Upgrade mango-client, fix index bug
This commit is contained in:
Riordan Panayides
parent
49cfb7d260
commit
789a50cf3e
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@ -902,17 +902,18 @@ function getDiffsAndNet(
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cache: MangoCache,
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) {
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const diffs: I80F48[] = [];
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const netValues: [number, I80F48][] = [];
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const netValues: [number, I80F48, number][] = [];
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// Go to each base currency and see if it's above or below target
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for (let i = 0; i < groupIds!.spotMarkets.length; i++) {
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const target = TARGETS[i] !== undefined ? TARGETS[i] : 0;
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const marketIndex = groupIds!.spotMarkets[i].marketIndex;
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const diff = mangoAccount
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.getUiDeposit(cache.rootBankCache[i], mangoGroup, i)
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.sub(mangoAccount.getUiBorrow(cache.rootBankCache[i], mangoGroup, i))
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.getUiDeposit(cache.rootBankCache[marketIndex], mangoGroup, marketIndex)
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.sub(mangoAccount.getUiBorrow(cache.rootBankCache[marketIndex], mangoGroup, marketIndex))
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.sub(I80F48.fromNumber(target));
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diffs.push(diff);
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netValues.push([i, diff.mul(cache.priceCache[i].price)]);
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netValues.push([i, diff.mul(cache.priceCache[i].price), marketIndex]);
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}
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return { diffs, netValues };
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@ -984,8 +985,9 @@ async function balanceTokens(
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: [];
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for (let i = 0; i < markets.length; i++) {
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const marketIndex = mangoGroup.getSpotMarketIndex(markets[i].publicKey);
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const orders = [...bids[i], ...asks[i]].filter((o) =>
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o.openOrdersAddress.equals(mangoAccount.spotOpenOrders[i]),
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o.openOrdersAddress.equals(mangoAccount.spotOpenOrders[marketIndex]),
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);
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for (const order of orders) {
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@ -1009,7 +1011,8 @@ async function balanceTokens(
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);
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const settlePromises: Promise<string>[] = [];
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for (let i = 0; i < markets.length; i++) {
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const oo = openOrders[i];
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const marketIndex = mangoGroup.getSpotMarketIndex(markets[i].publicKey);
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const oo = openOrders[marketIndex];
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if (
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oo &&
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(oo.quoteTokenTotal.add(oo['referrerRebatesAccrued']).gt(new BN(0)) ||
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@ -1031,10 +1034,12 @@ async function balanceTokens(
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netValues.sort((a, b) => b[1].sub(a[1]).toNumber());
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for (let i = 0; i < groupIds!.spotMarkets.length; i++) {
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const marketIndex = netValues[i][0];
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const market = markets[marketIndex];
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const marketIndex = netValues[i][2];
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const netIndex = netValues[i][0];
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const marketConfig = groupIds!.spotMarkets.find((m) => m.marketIndex == marketIndex)!
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const market = markets.find((m) => m.publicKey.equals(mangoGroup.spotMarkets[marketIndex].spotMarket))!;
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const liquidationFee = mangoGroup.spotMarkets[marketIndex].liquidationFee;
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if (Math.abs(diffs[marketIndex].toNumber()) > market.minOrderSize) {
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if (Math.abs(diffs[netIndex].toNumber()) > market!.minOrderSize) {
