#[repr(C)]pub struct RiskEngine {Show 46 fields
pub vault: U128,
pub insurance_fund: InsuranceFund,
pub params: RiskParams,
pub current_slot: u64,
pub funding_rate_bps_per_slot_last: i64,
pub last_crank_slot: u64,
pub max_crank_staleness_slots: u64,
pub c_tot: U128,
pub pnl_pos_tot: u128,
pub pnl_matured_pos_tot: u128,
pub liq_cursor: u16,
pub gc_cursor: u16,
pub last_full_sweep_start_slot: u64,
pub last_full_sweep_completed_slot: u64,
pub crank_cursor: u16,
pub sweep_start_idx: u16,
pub lifetime_liquidations: u64,
pub adl_mult_long: u128,
pub adl_mult_short: u128,
pub adl_coeff_long: i128,
pub adl_coeff_short: i128,
pub adl_epoch_long: u64,
pub adl_epoch_short: u64,
pub adl_epoch_start_k_long: i128,
pub adl_epoch_start_k_short: i128,
pub oi_eff_long_q: u128,
pub oi_eff_short_q: u128,
pub side_mode_long: SideMode,
pub side_mode_short: SideMode,
pub stored_pos_count_long: u64,
pub stored_pos_count_short: u64,
pub stale_account_count_long: u64,
pub stale_account_count_short: u64,
pub phantom_dust_bound_long_q: u128,
pub phantom_dust_bound_short_q: u128,
pub materialized_account_count: u64,
pub last_oracle_price: u64,
pub last_market_slot: u64,
pub funding_price_sample_last: u64,
pub insurance_floor: u128,
pub used: [u64; 1],
pub num_used_accounts: u16,
pub next_account_id: u64,
pub free_head: u16,
pub next_free: [u16; 64],
pub accounts: [Account; 64],
}Expand description
Main risk engine state (spec §2.2)
Fields§
§vault: U128§insurance_fund: InsuranceFund§params: RiskParams§current_slot: u64§funding_rate_bps_per_slot_last: i64Stored funding rate for anti-retroactivity
last_crank_slot: u64§max_crank_staleness_slots: u64§c_tot: U128§pnl_pos_tot: u128§pnl_matured_pos_tot: u128§liq_cursor: u16§gc_cursor: u16§last_full_sweep_start_slot: u64§last_full_sweep_completed_slot: u64§crank_cursor: u16§sweep_start_idx: u16§lifetime_liquidations: u64§adl_mult_long: u128§adl_mult_short: u128§adl_coeff_long: i128§adl_coeff_short: i128§adl_epoch_long: u64§adl_epoch_short: u64§adl_epoch_start_k_long: i128§adl_epoch_start_k_short: i128§oi_eff_long_q: u128§oi_eff_short_q: u128§side_mode_long: SideMode§side_mode_short: SideMode§stored_pos_count_long: u64§stored_pos_count_short: u64§stale_account_count_long: u64§stale_account_count_short: u64§phantom_dust_bound_long_q: u128Dynamic phantom dust bounds (spec §4.6, §5.7)
phantom_dust_bound_short_q: u128§materialized_account_count: u64Materialized account count (spec §2.2)
last_oracle_price: u64Last oracle price used in accrue_market_to
last_market_slot: u64Last slot used in accrue_market_to
funding_price_sample_last: u64Funding price sample (for anti-retroactivity)
insurance_floor: u128Insurance floor (spec §4.7)
used: [u64; 1]§num_used_accounts: u16§next_account_id: u64§free_head: u16§next_free: [u16; 64]§accounts: [Account; 64]Implementations§
Source§impl RiskEngine
impl RiskEngine
Sourcepub fn new(params: RiskParams) -> Self
pub fn new(params: RiskParams) -> Self
Create a new risk engine for testing. Initializes with init_oracle_price = 1 (spec §2.7 compliant).
Sourcepub fn new_with_market(
params: RiskParams,
init_slot: u64,
init_oracle_price: u64,
) -> Self
pub fn new_with_market( params: RiskParams, init_slot: u64, init_oracle_price: u64, ) -> Self
Create a new risk engine with explicit market initialization (spec §2.7).
