make mm oracle sequence id based

CHANGELOG.md

@@ -9,6 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Features
 
+- program: add sequence id to exchange/mm oracle ([#1834](https://github.com/drift-labs/protocol-v2/pull/1834))
 - program: perp position max margin ratio ([#1847](https://github.com/drift-labs/protocol-v2/pull/1847))
 - program: rm lp ([#1755](https://github.com/drift-labs/protocol-v2/pull/1755))
 

programs/drift/src/controller/amm/tests.rs

@@ -133,6 +133,7 @@ fn formualic_k_tests() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     // zero funding cost
@@ -192,6 +193,7 @@ fn iterative_bounds_formualic_k_tests() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     // negative funding cost
@@ -236,6 +238,7 @@ fn iterative_no_bounds_formualic_k_tests() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     // negative funding cost

programs/drift/src/controller/position/tests.rs

@@ -508,6 +508,7 @@ fn amm_pred_market_example() {
         confidence: 47843,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = perp_market
         .get_mm_oracle_price_data(
@@ -646,6 +647,7 @@ fn amm_ref_price_decay_tail_test() {
         confidence: PRICE_PRECISION_U64 / 100000,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = perp_market
         .get_mm_oracle_price_data(
@@ -822,6 +824,7 @@ fn amm_ref_price_offset_decay_logic() {
         confidence: PRICE_PRECISION_U64 / 1000,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = perp_market
         .get_mm_oracle_price_data(
@@ -995,6 +998,7 @@ fn amm_negative_ref_price_offset_decay_logic() {
         confidence: PRICE_PRECISION_U64 / 1000,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = perp_market
         .get_mm_oracle_price_data(
@@ -1184,6 +1188,7 @@ fn amm_perp_ref_offset() {
         confidence: PRICE_PRECISION_U64 / 1000,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = perp_market
         .get_mm_oracle_price_data(
@@ -2446,6 +2451,7 @@ fn recenter_amm_2() {
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         oracle_price_data.delay + 1,
+        1,
         OracleValidity::default(),
         *oracle_price_data,
     )
@@ -2587,6 +2593,7 @@ fn test_move_amm() {
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         oracle_price_data.delay + 1,
+        1,
         OracleValidity::default(),
         *oracle_price_data,
     )

programs/drift/src/controller/repeg/tests.rs

@@ -76,6 +76,7 @@ pub fn update_amm_test() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let reserve_price_before = market.amm.reserve_price().unwrap();
@@ -227,6 +228,7 @@ pub fn update_amm_test_bad_oracle() {
         confidence: 0,
         delay: 12,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -285,6 +287,7 @@ pub fn update_amm_larg_conf_test() {
         confidence: 0,
         delay: 9,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -309,6 +312,7 @@ pub fn update_amm_larg_conf_test() {
         confidence: 100 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -335,6 +339,7 @@ pub fn update_amm_larg_conf_test() {
         confidence: 100 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let fee_budget = calculate_fee_pool(&market).unwrap();
@@ -377,6 +382,7 @@ pub fn update_amm_larg_conf_test() {
         confidence: 121 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -432,6 +438,7 @@ pub fn update_amm_larg_conf_w_neg_tfmd_test() {
         confidence: 0,
         delay: 9,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -486,6 +493,7 @@ pub fn update_amm_larg_conf_w_neg_tfmd_test() {
         confidence: 100 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -512,6 +520,7 @@ pub fn update_amm_larg_conf_w_neg_tfmd_test() {
         confidence: 100 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)
@@ -588,6 +597,7 @@ pub fn update_amm_larg_conf_w_neg_tfmd_test() {
         confidence: 121 * PRICE_PRECISION_U64,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = market
         .get_mm_oracle_price_data(oracle_price_data, slot, &state.oracle_guard_rails.validity)

programs/drift/src/controller/spot_balance/tests.rs

@@ -1700,6 +1700,7 @@ fn check_usdc_spot_market_twap() {
         confidence: 1,
         delay: 0,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     update_spot_market_twap_stats(&mut spot_market, Some(&oracle_price_data), now).unwrap();

