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Check for oracle staleness #35

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Merged
jordy25519 merged 1 commit into from
Mar 9, 2026
Merged

Check for oracle staleness #35

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36 changes: 30 additions & 6 deletions src/filler.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -166,6 +166,10 @@ impl FillerBot {
.state_account()
.map(|s| s.has_median_trigger_price_feature())
.unwrap_or(false);
let mut slots_before_stale_for_amm = drift
.state_account()
.map(|s| s.oracle_guard_rails.validity.slots_before_stale_for_amm)
.unwrap_or(10);
let mut pyth_oracle_prices = BTreeMap::<u16, PythPriceUpdate>::new();

// Create a dummy receiver that never sends when pyth is disabled
Expand Down Expand Up @@ -258,6 +262,13 @@ impl FillerBot {
let taker_order = TakerOrder::from_order_params(order_params, price);
let crosses = dlob.find_crosses_for_taker_order(slot + 1, oracle_price as u64, taker_order, Some(&perp_market), None);
if !crosses.is_empty() {
// skip vAMM-only swift fills when oracle is stale
if crosses.orders.is_empty() && crosses.has_vamm_cross {
if oracle_price_data.delay > slots_before_stale_for_amm {
log::info!(target: TARGET, "skip swift vAMM fill: oracle stale (delay={})", oracle_price_data.delay);
continue;
}
}
log::info!(target: TARGET, "found resting cross. crosses={crosses:?}");
let pf = priority_fee_subscriber.priority_fee_nth(0.6);
try_swift_fill(
Expand Down Expand Up @@ -314,6 +325,8 @@ impl FillerBot {
let perp_market = drift.try_get_perp_market_account(market_index).expect("got perp market");
let chain_oracle_data = drift.try_get_mmoracle_for_perp_market(market_index, slot).expect("got oracle price");
log::debug!(target: "oracle", "oracle price: delay:{:?},market:{:?},oracle:{:?},amm:{:?}", chain_oracle_data.delay, market, chain_oracle_data.price, perp_market.amm.mm_oracle_price);
let oracle_stale_for_amm = chain_oracle_data.delay > slots_before_stale_for_amm;
log::debug!(target: TARGET, "oracle_stale_for_amm={} (delay={}, market={})", oracle_stale_for_amm, chain_oracle_data.delay, market_index);
let mut oracle_price = chain_oracle_data.price as u64;
let trigger_price = perp_market.get_trigger_price(oracle_price as i64, unix_now, use_median_trigger_price).unwrap_or(oracle_price);
let mut pyth_update = None;
Expand Down Expand Up @@ -343,6 +356,7 @@ impl FillerBot {
perp_market.has_too_much_drawdown() && amm_wants_to_jit_make(&perp_market.amm, maker_cross.taker_direction)
},
perp_market,
oracle_stale_for_amm,
).await;
}

Expand All @@ -357,9 +371,13 @@ impl FillerBot {
// check state config ~every minute
if slot % 300 == 0 {
use_median_trigger_price = drift
.state_account()
.map(|s| s.feature_bit_flags & FeatureBitFlags::MedianTriggerPrice as u8 != 0)
.unwrap_or(false);
.state_account()
.map(|s| s.feature_bit_flags & FeatureBitFlags::MedianTriggerPrice as u8 != 0)
.unwrap_or(false);
slots_before_stale_for_amm = drift
.state_account()
.map(|s| s.oracle_guard_rails.validity.slots_before_stale_for_amm)
.unwrap_or(10);
}
}
let duration = std::time::SystemTime::now().duration_since(t0).unwrap().as_millis();
Expand Down Expand Up @@ -543,6 +561,7 @@ async fn try_auction_fill(
trigger_price: u64,
is_vamm_inactive: impl Fn(&MakerCrosses) -> bool,
perp_market: PerpMarket,
oracle_stale_for_amm: bool,
) {
let filler_account_data = drift
.try_get_account::<User>(&filler_subaccount)
Expand Down Expand Up @@ -654,7 +673,8 @@ async fn try_auction_fill(
})
.collect();

if crosses.has_vamm_cross {
let effective_vamm_cross = crosses.has_vamm_cross && !oracle_stale_for_amm;
if effective_vamm_cross {
if is_vamm_inactive(&crosses) {
log::debug!(target: TARGET, "skip inactive vamm cross: {crosses:?}");
return;
Expand Down Expand Up @@ -690,8 +710,12 @@ async fn try_auction_fill(
}
}
}
if !crosses.has_vamm_cross && maker_accounts.is_empty() {
log::debug!(target: TARGET, "skip empty maker cross: {crosses:?}");
if !effective_vamm_cross && maker_accounts.is_empty() {
if oracle_stale_for_amm && crosses.has_vamm_cross {
log::info!(target: TARGET, "skip vAMM fill: oracle stale for AMM (market={market_index})");
} else {
log::debug!(target: TARGET, "skip empty maker cross: {crosses:?}");
}
return;
}

Expand Down