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mango-v4
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dont drop or rally stable assets 

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2023-05-16 10:05:10 +02:00
parent 590cdb8f60
commit 2a490556f7
2 changed files with 20 additions and 13 deletions
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6
ts/client/scripts/risk.ts
View File

@ -30,7 +30,11 @@ async function buildClient(): Promise<MangoClient> {
async function main(): Promise<void> {
const client = await buildClient();
const group = await client.getGroup(new PublicKey(GROUP_PK));
console.log(JSON.stringify(await getRiskStats(client, group), null, 2));
try {
console.log(JSON.stringify(await getRiskStats(client, group), null, 2));
} catch (error) {
console.log(error);
}
}
main();

27
ts/client/src/risk.ts
View File

@ -63,17 +63,18 @@ export async function computePriceImpactOnJup(
const response = await (await buildFetch())(url);
try {
let res = await response.json();
res = res.data[0];
if (parseFloat(res.priceImpactPct) < 0) {
console.log(url);
const res = await response.json();
if (res['data'] && res.data.length > 0 && res.data[0].outAmount) {
return {
outAmount: parseFloat(res.data[0].outAmount),
priceImpactPct: parseFloat(res.data[0].priceImpactPct),
};
} else {
return {
outAmount: -1,
priceImpactPct: -1,
};
}
return {
outAmount: parseFloat(res.outAmount),
priceImpactPct: parseFloat(res.priceImpactPct),
};
} catch (e) {
console.log(e);
throw e;
@ -350,6 +351,7 @@ export async function getRiskStats(
const groupDrop: Group = cloneDeep(group);
Array.from(groupDrop.banksMapByTokenIndex.values())
.flat()
.filter((b) => !b.name.includes('USD'))
.forEach((b) => {
b['oldUiPrice'] = b._uiPrice;
b._uiPrice = b._uiPrice! * drop;
@ -366,6 +368,7 @@ export async function getRiskStats(
const groupRally: Group = cloneDeep(group);
Array.from(groupRally.banksMapByTokenIndex.values())
.flat()
.filter((b) => !b.name.includes('USD'))
.forEach((b) => {
b['oldUiPrice'] = b._uiPrice;
b._uiPrice = b._uiPrice! * rally;
@ -397,13 +400,13 @@ export async function getRiskStats(
assetDrop: {
title: `Table 1a: Liqors acquire liabs and assets. The assets and liabs are sum of max assets and max
liabs for any token which would be liquidated to fix the health of a mango account.
This would be the slippage they would face on buying-liabs/offloading-assets tokens acquired from unhealth accounts after a 40% drop`,
This would be the slippage they would face on buying-liabs/offloading-assets tokens acquired from unhealth accounts after a 40% drop to all non-stable assets`,
data: assetDrop,
},
assetRally: {
title: `Table 1b: Liqors acquire liabs and assets. The assets and liabs are sum of max assets and max
liabs for any token which would be liquidated to fix the health of a mango account.
This would be the slippage they would face on buying-liabs/offloading-assets tokens acquired from unhealth accounts after a 40% rally`,
This would be the slippage they would face on buying-liabs/offloading-assets tokens acquired from unhealth accounts after a 40% rally to all non-stable assets`,
data: assetRally,
},
perpDrop: {