Set CI threshold to 3 (#305)

* Set CI threshold to 3

* fix tests???

* actually fix tests

* fix this test also

* Fix integer division

Co-authored-by: Jayant Krishnamurthy <[email protected]>
Co-authored-by: Guillermo Bescos Alapont <[email protected]>

Author: 3 people

program/rust/src/c_oracle_header.rs

@@ -21,8 +21,7 @@ pub const PERMISSIONS_SEED: &str = "permissions";
 
 /// If ci > price / PC_MAX_CI_DIVISOR, set publisher status to unknown.
 /// (e.g., 20 means ci must be < 5% of price)
-pub const MAX_CI_DIVISOR: i64 = 20;
-
+pub const MAX_CI_DIVISOR: i64 = 3;
 /// Bound on the range of the exponent in price accounts. This number is set such that the
 /// PD-based EMA computation does not lose too much precision.
 pub const MAX_NUM_DECIMALS: i32 = 8;

program/rust/src/tests/test_upd_price.rs

@@ -214,7 +214,7 @@ fn test_upd_price() {
         assert_eq!(price_data.agg_.status_, PC_STATUS_TRADING);
     }
 
-    populate_instruction(&mut instruction_data, 50, 6, 5);
+    populate_instruction(&mut instruction_data, 50, 20, 5);
     update_clock_slot(&mut clock_account, 6);
 
     // Publishing a wide CI results in a status of unknown.
@@ -239,7 +239,7 @@ fn test_upd_price() {
     {
         let price_data = load_checked::<PriceAccount>(&price_account, PC_VERSION).unwrap();
         assert_eq!(price_data.comp_[0].latest_.price_, 50);
-        assert_eq!(price_data.comp_[0].latest_.conf_, 6);
+        assert_eq!(price_data.comp_[0].latest_.conf_, 20);
         assert_eq!(price_data.comp_[0].latest_.pub_slot_, 5);
         assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_UNKNOWN);
         assert_eq!(price_data.valid_slot_, 5);
@@ -249,7 +249,7 @@ fn test_upd_price() {
     }
 
     // Crank one more time and aggregate should be unknown
-    populate_instruction(&mut instruction_data, 50, 6, 6);
+    populate_instruction(&mut instruction_data, 50, 20, 6);
     update_clock_slot(&mut clock_account, 7);
 
     assert!(process_instruction(
@@ -266,7 +266,7 @@ fn test_upd_price() {
     {
         let price_data = load_checked::<PriceAccount>(&price_account, PC_VERSION).unwrap();
         assert_eq!(price_data.comp_[0].latest_.price_, 50);
-        assert_eq!(price_data.comp_[0].latest_.conf_, 6);
+        assert_eq!(price_data.comp_[0].latest_.conf_, 20);
         assert_eq!(price_data.comp_[0].latest_.pub_slot_, 6);
         assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_UNKNOWN);
         assert_eq!(price_data.valid_slot_, 6);

program/rust/src/tests/test_upd_price_no_fail_on_error.rs

@@ -116,7 +116,7 @@ fn test_upd_price_no_fail_on_error_no_fail_on_error() {
         assert_eq!(price_data.comp_[0].latest_.price_, 42);
         assert_eq!(price_data.comp_[0].latest_.conf_, 9);
         assert_eq!(price_data.comp_[0].latest_.pub_slot_, 1);
-        assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_UNKNOWN);
+        assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_TRADING);
         assert_eq!(price_data.valid_slot_, 0);
         assert_eq!(price_data.agg_.pub_slot_, 1);
         assert_eq!(price_data.agg_.price_, 0);
@@ -158,7 +158,7 @@ fn test_upd_price_no_fail_on_error_no_fail_on_error() {
         assert_eq!(price_data.comp_[0].latest_.price_, 42);
         assert_eq!(price_data.comp_[0].latest_.conf_, 9);
         assert_eq!(price_data.comp_[0].latest_.pub_slot_, 1);
-        assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_UNKNOWN);
+        assert_eq!(price_data.comp_[0].latest_.status_, PC_STATUS_TRADING);
         assert_eq!(price_data.valid_slot_, 0);
         assert_eq!(price_data.agg_.pub_slot_, 1);
         assert_eq!(price_data.agg_.price_, 0);

program/rust/src/tests/test_upd_sma.rs

@@ -277,7 +277,7 @@ fn test_upd_sma() {
         assert_eq!(price_data.time_machine.current_epoch_denominator, 3 + 1 + 1);
     }
 
-    populate_instruction(&mut instruction_data, 50, 6, 5);
+    populate_instruction(&mut instruction_data, 50, 20, 5);
     update_clock_slot(&mut clock_account, 6);
 
     // Publishing a wide CI results in a status of unknown.
@@ -305,7 +305,7 @@ fn test_upd_sma() {
     {
         let price_data = load_checked::<PriceAccountWrapper>(&price_account, PC_VERSION).unwrap();
         assert_eq!(price_data.price_data.comp_[0].latest_.price_, 50);
-        assert_eq!(price_data.price_data.comp_[0].latest_.conf_, 6);
+        assert_eq!(price_data.price_data.comp_[0].latest_.conf_, 20);
         assert_eq!(price_data.price_data.comp_[0].latest_.pub_slot_, 5);
         assert_eq!(
             price_data.price_data.comp_[0].latest_.status_,
@@ -328,7 +328,7 @@ fn test_upd_sma() {
     }
 
     // Crank one more time and aggregate should be unknown
-    populate_instruction(&mut instruction_data, 50, 6, 6);
+    populate_instruction(&mut instruction_data, 50, 20, 6);
     update_clock_slot(&mut clock_account, 7);
 
     assert!(process_instruction(
@@ -345,7 +345,7 @@ fn test_upd_sma() {
     {
         let price_data = load_checked::<PriceAccountWrapper>(&price_account, PC_VERSION).unwrap();
         assert_eq!(price_data.price_data.comp_[0].latest_.price_, 50);
-        assert_eq!(price_data.price_data.comp_[0].latest_.conf_, 6);
+        assert_eq!(price_data.price_data.comp_[0].latest_.conf_, 20);
         assert_eq!(price_data.price_data.comp_[0].latest_.pub_slot_, 6);
         assert_eq!(
             price_data.price_data.comp_[0].latest_.status_,

pyth/tests/test_update_price.py

@@ -116,6 +116,6 @@ def get_publisher_acc(product_acc):
             assert publisher_acc['price'] == new_values[product]['price']
             assert publisher_acc['conf'] == new_values[product]['conf']
 
-            conf_threshold = new_values[product]['price'] / 20
+            conf_threshold = new_values[product]['price'] // 3
             expected_status = 'unknown' if new_values[product]['conf'] > conf_threshold else 'trading'
             assert publisher_acc['status'] == expected_status