Use the overflow-checks=true equivalent with the fixed crate (#476)

* Vendor `fixed` crate to have checked math in release mode * remove all cm!() * drop superfluous parens * drop use of checked_math crate * manual removal of redundant checked_* functions
blockworks-foundation · Feb 24, 2023 · 5c7a2e3 · 5c7a2e3
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diff --git a/.gitmodules b/.gitmodules
@@ -5,3 +5,6 @@
 [submodule "switchboard-v2"]
 	path = 3rdparty/switchboard-v2
 	url = https://github.com/blockworks-foundation/sbv2-solana.git
+[submodule "3rdparty/fixed"]
+	path = 3rdparty/fixed
+	url = https://gitlab.com/ckamm/fixed.git
diff --git a/3rdparty/fixed b/3rdparty/fixed
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/bin/cli/Cargo.toml b/bin/cli/Cargo.toml
@@ -15,8 +15,7 @@ anyhow = "1.0"
 clap = { version = "3.1.8", features = ["derive", "env"] }
 dotenv = "0.15.0"
 env_logger = "0.8.4"
-fixed = { version = "=1.11.0", features = ["serde", "borsh"] }
-fixed-macro = "^1.1.1"
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde", "borsh"] }
 futures = "0.3.21"
 log = "0.4.0"
 mango-v4 = { path = "../../programs/mango-v4", features = ["client"] }

diff --git a/bin/keeper/Cargo.toml b/bin/keeper/Cargo.toml
@@ -15,8 +15,7 @@ anyhow = "1.0"
 clap = { version = "3.1.8", features = ["derive", "env"] }
 dotenv = "0.15.0"
 env_logger = "0.8.4"
-fixed = { version = "=1.11.0", features = ["serde", "borsh"] }
-fixed-macro = "^1.1.1"
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde", "borsh"] }
 futures = "0.3.21"
 itertools = "0.10.3"
 log = "0.4.0"

diff --git a/bin/liquidator/Cargo.toml b/bin/liquidator/Cargo.toml
@@ -18,10 +18,9 @@ async-trait = "0.1"
 bs58 = "0.3.1"
 bytemuck = "^1.7.2"
 bytes = "1.0"
-checked_math = { path = "../../lib/checked_math" }
 clap = { version = "3.1.8", features = ["derive", "env"] }
 dotenv = "0.15.0"
-fixed = { version = "=1.11.0", features = ["serde"] }
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde"] }
 futures = "0.3.17"
 futures-core = "0.3"
 futures-util = "0.3"

diff --git a/bin/settle-bot/Cargo.toml b/bin/settle-bot/Cargo.toml
@@ -19,10 +19,9 @@ bincode = "1.3.3"
 bs58 = "0.3.1"
 bytemuck = "^1.7.2"
 bytes = "1.0"
-checked_math = { path = "../../lib/checked_math" }
 clap = { version = "3.1.8", features = ["derive", "env"] }
 dotenv = "0.15.0"
-fixed = { version = "=1.11.0", features = ["serde"] }
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde"] }
 futures = "0.3.17"
 futures-core = "0.3"
 futures-util = "0.3"

diff --git a/lib/client/Cargo.toml b/lib/client/Cargo.toml
@@ -14,8 +14,7 @@ anyhow = "1.0"
 async-channel = "1.6"
 async-once-cell = { version = "0.4.2", features = ["unpin"] }
 async-trait = "0.1.52"
-fixed = { version = "=1.11.0", features = ["serde", "borsh"] }
-fixed-macro = "^1.1.1"
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde", "borsh"] }
 futures = "0.3.25"
 itertools = "0.10.3"
 jsonrpc-core = "18.0.0"

diff --git a/programs/mango-v4/Cargo.toml b/programs/mango-v4/Cargo.toml
@@ -29,11 +29,9 @@ arrayref = "0.3.6"
 bincode = "1.3.3"
 borsh = { version = "0.9.3", features = ["const-generics"] }
 bytemuck = { version = "^1.7.2", features = ["min_const_generics"] }
-checked_math = { path = "../../lib/checked_math" }
 default-env = "0.1.1"
 derivative = "2.2.0"
-fixed = { version = "=1.11.0", features = ["serde", "borsh"] } # todo: higher versions don't work
-fixed-macro = "^1.1.1"
+fixed = { path = "../../3rdparty/fixed", version = "=1.23.0", features = ["serde", "borsh", "disable-cache", "debug-assert-in-release"] }
 num_enum = "0.5.1"
 pyth-sdk-solana = "0.1.0"
 serde = "^1.0"

