maintenance (#13)
* add commitment arg to getMultipleAccounts * upgrade dependencies * use sequence number to continuosly read out event queue ring buffer * add test for market order * version 0.1.19
This commit is contained in:
Maximilian Schneider
GitHub
parent
d03fcdf0fe
commit
0a528077e7
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@ -1,6 +1,6 @@
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{
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"name": "@blockworks-foundation/mango-client",
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"version": "0.1.17",
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"version": "0.1.19",
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"description": "Library for interacting with Mango Markets' solana smart contracts.",
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"repository": "blockworks-foundation/mango-client-ts",
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"author": {
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@ -17,7 +17,7 @@
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},
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"scripts": {
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"build": "tsc",
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"start": "ts-node src/index.ts",
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"start": "ts-node src/tests.ts",
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"clean": "rm -rf lib",
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"prepare": "run-s clean build",
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"shell": "node -e \"$(< shell)\" -i --experimental-repl-await",
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@ -57,7 +57,7 @@
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"dependencies": {
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"@project-serum/serum": "^0.13.20",
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"@project-serum/sol-wallet-adapter": "^0.1.4",
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"@solana/spl-token": "0.0.13",
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"@solana/spl-token": "^0.0.13",
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"@solana/web3.js": "^0.90.0",
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"bn.js": "^5.1.2",
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"borsh": "https://github.com/defactojob/borsh-js#field-mapper",
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79
src/index.ts
79
src/index.ts
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@ -1,82 +1,7 @@
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import { MangoClient, MangoGroup } from './client';
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import IDS from './ids.json';
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export { IDS }
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export { MangoClient, MangoGroup, MarginAccount, tokenToDecimals } from './client';
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export { MangoIndexLayout, MarginAccountLayout, MangoGroupLayout } from './layout';
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export * from './layout';
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export * from './utils'
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export * from './utils';
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export { IDS }
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// async function tests() {
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// const cluster = "mainnet-beta";
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// const client = new MangoClient();
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// const clusterIds = IDS[cluster]
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//
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// const connection = new Connection(IDS.cluster_urls[cluster], 'singleGossip')
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// const mangoGroupPk = new PublicKey(clusterIds.mango_groups['BTC_ETH_USDT'].mango_group_pk);
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// const mangoProgramId = new PublicKey(clusterIds.mango_program_id);
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//
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// const keyPairPath = process.env.KEYPAIR || homedir() + '/.config/solana/id.json'
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// const payer = new Account(JSON.parse(fs.readFileSync(keyPairPath, 'utf-8')))
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//
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// async function testSolink() {
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//
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// const oraclePk = new PublicKey(IDS[cluster].oracles['ETH/USDT'])
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// const agg = await Aggregator.loadWithConnection(oraclePk, connection)
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//
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// // const agg = await Aggregator.loadWithConnection(oraclePk, connection)
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// console.log(agg.answer.median.toNumber(), agg.answer.updatedAt.toNumber(), agg.round.id.toNumber())
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//
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// }
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//
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// async function testDepositSrm() {
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// const srmVaultPk = new PublicKey(clusterIds['mango_groups']['BTC_ETH_USDT']['srm_vault_pk'])
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// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk, srmVaultPk)
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// const srmAccountPk = new PublicKey("6utvndL8EEjpwK5QVtguErncQEPVbkuyABmXu6FeygeV")
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// const mangoSrmAccountPk = await client.depositSrm(connection, mangoProgramId, mangoGroup, payer, srmAccountPk, 100)
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// console.log(mangoSrmAccountPk.toBase58())
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// await sleep(2000)
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// const mangoSrmAccount = await client.getMangoSrmAccount(connection, mangoSrmAccountPk)
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// const txid = await client.withdrawSrm(connection, mangoProgramId, mangoGroup, mangoSrmAccount, payer, srmAccountPk, 50)
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// console.log('success', txid)
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// }
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//
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// async function getMarginAccountDetails() {
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// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk);
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// const marginAccountPk = new PublicKey("6vAry8oHVvWqPJV6SMzzJ9EcQr5kkQYHef6ui2ewaagQ")
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// const marginAccount = await client.getMarginAccount(connection, marginAccountPk, mangoGroup.dexProgramId)
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// const prices = await mangoGroup.getPrices(connection)
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//
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// console.log(marginAccount.toPrettyString(mangoGroup, prices))
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// console.log(marginAccount.beingLiquidated)
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// console.log(marginAccount.getUiDeposit(mangoGroup, 0), marginAccount.getUiBorrow(mangoGroup, 0))
