program: add pyth1M (#375)

* bigz/add-Pyth1M

* pyth1000 -> 1k

* update changelog.md

* add link to changelog, pyth_1m rust test

CHANGELOG.md

@@ -11,6 +11,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Features
 
 - program: max number of subaccounts to 3000
+- program: add pyth1M/pyth1K as OracleSource ([#375](https://github.com/drift-labs/protocol-v2/pull/375))
 
 ### Fixes
 

programs/drift/src/instructions/admin.rs

@@ -492,7 +492,7 @@ pub fn handle_initialize_perp_market(
             let last_oracle_price_twap = perp_market.amm.get_pyth_twap(&ctx.accounts.oracle, 1)?;
             (oracle_price, oracle_delay, last_oracle_price_twap)
         }
-        OracleSource::Pyth1000 => {
+        OracleSource::Pyth1K => {
             let OraclePriceData {
                 price: oracle_price,
                 delay: oracle_delay,
@@ -502,6 +502,17 @@ pub fn handle_initialize_perp_market(
                 perp_market.amm.get_pyth_twap(&ctx.accounts.oracle, 1000)?;
             (oracle_price, oracle_delay, last_oracle_price_twap)
         }
+        OracleSource::Pyth1M => {
+            let OraclePriceData {
+                price: oracle_price,
+                delay: oracle_delay,
+                ..
+            } = get_pyth_price(&ctx.accounts.oracle, clock_slot, 1000000)?;
+            let last_oracle_price_twap = perp_market
+                .amm
+                .get_pyth_twap(&ctx.accounts.oracle, 1000000)?;
+            (oracle_price, oracle_delay, last_oracle_price_twap)
+        }
         OracleSource::Switchboard => {
             msg!("Switchboard oracle cant be used for perp market");
             return Err(ErrorCode::InvalidOracle.into());

programs/drift/src/state/oracle.rs

@@ -92,7 +92,8 @@ impl HistoricalIndexData {
 #[derive(AnchorSerialize, AnchorDeserialize, Clone, Copy, Eq, PartialEq, Debug)]
 pub enum OracleSource {
     Pyth,
-    Pyth1000,
+    Pyth1K,
+    Pyth1M,
     Switchboard,
     QuoteAsset,
 }
@@ -130,7 +131,8 @@ pub fn get_oracle_price(
 ) -> DriftResult<OraclePriceData> {
     match oracle_source {
         OracleSource::Pyth => get_pyth_price(price_oracle, clock_slot, 1),
-        OracleSource::Pyth1000 => get_pyth_price(price_oracle, clock_slot, 1000),
+        OracleSource::Pyth1K => get_pyth_price(price_oracle, clock_slot, 1000),
+        OracleSource::Pyth1M => get_pyth_price(price_oracle, clock_slot, 1000000),
         OracleSource::Switchboard => {
             msg!("Switchboard oracle not yet supported");
             Err(crate::error::ErrorCode::InvalidOracle)

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

@@ -8,7 +8,7 @@ use crate::state::perp_market::AMM;
 use crate::test_utils::*;
 
 #[test]
-fn pyth_1000() {
+fn pyth_1k() {
     let mut oracle_price = get_hardcoded_pyth_price(8394, 10);
     let oracle_price_key =
         Pubkey::from_str("8ihFLu5FimgTQ1Unh4dVyEHUGodJ5gJQCrQf4KUVB9bN").unwrap();
@@ -21,14 +21,40 @@ fn pyth_1000() {
     );
 
     let oracle_price_data =
-        get_oracle_price(&OracleSource::Pyth1000, &oracle_account_info, 0).unwrap();
+        get_oracle_price(&OracleSource::Pyth1K, &oracle_account_info, 0).unwrap();
     assert_eq!(oracle_price_data.price, 839);
 
     let amm = AMM {
-        oracle_source: OracleSource::Pyth1000,
+        oracle_source: OracleSource::Pyth1K,
         ..AMM::default()
     };
 
