blockworks-foundation
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mango-client-ts
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Merge pull request #8 from blockworks-foundation/partial_liq 

Partial liq
This commit is contained in:
dafyddd 2021-04-09 16:36:53 -04:00 committed by GitHub
parent cc73a0c2bc 52d74a6a78
commit 5f4db748eb
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GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 275 additions and 136 deletions
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93
src/client.ts
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@ -39,7 +39,11 @@ import { getFeeRates, getFeeTier, Market, OpenOrders, Orderbook } from '@project
import { SRM_DECIMALS } from '@project-serum/serum/lib/token-instructions';
import { Order } from '@project-serum/serum/lib/market';
import Wallet from '@project-serum/sol-wallet-adapter';
import { makeCancelOrderInstruction, makeSettleFundsInstruction } from './instruction';
import {
makeCancelOrderInstruction,
makeForceCancelOrdersInstruction, makePartialLiquidateInstruction,
makeSettleFundsInstruction,
} from './instruction';
import { Aggregator } from './schema';
import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
@ -164,6 +168,8 @@ export class MarginAccount {
owner!: PublicKey;
deposits!: number[];
borrows!: number[];
beingLiquidated!: boolean;
openOrders!: PublicKey[];
openOrdersAccounts: (OpenOrders | undefined)[] // undefined if an openOrdersAccount not yet initialized and has zeroKey
// TODO keep updated with websocket
@ -188,8 +194,6 @@ export class MarginAccount {
return nativeToUi(this.getNativeBorrow(mangoGroup, tokenIndex), mangoGroup.mintDecimals[tokenIndex])
}
async loadOpenOrders(
connection: Connection,
dexProgramId: PublicKey
@ -399,6 +403,7 @@ export class MangoClient {
const signers = [payer].concat(additionalSigners)
transaction.sign(...signers)
const rawTransaction = transaction.serialize()
console.log('Transaction size:', rawTransaction.length)
const startTime = getUnixTs();
const txid: TransactionSignature = await connection.sendRawTransaction(
@ -772,10 +777,88 @@ export class MangoClient {
...tokenAccs.map( (pubkey) => ( { isSigner: false, isWritable: true, pubkey })),
]
const data = encodeMangoInstruction({Liquidate: {depositQuantities: depositsBN}})
const instruction = new TransactionInstruction( { keys, data, programId })
const transaction = new Transaction()
transaction.add(instruction)
const additionalSigners = []
return await this.sendTransaction(connection, transaction, liqor, additionalSigners)
}
async forceCancelOrders(
connection: Connection,
programId: PublicKey,
mangoGroup: MangoGroup,
liqeeMarginAccount: MarginAccount,
liqor: Account,
spotMarket: Market,
limit: number
): Promise<TransactionSignature> {
const limitBn = new BN(limit)
const marketIndex = mangoGroup.getMarketIndex(spotMarket)
const dexSigner = await PublicKey.createProgramAddress(
[
spotMarket.publicKey.toBuffer(),
spotMarket['_decoded'].vaultSignerNonce.toArrayLike(Buffer, 'le', 8)
],
spotMarket.programId
)
const instruction = makeForceCancelOrdersInstruction(
programId,
mangoGroup.publicKey,
liqor.publicKey,
liqeeMarginAccount.publicKey,
mangoGroup.vaults[marketIndex],
mangoGroup.vaults[NUM_TOKENS-1],
spotMarket.publicKey,
spotMarket.bidsAddress,
spotMarket.asksAddress,
mangoGroup.signerKey,
spotMarket['_decoded'].eventQueue,
spotMarket['_decoded'].baseVault,
spotMarket['_decoded'].quoteVault,
dexSigner,
mangoGroup.dexProgramId,