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// console.log(marginAccount.getUiDeposit(mangoGroup, 1), marginAccount.getUiBorrow(mangoGroup, 1))
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// console.log(marginAccount.getUiDeposit(mangoGroup, 2), marginAccount.getUiBorrow(mangoGroup, 2))
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// console.log(marginAccount.getCollateralRatio(mangoGroup, prices))
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// // for (let i = 0; i < NUM_MARKETS; i++) {
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// // let openOrdersAccount = marginAccount.openOrdersAccounts[i]
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// // if (openOrdersAccount === undefined) {
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// // continue
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// // }
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// //
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// // for (const oid of openOrdersAccount.orders) {
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// // console.log(oid.toString())
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// // }
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// // console.log(i,
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// // nativeToUi(openOrdersAccount.quoteTokenTotal.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
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// // nativeToUi(openOrdersAccount.quoteTokenFree.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
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// //
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// // nativeToUi(openOrdersAccount.baseTokenTotal.toNumber(), mangoGroup.mintDecimals[i]),
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// // nativeToUi(openOrdersAccount.baseTokenFree.toNumber(), mangoGroup.mintDecimals[i])
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// //
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// // )
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// // }
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//
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// }
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// await getMarginAccountDetails()
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// // await testSolink()
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// // testDepositSrm()
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// }
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//
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// tests()
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@ -0,0 +1,176 @@
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import { Market, OpenOrders } from '@project-serum/serum';
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import { Account, Commitment, Connection, PublicKey } from '@solana/web3.js';
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import * as os from 'os';
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import * as fs from 'fs';
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import { MangoClient, MangoGroup } from './client';
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import IDS from './ids.json';
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import {
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decodeRecentEvents,
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findLargestTokenAccountForOwner,
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getMultipleAccounts,
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nativeToUi,
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parseTokenAccountData,
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sleep
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} from './utils'
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async function tests() {
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const cluster = "mainnet-beta";
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const client = new MangoClient();
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const clusterIds = IDS[cluster]
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const connection = new Connection(IDS.cluster_urls[cluster], 'processed' as Commitment)
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const mangoGroupPk = new PublicKey(clusterIds.mango_groups['BTC_ETH_USDT'].mango_group_pk);
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const mangoProgramId = new PublicKey(clusterIds.mango_program_id);
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const keyPairPath = process.env.KEYPAIR || os.homedir() + '/.config/solana/id.json'
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const payer = new Account(JSON.parse(fs.readFileSync(keyPairPath, 'utf-8')))
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/*
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async function testSolink() {
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const oraclePk = new PublicKey(IDS[cluster].oracles['ETH/USDT'])
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const agg = await Aggregator.loadWithConnection(oraclePk, connection)
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// const agg = await Aggregator.loadWithConnection(oraclePk, connection)
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console.log(agg.answer.median.toNumber(), agg.answer.updatedAt.toNumber(), agg.round.id.toNumber())
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}
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*/
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/*
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async function testDepositSrm() {
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const srmVaultPk = new PublicKey(clusterIds['mango_groups']['BTC_ETH_USDT']['srm_vault_pk'])
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const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk, srmVaultPk)
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const srmAccountPk = new PublicKey("6utvndL8EEjpwK5QVtguErncQEPVbkuyABmXu6FeygeV")
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const mangoSrmAccountPk = await client.depositSrm(connection, mangoProgramId, mangoGroup, payer, srmAccountPk, 100)
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console.log(mangoSrmAccountPk.toBase58())
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await sleep(2000)
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const mangoSrmAccount = await client.getMangoSrmAccount(connection, mangoSrmAccountPk)
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const txid = await client.withdrawSrm(connection, mangoProgramId, mangoGroup, mangoSrmAccount, payer, srmAccountPk, 50)
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console.log('success', txid)
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}
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*/
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/*
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async function getMarginAccountDetails() {
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const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk);
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const marginAccountPk = new PublicKey("6vAry8oHVvWqPJV6SMzzJ9EcQr5kkQYHef6ui2ewaagQ")
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const marginAccount = await client.getMarginAccount(connection, marginAccountPk, mangoGroup.dexProgramId)
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const prices = await mangoGroup.getPrices(connection)
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console.log(marginAccount.toPrettyString(mangoGroup, prices))
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console.log(marginAccount.beingLiquidated)
