refactor: use ordered publisher list

This change brings down the average cost of a price update without
aggregation from 5k to 2k because binary search requires much less
lookups. There are mechanims implemented in the code to make sure
that upon the upgrade we sort the array without adding overhead to
the happy path (working binary search). Also add_publisher now does
an insertion sort to keep the list sorted and del_publisher won't
change the order of the list.

Author: ali-bahjati

program/rust/src/accounts/price.rs

@@ -1,4 +1,6 @@
 pub use price_pythnet::*;
+#[cfg(test)]
+use quickcheck::Arbitrary;
 use {
     super::{
         AccountHeader,
@@ -188,14 +190,29 @@ mod price_pythnet {
 }
 
 #[repr(C)]
+#[cfg_attr(test, derive(Debug, PartialEq))]
 #[derive(Copy, Clone, Pod, Zeroable)]
 pub struct PriceComponent {
     pub pub_:    Pubkey,
     pub agg_:    PriceInfo,
     pub latest_: PriceInfo,
 }
 
+#[cfg(test)]
+impl Arbitrary for PriceComponent {
+    fn arbitrary(g: &mut quickcheck::Gen) -> Self {
+        let mut key = [0u8; 32];
+        key.iter_mut().for_each(|item| *item = u8::arbitrary(g));
+        PriceComponent {
+            pub_:    Pubkey::new_from_array(key),
+            agg_:    PriceInfo::arbitrary(g),
+            latest_: PriceInfo::arbitrary(g),
+        }
+    }
+}
+
 #[repr(C)]
+#[cfg_attr(test, derive(Debug, PartialEq))]
 #[derive(Copy, Clone, Pod, Zeroable)]
 pub struct PriceInfo {
     pub price_:           i64,
@@ -205,6 +222,19 @@ pub struct PriceInfo {
     pub pub_slot_:        u64,
 }
 
+#[cfg(test)]
+impl Arbitrary for PriceInfo {
+    fn arbitrary(g: &mut quickcheck::Gen) -> Self {
+        PriceInfo {
+            price_:           i64::arbitrary(g),
+            conf_:            u64::arbitrary(g),
+            status_:          u32::arbitrary(g),
+            corp_act_status_: u32::arbitrary(g),
+            pub_slot_:        u64::arbitrary(g),
+        }
+    }
+}
+
 #[repr(C)]
 #[derive(Copy, Clone, Pod, Zeroable)]
 pub struct PriceEma {

program/rust/src/processor/add_publisher.rs

@@ -24,7 +24,10 @@ use {
         account_info::AccountInfo,
         entrypoint::ProgramResult,
         program_error::ProgramError,
-        program_memory::sol_memset,
+        program_memory::{
+            sol_memcmp,
+            sol_memset,
+        },
         pubkey::Pubkey,
     },
     std::mem::size_of,
@@ -41,8 +44,7 @@ pub fn add_publisher(
     let cmd_args = load::<AddPublisherArgs>(instruction_data)?;
 
     pyth_assert(
-        instruction_data.len() == size_of::<AddPublisherArgs>()
-            && cmd_args.publisher != Pubkey::default(),
+        instruction_data.len() == size_of::<AddPublisherArgs>(),
         ProgramError::InvalidArgument,
     )?;
 
@@ -63,6 +65,14 @@ pub fn add_publisher(
 
     let mut price_data = load_checked::<PriceAccount>(price_account, cmd_args.header.version)?;
 
+    // Use the call with the default pubkey (000..) as a trigger to sort the publishers as a
+    // migration step from unsorted list to sorted list.
+    if cmd_args.publisher == Pubkey::default() {
+        let num_comps = try_convert::<u32, usize>(price_data.num_)?;
+        sort_price_comps(&mut price_data.comp_, num_comps)?;
+        return Ok(());
+    }
+
     if price_data.num_ >= PC_NUM_COMP {
         return Err(ProgramError::InvalidArgument);
     }
@@ -73,14 +83,149 @@ pub fn add_publisher(
         }
     }
 
