the tick was written by whoever
/// controls that price source. The sampling guard silently returns all accounts unchanged when
/// less than `window_duration / OBSERVATIONS_CAPACITY` milliseconds have elapsed since the last
/// observation — callers may invoke this on every block without correctness concerns.
///
/// Tick-delta truncation clamps the per-observation price move to [`MAX_TICK_DELTA`] before
/// advancing the accumulator. `last_recorded_tick` is updated to the raw (untruncated) tick so
/// the next delta is computed from the true price position.
///
/// # Panics
/// Panics if:
/// - `current_tick_account.account_id` does not match
/// `compute_current_tick_account_pda(oracle_program_id, price_source_id)`.
/// - `price_observations.account_id` does not match
/// `compute_price_observations_pda(oracle_program_id, price_source_id, window_duration)`.
/// - Either account is not a valid initialised account of its respective type.
pub fn record_tick(
price_observations: AccountWithMetadata,
current_tick_account: AccountWithMetadata,
clock: AccountWithMetadata,
price_source_id: AccountId,
window_duration: u64,
oracle_program_id: ProgramId,
) -> Vec<AccountPostState> {
assert_eq!(
current_tick_account.account_id,
compute_current_tick_account_pda(oracle_program_id, price_source_id),
"RecordTick: current tick account ID does not match expected PDA"
);
assert_eq!(
price_observations.account_id,
compute_price_observations_pda(oracle_program_id, price_source_id, window_duration),
"RecordTick: price observations account ID does not match expected PDA"
);
let clock_data = ClockAccountData::from_bytes(clock.account.data.as_ref());
let now = clock_data.timestamp;
let current_tick_data = CurrentTickAccount::try_from(&current_tick_account.account.data)
.expect("RecordTick: current tick account must be initialized");
let mut observations = PriceObservations::try_from(&price_observations.account.data)
.expect("RecordTick: price observations account must be initialized");
let capacity =
usize::try_from(OBSERVATIONS_CAPACITY).expect("OBSERVATIONS_CAPACITY fits in usize");
// Sampling guard: enforce minimum interval between observations.
let min_interval = window_duration
.checked_div(u64::from(OBSERVATIONS_CAPACITY))
.expect("OBSERVATIONS_CAPACITY is non-zero");
let last_index = if observations.write_index == 0 {
capacity
.checked_sub(1)
.expect("OBSERVATIONS_CAPACITY is non-zero")
} else {
usize::try_from(
observations
.write_index
.checked_sub(1)
.expect("write_index > 0"),
)
.expect("write_index - 1 fits in usize")
};
let last_entry = observations
.entries
.get(last_index)
.expect("last_index is within bounds");
let last_timestamp = last_entry.timestamp;
let last_cumulative = last_entry.tick_cumulative;
let elapsed_ms = now.saturating_sub(last_timestamp);
if elapsed_ms < min_interval {
return vec![
AccountPostState::new(price_observations.account.clone()),
AccountPostState::new(current_tick_account.account.clone()),
AccountPostState::new(clock.account.clone()),
];
}
// Tick-delta truncation.
let current_tick = current_tick_data.tick;
let delta = current_tick.saturating_sub(observations.last_recorded_tick);
let clamped_delta = delta.clamp(-MAX_TICK_DELTA, MAX_TICK_DELTA);
// Advance cumulative (tick × elapsed milliseconds).
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let new_cumulative = i64::from(clamped_delta)
.checked_mul(elapsed_ms_i64)
.and_then(|product| last_cumulative.checked_add(product))
.expect("tick_cumulative fits in i64");
// Write new entry and advance the ring buffer.
let write_index = usize::try_from(observations.write_index).expect("write_index fits in usize");
*observations
.entries
.get_mut(write_index)
.expect("write_index is within bounds") = ObservationEntry {
timestamp: now,
tick_cumulative: new_cumulative,
};
let next_index = write_index
.checked_add(1)
.expect("write_index + 1 fits in usize")
.checked_rem(capacity)
.expect("capacity is non-zero");
observations.write_index = u32::try_from(next_index).expect("next write_index fits in u32");
observations.total_entries = observations
.total_entries
.checked_add(1)
.expect("total_entries does not overflow");
observations.last_recorded_tick = current_tick;
let mut price_observations_post = price_observations.account.clone();
price_observations_post.data = Data::from(&observations);
vec![
AccountPostState::new(price_observations_post),
AccountPostState::new(current_tick_account.account.clone()),
AccountPostState::new(clock.account.clone()),
]
}
#[cfg(test)]
mod tests {
use nssa_core::account::{Account, AccountId, Nonce};
use twap_oracle_core::{
compute_current_tick_account_pda, compute_price_observations_pda, OBSERVATIONS_CAPACITY,
};
use super::*;
const ORACLE_PROGRAM_ID: ProgramId = [77u32; 8];
const CLOCK_PROGRAM_ID: ProgramId = [88u32; 8];
const WINDOW_24H: u64 = 24 * 60 * 60 * 1_000;
fn price_source_id() -> AccountId {
AccountId::new([1u8; 32])
}
/// Minimum interval enforced by the sampling guard for `WINDOW_24H`.
