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Sep 10, 2025
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Nour/cu profiling #1870

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d598a30
add CU profiling test
moosecat2 Sep 10, 2025
fcb0eef
reduce CUs for target base
moosecat2 Sep 10, 2025
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47 changes: 16 additions & 31 deletions programs/drift/src/instructions/lp_pool.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,10 @@ use super::optional_accounts::{get_whitelist_token, load_maps, AccountMaps};
use crate::controller::spot_balance::update_spot_market_cumulative_interest;
use crate::controller::token::{receive, send_from_program_vault_with_signature_seeds};
use crate::instructions::constraints::*;
use crate::state::lp_pool::{CONSTITUENT_PDA_SEED, LP_POOL_TOKEN_VAULT_PDA_SEED};
use crate::state::lp_pool::{
AmmInventoryAndPrices, ConstituentIndexAndDecimalAndPrice, CONSTITUENT_PDA_SEED,
LP_POOL_TOKEN_VAULT_PDA_SEED,
};

pub fn handle_update_constituent_target_base<'c: 'info, 'info>(
ctx: Context<'_, '_, 'c, 'info, UpdateConstituentTargetBase<'info>>,
Expand All @@ -68,7 +71,6 @@ pub fn handle_update_constituent_target_base<'c: 'info, 'info>(
amm_cache.check_oracle_staleness(slot, MAX_AMM_CACHE_ORACLE_STALENESS_FOR_TARGET_CALC)?;
amm_cache.check_perp_market_staleness(slot, MAX_AMM_CACHE_STALENESS_FOR_TARGET_CALC)?;

let state = &ctx.accounts.state;
let mut constituent_target_base: AccountZeroCopyMut<
'_,
TargetsDatum,
Expand All @@ -81,13 +83,6 @@ pub fn handle_update_constituent_target_base<'c: 'info, 'info>(
"Constituent target base lp pool pubkey does not match lp pool pubkey",
)?;

let num_constituents = constituent_target_base.len();
for datum in constituent_target_base.iter() {
msg!("weight datum: {:?}", datum);
}

let slot = Clock::get()?.slot;

let amm_constituent_mapping: AccountZeroCopy<
'_,
AmmConstituentDatum,
Expand All @@ -103,7 +98,7 @@ pub fn handle_update_constituent_target_base<'c: 'info, 'info>(
let constituent_map =
ConstituentMap::load(&ConstituentSet::new(), &lp_pool_key, remaining_accounts)?;

let mut amm_inventories: Vec<(u16, i64, i64)> =
let mut amm_inventories: Vec<AmmInventoryAndPrices> =
Vec::with_capacity(amm_constituent_mapping.len() as usize);
for (_, datum) in amm_constituent_mapping.iter().enumerate() {
let cache_info = amm_cache.get(datum.perp_market_index as u32);
Expand All @@ -117,39 +112,29 @@ pub fn handle_update_constituent_target_base<'c: 'info, 'info>(
continue;
}

amm_inventories.push((
datum.perp_market_index,
cache_info.position,
cache_info.oracle_price,
));
amm_inventories.push(AmmInventoryAndPrices {
perp_market_index: datum.perp_market_index,
inventory: cache_info.position,
price: cache_info.oracle_price,
});
}

if amm_inventories.is_empty() {
msg!("No valid inventories found for constituent target weights update");
return Ok(());
}

let mut constituent_indexes_and_decimals_and_prices: Vec<(u16, u8, i64)> =
let mut constituent_indexes_and_decimals_and_prices: Vec<ConstituentIndexAndDecimalAndPrice> =
Vec::with_capacity(constituent_map.0.len());
for (index, loader) in &constituent_map.0 {
let constituent_ref = loader.load()?;
constituent_indexes_and_decimals_and_prices.push((
*index,
constituent_ref.decimals,
constituent_ref.last_oracle_price,
));
constituent_indexes_and_decimals_and_prices.push(ConstituentIndexAndDecimalAndPrice {
constituent_index: *index,
decimals: constituent_ref.decimals,
price: constituent_ref.last_oracle_price,
});
}