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const side = netValues[i][1].gt(ZERO_I80F48) ? 'sell' : 'buy';
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const price = mangoGroup
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.getPrice(marketIndex, cache)
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@ -1044,20 +1049,20 @@ async function balanceTokens(
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: ONE_I80F48.sub(liquidationFee),
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)
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.toNumber();
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const quantity = Math.abs(diffs[marketIndex].toNumber());
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const quantity = Math.abs(diffs[netIndex].toNumber());
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console.log(
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`${side}ing ${quantity} of ${groupIds?.spotMarkets[marketIndex].baseSymbol} for $${price}`,
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`${side}ing ${quantity} of ${marketConfig.baseSymbol} for $${price}`,
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);
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await client.placeSpotOrder(
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mangoGroup,
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mangoAccount,
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mangoGroup.mangoCache,
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markets[marketIndex],
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market,
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payer,
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side,
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price,
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Math.abs(diffs[marketIndex].toNumber()),
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Math.abs(diffs[netIndex].toNumber()),
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'limit',
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);
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await client.settleFunds(
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114
yarn.lock
114
yarn.lock
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@ -23,22 +23,29 @@
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chalk "^2.0.0"
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js-tokens "^4.0.0"
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"@babel/runtime@^7.10.5", "@babel/runtime@^7.11.2", "@babel/runtime@^7.12.5":
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"@babel/runtime@^7.10.5":
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version "7.16.0"
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resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.16.0.tgz#e27b977f2e2088ba24748bf99b5e1dece64e4f0b"
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integrity sha512-Nht8L0O8YCktmsDV6FqFue7vQLRx3Hb0B37lS5y0jDRqRxlBG4wIJHnf9/bgSE2UyipKFA01YtS+npRdTWBUyw==
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dependencies:
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regenerator-runtime "^0.13.4"
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"@babel/runtime@^7.11.2", "@babel/runtime@^7.12.5":
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version "7.16.7"
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resolved "https://registry.yarnpkg.com/@babel/runtime/-/runtime-7.16.7.tgz#03ff99f64106588c9c403c6ecb8c3bafbbdff1fa"
|
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integrity sha512-9E9FJowqAsytyOY6LG+1KuueckRL+aQW+mKvXRXnuFGyRAyepJPmEo9vgMfXUA6O9u3IeEdv9MAkppFcaQwogQ==
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dependencies:
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regenerator-runtime "^0.13.4"
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"@blockworks-foundation/mango-client@git+https://github.com/blockworks-foundation/mango-client-v3.git":
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version "3.2.21"
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resolved "git+https://github.com/blockworks-foundation/mango-client-v3.git#c0a9e758f82e5d4ce008d931bbabfa7adfb7b325"
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version "3.2.24"
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resolved "git+https://github.com/blockworks-foundation/mango-client-v3.git#b3bc67c039a790b4997c8e41f4305b3bb24b1266"
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dependencies:
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"@project-serum/anchor" "^0.16.2"
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"@project-serum/serum" "0.13.55"
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"@project-serum/sol-wallet-adapter" "^0.2.0"
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"@solana/spl-token" "^0.1.6"
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"@solana/web3.js" "1.21.0"
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"@solana/web3.js" "^1.31.0"
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big.js "^6.1.1"
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bn.js "^5.2.0"
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buffer-layout "^1.2.1"