fn min_interval() -> u64 {
WINDOW_24H
.checked_div(u64::from(OBSERVATIONS_CAPACITY))
.expect("OBSERVATIONS_CAPACITY is non-zero")
}
fn clock_account_with_timestamp(timestamp: u64) -> AccountWithMetadata {
let data = ClockAccountData {
block_id: 0,
timestamp,
}
.to_bytes();
AccountWithMetadata {
account: Account {
program_owner: CLOCK_PROGRAM_ID,
balance: 0,
data: Data::try_from(data).expect("ClockAccountData fits in Data"),
nonce: Nonce(0),
},
is_authorized: false,
account_id: AccountId::new([99u8; 32]),
}
}
fn make_current_tick_account(tick: i32, last_updated: u64) -> AccountWithMetadata {
let stored = CurrentTickAccount { tick, last_updated };
AccountWithMetadata {
account: Account {
program_owner: ORACLE_PROGRAM_ID,
balance: 0,
data: Data::from(&stored),
nonce: Nonce(0),
},
is_authorized: false,
account_id: compute_current_tick_account_pda(ORACLE_PROGRAM_ID, price_source_id()),
}
}
/// Builds a [`PriceObservations`] placing a seeded entry at the slot just before
/// `write_index` so `record_tick` reads it as the last observation.
fn make_price_observations(
write_index: u32,
last_recorded_tick: i32,
last_timestamp: u64,
last_cumulative: i64,
) -> AccountWithMetadata {
let capacity =
usize::try_from(OBSERVATIONS_CAPACITY).expect("OBSERVATIONS_CAPACITY fits in usize");
let last_index = if write_index == 0 {
capacity
.checked_sub(1)
.expect("OBSERVATIONS_CAPACITY is non-zero")
} else {
usize::try_from(write_index.checked_sub(1).expect("write_index > 0"))
.expect("write_index - 1 fits in usize")
};
let mut entries = vec![ObservationEntry::default(); capacity];
*entries
.get_mut(last_index)
.expect("last_index is within bounds") = ObservationEntry {
timestamp: last_timestamp,
tick_cumulative: last_cumulative,
};
let obs = PriceObservations {
price_source_id: price_source_id(),
write_index,
total_entries: 1,
last_recorded_tick,
entries,
};
AccountWithMetadata {
account: Account {
program_owner: ORACLE_PROGRAM_ID,
balance: 0,
data: Data::from(&obs),
nonce: Nonce(0),
},
is_authorized: false,
account_id: compute_price_observations_pda(
ORACLE_PROGRAM_ID,
price_source_id(),
WINDOW_24H,
),
}
}
// ── happy path ────────────────────────────────────────────────────────────
#[test]
fn returns_three_post_states() {
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
assert_eq!(post_states.len(), 3);
}
#[test]
fn cumulative_advances_correctly() {
// last_recorded_tick = 0, current_tick = 100, elapsed = 10_000 ms
// expected: 0 + 100 * 10_000 = 1_000_000
let elapsed_ms = 10_000u64.max(min_interval());
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(100, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = 100_i64
.checked_mul(elapsed_ms_i64)
.expect("100 * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn cumulative_advances_from_non_zero_base() {
// last_cumulative = 500_000, current_tick = 50, elapsed = 20_000 ms
// expected: 500_000 + 50 * 20_000 = 1_500_000
let elapsed_ms = 20_000u64.max(min_interval());
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 500_000),
make_current_tick_account(50, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = 500_000_i64
.checked_add(
50_i64
.checked_mul(elapsed_ms_i64)
.expect("50 * elapsed_ms fits in i64"),
)
.expect("500_000 + 50 * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn negative_tick_decrements_cumulative() {
// last_recorded_tick = 0, current_tick = -100, elapsed = 10_000 ms
// expected: 0 + (-100) * 10_000 = -1_000_000
let elapsed_ms = 10_000u64.max(min_interval());
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(-100, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = (-100_i64)
.checked_mul(elapsed_ms_i64)
.expect("-100 * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn new_observation_timestamp_is_clock_timestamp() {
let now = min_interval()
.checked_mul(2)
.expect("min_interval * 2 fits in u64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(now),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.entries[1].timestamp, now);
}
#[test]
fn write_index_advances_after_write() {
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.write_index, 2);
}
#[test]
fn write_index_wraps_at_capacity() {
// write_index = CAPACITY - 1 → entry written to slot CAPACITY - 1 → write_index wraps to 0
let capacity_minus_one = OBSERVATIONS_CAPACITY
.checked_sub(1)
.expect("OBSERVATIONS_CAPACITY is non-zero");
let post_states = record_tick(
make_price_observations(capacity_minus_one, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.write_index, 0);
}
#[test]
fn total_entries_incremented_after_write() {
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.total_entries, 2);
}
#[test]
fn last_recorded_tick_updated_to_untruncated_current_tick() {
// Delta large enough to be clamped, but last_recorded_tick must store the raw tick.