let exists_invalid_constituent_index = constituent_indexes_and_decimals_and_prices
.iter()
.any(|(index, _, _)| *index as u32 >= num_constituents);

validate!(
!exists_invalid_constituent_index,
ErrorCode::InvalidUpdateConstituentTargetBaseArgument,
"Constituent index larger than numr of constituent target weights"
)?;

constituent_target_base.update_target_base(
&amm_constituent_mapping,
amm_inventories.as_slice(),
Expand Down
78 changes: 58 additions & 20 deletions programs/drift/src/state/lp_pool.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -1154,46 +1154,84 @@ pub fn calculate_target_weight(
}

/// Update target base based on amm_inventory and mapping
pub struct AmmInventoryAndPrices {
pub perp_market_index: u16,
pub inventory: i64,
pub price: i64,
}

pub struct ConstituentIndexAndDecimalAndPrice {
pub constituent_index: u16,
pub decimals: u8,
pub price: i64,
}

impl<'a> AccountZeroCopyMut<'a, TargetsDatum, ConstituentTargetBaseFixed> {
pub fn update_target_base(
&mut self,
mapping: &AccountZeroCopy<'a, AmmConstituentDatum, AmmConstituentMappingFixed>,
// (perp market index, inventory, price)
amm_inventory_and_prices: &[(u16, i64, i64)],
constituents_indexes_and_decimals_and_prices: &[(u16, u8, i64)],
amm_inventory_and_prices: &[AmmInventoryAndPrices],
constituents_indexes_and_decimals_and_prices: &[ConstituentIndexAndDecimalAndPrice],
slot: u64,
) -> DriftResult<Vec<i128>> {
// Precompute notional by perp market index
let mut notional_by_perp: Vec<(u16, i128)> =
Vec::with_capacity(amm_inventory_and_prices.len());
for &AmmInventoryAndPrices {
perp_market_index,
inventory,
price,
} in amm_inventory_and_prices.iter()
{
let notional = (inventory as i128)
.safe_mul(price as i128)?
.safe_div(BASE_PRECISION_I128)?;
notional_by_perp.push((perp_market_index, notional));
}
notional_by_perp.sort_by_key(|&(idx, _)| idx);

#[inline]
fn find_notional(sorted: &[(u16, i128)], idx: u16) -> Option<i128> {
match sorted.binary_search_by_key(&idx, |&(p, _)| p) {
Ok(i) => Some(sorted[i].1),
Err(_) => None,
}
}

let mut results = Vec::with_capacity(constituents_indexes_and_decimals_and_prices.len());
for (i, (constituent_index, decimals, price)) in
constituents_indexes_and_decimals_and_prices
.iter()
.enumerate()
for (
i,
&ConstituentIndexAndDecimalAndPrice {
constituent_index,
decimals,
price,
},
) in constituents_indexes_and_decimals_and_prices
.iter()
.enumerate()
{
let mut target_notional = 0i128;

for (perp_market_index, inventory, price) in amm_inventory_and_prices.iter() {
if let Some(idx) = mapping.iter().position(|d| {
&d.perp_market_index == perp_market_index
&& d.constituent_index == *constituent_index
}) {
let weight = mapping.get(idx as u32).weight; // PERCENTAGE_PRECISION

let notional: i128 = (*inventory as i128)
.safe_mul(*price as i128)?
.safe_div(BASE_PRECISION_I128)?;
for d in mapping.iter() {
if d.constituent_index != constituent_index {
continue;
}

if let Some(perp_notional) = find_notional(&notional_by_perp, d.perp_market_index) {
let w = d.weight as i128;
target_notional = target_notional.saturating_add(
notional
.saturating_mul(weight as i128)
perp_notional
.saturating_mul(w)
.saturating_div(PERCENTAGE_PRECISION_I128),
);
}
}