programs/drift/src/math/amm/tests.rs

@@ -22,6 +22,7 @@ fn calculate_amm_available_guards() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     assert_eq!(market.amm.net_revenue_since_last_funding, 0);
@@ -98,6 +99,7 @@ fn calculate_net_user_pnl_test() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let net_user_pnl = calculate_net_user_pnl(&amm, oracle_price_data.price).unwrap();
@@ -127,6 +129,7 @@ fn calculate_expiry_price_long_imbalance_with_loss_test() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let market_position = PerpPosition {
@@ -209,6 +212,7 @@ fn calculate_expiry_price_long_imbalance_test() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let market_position = PerpPosition {
@@ -307,6 +311,7 @@ fn calculate_expiry_price_test() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let mut expiry_price = calculate_expiry_price(&amm, oracle_price_data.price, 0).unwrap();
@@ -324,6 +329,7 @@ fn calculate_expiry_price_test() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let market_position = PerpPosition {
@@ -483,10 +489,12 @@ fn calc_mark_std_tests() {
             confidence: 0,
             delay: 2,
             has_sufficient_number_of_data_points: true,
+            sequence_id: None,
         };
         let mm_oracle_price_data = MMOraclePriceData::new(
             oracle_price_data.price,
             3,
+            1,
             OracleValidity::default(),
             oracle_price_data,
         )
@@ -605,10 +613,12 @@ fn update_mark_twap_tests() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         3,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -704,10 +714,12 @@ fn update_mark_twap_tests() {
         confidence: PRICE_PRECISION_U64 / 80,
         delay: 14,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         15,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -773,10 +785,12 @@ fn calc_oracle_twap_tests() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         2,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -798,10 +812,12 @@ fn calc_oracle_twap_tests() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         3,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -833,10 +849,12 @@ fn calc_oracle_twap_tests() {
         confidence: 0,
         delay: 2,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         3,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -898,10 +916,12 @@ fn calc_oracle_twap_clamp_update_tests() {
         confidence: PRICE_PRECISION_U64 / 10,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         2,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -985,10 +1005,12 @@ fn test_last_oracle_conf_update() {
         confidence: PRICE_PRECISION_U64 / 10,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         2,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )
@@ -1004,11 +1026,13 @@ fn test_last_oracle_conf_update() {
         confidence: 1,
         delay: 5,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
 
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         2,
+        1,
         OracleValidity::default(),
         oracle_price_data,
     )

programs/drift/src/math/funding/tests.rs

@@ -415,6 +415,7 @@ fn unsettled_funding_pnl() {
     let mm_oracle_price_data = MMOraclePriceData::new(
         oracle_price_data.price,
         oracle_price_data.delay + 1,
+        0,
         OracleValidity::default(),
         *oracle_price_data,
     )

programs/drift/src/math/margin/tests.rs

@@ -265,6 +265,7 @@ mod test {
             confidence: 0,
             delay: 2,
             has_sufficient_number_of_data_points: true,
+            sequence_id: None,
         };
 
         let market_position = PerpPosition {
@@ -4197,6 +4198,7 @@ mod calculate_perp_position_value_and_pnl_prediction_market {
             confidence: 0,
             delay: 2,
             has_sufficient_number_of_data_points: true,
+            sequence_id: None,
         };
 
         let market_position = PerpPosition {
@@ -4260,6 +4262,7 @@ mod calculate_perp_position_value_and_pnl_prediction_market {
             confidence: 0,
             delay: 2,
             has_sufficient_number_of_data_points: true,
+            sequence_id: None,
         };
 
         let market_position = PerpPosition {

programs/drift/src/math/oracle/tests.rs

@@ -34,6 +34,7 @@ fn calculate_oracle_valid() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 1,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     let mut market: PerpMarket = PerpMarket {
         amm,
@@ -84,6 +85,7 @@ fn calculate_oracle_valid() {
         confidence: PRICE_PRECISION_U64 / 100,
         delay: 11,
         has_sufficient_number_of_data_points: true,
+        sequence_id: None,
     };
     oracle_status = get_oracle_status(
         &market,

programs/drift/src/math/repeg.rs

@@ -76,6 +76,7 @@ pub fn calculate_repeg_validity(
         confidence: oracle_conf,
         delay: _,
         has_sufficient_number_of_data_points: _,
+        sequence_id: _,
     } = *oracle_price_data;
 
     let oracle_price_u128 = oracle_price.cast::<u64>()?;