let current_tick = MAX_TICK_DELTA
.checked_mul(3)
.expect("MAX_TICK_DELTA * 3 fits in i32");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(current_tick, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.last_recorded_tick, current_tick);
}
#[test]
fn current_tick_and_clock_post_states_are_unchanged() {
let tick_account = make_current_tick_account(100, 0);
let clock = clock_account_with_timestamp(min_interval());
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
tick_account.clone(),
clock.clone(),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
assert_eq!(*post_states[1].account(), tick_account.account);
assert_eq!(*post_states[2].account(), clock.account);
}
// ── write_index = 0 path ──────────────────────────────────────────────────
#[test]
fn write_index_zero_reads_from_last_slot() {
// write_index = 0 means the last written entry is at CAPACITY - 1.
// Exercises the write_index == 0 branch in last_index computation.
// The new entry goes to slot 0 and write_index advances to 1.
let elapsed_ms = min_interval();
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(0, 0, 0, 0),
make_current_tick_account(100, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = 100_i64
.checked_mul(elapsed_ms_i64)
.expect("100 * elapsed_ms fits in i64");
assert_eq!(obs.write_index, 1);
assert_eq!(obs.entries[0].timestamp, elapsed_ms);
assert_eq!(obs.entries[0].tick_cumulative, expected);
}
// ── sampling guard ────────────────────────────────────────────────────────
#[test]
fn sampling_guard_skips_write_when_elapsed_below_min_interval() {
let before_interval = min_interval().checked_sub(1).expect("min_interval > 0");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(before_interval),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.write_index, 1);
assert_eq!(obs.total_entries, 1);
}
#[test]
fn sampling_guard_does_not_update_last_recorded_tick() {
// When the guard fires, the entire observations account must be returned unchanged —
// including last_recorded_tick, which is the baseline for the next delta computation.
let before_interval = min_interval().checked_sub(1).expect("min_interval > 0");
let post_states = record_tick(
make_price_observations(1, 500, 0, 0),
make_current_tick_account(999, 0),
clock_account_with_timestamp(before_interval),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.last_recorded_tick, 500);
}
#[test]
fn sampling_guard_allows_write_at_exactly_min_interval() {
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
assert_eq!(obs.write_index, 2);
assert_eq!(obs.total_entries, 2);
}
// ── tick-delta truncation ─────────────────────────────────────────────────
#[test]
fn large_positive_delta_clamped_to_max_tick_delta() {
// current_tick = MAX_TICK_DELTA * 2, last_recorded_tick = 0 → clamped to MAX_TICK_DELTA
let elapsed_ms = min_interval();
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let double_max = MAX_TICK_DELTA
.checked_mul(2)
.expect("MAX_TICK_DELTA * 2 fits in i32");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(double_max, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = i64::from(MAX_TICK_DELTA)
.checked_mul(elapsed_ms_i64)
.expect("MAX_TICK_DELTA * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn large_negative_delta_clamped_to_min_tick_delta() {
// current_tick = -(MAX_TICK_DELTA * 2), last_recorded_tick = 0 → clamped to -MAX_TICK_DELTA
let elapsed_ms = min_interval();
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let neg_double_max = MAX_TICK_DELTA
.checked_mul(2)
.and_then(|v| v.checked_neg())
.expect("-(MAX_TICK_DELTA * 2) fits in i32");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(neg_double_max, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let neg_max = MAX_TICK_DELTA
.checked_neg()
.expect("negation of MAX_TICK_DELTA fits in i32");
let expected = i64::from(neg_max)
.checked_mul(elapsed_ms_i64)
.expect("-MAX_TICK_DELTA * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn delta_exactly_at_max_tick_delta_passes_through_untruncated() {
// delta == MAX_TICK_DELTA is at the boundary — clamp() must not reduce it.
