checked math in all areas touched by place_perp_order (#109)

* checked math in all areas touched by place_perp_order * update deploy time * update deploy time Co-authored-by: dd <[email protected]>
blockworks-foundation · Jan 11, 2022 · 1b1e8dd · 1b1e8dd
1 parent 51172e4
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diff --git a/changelog.md b/changelog.md
@@ -1,5 +1,9 @@
 # Mango Program Change Log
 
+## v3.2.16
+Deployed: Jan 11, 2022 at 01:59:05 UTC | Slot: 115,691,635
+1. Checked math in all areas touched by place_perp_order
+
 ## v3.2.15
 Deployed: Jan 10, 2022 at 22:00:54 UTC | Slot: 115,666,186
 1. Impose price limits on spot orders

diff --git a/program/src/state.rs b/program/src/state.rs
@@ -1805,19 +1805,29 @@ impl PerpAccount {
         pmc: &PerpMarketCache,
         price: I80F48,
     ) -> MangoResult<(I80F48, I80F48)> {
-        let bids_base_net = self.base_position + self.taker_base + self.bids_quantity;
-        let asks_base_net = self.base_position + self.taker_base - self.asks_quantity;
+        let curr_pos = self.base_position + self.taker_base;
+        let bids_base_net = curr_pos.checked_add(self.bids_quantity).unwrap();
+        let asks_base_net = curr_pos.checked_sub(self.asks_quantity).unwrap();
+
         if bids_base_net.abs() > asks_base_net.abs() {
-            let base = I80F48::from_num(bids_base_net * pmi.base_lot_size) * price;
+            let base = I80F48::from_num(bids_base_net.checked_mul(pmi.base_lot_size).unwrap())
+                .checked_mul(price)
+                .unwrap();
             let quote = self.get_quote_position(pmc)
                 + I80F48::from_num(self.taker_quote * pmi.quote_lot_size)
-                - I80F48::from_num(self.bids_quantity * pmi.base_lot_size) * price;
+                - I80F48::from_num(self.bids_quantity.checked_mul(pmi.base_lot_size).unwrap())
+                    .checked_mul(price)
+                    .unwrap();
             Ok((base, quote))
         } else {
-            let base = I80F48::from_num(asks_base_net * pmi.base_lot_size) * price;
+            let base = I80F48::from_num(asks_base_net.checked_mul(pmi.base_lot_size).unwrap())
+                .checked_mul(price)
+                .unwrap();
             let quote = self.get_quote_position(pmc)
                 + I80F48::from_num(self.taker_quote * pmi.quote_lot_size)
-                + I80F48::from_num(self.asks_quantity * pmi.base_lot_size) * price;
+                + I80F48::from_num(self.asks_quantity.checked_mul(pmi.base_lot_size).unwrap())
+                    .checked_mul(price)
+                    .unwrap();
             Ok((base, quote))
         }
     }