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liquidator-v3
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Improvements on settling perp pnl 

This is an optimization on f97370f following Dafy's suggestion here:

https://github.com/blockworks-foundation/liquidator-v3/pull/17#issuecomment-1020808416

It uses the client's settlePosPnl function instead of doing all the work
itself. It required making the mangoAccounts array global so we can have
access to it when liquidating from the RPC endpoint, but I'm not getting
any movement from the feed anyway.
This commit is contained in:
Ricardo J. Mendez 2022-02-16 09:32:09 +01:00
parent c3d18aa04f
commit 6655afee8f
1 changed files with 15 additions and 4 deletions
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19
src/liquidator.ts
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@ -91,6 +91,7 @@ let liqorMangoAccount: MangoAccount;
let spotMarkets: Market[];
let perpMarkets: PerpMarket[];
let rootBanks: (RootBank | undefined)[];
let mangoAccounts: MangoAccount[] = [];
async function main() {
console.log(`Starting liquidator for ${groupName}...`);
@ -164,7 +165,6 @@ async function main() {
// never returns
async function liquidatableFromSolanaRpc() {
let mangoAccounts: MangoAccount[] = [];
await refreshAccounts(mangoGroup, mangoAccounts);
watchAccounts(groupIds.mangoProgramId, mangoGroup, mangoAccounts);
@ -357,6 +357,7 @@ async function liquidatableFromLiquidatableFeed() {
if (!candidatesSet.has(account)) {
candidatesSet.add(account);
candidates.enqueue(account);
console.log(`Enqueued ${account.publicKey.toBase58()}`)
}
});
@ -551,7 +552,7 @@ async function liquidateAccount(
rootBanks: (RootBank | undefined)[],
perpMarkets: PerpMarket[],
liqee: MangoAccount,
liqor: MangoAccount,
liqor: MangoAccount
) {
const hasPerpOpenOrders = liqee.perpAccounts.some(
(pa) => pa.bidsQuantity.gt(ZERO_BN) || pa.asksQuantity.gt(ZERO_BN),
@ -814,7 +815,7 @@ async function liquidatePerps(
perpMarkets: PerpMarket[],
rootBanks: (RootBank | undefined)[],
liqee: MangoAccount,
liqor: MangoAccount,
liqor: MangoAccount
) {
console.log('liquidatePerps');
const lowestHealthMarket = perpMarkets
@ -852,8 +853,8 @@ async function liquidatePerps(
const liqorInitHealth = liqor.getHealth(mangoGroup, cache, 'Init');
let maxLiabTransfer = liqorInitHealth.mul(liabLimit);
const quoteRootBank = rootBanks[QUOTE_INDEX];
if (liqee.isBankrupt) {
const quoteRootBank = rootBanks[QUOTE_INDEX];
if (quoteRootBank) {
// don't do anything it if quote position is zero
console.log('resolvePerpBankruptcy', maxLiabTransfer.toString());
@ -873,6 +874,16 @@ async function liquidatePerps(
let maxNet = ZERO_I80F48;
let maxNetIndex = mangoGroup.tokens.length - 1;
// We need to settle the positive PnLs to make sure that the account has funds
// to actually compensate for a liquidation. Otherwise we may end up with a
// token liquidation of 0.
//
// https://discord.com/channels/791995070613159966/826034521261604874/934629112734167060
if (quoteRootBank) {
await client.settlePosPnl(mangoGroup, cache, liqee, perpMarkets, quoteRootBank, payer, mangoAccounts)
}
for (let i = 0; i < mangoGroup.tokens.length; i++) {
const price = cache.priceCache[i]
? cache.priceCache[i].price