let elapsed_ms = min_interval();
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(MAX_TICK_DELTA, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = i64::from(MAX_TICK_DELTA)
.checked_mul(elapsed_ms_i64)
.expect("MAX_TICK_DELTA * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
#[test]
fn small_delta_passes_through_untruncated() {
// current_tick = 100, last_recorded_tick = 0 → delta 100, well within MAX_TICK_DELTA
let elapsed_ms = min_interval();
let elapsed_ms_i64 = i64::try_from(elapsed_ms).expect("elapsed_ms fits in i64");
let post_states = record_tick(
make_price_observations(1, 0, 0, 0),
make_current_tick_account(100, 0),
clock_account_with_timestamp(elapsed_ms),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
let obs = PriceObservations::try_from(&post_states[0].account().data)
.expect("valid PriceObservations");
let expected = 100_i64
.checked_mul(elapsed_ms_i64)
.expect("100 * elapsed_ms fits in i64");
assert_eq!(obs.entries[1].tick_cumulative, expected);
}
// ── cross-source spoofing ─────────────────────────────────────────────────
/// An attacker who controls their own price source cannot inject ticks into a victim's
/// observations account. They would pass the victim's `price_source_id` to match the
/// observations PDA, but their `current_tick_account` is derived from their own source ID,
/// so the current tick account PDA check fails.
#[test]
#[should_panic(expected = "current tick account ID does not match expected PDA")]
fn cannot_inject_tick_into_another_sources_observations() {
let attacker_source_id = AccountId::new([2u8; 32]);
let attacker_tick_account = AccountWithMetadata {
account: Account {
program_owner: ORACLE_PROGRAM_ID,
balance: 0,
data: Data::from(&CurrentTickAccount {
tick: 99_999,
last_updated: 0,
}),
nonce: Nonce(0),
},
is_authorized: false,
account_id: compute_current_tick_account_pda(ORACLE_PROGRAM_ID, attacker_source_id),
};
record_tick(
make_price_observations(1, 0, 0, 0), /* victim's observations (price_source_id =
* [1u8;32]) */
attacker_tick_account,
clock_account_with_timestamp(min_interval()),
price_source_id(), /* victim's price_source_id — attacker claims this to match
* observations */
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
}
// ── precondition violations ───────────────────────────────────────────────
#[test]
#[should_panic(expected = "current tick account ID does not match expected PDA")]
fn wrong_current_tick_account_id_panics() {
let mut wrong = make_current_tick_account(0, 0);
wrong.account_id = AccountId::new([0u8; 32]);
record_tick(
make_price_observations(1, 0, 0, 0),
wrong,
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
}
#[test]
#[should_panic(expected = "price observations account ID does not match expected PDA")]
fn wrong_price_observations_id_panics() {
let mut wrong = make_price_observations(1, 0, 0, 0);
wrong.account_id = AccountId::new([0u8; 32]);
record_tick(
wrong,
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
}
#[test]
#[should_panic(expected = "current tick account must be initialized")]
fn uninitialized_current_tick_account_panics() {
let uninit = AccountWithMetadata {
account: Account::default(),
is_authorized: false,
account_id: compute_current_tick_account_pda(ORACLE_PROGRAM_ID, price_source_id()),
};
record_tick(
make_price_observations(1, 0, 0, 0),
uninit,
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
}
#[test]
#[should_panic(expected = "price observations account must be initialized")]
fn uninitialized_price_observations_panics() {
let uninit = AccountWithMetadata {
account: Account::default(),
is_authorized: false,
account_id: compute_price_observations_pda(
ORACLE_PROGRAM_ID,
price_source_id(),
WINDOW_24H,
),
};
record_tick(
uninit,
make_current_tick_account(0, 0),
clock_account_with_timestamp(min_interval()),
price_source_id(),
WINDOW_24H,
ORACLE_PROGRAM_ID,
);
}
}