liqeeMarginAccount.openOrders,
mangoGroup.oracles,
limitBn
)
const transaction = new Transaction()
transaction.add(instruction)
const additionalSigners = []
return await this.sendTransaction(connection, transaction, liqor, additionalSigners)
}
async partialLiquidate(
connection: Connection,
programId: PublicKey,
mangoGroup: MangoGroup,
liqeeMarginAccount: MarginAccount,
liqor: Account,
liqorInTokenWallet: PublicKey,
liqorOutTokenWallet: PublicKey,
inTokenIndex: number,
outTokenIndex: number,
maxDeposit: number
): Promise<TransactionSignature> {
const maxDepositBn: BN = uiToNative(maxDeposit, mangoGroup.mintDecimals[inTokenIndex])
const instruction = makePartialLiquidateInstruction(
programId,
mangoGroup.publicKey,
liqor.publicKey,
liqorInTokenWallet,
liqorOutTokenWallet,
liqeeMarginAccount.publicKey,
mangoGroup.vaults[inTokenIndex],
mangoGroup.vaults[outTokenIndex],
mangoGroup.signerKey,
liqeeMarginAccount.openOrders,
mangoGroup.oracles,
maxDepositBn
)
const transaction = new Transaction()
transaction.add(instruction)
const additionalSigners = []

204
src/index.ts
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@ -1,141 +1,87 @@
import fs from 'fs';
import { homedir } from 'os';
import { MangoClient, MangoGroup } from './client';
import IDS from './ids.json';
import { Connection, PublicKey, Account } from '@solana/web3.js';
import { nativeToUi } from './utils';
import { Account, Connection, PublicKey } from '@solana/web3.js';
export { MangoClient, MangoGroup, MarginAccount, tokenToDecimals } from './client';
export { MangoIndexLayout, MarginAccountLayout, MangoGroupLayout } from './layout';
export * from './layout';
export * from './utils'
export { IDS }
import { homedir } from 'os'
import * as fs from 'fs';
import { Aggregator } from './schema';
import { nativeToUi, sleep, uiToNative } from './utils';
import { NUM_MARKETS, NUM_TOKENS } from './layout';
export {
MangoClient,
MangoGroup,
MarginAccount,
tokenToDecimals,
} from './client';
export {
MangoIndexLayout,
MarginAccountLayout,
MangoGroupLayout,
} from './layout';
export * from './layout';
export * from './utils';
export { IDS };
// async function tests() {
// const cluster = 'devnet';
// const cluster = "mainnet-beta";
// const client = new MangoClient();
// const clusterIds = IDS[cluster];
// const connection = new Connection(IDS.cluster_urls[cluster], 'singleGossip');
// const mangoGroupPk = new PublicKey(
// clusterIds.mango_groups['BTC_ETH_USDT'].mango_group_pk,
// );
// const clusterIds = IDS[cluster]
//
// const connection = new Connection(IDS.cluster_urls[cluster], 'singleGossip')
// const mangoGroupPk = new PublicKey(clusterIds.mango_groups['BTC_ETH_USDT'].mango_group_pk);
// const mangoProgramId = new PublicKey(clusterIds.mango_program_id);
// const keyPairPath =
// process.env.KEYPAIR || homedir() + '/.config/solana/id.json';
// const payer = new Account(JSON.parse(fs.readFileSync(keyPairPath, 'utf-8')));
// async function testSolink() {
// const oraclePk = new PublicKey(IDS[cluster].oracles['ETH/USDT'])
// const agg = await Aggregator.loadWithConnection(oraclePk, connection)
// // const agg = await Aggregator.loadWithConnection(oraclePk, connection)
// console.log(agg.answer.median.toNumber(), agg.answer.updatedAt.toNumber(), agg.round.id.toNumber())
// }
// async function testDepositSrm() {
// const srmVaultPk = new PublicKey(clusterIds['mango_groups']['BTC_ETH_USDT']['srm_vault_pk'])
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk, srmVaultPk)