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@ -253,6 +260,26 @@
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superstruct "^0.14.2"
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tweetnacl "^1.0.0"
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"@solana/web3.js@^1.31.0":
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version "1.31.0"
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resolved "https://registry.yarnpkg.com/@solana/web3.js/-/web3.js-1.31.0.tgz#7a313d4c1a90b77f27ddbfe845a10d6883e06452"
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integrity sha512-7nHHx1JNFnrt15e9y8m38I/EJCbaB+bFC3KZVM1+QhybCikFxGMtGA5r7PDC3GEL1R2RZA8yKoLkDKo3vzzqnw==
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dependencies:
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"@babel/runtime" "^7.12.5"
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"@ethersproject/sha2" "^5.5.0"
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"@solana/buffer-layout" "^3.0.0"
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bn.js "^5.0.0"
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borsh "^0.4.0"
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bs58 "^4.0.1"
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buffer "6.0.1"
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cross-fetch "^3.1.4"
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jayson "^3.4.4"
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js-sha3 "^0.8.0"
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rpc-websockets "^7.4.2"
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secp256k1 "^4.0.2"
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superstruct "^0.14.2"
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tweetnacl "^1.0.0"
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"@tsconfig/recommended@^1.0.1":
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version "1.0.1"
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resolved "https://registry.yarnpkg.com/@tsconfig/recommended/-/recommended-1.0.1.tgz#7619bad397e06ead1c5182926c944e0ca6177f52"
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@ -290,9 +317,9 @@
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"@types/node" "*"
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"@types/express-serve-static-core@^4.17.9":
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version "4.17.25"
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resolved "https://registry.yarnpkg.com/@types/express-serve-static-core/-/express-serve-static-core-4.17.25.tgz#e42f7046adc65ece2eb6059b77aecfbe9e9f82e0"
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integrity sha512-OUJIVfRMFijZukGGwTpKNFprqCCXk5WjNGvUgB/CxxBR40QWSjsNK86+yvGKlCOGc7sbwfHLaXhkG+NsytwBaQ==
|
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version "4.17.27"
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resolved "https://registry.yarnpkg.com/@types/express-serve-static-core/-/express-serve-static-core-4.17.27.tgz#7a776191e47295d2a05962ecbb3a4ce97e38b401"
|
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integrity sha512-e/sVallzUTPdyOTiqi8O8pMdBBphscvI6E4JYaKlja4Lm+zh7UFSSdW5VMkRbhDtmrONqOUHOXRguPsDckzxNA==
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dependencies:
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"@types/node" "*"
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"@types/qs" "*"
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|
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@ -331,9 +358,9 @@
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integrity sha512-qcUXuemtEu+E5wZSJHNxUXeCZhAfXKQ41D+duX+VYPde7xyEVZci+/oXKJL13tnRs9lR2pr4fod59GT6/X1/yQ==
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"@types/lodash@^4.14.159":
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version "4.14.176"
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resolved "https://registry.yarnpkg.com/@types/lodash/-/lodash-4.14.176.tgz#641150fc1cda36fbfa329de603bbb175d7ee20c0"
|
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|
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version "4.14.178"
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resolved "https://registry.yarnpkg.com/@types/lodash/-/lodash-4.14.178.tgz#341f6d2247db528d4a13ddbb374bcdc80406f4f8"
|
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integrity sha512-0d5Wd09ItQWH1qFbEyQ7oTQ3GZrMfth5JkbN3EvTKLXcHLRDSXeLnlvlOn0wvxVIwK5o2M8JzP/OWz7T3NRsbw==
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"@types/mocha@^8.2.0":
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version "8.2.3"
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@ -341,14 +368,14 @@
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integrity sha512-ekGvFhFgrc2zYQoX4JeZPmVzZxw6Dtllga7iGHzfbYIYkAMUx/sAFP2GdFpLff+vdHXu5fl7WX9AT+TtqYcsyw==
|
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|
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"@types/node@*":
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version "16.11.7"
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resolved "https://registry.yarnpkg.com/@types/node/-/node-16.11.7.tgz#36820945061326978c42a01e56b61cd223dfdc42"