let cell = self.get_mut(i as u32);
let target_base = target_notional
.safe_mul(10_i128.pow(*decimals as u32))?
.safe_div(*price as i128)?
.safe_mul(10_i128.pow(decimals as u32))?
.safe_div(price as i128)?
* -1; // Want to target opposite sign of total scaled notional inventory

msg!(
Expand Down
113 changes: 93 additions & 20 deletions programs/drift/src/state/lp_pool/tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -68,17 +68,49 @@ mod tests {
}
};

let amm_inventory_and_price: Vec<(u16, i64, i64)> = vec![
(0, 4 * BASE_PRECISION_I64, 100_000 * PRICE_PRECISION_I64), // $400k BTC
(1, 2000 * BASE_PRECISION_I64, 200 * PRICE_PRECISION_I64), // $400k SOL
(2, 200 * BASE_PRECISION_I64, 1500 * PRICE_PRECISION_I64), // $300k ETH
(3, 16500 * BASE_PRECISION_I64, PRICE_PRECISION_I64), // $16.5k FARTCOIN
let amm_inventory_and_price: Vec<AmmInventoryAndPrices> = vec![
AmmInventoryAndPrices {
perp_market_index: 0,
inventory: 4 * BASE_PRECISION_I64,
price: 100_000 * PRICE_PRECISION_I64,
}, // $400k BTC
AmmInventoryAndPrices {
perp_market_index: 1,
inventory: 2000 * BASE_PRECISION_I64,
price: 200 * PRICE_PRECISION_I64,
}, // $400k SOL
AmmInventoryAndPrices {
perp_market_index: 2,
inventory: 200 * BASE_PRECISION_I64,
price: 1500 * PRICE_PRECISION_I64,
}, // $300k ETH
AmmInventoryAndPrices {
perp_market_index: 3,
inventory: 16500 * BASE_PRECISION_I64,
price: PRICE_PRECISION_I64,
}, // $16.5k FARTCOIN
];
let constituents_indexes_and_decimals_and_prices = vec![
(0, 6, 100_000 * PRICE_PRECISION_I64),
(1, 6, 200 * PRICE_PRECISION_I64),
(2, 6, 1500 * PRICE_PRECISION_I64),
(3, 6, PRICE_PRECISION_I64), // USDC
ConstituentIndexAndDecimalAndPrice {
constituent_index: 0,
decimals: 6,
price: 100_000 * PRICE_PRECISION_I64,
},
ConstituentIndexAndDecimalAndPrice {
constituent_index: 1,
decimals: 6,
price: 200 * PRICE_PRECISION_I64,
},
ConstituentIndexAndDecimalAndPrice {
constituent_index: 2,
decimals: 6,
price: 1500 * PRICE_PRECISION_I64,
},
ConstituentIndexAndDecimalAndPrice {
constituent_index: 3,
decimals: 6,
price: PRICE_PRECISION_I64,
}, // USDC
];
let aum = 2_000_000 * QUOTE_PRECISION; // $2M AUM

Expand Down Expand Up @@ -112,7 +144,7 @@ mod tests {
calculate_target_weight(
base.cast::<i64>().unwrap(),
&SpotMarket::default_quote_market(),
amm_inventory_and_price.get(index).unwrap().2,
amm_inventory_and_price.get(index).unwrap().price,
aum,
)
.unwrap()
Expand Down Expand Up @@ -155,8 +187,17 @@ mod tests {
}
};

let amm_inventory_and_prices: Vec<(u16, i64, i64)> = vec![(0, 1_000_000, 1_000_000)];
let constituents_indexes_and_decimals_and_prices = vec![(1, 6, 1_000_000)];
let amm_inventory_and_prices: Vec<AmmInventoryAndPrices> = vec![AmmInventoryAndPrices {
perp_market_index: 0,
inventory: 1_000_000,
price: 1_000_000,
}];
let constituents_indexes_and_decimals_and_prices =
vec![ConstituentIndexAndDecimalAndPrice {
constituent_index: 1,
decimals: 6,
price: 1_000_000,
}];
let aum = 1_000_000;
let now_ts = 1000;

