added oracle

Cargo.toml

@@ -15,6 +15,7 @@ pinocchio-log = "0.5.1"
 pinocchio-associated-token-account = "0.3.0"
 wincode = { version = "0.4.5", features = ["derive"] }
 pinocchio-pubkey = "0.3.0"
+pyth-solana-receiver-sdk = "1.1.0"
 
 [dev-dependencies]
 litesvm = "0.10.0"

src/constants.rs

@@ -1,3 +1,20 @@
 pub const BPS: i64 = 10_000;
 pub const T: u64 = 1; // fixed time horizon
 pub const PRICE_SCALE: i64 = 1_000_000; // 6-decimal price scaling factor
+pub const PRICE_ACC_LEN: usize = 134;
+
+/// Byte offsets into a PriceUpdateV2 account (Anchor discriminator included)
+pub const PRICE_ACC_OFFSET_FEED_ID: usize = 42;
+pub const PRICE_ACC_OFFSET_PRICE: usize = 74;
+pub const PRICE_ACC_OFFSET_CONF: usize = 82;
+pub const PRICE_ACC_OFFSET_EXPONENT: usize = 90;
+pub const PRICE_ACC_OFFSET_PUBLISH_TIME: usize = 94;
+
+/// Maximum age of Pyth price in seconds before we reject it
+pub const MAX_PRICE_AGE: i64 = 60;
+
+/// ENYwebBThHzmzwPLAQvCucUTsjyfBSZdD9ViXksS4jPu
+pub const FEED_ID: [u8; 32] = [
+    0xc6, 0xad, 0x3e, 0x84, 0x1d, 0x9c, 0x0f, 0x24, 0x8a, 0xdf, 0xf9, 0x0c, 0xf7, 0x76, 0xf8, 0x39,
+    0xfd, 0x59, 0xf1, 0xcb, 0xd8, 0xff, 0xbc, 0x8f, 0x94, 0x02, 0x88, 0x3e, 0xa1, 0x6e, 0x84, 0x20,
+];

src/errors.rs

@@ -0,0 +1,16 @@
+use pinocchio::error::ProgramError;
+
+#[derive(Debug)]
+pub enum MakerError {
+    StalePythPrice,
+    InvalidFeedId,
+    UnauthorizedSigner,
+    ArithmeticOverflow,
+    InvalidAccountData,
+}
+
+impl From<MakerError> for ProgramError {
+    fn from(e: MakerError) -> Self {
+        ProgramError::Custom(e as u32)
+    }
+}

src/instructions/execute_swap.rs

@@ -2,19 +2,23 @@ use pinocchio::{
     AccountView, Address, ProgramResult,
     cpi::{Seed, Signer},
     error::ProgramError,
+    sysvars::{Sysvar, clock::Clock},
 };
 use pinocchio_token::instructions::Transfer;
 
 use crate::{
-    constants::PRICE_SCALE, math::compute_price_spread, state::MakerConfig, utils::impl_load_ix,
+    constants::PRICE_SCALE,
+    math::{compute_price_spread, read_pyth_price},
+    state::MakerConfig,
+    utils::impl_load_ix,
 };
 
 #[repr(C)]
 #[derive(Clone, Copy)]
 pub struct SwapArgs {
     pub amount_in: u64,
     pub min_amount_out: u64,
-    pub mid_price: i64,
+    // pub mid_price: i64, we will be fetching from the oracle
     pub side: u8,
     pub _padding: [u8; 7],
 }
@@ -33,6 +37,7 @@ pub fn process_execute_swap(
         vault_base,
         user_quote_ata,
         vault_quote,
+        price_account,
         _token_program,
         _remaining @ ..,
     ] = accounts
@@ -49,11 +54,13 @@ pub fn process_execute_swap(
     if args.side > 1 {
         return Err(ProgramError::InvalidInstructionData);
     }
+    let clock = Clock::get()?;
+    let mid_price = read_pyth_price(price_account, clock.unix_timestamp)?;
 
     let (bump, current_inventory, spread) = {
         let config = MakerConfig::load(unsafe { maker_config.borrow_unchecked() })?;
         let current_inventory = u64::from_le_bytes(config.current_inventory);
-        let spread = compute_price_spread(config, args.mid_price, current_inventory)?;
+        let spread = compute_price_spread(config, mid_price, current_inventory)?;
         (config.bump, current_inventory, spread)
     };
 