Requires 0 < init_oracle_price <= MAX_ORACLE_PRICE per spec §1.2.
Sourcepub fn init_in_place(
&mut self,
params: RiskParams,
init_slot: u64,
init_oracle_price: u64,
)
pub fn init_in_place( &mut self, params: RiskParams, init_slot: u64, init_oracle_price: u64, )
Initialize in place (for Solana BPF zero-copy, spec §2.7). Fully canonicalizes all state — safe even on non-zeroed memory.
pub fn is_used(&self, idx: usize) -> bool
pub fn free_slot(&mut self, idx: u16)
pub fn set_pnl(&mut self, idx: usize, new_pnl: i128)
pub fn set_reserved_pnl(&mut self, idx: usize, new_r: u128)
pub fn consume_released_pnl(&mut self, idx: usize, x: u128)
pub fn set_capital(&mut self, idx: usize, new_capital: u128)
pub fn set_position_basis_q(&mut self, idx: usize, new_basis: i128)
pub fn attach_effective_position(&mut self, idx: usize, new_eff_pos_q: i128)
Sourcepub fn effective_pos_q(&self, idx: usize) -> i128
pub fn effective_pos_q(&self, idx: usize) -> i128
Compute effective position quantity for account idx.
pub fn settle_side_effects(&mut self, idx: usize) -> Result<()>
pub fn accrue_market_to( &mut self, now_slot: u64, oracle_price: u64, ) -> Result<()>
pub fn recompute_r_last_from_final_state( &mut self, externally_computed_rate: i64, ) -> Result<()>
Sourcepub fn run_end_of_instruction_lifecycle(
&mut self,
ctx: &mut InstructionContext,
funding_rate: i64,
) -> Result<()>
pub fn run_end_of_instruction_lifecycle( &mut self, ctx: &mut InstructionContext, funding_rate: i64, ) -> Result<()>
Public entry-point for the end-of-instruction lifecycle (spec §10.0 steps 4-7 / §10.8 steps 9-12).
Runs schedule_end_of_instruction_resets, finalize, and
recompute_r_last_from_final_state in the canonical order.
Callers that bypass keeper_crank (e.g. the resolved-market
settlement crank) must invoke this before returning.
pub fn absorb_protocol_loss(&mut self, loss: u128)
pub fn enqueue_adl( &mut self, ctx: &mut InstructionContext, liq_side: Side, q_close_q: u128, d: u128, ) -> Result<()>
pub fn begin_full_drain_reset(&mut self, side: Side)
pub fn finalize_side_reset(&mut self, side: Side) -> Result<()>
pub fn schedule_end_of_instruction_resets( &mut self, ctx: &mut InstructionContext, ) -> Result<()>
pub fn finalize_end_of_instruction_resets(&mut self, ctx: &InstructionContext)
Sourcepub fn haircut_ratio(&self) -> (u128, u128)
pub fn haircut_ratio(&self) -> (u128, u128)
Compute haircut ratio (h_num, h_den) as u128 pair (spec §3.3) Uses pnl_matured_pos_tot as denominator per v12.0.2.
Sourcepub fn effective_matured_pnl(&self, idx: usize) -> u128
pub fn effective_matured_pnl(&self, idx: usize) -> u128
PNL_eff_matured_i (spec §3.3): haircutted matured released positive PnL
Sourcepub fn account_equity_maint_raw(&self, account: &Account) -> i128
pub fn account_equity_maint_raw(&self, account: &Account) -> i128
Eq_maint_raw_i (spec §3.4): C_i + PNL_i - FeeDebt_i in exact widened signed domain. For maintenance margin and one-sided health checks. Uses full local PNL_i. Returns i128. Negative overflow is projected to i128::MIN + 1 per §3.4 (safe for one-sided checks against nonneg thresholds). For strict before/after buffer comparisons, use account_equity_maint_raw_wide.
Sourcepub fn account_equity_maint_raw_wide(&self, account: &Account) -> I256
pub fn account_equity_maint_raw_wide(&self, account: &Account) -> I256
Eq_maint_raw_i in exact I256 (spec §3.4 “transient widened signed type”). MUST be used for strict before/after raw maintenance-buffer comparisons (§10.5 step 29). No saturation or clamping.