-    let current_index: usize = try_convert(price_data.num_)?;
+    let mut current_index: usize = try_convert(price_data.num_)?;
     sol_memset(
         bytes_of_mut(&mut price_data.comp_[current_index]),
         0,
         size_of::<PriceComponent>(),
     );
     price_data.comp_[current_index].pub_ = cmd_args.publisher;
+
+    // Shift the element back to keep the publishers components sorted.
+    while current_index > 0
+        && price_data.comp_[current_index].pub_ < price_data.comp_[current_index - 1].pub_
+    {
+        price_data.comp_.swap(current_index, current_index - 1);
+        current_index -= 1;
+    }
+
     price_data.num_ += 1;
     price_data.header.size = try_convert::<_, u32>(PriceAccount::INITIAL_SIZE)?;
     Ok(())
 }
+
+/// A copy of rust slice/sort.rs heapsort implementation which is small and fast. We couldn't use
+/// the sort directly because it was only accessible behind a unstable feature flag at the time of
+/// writing this code.
+#[inline(always)]
+fn heapsort(v: &mut [(Pubkey, usize)]) {
+    // This binary heap respects the invariant `parent >= child`.
+    let sift_down = |v: &mut [(Pubkey, usize)], mut node: usize| {
+        loop {
+            // Children of `node`.
+            let mut child = 2 * node + 1;
+            if child >= v.len() {
+                break;
+            }
+
+            // Choose the greater child.
+            if child + 1 < v.len()
+                && sol_memcmp(v[child].0.as_ref(), v[child + 1].0.as_ref(), 32) < 0
+            {
+                child += 1;
+            }
+
+            // Stop if the invariant holds at `node`.
+            if sol_memcmp(v[node].0.as_ref(), v[child].0.as_ref(), 32) >= 0 {
+                break;
+            }
+
+            // Swap `node` with the greater child, move one step down, and continue sifting.
+            v.swap(node, child);
+            node = child;
+        }
+    };
+
+    // Build the heap in linear time.
+    for i in (0..v.len() / 2).rev() {
+        sift_down(v, i);
+    }
+
+    // Pop maximal elements from the heap.
+    for i in (1..v.len()).rev() {
+        v.swap(0, i);
+        sift_down(&mut v[..i], 0);
+    }
+}
+
+/// Sort the publishers price component list in place by performing minimal swaps.
+/// This code is inspired by the sort_by_cached_key implementation in the Rust stdlib.
+/// The rust stdlib implementation is not used because it uses a fast sort variant that has
+/// a large code size.
+///
+/// num_publishers is the number of publishers in the list that should be sorted. It is explicitly
+/// passed to avoid callers mistake of passing the full slice which may contain uninitialized values.
+#[inline(always)]
+fn sort_price_comps(comps: &mut [PriceComponent], num_comps: usize) -> Result<(), ProgramError> {
+    let comps = comps
+        .get_mut(..num_comps)
+        .ok_or(ProgramError::InvalidArgument)?;
+
+    let mut keys = comps
+        .iter()
+        .enumerate()
+        .map(|(i, x)| (x.pub_, i))
+        .collect::<Vec<_>>();
+
+    heapsort(&mut keys);
+
+    for i in 0..num_comps {
+        // We know that the publisher with key[i].0 should be at index i in the sorted array and
+        // want to swap them in-place in O(n). Normally, the publisher at key[i].0 should be at
+        // key[i].1 but if it is swapped, we need to find the correct index by following the chain
+        // of swaps.
+        let mut index = keys[i].1;
+
+        while index < i {
+            index = keys[index].1;
+        }
+        // Setting the final index here is important to make the code linear as we won't
+        // loop over from i to index again when we reach i again.
+        keys[i].1 = index;
+        comps.swap(i, index);
+    }
+
+    Ok(())
+}
+
+#[cfg(test)]
+mod test {
+    use {
+        super::*,
+        quickcheck_macros::quickcheck,
+    };
+
+    #[quickcheck]
+    pub fn test_sort_price_comps(mut comps: Vec<PriceComponent>) {
+        let mut rust_std_sorted_comps = comps.clone();
+        rust_std_sorted_comps.sort_by_key(|x| x.pub_);
+
+        let num_comps = comps.len();
+        assert_eq!(
+            sort_price_comps(&mut comps, num_comps + 1),
+            Err(ProgramError::InvalidArgument)
+        );
+
+        assert_eq!(sort_price_comps(&mut comps, num_comps), Ok(()));
+        assert_eq!(comps, rust_std_sorted_comps);
+    }
+
+    #[quickcheck]
+    pub fn test_sort_price_comps_smaller_slice(
+        mut comps: Vec<PriceComponent>,
+        mut num_comps: usize,
+    ) {
+        num_comps = if comps.is_empty() {
+            0
+        } else {
+            num_comps % comps.len()
+        };
+
+        let mut rust_std_sorted_comps = comps.get(..num_comps).unwrap().to_vec();
+        rust_std_sorted_comps.sort_by_key(|x| x.pub_);
+
+
+        assert_eq!(sort_price_comps(&mut comps, num_comps), Ok(()));
+        assert_eq!(comps.get(..num_comps).unwrap(), rust_std_sorted_comps);
+    }
+}

program/rust/src/processor/upd_price.rs

@@ -2,6 +2,7 @@ use {
     crate::{
         accounts::{
             PriceAccount,
+            PriceComponent,
             PriceInfo,
             PythOracleSerialize,
             UPD_PRICE_WRITE_SEED,
@@ -31,6 +32,7 @@ use {
         },
         program::invoke_signed,
         program_error::ProgramError,
+        program_memory::sol_memcmp,
         pubkey::Pubkey,
         sysvar::Sysvar,
     },
@@ -127,7 +129,7 @@ pub fn upd_price(
     // Check clock
     let clock = Clock::from_account_info(clock_account)?;
 