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console.log(marginAccount.getUiDeposit(mangoGroup, 0), marginAccount.getUiBorrow(mangoGroup, 0))
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console.log(marginAccount.getUiDeposit(mangoGroup, 1), marginAccount.getUiBorrow(mangoGroup, 1))
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console.log(marginAccount.getUiDeposit(mangoGroup, 2), marginAccount.getUiBorrow(mangoGroup, 2))
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console.log(marginAccount.getCollateralRatio(mangoGroup, prices))
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// for (let i = 0; i < NUM_MARKETS; i++) {
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// let openOrdersAccount = marginAccount.openOrdersAccounts[i]
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// if (openOrdersAccount === undefined) {
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// continue
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// }
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//
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// for (const oid of openOrdersAccount.orders) {
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// console.log(oid.toString())
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// }
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// console.log(i,
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// nativeToUi(openOrdersAccount.quoteTokenTotal.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
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// nativeToUi(openOrdersAccount.quoteTokenFree.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
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//
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// nativeToUi(openOrdersAccount.baseTokenTotal.toNumber(), mangoGroup.mintDecimals[i]),
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// nativeToUi(openOrdersAccount.baseTokenFree.toNumber(), mangoGroup.mintDecimals[i])
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//
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// )
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// }
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}
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*/
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async function testMarketOrderDex() {
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const NUM_MARKETS = 2;
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const dexProgramId = new PublicKey(clusterIds.dex_program_id);
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const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk)
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// load largest wallet account for each token
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const tokenWallets = (await Promise.all(
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mangoGroup.tokens.map(
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(mint) => findLargestTokenAccountForOwner(connection, payer.publicKey, mint).then(
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(response) => response.publicKey
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)
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)
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))
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console.log({tokenWallets: tokenWallets.map(w => w.toString())})
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// load all markets
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const markets = await Promise.all(mangoGroup.spotMarkets.map(
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(pk) => Market.load(connection, pk, {skipPreflight: true, commitment: 'singleGossip'}, dexProgramId)
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))
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console.log({markets})
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// load open orders
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const liqorOpenOrdersKeys: PublicKey[] = []
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for (let i = 0; i < NUM_MARKETS; i++) {
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let openOrdersAccounts: OpenOrders[] = await markets[i].findOpenOrdersAccountsForOwner(connection, payer.publicKey)
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if(openOrdersAccounts.length) {
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liqorOpenOrdersKeys.push(openOrdersAccounts[0].publicKey)
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} else {
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console.log(`No OpenOrders account found for market ${markets[i].publicKey.toBase58()}`)
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}
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}
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console.log({liqorOpenOrdersKeys: liqorOpenOrdersKeys.map(k => k.toString())})
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const marketIndex = 1;
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const market = markets[marketIndex]; // ETH/USDT
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const price = 4000;
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const size = 0.001;
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const txid = await market.placeOrder(
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connection,
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{
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owner: payer,
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payer: tokenWallets[marketIndex],
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side: 'sell',
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price,
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size,
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orderType: 'ioc',
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openOrdersAddressKey: liqorOpenOrdersKeys[marketIndex],
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feeDiscountPubkey: null // TODO find liqor's SRM fee account
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}
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)
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console.log({txid})
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var lastSeenSeqNum = undefined
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for (let i = 0; i < 50; ++i) {
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const status = await connection.getSignatureStatus(txid);
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console.log({status: status!.value!.confirmations})
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let orders = await market.loadOrdersForOwner(connection, payer.publicKey);
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console.log({orders});
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const info = await connection.getAccountInfo(market['_decoded'].eventQueue)
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const { header, nodes } = decodeRecentEvents(info!.data, lastSeenSeqNum)
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console.log({ header, nodes: nodes.map(n => [n.nativeQuantityPaid.toNumber(),
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n.nativeQuantityReleased.toNumber()]) })
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lastSeenSeqNum = header.seqNum
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const liqorWalletAccounts = await getMultipleAccounts(connection, tokenWallets, 'processed' as Commitment)
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const liqorValuesUi = liqorWalletAccounts.map(
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(a, i) => nativeToUi(parseTokenAccountData(a.accountInfo.data).amount, mangoGroup.mintDecimals[i])
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)