diff --git a/programs/mango-v4/src/accounts_ix/token_register.rs b/programs/mango-v4/src/accounts_ix/token_register.rs
@@ -1,12 +1,11 @@
 use anchor_lang::prelude::*;
 use anchor_spl::token::{Mint, Token, TokenAccount};
 use fixed::types::I80F48;
-use fixed_macro::types::I80F48;
 
 use crate::error::*;
 use crate::state::*;
 
-pub const INDEX_START: I80F48 = I80F48!(1_000_000);
+pub const INDEX_START: I80F48 = I80F48::lit("1_000_000");
 
 const FIRST_BANK_NUM: u32 = 0;
 

diff --git a/programs/mango-v4/src/health/account_retriever.rs b/programs/mango-v4/src/health/account_retriever.rs
@@ -11,7 +11,6 @@ use crate::accounts_zerocopy::*;
 use crate::error::*;
 use crate::serum3_cpi;
 use crate::state::{Bank, MangoAccountRef, PerpMarket, PerpMarketIndex, TokenIndex};
-use crate::util::checked_math as cm;
 
 /// This trait abstracts how to find accounts needed for the health computation.
 ///
@@ -64,17 +63,17 @@ pub fn new_fixed_order_account_retriever<'a, 'info>(
     let active_token_len = account.active_token_positions().count();
     let active_serum3_len = account.active_serum3_orders().count();
     let active_perp_len = account.active_perp_positions().count();
-    let expected_ais = cm!(active_token_len * 2 // banks + oracles
+    let expected_ais = active_token_len * 2 // banks + oracles
         + active_perp_len * 2 // PerpMarkets + Oracles
-        + active_serum3_len); // open_orders
+        + active_serum3_len; // open_orders
     require_eq!(ais.len(), expected_ais);
 
     Ok(FixedOrderAccountRetriever {
         ais: AccountInfoRef::borrow_slice(ais)?,
         n_banks: active_token_len,
         n_perps: active_perp_len,
-        begin_perp: cm!(active_token_len * 2),
-        begin_serum3: cm!(active_token_len * 2 + active_perp_len * 2),
+        begin_perp: active_token_len * 2,
+        begin_serum3: active_token_len * 2 + active_perp_len * 2,
         staleness_slot: Some(Clock::get()?.slot),
     })
 }
@@ -130,7 +129,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
                 )
             })?;
 
-        let oracle_index = cm!(self.n_banks + active_token_position_index);
+        let oracle_index = self.n_banks + active_token_position_index;
         let oracle_price = self.oracle_price_bank(oracle_index, bank).with_context(|| {
             format!(
                 "getting oracle for bank with health account index {} and token index {}, passed account {}",
@@ -149,7 +148,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
         active_perp_position_index: usize,
         perp_market_index: PerpMarketIndex,
     ) -> Result<(&PerpMarket, I80F48)> {
-        let perp_index = cm!(self.begin_perp + active_perp_position_index);
+        let perp_index = self.begin_perp + active_perp_position_index;
         let perp_market = self
             .perp_market(group, perp_index, perp_market_index)
             .with_context(|| {
@@ -161,7 +160,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
                 )
             })?;
 
-        let oracle_index = cm!(perp_index + self.n_perps);
+        let oracle_index = perp_index + self.n_perps;
         let oracle_price = self.oracle_price_perp(oracle_index, perp_market).with_context(|| {
             format!(
                 "getting oracle for perp market with health account index {} and perp market index {}, passed account {}",
@@ -174,7 +173,7 @@ impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
     }
 
     fn serum_oo(&self, active_serum_oo_index: usize, key: &Pubkey) -> Result<&OpenOrders> {
-        let serum_oo_index = cm!(self.begin_serum3 + active_serum_oo_index);
+        let serum_oo_index = self.begin_serum3 + active_serum_oo_index;
         let ai = &self.ais[serum_oo_index];
         (|| {
             require_keys_eq!(*key, *ai.key());