Funding includes vamm #1971
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Funding includes vamm #1971
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crispheaney
reviewed
Oct 20, 2025
crispheaney
reviewed
Oct 27, 2025
| let depth = perp_market.get_market_depth_for_funding_rate()?; | ||
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| let (bids, asks) = | ||
| let amm_worst_price_bid = perp_market |
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technically this is average price, does that mess with things?
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you can get the worst case price by looking at base/quote reserves to get price of amm at end of swap
crispheaney
reviewed
Oct 27, 2025
| bids.retain(|level| level.price >= amm_worst_price_bid); | ||
| asks.retain(|level| level.price <= amm_worst_price_ask); | ||
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| if !perp_market.is_operation_paused(PerpOperation::AmmFill) && !state.amm_paused()? { |
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one thing i'd be worried about is if there are any weird cu issues here, should we think about a feature flag for this?
crispheaney
reviewed
Oct 27, 2025
| quote_reserve = new_quote_reserve; | ||
| remaining = remaining.saturating_sub(step_swap); | ||
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| if out.len() as u8 >= levels { |
crispheaney
reviewed
Oct 27, 2025
| sanitize_clamp: Option<i64>, | ||
| ) -> DriftResult { | ||
| let amm_reserve_price = amm.reserve_price()?; | ||
| let (amm_bid_price, amm_ask_price) = amm.bid_ask_price(amm_reserve_price)?; |
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nit: we might be able to save CUs only getting bid/ask iff on of the best bid/ask are none
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