-    let mut publisher_index: usize = 0;
+    let publisher_index: usize;
     let latest_aggregate_price: PriceInfo;
 
     // The price_data borrow happens in a scope because it must be
@@ -137,17 +139,15 @@ pub fn upd_price(
         // Verify that symbol account is initialized
         let price_data = load_checked::<PriceAccount>(price_account, cmd_args.header.version)?;
 
-        // Verify that publisher is authorized
-        while publisher_index < try_convert::<u32, usize>(price_data.num_)? {
-            if price_data.comp_[publisher_index].pub_ == *funding_account.key {
-                break;
+        publisher_index = match find_publisher_index(
+            &price_data.comp_[..try_convert::<u32, usize>(price_data.num_)?],
+            funding_account.key,
+        ) {
+            Some(index) => index,
+            None => {
+                return Err(OracleError::PermissionViolation.into());
             }
-            publisher_index += 1;
-        }
-        pyth_assert(
-            publisher_index < try_convert::<u32, usize>(price_data.num_)?,
-            OracleError::PermissionViolation.into(),
-        )?;
+        };
 
         latest_aggregate_price = price_data.agg_;
         let latest_publisher_price = price_data.comp_[publisher_index].latest_;
@@ -281,6 +281,62 @@ pub fn upd_price(
     Ok(())
 }
 
+/// Find the index of the publisher in the list of components.
+///
+/// This method first tries to binary search for the publisher's key in the list of components
+/// to get the result faster if the list is sorted. If the list is not sorted, it falls back to
+/// a linear search.
+#[inline(always)]
+fn find_publisher_index(comps: &[PriceComponent], key: &Pubkey) -> Option<usize> {
+    // Verify that publisher is authorized by initially binary searching
+    // for the publisher's component in the price account. The binary
+    // search might not work if the publisher list is not sorted; therefore
+    // we fall back to a linear search.
+    let mut binary_search_result = None;
+
+    {
+        // Binary search to find the publisher key. Rust std binary search is not used because
+        // they guarantee valid outcome only if the array is sorted whereas we want to rely on
+        // a Equal match if it is a result on an unsorted array. Currently the rust
+        // implementation behaves the same but we do not want to rely on api internals.
+        let mut left = 0;
+        let mut right = comps.len();
+        while left < right {
+            let mid = left + (right - left) / 2;
+            match sol_memcmp(comps[mid].pub_.as_ref(), key.as_ref(), 32) {
+                i if i < 0 => {
+                    left = mid + 1;
+                }
+                i if i > 0 => {
+                    right = mid;
+                }
+                _ => {
+                    binary_search_result = Some(mid);
+                    break;
+                }
+            }
+        }
+    }
+
+    match binary_search_result {
+        Some(index) => Some(index),
+        None => {
+            let mut index = 0;
+            while index < comps.len() {
+                if sol_memcmp(comps[index].pub_.as_ref(), key.as_ref(), 32) == 0 {
+                    break;
+                }
+                index += 1;
+            }
+            if index == comps.len() {
+                None
+            } else {
+                Some(index)
+            }
+        }
+    }
+}
+
 #[allow(dead_code)]
 // Wrapper struct for the accounts required to add data to the accumulator program.
 struct MessageBufferAccounts<'a, 'b: 'a> {
@@ -289,3 +345,35 @@ struct MessageBufferAccounts<'a, 'b: 'a> {
     oracle_auth_pda:     &'a AccountInfo<'b>,
     message_buffer_data: &'a AccountInfo<'b>,
 }
+
+#[cfg(test)]
+mod test {
+    use {
+        super::*,
+        crate::accounts::PriceComponent,
+        quickcheck_macros::quickcheck,
+        solana_program::pubkey::Pubkey,
+    };
+
+    /// Test the find_publisher_index method works with an unordered list of components.
+    #[quickcheck]
+    pub fn test_find_publisher_index_unordered_comp(comps: Vec<PriceComponent>) {
+        comps.iter().enumerate().for_each(|(idx, comp)| {
+            assert_eq!(find_publisher_index(&comps, &comp.pub_), Some(idx));
+        });
+
+        assert_eq!(find_publisher_index(&comps, &Pubkey::new_unique()), None);
+    }
+
+    /// Test the find_publisher_index method works with a sorted list of components.
+    #[quickcheck]
+    pub fn test_find_publisher_index_ordered_comp(mut comps: Vec<PriceComponent>) {
+        comps.sort_by_key(|comp| comp.pub_);
+
+        comps.iter().enumerate().for_each(|(idx, comp)| {
+            assert_eq!(find_publisher_index(&comps, &comp.pub_), Some(idx));
+        });
+
+        assert_eq!(find_publisher_index(&comps, &Pubkey::new_unique()), None);
+    }
+}