Sourcepub fn account_equity_net(&self, account: &Account, _oracle_price: u64) -> i128
pub fn account_equity_net(&self, account: &Account, _oracle_price: u64) -> i128
Eq_net_i (spec §3.4): max(0, Eq_maint_raw_i). For maintenance margin checks.
Sourcepub fn account_equity_init_raw(&self, account: &Account, idx: usize) -> i128
pub fn account_equity_init_raw(&self, account: &Account, idx: usize) -> i128
Eq_init_raw_i (spec §3.4): C_i + min(PNL_i, 0) + PNL_eff_matured_i - FeeDebt_i For initial margin and withdrawal checks. Uses haircutted matured PnL only. Returns i128. Negative overflow projected to i128::MIN + 1 per §3.4.
Sourcepub fn account_equity_init_net(&self, account: &Account, idx: usize) -> i128
pub fn account_equity_init_net(&self, account: &Account, idx: usize) -> i128
Eq_init_net_i (spec §3.4): max(0, Eq_init_raw_i). For IM/withdrawal checks.
Sourcepub fn notional(&self, idx: usize, oracle_price: u64) -> u128
pub fn notional(&self, idx: usize, oracle_price: u64) -> u128
notional (spec §9.1): floor(|effective_pos_q| * oracle_price / POS_SCALE)
Sourcepub fn is_above_maintenance_margin(
&self,
account: &Account,
idx: usize,
oracle_price: u64,
) -> bool
pub fn is_above_maintenance_margin( &self, account: &Account, idx: usize, oracle_price: u64, ) -> bool
is_above_maintenance_margin (spec §9.1): Eq_net_i > MM_req_i Per spec §9.1: if eff == 0 then MM_req = 0; else MM_req = max(proportional, MIN_NONZERO_MM_REQ)
Sourcepub fn is_above_initial_margin(
&self,
account: &Account,
idx: usize,
oracle_price: u64,
) -> bool
pub fn is_above_initial_margin( &self, account: &Account, idx: usize, oracle_price: u64, ) -> bool
is_above_initial_margin (spec §9.1): exact Eq_init_raw_i >= IM_req_i Per spec §9.1: if eff == 0 then IM_req = 0; else IM_req = max(proportional, MIN_NONZERO_IM_REQ) Per spec §3.4: MUST use exact raw equity, not clamped Eq_init_net_i, so negative raw equity is distinguishable from zero.
pub fn check_conservation(&self) -> bool
Sourcepub fn released_pos(&self, idx: usize) -> u128
pub fn released_pos(&self, idx: usize) -> u128
released_pos (spec §2.1): ReleasedPos_i = max(PNL_i, 0) - R_i
pub fn restart_warmup_after_reserve_increase(&mut self, idx: usize)
pub fn advance_profit_warmup(&mut self, idx: usize)
pub fn fee_debt_sweep(&mut self, idx: usize)
pub fn touch_account_full( &mut self, idx: usize, oracle_price: u64, now_slot: u64, ) -> Result<()>
pub fn add_user(&mut self, fee_payment: u128) -> Result<u16>
pub fn add_lp( &mut self, matching_engine_program: [u8; 32], matching_engine_context: [u8; 32], fee_payment: u128, ) -> Result<u16>
pub fn set_owner(&mut self, idx: u16, owner: [u8; 32]) -> Result<()>
pub fn deposit( &mut self, idx: u16, amount: u128, _oracle_price: u64, now_slot: u64, ) -> Result<()>
pub fn withdraw( &mut self, idx: u16, amount: u128, oracle_price: u64, now_slot: u64, funding_rate: i64, ) -> Result<()>
Sourcepub fn settle_account(
&mut self,
idx: u16,
oracle_price: u64,
now_slot: u64,
funding_rate: i64,
) -> Result<()>
pub fn settle_account( &mut self, idx: u16, oracle_price: u64, now_slot: u64, funding_rate: i64, ) -> Result<()>
Top-level settle wrapper per spec §10.7. If settlement is exposed as a standalone instruction, this wrapper MUST be used.