src/lib.rs

@@ -1,6 +1,7 @@
 mod entrypoint;
 
 pub mod constants;
+pub mod errors;
 pub mod instructions;
 pub mod math;
 pub mod state;

src/math.rs

@@ -1,5 +1,13 @@
-use crate::{constants::BPS, state::MakerConfig};
-use pinocchio::error::ProgramError;
+use crate::{
+    constants::{
+        BPS, FEED_ID, MAX_PRICE_AGE, PRICE_ACC_LEN, PRICE_ACC_OFFSET_CONF,
+        PRICE_ACC_OFFSET_EXPONENT, PRICE_ACC_OFFSET_FEED_ID, PRICE_ACC_OFFSET_PRICE,
+        PRICE_ACC_OFFSET_PUBLISH_TIME,
+    },
+    errors::MakerError,
+    state::MakerConfig,
+};
+use pinocchio::{AccountView, error::ProgramError};
 
 pub struct PriceSpread {
     pub reservation_price: i64,
@@ -88,3 +96,65 @@ pub fn compute_price_spread(
         half_spread,
     })
 }
+
+pub fn read_pyth_price(
+    price_account: &AccountView,
+    clock_unix_timestamp: i64,
+) -> Result<i64, ProgramError> {
+    let data = price_account.try_borrow()?;
+
+    if data.len() < PRICE_ACC_LEN {
+        return Err(ProgramError::InvalidAccountData);
+    }
+
+    let feed_id = &data[PRICE_ACC_OFFSET_FEED_ID..PRICE_ACC_OFFSET_FEED_ID + 32];
+    if feed_id != FEED_ID {
+        return Err(MakerError::InvalidFeedId.into());
+    }
+
+    let raw_price = i64::from_le_bytes(
+        data[PRICE_ACC_OFFSET_PRICE..PRICE_ACC_OFFSET_PRICE + 8]
+            .try_into()
+            .map_err(|_| MakerError::InvalidAccountData)?,
+    );
+
+    let _ = u64::from_le_bytes(
+        data[PRICE_ACC_OFFSET_CONF..PRICE_ACC_OFFSET_CONF + 8]
+            .try_into()
+            .map_err(|_| MakerError::InvalidAccountData)?,
+    );
+
+    let exponent = i32::from_le_bytes(
+        data[PRICE_ACC_OFFSET_EXPONENT..PRICE_ACC_OFFSET_EXPONENT + 4]
+            .try_into()
+            .map_err(|_| MakerError::InvalidAccountData)?,
+    );
+
+    let publish_time = i64::from_le_bytes(
+        data[PRICE_ACC_OFFSET_PUBLISH_TIME..PRICE_ACC_OFFSET_PUBLISH_TIME + 8]
+            .try_into()
+            .map_err(|_| MakerError::InvalidAccountData)?,
+    );
+
+    if clock_unix_timestamp.saturating_sub(publish_time) > MAX_PRICE_AGE {
+        return Err(MakerError::StalePythPrice.into());
+    }
+
+    let scale_exp: i32 = 6 + exponent; // target expo (6) + pyth expo
+
+    let normalized = if scale_exp >= 0 {
+        // multiply
+        let scale = 10i64.pow(scale_exp as u32);
+        raw_price
+            .checked_mul(scale)
+            .ok_or(ProgramError::ArithmeticOverflow)?
+    } else {
+        // divide
+        let scale = 10i64.pow((-scale_exp) as u32);
+        raw_price
+            .checked_div(scale)
+            .ok_or(ProgramError::ArithmeticOverflow)?
+    };
+
+    Ok(normalized)
+}

src/tests/swap.rs

@@ -1,6 +1,6 @@
 use super::helpers::program_id;
 use crate::{
-    constants::PRICE_SCALE,
+    constants::FEED_ID,
     instructions::SwapArgs,
     state::MakerConfig,
     tests::helpers::{MarketSetup, setup_market_and_deposit},
@@ -14,7 +14,6 @@ use solana_signer::Signer;
 use solana_transaction::Transaction;
 use spl_token::solana_program::program_pack::Pack;
 
