Merge pull request #166 from convergence-rfq/pro-180-refactor-psyopti…

…ons-american-logic-to-handle-call-and-put Pro 180 refactor psyoptions american logic to handle call and put
convergence-rfq · Oct 4, 2023 · d8ddba5 · d8ddba5
2 parents af2cd06 + 22382d5
commit d8ddba5
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Showing 7 changed files with 361 additions and 184 deletions.
diff --git a/.env.sample b/.env.sample
@@ -1,2 +1,2 @@
 ANCHOR_PROVIDER_URL=https://api.devnet.solana.com
-ANCHOR_WALLET=/Users/pindaroso/.config/solana/id.json
+ANCHOR_WALLET=~/.config/solana/id.json
diff --git a/psyoptions-american-instrument/program/src/instructions.rs b/psyoptions-american-instrument/program/src/instructions.rs
@@ -16,10 +16,8 @@ pub struct ValidateData<'info> {
 
     /// user provided
     pub american_meta: Account<'info, OptionMarket>,
-    #[account(constraint = american_meta.underlying_asset_mint == mint_info.mint_address @ PsyoptionsAmericanError::PassedMintDoesNotMatch)]
-    pub mint_info: Account<'info, MintInfo>,
-    #[account(constraint = american_meta.quote_asset_mint == quote_mint.mint_address @ PsyoptionsAmericanError::PassedMintDoesNotMatch)]
-    pub quote_mint: Account<'info, MintInfo>,
+    pub underlying_asset_mint: Account<'info, MintInfo>,
+    pub stable_asset_mint: Account<'info, MintInfo>,
 }
 
 #[derive(Accounts)]

diff --git a/psyoptions-american-instrument/program/src/lib.rs b/psyoptions-american-instrument/program/src/lib.rs
@@ -6,6 +6,7 @@ use errors::PsyoptionsAmericanError;
 use instructions::*;
 use rfq::state::MintType;
 use rfq::state::{AssetIdentifier, AuthoritySide};
+use risk_engine::state::OptionType;
 use state::{AssetIdentifierDuplicate, ParsedLegData};
 use state::{AuthoritySideDuplicate, TOKEN_DECIMALS};
 
@@ -30,8 +31,8 @@ pub mod psyoptions_american_instrument {
     ) -> Result<()> {
         let ValidateData {
             american_meta,
-            mint_info,
-            quote_mint,
+            underlying_asset_mint,
+            stable_asset_mint,
             ..
         } = &ctx.accounts;
 
@@ -49,30 +50,64 @@ pub mod psyoptions_american_instrument {
             american_meta_address == american_meta.key(),
             PsyoptionsAmericanError::PassedAmericanMetaDoesNotMatch
         );
+
+        let option_type = option_common_data.option_type;
+        let underlying_amount_per_contract: u64;
+        let strike_price: u64;
+        let underlying_mint: Pubkey;
+        let quote_mint: Pubkey;
         let expected_mint = american_meta.option_mint;
+
+        match option_type {
+            OptionType::Call => {
+                underlying_amount_per_contract = 10_u64.pow(underlying_asset_mint.decimals as u32);
+                strike_price = option_common_data.strike_price;
+                quote_mint = stable_asset_mint.mint_address;
+                underlying_mint = underlying_asset_mint.mint_address;
+            }
+            OptionType::Put => {
+                underlying_amount_per_contract = option_common_data.strike_price;
+                strike_price = 10_u64.pow(underlying_asset_mint.decimals as u32);
+                quote_mint = underlying_asset_mint.mint_address;
+                underlying_mint = stable_asset_mint.mint_address;
+            }
+        }
+
         require!(
             mint_address == expected_mint,
             PsyoptionsAmericanError::PassedMintDoesNotMatch
         );
+
         require!(
-            option_common_data.underlying_amount_per_contract
-                == american_meta.underlying_amount_per_contract,
-            PsyoptionsAmericanError::PassedUnderlyingAmountPerContractDoesNotMatch
+            underlying_mint == american_meta.underlying_asset_mint,
+            PsyoptionsAmericanError::PassedMintDoesNotMatch
         );
-        require_eq!(
-            option_common_data.underlying_amound_per_contract_decimals,
-            mint_info.decimals,
+
+        require!(
+            quote_mint == american_meta.quote_asset_mint,
+            PsyoptionsAmericanError::PassedMintDoesNotMatch
+        );
+
+        require!(
+            underlying_amount_per_contract == american_meta.underlying_amount_per_contract,
             PsyoptionsAmericanError::PassedUnderlyingAmountPerContractDoesNotMatch
         );
+
         require!(
-            option_common_data.strike_price == american_meta.quote_amount_per_contract,
+            strike_price == american_meta.quote_amount_per_contract,
             PsyoptionsAmericanError::PassedStrikePriceDoesNotMatch
         );
         require_eq!(
             option_common_data.strike_price_decimals,
-            quote_mint.decimals,
+            stable_asset_mint.decimals,
             PsyoptionsAmericanError::PassedStrikePriceDecimalsDoesNotMatch
         );
+        require_eq!(
+            option_common_data.underlying_amound_per_contract_decimals,
+            underlying_asset_mint.decimals,
+            PsyoptionsAmericanError::PassedUnderlyingAmountPerContractDecimalsDoesNotMatch
+        );
+
         require!(
             option_common_data.expiration_timestamp == american_meta.expiration_unix_timestamp,
             PsyoptionsAmericanError::PassedExpirationTimestampDoesNotMatch
@@ -84,7 +119,7 @@ pub mod psyoptions_american_instrument {
         );
 
         if let (Some(passed_base_asset_index), MintType::AssetWithRisk { base_asset_index }) =
-            (base_asset_index, mint_info.mint_type)
+            (base_asset_index, underlying_asset_mint.mint_type)
         {
             require!(
                 passed_base_asset_index == u16::from(base_asset_index),

diff --git a/psyoptions-european-instrument/program/src/lib.rs b/psyoptions-european-instrument/program/src/lib.rs
@@ -33,7 +33,7 @@ pub mod psyoptions_european_instrument {
     ) -> Result<()> {
         let ValidateData {
             euro_meta,
-            mint_info,
+            underlying_asset_mint,
             ..
         } = &ctx.accounts;
 
@@ -89,7 +89,7 @@ pub mod psyoptions_european_instrument {
         );
 
         if let (Some(passed_base_asset_index), MintType::AssetWithRisk { base_asset_index }) =
-            (base_asset_index, mint_info.mint_type)
+            (base_asset_index, underlying_asset_mint.mint_type)
         {
             require!(
                 passed_base_asset_index == u16::from(base_asset_index),
@@ -331,8 +331,8 @@ pub struct ValidateData<'info> {
 
     /// user provided
     pub euro_meta: Account<'info, EuroMeta>,
-    #[account(constraint = euro_meta.underlying_mint == mint_info.mint_address @ PsyoptionsEuropeanError::PassedMintDoesNotMatch)]
-    pub mint_info: Account<'info, MintInfo>,
+    #[account(constraint = euro_meta.underlying_mint == underlying_asset_mint.mint_address @ PsyoptionsEuropeanError::PassedMintDoesNotMatch)]
+    pub underlying_asset_mint: Account<'info, MintInfo>,
 }
 
 #[derive(Accounts)]