pub fn execute_trade( &mut self, a: u16, b: u16, oracle_price: u64, now_slot: u64, size_q: i128, exec_price: u64, funding_rate: i64, ) -> Result<()>
Sourcepub fn liquidate_at_oracle(
&mut self,
idx: u16,
now_slot: u64,
oracle_price: u64,
policy: LiquidationPolicy,
funding_rate: i64,
) -> Result<bool>
pub fn liquidate_at_oracle( &mut self, idx: u16, now_slot: u64, oracle_price: u64, policy: LiquidationPolicy, funding_rate: i64, ) -> Result<bool>
Top-level liquidation: creates its own InstructionContext and finalizes resets. Accepts LiquidationPolicy per spec §10.6.
Sourcepub fn keeper_crank(
&mut self,
now_slot: u64,
oracle_price: u64,
ordered_candidates: &[(u16, Option<LiquidationPolicy>)],
max_revalidations: u16,
funding_rate: i64,
) -> Result<CrankOutcome>
pub fn keeper_crank( &mut self, now_slot: u64, oracle_price: u64, ordered_candidates: &[(u16, Option<LiquidationPolicy>)], max_revalidations: u16, funding_rate: i64, ) -> Result<CrankOutcome>
keeper_crank (spec §10.8): Minimal on-chain permissionless shortlist processor. Candidate discovery is performed off-chain. ordered_candidates[] is untrusted. Each candidate is (account_idx, optional liquidation policy hint).
pub fn validate_keeper_hint( &self, idx: u16, eff: i128, hint: &Option<LiquidationPolicy>, oracle_price: u64, ) -> Option<LiquidationPolicy>
Sourcepub fn convert_released_pnl(
&mut self,
idx: u16,
x_req: u128,
oracle_price: u64,
now_slot: u64,
funding_rate: i64,
) -> Result<()>
pub fn convert_released_pnl( &mut self, idx: u16, x_req: u128, oracle_price: u64, now_slot: u64, funding_rate: i64, ) -> Result<()>
Explicit voluntary conversion of matured released positive PnL for open-position accounts.
pub fn close_account( &mut self, idx: u16, now_slot: u64, oracle_price: u64, funding_rate: i64, ) -> Result<u128>
Sourcepub fn force_close_resolved(&mut self, idx: u16) -> Result<u128>
pub fn force_close_resolved(&mut self, idx: u16) -> Result<u128>
Force-close an account on a resolved market.
Settles K-pair PnL, zeros position, settles losses, absorbs from insurance, converts profit (bypassing warmup), sweeps fee debt, forgives remainder, returns capital, frees slot.
Skips accrue_market_to (market is frozen). Handles both same-epoch and epoch-mismatch accounts. For epoch-mismatch where the normal settle_side_effects would reject due to side mode, falls back to manual K-pair settlement using the same wide arithmetic.
Sourcepub fn reclaim_empty_account(&mut self, idx: u16, now_slot: u64) -> Result<()>
pub fn reclaim_empty_account(&mut self, idx: u16, now_slot: u64) -> Result<()>
reclaim_empty_account(i, now_slot) — permissionless O(1) empty/dust-account recycling. Spec §10.7: MUST NOT call accrue_market_to, MUST NOT mutate side state, MUST NOT materialize any account. Realizes recurring maintenance fees on the already-flat state before checking final reclaim eligibility.
pub fn garbage_collect_dust(&mut self) -> u32
pub fn top_up_insurance_fund( &mut self, amount: u128, now_slot: u64, ) -> Result<bool>
pub fn deposit_fee_credits( &mut self, idx: u16, amount: u128, now_slot: u64, ) -> Result<()>
pub fn add_fee_credits(&mut self, idx: u16, amount: u128) -> Result<()>
pub fn recompute_aggregates(&mut self)
pub fn advance_slot(&mut self, slots: u64)
pub fn count_used(&self) -> u64
Trait Implementations§
Source§impl Clone for RiskEngine
impl Clone for RiskEngine
Source§fn clone(&self) -> RiskEngine
fn clone(&self) -> RiskEngine
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more