-const MID_PRICE: i64 = PRICE_SCALE;
 const DEPOSIT_AMOUNT: u64 = 2_000_000_000;
 
 struct SwapSetup {
@@ -23,6 +22,39 @@ struct SwapSetup {
     user_base_ata: solana_pubkey::Pubkey,
     vault_quote: solana_pubkey::Pubkey,
     user_quote_ata: solana_pubkey::Pubkey,
+    oracle: solana_pubkey::Pubkey,
+}
+
+fn create_mock_v2_oracle(
+    svm: &mut litesvm::LiteSVM,
+    price: i64,
+    expo: i32,
+) -> solana_pubkey::Pubkey {
+    let oracle_pubkey = solana_pubkey::Pubkey::new_unique();
+    let mut data = vec![0u8; 150];
+
+    data[0..8].copy_from_slice(&[0x22, 0xf1, 0x23, 0x63, 0x9d, 0x7e, 0xf4, 0xcd]);
+    data[40] = 1;
+    data[42..74].copy_from_slice(&FEED_ID);
+    data[74..82].copy_from_slice(&price.to_le_bytes());
+    data[90..94].copy_from_slice(&expo.to_le_bytes());
+
+    let now: i64 = 1710000000;
+    data[94..102].copy_from_slice(&now.to_le_bytes());
+
+    svm.set_account(
+        oracle_pubkey,
+        solana_sdk::account::Account {
+            lamports: 1_000_000,
+            data,
+            owner: solana_pubkey::Pubkey::new_unique(),
+            executable: false,
+            rent_epoch: 0,
+        },
+    )
+    .unwrap();
+
+    oracle_pubkey
 }
 
 fn setup_swap() -> SwapSetup {
@@ -57,6 +89,8 @@ fn setup_swap() -> SwapSetup {
         .send()
         .unwrap();
 
+    let oracle = create_mock_v2_oracle(&mut inner.svm, 18_000_000_000, -8);
+
     MintTo::new(
         &mut inner.svm,
         &inner.admin,
@@ -93,6 +127,7 @@ fn setup_swap() -> SwapSetup {
         user_base_ata,
         vault_quote,
         user_quote_ata,
+        oracle,
     }
 }
 
@@ -114,6 +149,7 @@ fn make_swap_ix(setup: &SwapSetup, args: &SwapArgs) -> Instruction {
             AccountMeta::new(setup.inner.vault, false),
             AccountMeta::new(setup.user_quote_ata, false),
             AccountMeta::new(setup.vault_quote, false),
+            AccountMeta::new_readonly(setup.oracle, false),
             AccountMeta::new_readonly(TOKEN_PROGRAM_ID, false),
         ],
         data,
@@ -123,11 +159,12 @@ fn make_swap_ix(setup: &SwapSetup, args: &SwapArgs) -> Instruction {
 #[test]
 fn test_buy_base() {
     let mut setup = setup_swap();
-    let amount_in = 1_000_100_000u64;
+    let amount_in = 100_000_000u64;
+    let min_amount_out = 500_000u64;
+
     let args = SwapArgs {
         amount_in,
-        min_amount_out: 900_000_000,
-        mid_price: MID_PRICE,
+        min_amount_out,
         side: 0,
         _padding: [0u8; 7],
     };
@@ -169,11 +206,12 @@ fn test_buy_base() {
 #[test]
 fn test_sell_base() {
     let mut setup = setup_swap();
-    let amount_in = 1_000_000_000u64;
+    let amount_in = 1_000_000u64;
+    let min_amount_out = 175_000_000u64;
+
     let args = SwapArgs {
         amount_in,
-        min_amount_out: 900_000_000,
-        mid_price: MID_PRICE,
+        min_amount_out,
         side: 1,
         _padding: [0u8; 7],
     };
@@ -221,7 +259,7 @@ fn test_swap_slippage_exceeded() {
     let args = SwapArgs {
         amount_in: 1_000_100_000,
         min_amount_out: u64::MAX,
-        mid_price: MID_PRICE,
+        // mid_price: MID_PRICE,
         side: 0,
         _padding: [0u8; 7],
     };