     let twap = amm.get_oracle_twap(&oracle_account_info).unwrap();
     assert_eq!(twap, Some(839));
 }
+
+#[test]
+fn pyth_1m() {
+    let mut oracle_price = get_hardcoded_pyth_price(8394, 10);
+    let oracle_price_key =
+        Pubkey::from_str("8ihFLu5FimgTQ1Unh4dVyEHUGodJ5gJQCrQf4KUVB9bN").unwrap();
+    let pyth_program = crate::ids::pyth_program::id();
+    create_account_info!(
+        oracle_price,
+        &oracle_price_key,
+        &pyth_program,
+        oracle_account_info
+    );
+
+    let oracle_price_data =
+        get_oracle_price(&OracleSource::Pyth1M, &oracle_account_info, 0).unwrap();
+    assert_eq!(oracle_price_data.price, 839400);
+
+    let amm = AMM {
+        oracle_source: OracleSource::Pyth1M,
+        ..AMM::default()
+    };
+
+    let twap = amm.get_oracle_twap(&oracle_account_info).unwrap();
+    assert_eq!(twap, Some(839400));
+}

programs/drift/src/state/oracle_map.rs

@@ -163,7 +163,7 @@ impl<'a> OracleMap<'a> {
                 let pubkey = account_info.key();
 
                 let oracle_source = if pubkey == bonk_oracle::id() {
-                    OracleSource::Pyth1000
+                    OracleSource::Pyth1M
                 } else {
                     OracleSource::Pyth
                 };
@@ -212,7 +212,7 @@ impl<'a> OracleMap<'a> {
         if account_info.owner == &pyth_program::id() {
             let pubkey = account_info.key();
             let oracle_source = if pubkey == bonk_oracle::id() {
-                OracleSource::Pyth1000
+                OracleSource::Pyth1M
             } else {
                 OracleSource::Pyth
             };

programs/drift/src/state/perp_market.rs

@@ -567,7 +567,8 @@ impl AMM {
     pub fn get_oracle_twap(&self, price_oracle: &AccountInfo) -> DriftResult<Option<i64>> {
         match self.oracle_source {
             OracleSource::Pyth => Ok(Some(self.get_pyth_twap(price_oracle, 1)?)),
-            OracleSource::Pyth1000 => Ok(Some(self.get_pyth_twap(price_oracle, 1000)?)),
+            OracleSource::Pyth1K => Ok(Some(self.get_pyth_twap(price_oracle, 1000)?)),
+            OracleSource::Pyth1M => Ok(Some(self.get_pyth_twap(price_oracle, 1000000)?)),
             OracleSource::Switchboard => Ok(None),
             OracleSource::QuoteAsset => {
                 msg!("Can't get oracle twap for quote asset");

sdk/src/constants/perpMarkets.ts

@@ -62,7 +62,7 @@ export const DevnetPerpMarkets: PerpMarketConfig[] = [
 		marketIndex: 4,
 		oracle: new PublicKey('6bquU99ktV1VRiHDr8gMhDFt3kMfhCQo5nfNrg2Urvsn'),
 		launchTs: 1677068931000,
-		oracleSource: OracleSource.PYTH_1000,
+		oracleSource: OracleSource.PYTH_1K,
 	},
 ];
 

sdk/src/factory/oracleClient.ts

@@ -18,6 +18,10 @@ export function getOracleClient(
 		return new PythClient(connection, new BN(1000));
 	}
 
+	if (isVariant(oracleSource, 'pyth1M')) {
+		return new PythClient(connection, new BN(1000000));
+	}
+
 	// if (isVariant(oracleSource, 'switchboard')) {
 	// 	return new SwitchboardClient(connection);
 	// }

sdk/src/idl/drift.json

@@ -6238,7 +6238,10 @@
             "name": "Pyth"
           },
           {
-            "name": "Pyth1000"
+            "name": "Pyth1K"
+          },
+          {
+            "name": "Pyth1M"
           },
           {
             "name": "Switchboard"

sdk/src/types.ts

@@ -76,7 +76,8 @@ export class DepositDirection {
 
 export class OracleSource {
 	static readonly PYTH = { pyth: {} };
-	static readonly PYTH_1000 = { pyth1000: {} };
+	static readonly PYTH_1K = { pyth1K: {} };
+	static readonly PYTH_1M = { pyth1M: {} };
 	// static readonly SWITCHBOARD = { switchboard: {} };
 	static readonly QUOTE_ASSET = { quoteAsset: {} };
 }