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integrity sha512-QB5D2sqfSjCmTuWcBWyJ+/44bcjO7VbjSbOE0ucoVbAsSNQc4Lt6QkgkVXkTDwkL4z/beecZNDvVX15D4P8Jbw==
|
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version "17.0.8"
|
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resolved "https://registry.yarnpkg.com/@types/node/-/node-17.0.8.tgz#50d680c8a8a78fe30abe6906453b21ad8ab0ad7b"
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integrity sha512-YofkM6fGv4gDJq78g4j0mMuGMkZVxZDgtU0JRdx6FgiJDG+0fY0GKVolOV8WqVmEhLCXkQRjwDdKyPxJp/uucg==
|
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|
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"@types/node@^12.12.54":
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version "12.20.37"
|
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resolved "https://registry.yarnpkg.com/@types/node/-/node-12.20.37.tgz#abb38afa9d6e8a2f627a8cb52290b3c80fbe61ed"
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||||
integrity sha512-i1KGxqcvJaLQali+WuypQnXwcplhtNtjs66eNsZpp2P2FL/trJJxx/VWsM0YCL2iMoIJrbXje48lvIQAQ4p2ZA==
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version "12.20.41"
|
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resolved "https://registry.yarnpkg.com/@types/node/-/node-12.20.41.tgz#81d7734c5257da9f04354bd9084a6ebbdd5198a5"
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|
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"@types/node@^15.12.4":
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version "15.14.9"
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|
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@ -626,16 +653,16 @@ bn.js@^4.11.9:
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resolved "https://registry.yarnpkg.com/bn.js/-/bn.js-4.12.0.tgz#775b3f278efbb9718eec7361f483fb36fbbfea88"
|
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integrity sha512-c98Bf3tPniI+scsdk237ku1Dc3ujXQTSgyiPUDEOe7tRkhrqridvh8klBv0HCEso1OLOYcHuCv/cS6DNxKH+ZA==
|
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|
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bn.js@^5.0.0, bn.js@^5.1.0, bn.js@^5.1.2:
|
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version "5.1.3"
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resolved "https://registry.yarnpkg.com/bn.js/-/bn.js-5.1.3.tgz#beca005408f642ebebea80b042b4d18d2ac0ee6b"
|
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integrity sha512-GkTiFpjFtUzU9CbMeJ5iazkCzGL3jrhzerzZIuqLABjbwRaFt33I9tUdSNryIptM+RxDet6OKm2WnLXzW51KsQ==
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bn.js@^5.2.0:
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bn.js@^5.0.0, bn.js@^5.2.0:
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version "5.2.0"
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resolved "https://registry.yarnpkg.com/bn.js/-/bn.js-5.2.0.tgz#358860674396c6997771a9d051fcc1b57d4ae002"
|
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integrity sha512-D7iWRBvnZE8ecXiLj/9wbxH7Tk79fAh8IHaTNq1RWRixsS02W+5qS+iE9yq6RYl0asXx5tw0bLhmT5pIfbSquw==
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bn.js@^5.1.0, bn.js@^5.1.2:
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version "5.1.3"
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resolved "https://registry.yarnpkg.com/bn.js/-/bn.js-5.1.3.tgz#beca005408f642ebebea80b042b4d18d2ac0ee6b"
|
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integrity sha512-GkTiFpjFtUzU9CbMeJ5iazkCzGL3jrhzerzZIuqLABjbwRaFt33I9tUdSNryIptM+RxDet6OKm2WnLXzW51KsQ==
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borsh@^0.4.0:
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version "0.4.0"
|
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resolved "https://registry.yarnpkg.com/borsh/-/borsh-0.4.0.tgz#9dd6defe741627f1315eac2a73df61421f6ddb9f"
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@ -705,9 +732,9 @@ buffer@6.0.3, buffer@~6.0.3:
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ieee754 "^1.2.1"
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bufferutil@^4.0.1:
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version "4.0.5"
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resolved "https://registry.yarnpkg.com/bufferutil/-/bufferutil-4.0.5.tgz#da9ea8166911cc276bf677b8aed2d02d31f59028"
|
||||
integrity sha512-HTm14iMQKK2FjFLRTM5lAVcyaUzOnqbPtesFIvREgXpJHdQm8bWS+GkQgIkfaBYRHuCnea7w8UVNfwiAQhlr9A==
|
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version "4.0.6"
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resolved "https://registry.yarnpkg.com/bufferutil/-/bufferutil-4.0.6.tgz#ebd6c67c7922a0e902f053e5d8be5ec850e48433"
|
||||
integrity sha512-jduaYOYtnio4aIAyc6UbvPCVcgq7nYpVnucyxr6eCYg/Woad9Hf/oxxBRDnGGjPfjUm6j5O/uBWhIu4iLebFaw==
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dependencies:
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node-gyp-build "^4.3.0"
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@ -939,7 +966,7 @@ dotenv@10.0.0, dotenv@^10.0.0:
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resolved "https://registry.yarnpkg.com/dotenv/-/dotenv-10.0.0.tgz#3d4227b8fb95f81096cdd2b66653fb2c7085ba81"
|
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elliptic@^6.5.2:
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elliptic@^6.5.4:
