mirror of
https://github.com/logos-blockchain/lez-programs.git
synced 2026-08-25 22:21:16 +00:00
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:
@@ -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:
|
||||
|
||||
@@ -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;
|
||||
|
||||
@@ -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(¤t_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,
|
||||
);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user