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console.log({liqorValuesUi})
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await sleep(500)
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}
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}
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/*
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await getMarginAccountDetails()
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await testSolink()
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await testDepositSrm()
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*/
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await testMarketOrderDex()
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}
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tests()
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76
src/utils.ts
76
src/utils.ts
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@ -9,10 +9,18 @@ import {
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} from '@solana/web3.js';
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import BN from 'bn.js';
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import { WRAPPED_SOL_MINT } from '@project-serum/serum/lib/token-instructions';
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import { blob, struct, u8, nu64 } from 'buffer-layout';
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import { bits, blob, struct, u8, u32, nu64 } from 'buffer-layout';
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import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
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import { AccountLayout } from './layout';
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import {
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accountFlagsLayout,
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publicKeyLayout,
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u128,
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u64,
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zeros,
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} from '@project-serum/serum/lib/layout';
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export const zeroKey = new PublicKey(new Uint8Array(32))
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export async function sleep(ms) {
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@ -253,13 +261,14 @@ export function parseTokenAccount(
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export async function getMultipleAccounts(
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connection: Connection,
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publicKeys: PublicKey[]
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publicKeys: PublicKey[],
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commitment?: Commitment
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): Promise<{ publicKey: PublicKey; accountInfo: AccountInfo<Buffer> }[]> {
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const publickKeyStrs = publicKeys.map((pk) => (pk.toBase58()));
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const args = commitment ? [publickKeyStrs, {commitment}] : [publickKeyStrs];
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// @ts-ignore
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const resp = await connection._rpcRequest('getMultipleAccounts', [publickKeyStrs]);
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const resp = await connection._rpcRequest('getMultipleAccounts', args);
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if (resp.error) {
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throw new Error(resp.error.message);
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}
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@ -302,4 +311,61 @@ export async function findLargestTokenAccountForOwner(
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} else {
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throw new Error("No accounts for this token")
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}
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}
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}
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const EVENT_QUEUE_HEADER = struct([
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blob(5),
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accountFlagsLayout('accountFlags'),
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u32('head'),
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zeros(4),
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u32('count'),
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zeros(4),
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u32('seqNum'),
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zeros(4),
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]);
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const EVENT_FLAGS = bits(u8(), false, 'eventFlags');
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EVENT_FLAGS.addBoolean('fill');
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EVENT_FLAGS.addBoolean('out');
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EVENT_FLAGS.addBoolean('bid');
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EVENT_FLAGS.addBoolean('maker');
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const EVENT = struct([
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EVENT_FLAGS,
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u8('openOrdersSlot'),
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u8('feeTier'),
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blob(5),
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u64('nativeQuantityReleased'), // Amount the user received
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u64('nativeQuantityPaid'), // Amount the user paid
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u64('nativeFeeOrRebate'),
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u128('orderId'),
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publicKeyLayout('openOrders'),
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u64('clientOrderId'),
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]);
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export function decodeRecentEvents(
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buffer: Buffer,
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lastSeenSeqNum?: number,
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) {
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const header = EVENT_QUEUE_HEADER.decode(buffer);
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const nodes: any[] = [];
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if (lastSeenSeqNum !== undefined) {
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const allocLen = Math.floor(
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(buffer.length - EVENT_QUEUE_HEADER.span) / EVENT.span,
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);
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const newEventsCount = header.seqNum - lastSeenSeqNum
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for (let i = newEventsCount; i > 0; --i) {
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const nodeIndex = (header.head + header.count + allocLen - i) % allocLen
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const decodedItem = EVENT.decode(buffer, EVENT_QUEUE_HEADER.span + nodeIndex * EVENT.span)
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nodes.push(decodedItem)
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}
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}
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return { header, nodes };
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}
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