oracles not needed for jup

openbook-dex · Jan 26, 2024 · a6c7d2f · a6c7d2f
1 parent 270b2d2
commit a6c7d2f
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Showing 2 changed files with 5 additions and 46 deletions.
diff --git a/lib/client/src/book.rs b/lib/client/src/book.rs
@@ -24,14 +24,8 @@ pub fn remaining_accounts_to_crank(
     max_base_lots: i64,
     max_quote_lots_including_fees: i64,
     market: &Market,
-    oracle_price: Option<I80F48>,
     now_ts: u64,
 ) -> Result<Vec<Pubkey>> {
-    let oracle_price_lots = if let Some(oracle_price) = oracle_price {
-        Some(market.native_price_to_lot(oracle_price)?)
-    } else {
-        None
-    };
     let mut accounts = Vec::new();
 
     iterate_book(
@@ -40,7 +34,6 @@ pub fn remaining_accounts_to_crank(
         max_base_lots,
         max_quote_lots_including_fees,
         market,
-        oracle_price_lots,
         now_ts,
         &mut accounts,
     );
@@ -69,14 +62,8 @@ pub fn amounts_from_book(
     max_base_lots: i64,
     max_quote_lots_including_fees: i64,
     market: &Market,
-    oracle_price: Option<I80F48>,
     now_ts: u64,
 ) -> Result<Amounts> {
-    let oracle_price_lots = if let Some(oracle_price) = oracle_price {
-        Some(market.native_price_to_lot(oracle_price)?)
-    } else {
-        None
-    };
     let mut accounts = Vec::new();
     let (total_base_lots_taken, total_quote_lots_taken, makers_rebates, not_enough_liquidity) =
         iterate_book(
@@ -85,7 +72,6 @@ pub fn amounts_from_book(
             max_base_lots,
             max_quote_lots_including_fees,
             market,
-            oracle_price_lots,
             now_ts,
             &mut accounts,
         );
@@ -108,7 +94,6 @@ pub fn iterate_book(
     max_base_lots: i64,
     max_quote_lots_including_fees: i64,
     market: &Market,
-    oracle_price_lots: Option<i64>,
     now_ts: u64,
     accounts: &mut Vec<Pubkey>,
 ) -> (i64, i64, u64, bool) {
@@ -127,7 +112,7 @@ pub fn iterate_book(
     let mut remaining_quote_lots = order_max_quote_lots;
 
     let opposing_bookside = book.bookside(side.invert_side());
-    for best_opposing in opposing_bookside.iter_all_including_invalid(now_ts, oracle_price_lots) {
+    for best_opposing in opposing_bookside.iter_all_including_invalid(now_ts, None) {
         if !best_opposing.is_valid() {
             // Remove the order from the book unless we've done that enough
             if number_of_dropped_expired_orders < DROP_EXPIRED_ORDER_LIMIT {

diff --git a/lib/client/src/jup.rs b/lib/client/src/jup.rs
@@ -3,11 +3,8 @@ use anchor_lang::__private::bytemuck::Zeroable;
 use anchor_lang::prelude::*;
 use anchor_spl::token::Token;
 use anyhow::Result;
-use fixed::types::I80F48;
 use openbook_v2::{
     accounts::PlaceTakeOrder,
-    accounts_zerocopy,
-    pubkey_option::NonZeroPubkeyOption,
     state::{BookSide, EventHeap, Market, Orderbook, Side},
 };
 
@@ -34,7 +31,6 @@ pub struct OpenBookMarket {
     label: String,
     related_accounts: Vec<Pubkey>,
     reserve_mints: [Pubkey; 2],
-    oracle_price: Option<I80F48>,
 }
 
 impl Amm for OpenBookMarket {
@@ -69,12 +65,6 @@ impl Amm for OpenBookMarket {
             clock::ID,
         ];
 
-        related_accounts.extend(
-            [market.oracle_a, market.oracle_b]
-                .into_iter()
-                .filter_map(Option::<Pubkey>::from),
-        );
-
         Ok(OpenBookMarket {
             market,
             key: keyed_account.key,
@@ -84,7 +74,6 @@ impl Amm for OpenBookMarket {
             event_heap: EventHeap::zeroed(),
             bids: BookSide::zeroed(),
             asks: BookSide::zeroed(),
-            oracle_price: None,
             timestamp: 0,
         })
     }
@@ -102,19 +91,6 @@ impl Amm for OpenBookMarket {
         let clock_data = account_map.get(&clock::ID).unwrap();
         let clock: Clock = bincode::deserialize(clock_data.data.as_slice())?;
 
-        let oracle_acc =
-            |nonzero_pubkey: NonZeroPubkeyOption| -> Option<accounts_zerocopy::KeyedAccount> {
-                let key = Option::from(nonzero_pubkey)?;
-                let account = account_map.get(&key).unwrap().clone();
-                Some(accounts_zerocopy::KeyedAccount { key, account })
-            };
-
-        self.oracle_price = self.market.oracle_price(
-            oracle_acc(self.market.oracle_a).as_ref(),
-            oracle_acc(self.market.oracle_b).as_ref(),
-            clock.slot,
-        )?;
-
         self.timestamp = clock.unix_timestamp.try_into().unwrap();
 
         Ok(())
@@ -155,7 +131,6 @@ impl Amm for OpenBookMarket {
             max_base_lots,
             max_quote_lots_including_fees,
             &self.market,
-            self.oracle_price,
             self.timestamp,
         )?;
 
@@ -216,8 +191,8 @@ impl Amm for OpenBookMarket {
             market_base_vault: self.market.market_base_vault,
             market_quote_vault: self.market.market_quote_vault,
             event_heap: self.market.event_heap,
-            oracle_a: Option::from(self.market.oracle_a),
-            oracle_b: Option::from(self.market.oracle_b),
+            oracle_a: None,
+            oracle_b: None,
             token_program: Token::id(),
             system_program: System::id(),
             open_orders_admin: None,
@@ -252,7 +227,6 @@ impl Amm for OpenBookMarket {
             max_base_lots,
             max_quote_lots_including_fees,
             &self.market,
-            self.oracle_price,
             self.timestamp,
         )?;
 
@@ -441,8 +415,8 @@ mod test {
                         market_base_vault: market_data.market_base_vault,
                         market_quote_vault: market_data.market_quote_vault,
                         event_heap: market_data.event_heap,
-                        oracle_a: Option::from(market_data.oracle_a),
-                        oracle_b: Option::from(market_data.oracle_b),
+                        oracle_a: None,
+                        oracle_b: None,
                         token_program: Token::id(),
                         system_program: System::id(),
                         open_orders_admin: None,