// const srmAccountPk = new PublicKey("6utvndL8EEjpwK5QVtguErncQEPVbkuyABmXu6FeygeV")
// const mangoSrmAccountPk = await client.depositSrm(connection, mangoProgramId, mangoGroup, payer, srmAccountPk, 100)
// console.log(mangoSrmAccountPk.toBase58())
// await sleep(2000)
// const mangoSrmAccount = await client.getMangoSrmAccount(connection, mangoSrmAccountPk)
// const txid = await client.withdrawSrm(connection, mangoProgramId, mangoGroup, mangoSrmAccount, payer, srmAccountPk, 50)
// console.log('success', txid)
// }
// async function getMarginAccountDetails() {
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk);
// const marginAccountPk = new PublicKey(
// '5pmKq6D67vdUam6KMoMNa1euaqDCScqCehtcTyhC4Koh',
// );
// console.log('ma:', mangoGroup.dexProgramId.toString());
// const marginAccount = await client.getMarginAccount(
// connection,
// marginAccountPk,
// mangoGroup.dexProgramId,
// );
// const prices = await mangoGroup.getPrices(connection);
// console.log(marginAccount.toPrettyString(mangoGroup, prices));
// for (let i = 0; i < NUM_TOKENS; i++) {
// console.log(
// i,
// marginAccount.getUiDeposit(mangoGroup, i),
// marginAccount.getUiBorrow(mangoGroup, i),
// );
//
// const keyPairPath = process.env.KEYPAIR || homedir() + '/.config/solana/id.json'
// const payer = new Account(JSON.parse(fs.readFileSync(keyPairPath, 'utf-8')))
//
//
// async function testSolink() {
//
// const oraclePk = new PublicKey(IDS[cluster].oracles['ETH/USDT'])
// const agg = await Aggregator.loadWithConnection(oraclePk, connection)
//
// // const agg = await Aggregator.loadWithConnection(oraclePk, connection)
// console.log(agg.answer.median.toNumber(), agg.answer.updatedAt.toNumber(), agg.round.id.toNumber())
//
// }
// for (let i = 0; i < NUM_MARKETS; i++) {
// let openOrdersAccount = marginAccount.openOrdersAccounts[i];
// if (openOrdersAccount === undefined) {
// continue;
//
// async function testDepositSrm() {
// const srmVaultPk = new PublicKey(clusterIds['mango_groups']['BTC_ETH_USDT']['srm_vault_pk'])
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk, srmVaultPk)
// const srmAccountPk = new PublicKey("6utvndL8EEjpwK5QVtguErncQEPVbkuyABmXu6FeygeV")
// const mangoSrmAccountPk = await client.depositSrm(connection, mangoProgramId, mangoGroup, payer, srmAccountPk, 100)
// console.log(mangoSrmAccountPk.toBase58())
// await sleep(2000)
// const mangoSrmAccount = await client.getMangoSrmAccount(connection, mangoSrmAccountPk)
// const txid = await client.withdrawSrm(connection, mangoProgramId, mangoGroup, mangoSrmAccount, payer, srmAccountPk, 50)
// console.log('success', txid)
// }
//
// async function getMarginAccountDetails() {
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk);
// const marginAccountPk = new PublicKey("BSFaizvArm1dpVGwJvrsqbWTpT8nh3xD7ERrdHuaY1C1")
// const marginAccount = await client.getMarginAccount(connection, marginAccountPk, mangoGroup.dexProgramId)
// const prices = await mangoGroup.getPrices(connection)
//
// console.log(marginAccount.toPrettyString(mangoGroup, prices))
//
// for (let i = 0; i < NUM_MARKETS; i++) {
// let openOrdersAccount = marginAccount.openOrdersAccounts[i]
// if (openOrdersAccount === undefined) {
// continue
// }
//
// for (const oid of openOrdersAccount.orders) {
// console.log(oid.toString())
// }
// console.log(i,
// nativeToUi(openOrdersAccount.quoteTokenTotal.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
// nativeToUi(openOrdersAccount.quoteTokenFree.toNumber(), mangoGroup.mintDecimals[NUM_MARKETS]),
//