Expand Down Expand Up @@ -215,8 +256,17 @@ mod tests {
};

let price = PRICE_PRECISION_I64;
let amm_inventory_and_prices: Vec<(u16, i64, i64)> = vec![(0, BASE_PRECISION_I64, price)];
let constituents_indexes_and_decimals_and_prices = vec![(1, 6, price)];
let amm_inventory_and_prices: Vec<AmmInventoryAndPrices> = vec![AmmInventoryAndPrices {
perp_market_index: 0,
inventory: BASE_PRECISION_I64,
price,
}];
let constituents_indexes_and_decimals_and_prices =
vec![ConstituentIndexAndDecimalAndPrice {
constituent_index: 1,
decimals: 6,
price,
}];
let aum = 1_000_000;
let now_ts = 1234;

Expand Down Expand Up @@ -293,9 +343,23 @@ mod tests {
}
};

let amm_inventory_and_prices: Vec<(u16, i64, i64)> = vec![(0, 1_000_000_000, 1_000_000)];
let constituents_indexes_and_decimals_and_prices =
vec![(1, 6, 1_000_000), (2, 6, 1_000_000)];
let amm_inventory_and_prices: Vec<AmmInventoryAndPrices> = vec![AmmInventoryAndPrices {
perp_market_index: 0,
inventory: 1_000_000_000,
price: 1_000_000,
}];
let constituents_indexes_and_decimals_and_prices = vec![
ConstituentIndexAndDecimalAndPrice {
constituent_index: 1,
decimals: 6,
price: 1_000_000,
},
ConstituentIndexAndDecimalAndPrice {
constituent_index: 2,
decimals: 6,
price: 1_000_000,
},
];

let aum = 1_000_000;
let now_ts = 999;
Expand Down Expand Up @@ -330,7 +394,7 @@ mod tests {
constituents_indexes_and_decimals_and_prices
.get(i as usize)
.unwrap()
.2,
.price,
aum,
)
.unwrap(),
Expand Down Expand Up @@ -368,8 +432,17 @@ mod tests {
}
};

let amm_inventory_and_prices: Vec<(u16, i64, i64)> = vec![(0, 1_000_000, 142_000_000)];
let constituents_indexes_and_decimals_and_prices = vec![(1, 6, 142_000_000)];
let amm_inventory_and_prices: Vec<AmmInventoryAndPrices> = vec![AmmInventoryAndPrices {
perp_market_index: 0,
inventory: 1_000_000,
price: 142_000_000,
}];
let constituents_indexes_and_decimals_and_prices =
vec![ConstituentIndexAndDecimalAndPrice {
constituent_index: 1,
decimals: 6,
price: 142_000_000,
}];

let prices = vec![142_000_000];
let aum = 0;
Expand Down
4 changes: 1 addition & 3 deletions sdk/src/driftClient.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -10352,9 +10352,7 @@ export class DriftClient {
public async getUpdateConstituentOracleInfoIx(
constituent: ConstituentAccount
): Promise<TransactionInstruction> {
const spotMarket = await this.getSpotMarketAccount(
constituent.spotMarketIndex
);
const spotMarket = this.getSpotMarketAccount(constituent.spotMarketIndex);
return this.program.instruction.updateConstituentOracleInfo({
accounts: {
keeper: this.wallet.publicKey,
Expand Down
1 change: 0 additions & 1 deletion tests/lpPool.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,6 @@ import {
Transaction,
} from '@solana/web3.js';
import {
createAssociatedTokenAccountIdempotentInstruction,
createAssociatedTokenAccountInstruction,
createInitializeMint2Instruction,
createMintToInstruction,
Expand Down
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