program: update-mark-twap-crank-use-5min-basis (#1769)

* program: update-mark-twap-crank-use-5min-basis

* changelog

Author: 0xbigz

CHANGELOG.md

@@ -11,6 +11,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 - program: add new settle pnl invariants ([#1812](https://github.com/drift-labs/protocol-v2/pull/1812))
 - program: add update_perp_market_pnl_pool ([#1810](https://github.com/drift-labs/protocol-v2/pull/1810))
+- program: update mark twap crank use 5min basis for bid/ask ([#1769](https://github.com/drift-labs/protocol-v2/pull/1769))
 
 ### Fixes
 

programs/drift/src/math/amm.rs

@@ -125,7 +125,13 @@ pub fn update_mark_twap_crank(
 
     // handle crossing bid/ask
     if best_bid_price > best_ask_price {
-        if best_bid_price >= oracle_price_data.price.cast()? {
+        let market_basis = amm
+            .last_mark_price_twap_5min
+            .cast::<i64>()?
+            .safe_sub(amm.historical_oracle_data.last_oracle_price_twap_5min)?
+            .clamp(-oracle_price_data.price/100,  oracle_price_data.price/100);
+
+        if best_bid_price >= oracle_price_data.price.safe_add(market_basis)?.cast()? {
             best_bid_price = best_ask_price;
         } else {
             best_ask_price = best_bid_price;