// nativeToUi(openOrdersAccount.baseTokenTotal.toNumber(), mangoGroup.mintDecimals[i]),
// nativeToUi(openOrdersAccount.baseTokenFree.toNumber(), mangoGroup.mintDecimals[i])
//
// )
// }
// console.log(
// i,
// nativeToUi(
// openOrdersAccount.quoteTokenTotal.toNumber(),
// mangoGroup.mintDecimals[NUM_MARKETS],
// ),
// nativeToUi(
// openOrdersAccount.baseTokenTotal.toNumber(),
// mangoGroup.mintDecimals[i],
// ),
// );
//
// }
// await getMarginAccountDetails()
// // await testSolink()
// // testDepositSrm()
// }
// async function testDeposit() {
// const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk);
// const marginAccountPk = new PublicKey(
// '5pmKq6D67vdUam6KMoMNa1euaqDCScqCehtcTyhC4Koh',
// );
// const marginAccount = await client.getMarginAccount(
// connection,
// marginAccountPk,
// mangoGroup.dexProgramId,
// );
// console.log('starting deposit');
// try {
// await client.deposit(
// connection,
// mangoProgramId,
// mangoGroup,
// marginAccount,
// payer,
// new PublicKey('7KBVenLz5WNH4PA5MdGkJNpDDyNKnBQTwnz1UqJv9GUm'),
// new PublicKey('FNYRWcdcJn1YjWstQ7SGmSizgmERECfoknwk2cf1sQMe'),
// 1000,
// );
// } catch (e) {
// console.log('deposit error:', e);
// }
// console.log('deposit complete');
// }
// await testDeposit();
// await getMarginAccountDetails();
// await testSolink()
// testDepositSrm()
// }
// tests();
//
// tests()

81
src/instruction.ts
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@ -5,7 +5,7 @@ import {
TransactionInstruction,
} from '@solana/web3.js';
import { Order } from '@project-serum/serum/lib/market';
import { encodeMangoInstruction } from './layout';
import { encodeMangoInstruction, NUM_TOKENS } from './layout';
import { TOKEN_PROGRAM_ID } from '@project-serum/serum/lib/token-instructions';
import { uiToNative } from './utils';
@ -134,3 +134,82 @@ export function makeSettleBorrowInstruction(
});
return new TransactionInstruction({ keys, data, programId });
}
export function makeForceCancelOrdersInstruction(
programId: PublicKey,
mangoGroup: PublicKey,
liqor: PublicKey,
liqeeMarginAccount: PublicKey,
baseVault: PublicKey,
quoteVault: PublicKey,
spotMarket: PublicKey,
bids: PublicKey,
asks: PublicKey,
signerKey: PublicKey,
dexEventQueue: PublicKey,
dexBaseVault: PublicKey,
dexQuoteVault: PublicKey,
dexSigner: PublicKey,
dexProgramId: PublicKey,
openOrders: PublicKey[],
oracles: PublicKey[],
limit: BN
): TransactionInstruction {
const keys = [
{ isSigner: false, isWritable: true, pubkey: mangoGroup},
{ isSigner: true, isWritable: false, pubkey: liqor },
{ isSigner: false, isWritable: true, pubkey: liqeeMarginAccount },
{ isSigner: false, isWritable: true, pubkey: baseVault },
{ isSigner: false, isWritable: true, pubkey: quoteVault },
{ isSigner: false, isWritable: true, pubkey: spotMarket },
{ isSigner: false, isWritable: true, pubkey: bids },
{ isSigner: false, isWritable: true, pubkey: asks },
{ isSigner: false, isWritable: false, pubkey: signerKey },
{ isSigner: false, isWritable: true, pubkey: dexEventQueue },
{ isSigner: false, isWritable: true, pubkey: dexBaseVault },
{ isSigner: false, isWritable: true, pubkey: dexQuoteVault },
{ isSigner: false, isWritable: false, pubkey: dexSigner },
{ isSigner: false, isWritable: false, pubkey: TOKEN_PROGRAM_ID },
{ isSigner: false, isWritable: false, pubkey: dexProgramId },
{ isSigner: false, isWritable: false, pubkey: SYSVAR_CLOCK_PUBKEY },
...openOrders.map( (pubkey) => ( { isSigner: false, isWritable: true, pubkey })),
...oracles.map( (pubkey) => ( { isSigner: false, isWritable: false, pubkey })),