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version "6.5.4"
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resolved "https://registry.yarnpkg.com/elliptic/-/elliptic-6.5.4.tgz#da37cebd31e79a1367e941b592ed1fbebd58abbb"
|
||||
integrity sha512-iLhC6ULemrljPZb+QutR5TQGB+pdW6KGD5RSegS+8sorOZT+rdQFbsQFJgvN3eRqNALqJer4oQ16YvJHlU8hzQ==
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|
|
@ -1420,9 +1447,9 @@ isomorphic-ws@^4.0.1:
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integrity sha512-BhBvN2MBpWTaSHdWRb/bwdZJ1WaehQ2L1KngkCkfLUGF0mAWAT1sQUQacEmQ0jXkFw/czDXPNQSL5u2/Krsz1w==
|
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jayson@^3.4.4:
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version "3.6.5"
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resolved "https://registry.yarnpkg.com/jayson/-/jayson-3.6.5.tgz#e560bcad4daf098c7391f46ba8efc9d6f34a4102"
|
||||
integrity sha512-wmOjX+eQcnCDyPF4KORomaIj9wj3h0B5VEbeD0+2VHfTfErB+h1zpR7oBkgCZp36AFjp3+a4CLz6U72BYpFHAw==
|
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version "3.6.6"
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resolved "https://registry.yarnpkg.com/jayson/-/jayson-3.6.6.tgz#189984f624e398f831bd2be8e8c80eb3abf764a1"
|
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integrity sha512-f71uvrAWTtrwoww6MKcl9phQTC+56AopLyEenWvKVAIMz+q0oVGj6tenLZ7Z6UiPBkJtKLj4kt0tACllFQruGQ==
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dependencies:
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"@types/connect" "^3.4.33"
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"@types/express-serve-static-core" "^4.17.9"
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@ -1437,7 +1464,7 @@ jayson@^3.4.4:
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isomorphic-ws "^4.0.1"
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json-stringify-safe "^5.0.1"
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lodash "^4.17.20"
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uuid "^3.4.0"
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uuid "^8.3.2"
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ws "^7.4.5"
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jest-diff@^26.0.0:
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@ -1904,11 +1931,11 @@ safe-buffer@^5.0.1, safe-buffer@^5.1.0:
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integrity sha512-rp3So07KcdmmKbGvgaNxQSJr7bGVSVk5S9Eq1F+ppbRo70+YeaDxkw5Dd8NPN+GD6bjnYm2VuPuCXmpuYvmCXQ==
|
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secp256k1@^4.0.2:
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version "4.0.2"
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resolved "https://registry.yarnpkg.com/secp256k1/-/secp256k1-4.0.2.tgz#15dd57d0f0b9fdb54ac1fa1694f40e5e9a54f4a1"
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version "4.0.3"
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resolved "https://registry.yarnpkg.com/secp256k1/-/secp256k1-4.0.3.tgz#c4559ecd1b8d3c1827ed2d1b94190d69ce267303"
|
||||
integrity sha512-NLZVf+ROMxwtEj3Xa562qgv2BK5e2WNmXPiOdVIPLgs6lyTzMvBq0aWTYMI5XCP9jZMVKOcqZLw/Wc4vDkuxhA==
|
||||
dependencies:
|
||||
elliptic "^6.5.2"
|
||||
elliptic "^6.5.4"
|
||||
node-addon-api "^2.0.0"
|
||||
node-gyp-build "^4.2.0"
|
||||
|
||||
|
|
@ -2172,18 +2199,13 @@ uri-js@^4.2.2:
|
|||
punycode "^2.1.0"
|
||||
|
||||
utf-8-validate@^5.0.2:
|
||||
version "5.0.7"
|
||||
resolved "https://registry.yarnpkg.com/utf-8-validate/-/utf-8-validate-5.0.7.tgz#c15a19a6af1f7ad9ec7ddc425747ca28c3644922"
|
||||
integrity sha512-vLt1O5Pp+flcArHGIyKEQq883nBt8nN8tVBcoL0qUXj2XT1n7p70yGIq2VK98I5FdZ1YHc0wk/koOnHjnXWk1Q==
|
||||
version "5.0.8"
|
||||
resolved "https://registry.yarnpkg.com/utf-8-validate/-/utf-8-validate-5.0.8.tgz#4a735a61661dbb1c59a0868c397d2fe263f14e58"
|
||||
integrity sha512-k4dW/Qja1BYDl2qD4tOMB9PFVha/UJtxTc1cXYOe3WwA/2m0Yn4qB7wLMpJyLJ/7DR0XnTut3HsCSzDT4ZvKgA==
|
||||
dependencies:
|
||||
node-gyp-build "^4.3.0"
|
||||
|
||||
uuid@^3.4.0:
|
||||
version "3.4.0"
|
||||
resolved "https://registry.yarnpkg.com/uuid/-/uuid-3.4.0.tgz#b23e4358afa8a202fe7a100af1f5f883f02007ee"
|
||||
integrity sha512-HjSDRw6gZE5JMggctHBcjVak08+KEVhSIiDzFnT9S9aegmp85S/bReBVTb4QTFaRNptJ9kuYaNhnbNEOkbKb/A==
|
||||
|
||||
uuid@^8.3.0:
|
||||
uuid@^8.3.0, uuid@^8.3.2:
|
||||
version "8.3.2"
|
||||
resolved "https://registry.yarnpkg.com/uuid/-/uuid-8.3.2.tgz#80d5b5ced271bb9af6c445f21a1a04c606cefbe2"
|
||||
integrity sha512-+NYs2QeMWy+GWFOEm9xnn6HCDp0l7QBD7ml8zLUmJ+93Q5NF0NocErnwkTkXVFNiX3/fpC6afS8Dhb/gz7R7eg==
|
||||
|
|
@ -2250,9 +2272,9 @@ wrappy@1:
|
|||
integrity sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=
|
||||
|
||||
ws@^7.4.5:
|
||||
version "7.5.5"
|
||||
resolved "https://registry.yarnpkg.com/ws/-/ws-7.5.5.tgz#8b4bc4af518cfabd0473ae4f99144287b33eb881"
|
||||
integrity sha512-BAkMFcAzl8as1G/hArkxOxq3G7pjUqQ3gzYbLL0/5zNkph70e+lCoxBGnm6AW1+/aiNeV4fnKqZ8m4GZewmH2w==
|
||||
version "7.5.6"
|
||||
resolved "https://registry.yarnpkg.com/ws/-/ws-7.5.6.tgz#e59fc509fb15ddfb65487ee9765c5a51dec5fe7b"
|
||||
integrity sha512-6GLgCqo2cy2A2rjCNFlxQS6ZljG/coZfZXclldI8FB/1G3CCI36Zd8xy2HrFVACi8tfk5XrgLQEk+P0Tnz9UcA==
|
||||
|
||||
y18n@^5.0.5:
|
||||
version "5.0.8"
|
||||
|
|
|
|||
Loading…
Reference in New Issue