]
const data = encodeMangoInstruction({ForceCancelOrders: { limit }})
return new TransactionInstruction( { keys, data, programId })
}
export function makePartialLiquidateInstruction(
programId: PublicKey,
mangoGroup: PublicKey,
liqor: PublicKey,
liqorInTokenWallet: PublicKey,
liqorOutTokenWallet: PublicKey,
liqeeMarginAccount: PublicKey,
inTokenVault: PublicKey,
outTokenVault: PublicKey,
signerKey: PublicKey,
openOrders: PublicKey[],
oracles: PublicKey[],
maxDeposit: BN
): TransactionInstruction {
const keys = [
{ isSigner: false, isWritable: true, pubkey: mangoGroup },
{ isSigner: true, isWritable: false, pubkey: liqor },
{ isSigner: false, isWritable: true, pubkey: liqorInTokenWallet },
{ isSigner: false, isWritable: true, pubkey: liqorOutTokenWallet },
{ isSigner: false, isWritable: true, pubkey: liqeeMarginAccount },
{ isSigner: false, isWritable: true, pubkey: inTokenVault },
{ isSigner: false, isWritable: true, pubkey: outTokenVault },
{ isSigner: false, isWritable: false, pubkey: signerKey },
{ isSigner: false, isWritable: false, pubkey: TOKEN_PROGRAM_ID },
{ isSigner: false, isWritable: false, pubkey: SYSVAR_CLOCK_PUBKEY },
...openOrders.map( (pubkey) => ( { isSigner: false, isWritable: false, pubkey })),
...oracles.map( (pubkey) => ( { isSigner: false, isWritable: false, pubkey })),
]
const data = encodeMangoInstruction({PartialLiquidate: { maxDeposit }})
return new TransactionInstruction( { keys, data, programId })
}

20
src/layout.ts
View File

@ -155,7 +155,8 @@ export const MarginAccountLayout = struct([
seq(U64F64(), NUM_TOKENS, 'deposits'),
seq(U64F64(), NUM_TOKENS, 'borrows'),
seq(publicKeyLayout(), NUM_MARKETS, 'openOrders'),
seq(u8(), 8, 'padding')
u8('beingLiquidated'),
seq(u8(), 7, 'padding')
]);
export const MangoSrmAccountLayout = struct([
@ -165,6 +166,19 @@ export const MangoSrmAccountLayout = struct([
u64('amount')
]);
export const AccountLayout = struct([
publicKeyLayout('mint'),
publicKeyLayout('owner'),
u64('amount'),
u32('delegateOption'),
publicKeyLayout('delegate'),
u8('state'),
u32('isNativeOption'),
u64('isNative'),
u64('delegatedAmount'),
u32('closeAuthorityOption'),
publicKeyLayout('closeAuthority')
]);
class EnumLayout extends UInt {
values: any;
@ -260,6 +274,8 @@ MangoInstructionLayout.addVariant(14,
),
'PlaceAndSettle'
)
MangoInstructionLayout.addVariant(15, struct([u8('limit')]), 'ForceCancelOrders')
MangoInstructionLayout.addVariant(16, struct([u64('maxDeposit')]), 'PartialLiquidate')
// @ts-ignore
const instructionMaxSpan = Math.max(...Object.values(MangoInstructionLayout.registry).map((r) => r.span));
@ -268,3 +284,5 @@ export function encodeMangoInstruction(data) {
const span = MangoInstructionLayout.encode(data, b);
return b.slice(0, span);
}

13
src/utils.ts
View File

@ -11,6 +11,7 @@ import BN from 'bn.js';
import { WRAPPED_SOL_MINT } from '@project-serum/serum/lib/token-instructions';
import { blob, struct, u8, nu64 } from 'buffer-layout';
import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
import { AccountLayout } from './layout';
export const zeroKey = new PublicKey(new Uint8Array(32))
@ -230,6 +231,18 @@ export function parseTokenAccountData(
};
}
export function parseTokenAccount(
data: Buffer
): { mint: PublicKey; owner: PublicKey; amount: BN } {
const decoded = AccountLayout.decode(data)
return {
mint: decoded.mint,
owner: decoded.owner,
amount: decoded.amount
}
}
export async function getMultipleAccounts(
connection: Connection,
publicKeys: PublicKey[]