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mango-v4
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Changed max_settle_amount to u64

This commit is contained in:
Conj0iner 2022-09-09 18:29:02 +08:00
parent 1f26a54399
commit 3b3286a5b3
6 changed files with 73 additions and 72 deletions
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4
programs/mango-v4/src/instructions/perp_settle_fees.rs
View File

@ -29,7 +29,7 @@ pub struct PerpSettleFees<'info> {
pub quote_bank: AccountLoader<'info, Bank>,
}
pub fn perp_settle_fees(ctx: Context<PerpSettleFees>, max_settle_amount: I80F48) -> Result<()> {
pub fn perp_settle_fees(ctx: Context<PerpSettleFees>, max_settle_amount: u64) -> Result<()> {
// max_settle_amount must greater than zero
require!(
max_settle_amount > 0,
@ -71,7 +71,7 @@ pub fn perp_settle_fees(ctx: Context<PerpSettleFees>, max_settle_amount: I80F48)
let settlement = pnl
.abs()
.min(perp_market.fees_accrued.abs())
.min(max_settle_amount);
.min(I80F48::from(max_settle_amount));
perp_position.change_quote_position(settlement);
perp_market.fees_accrued = cm!(perp_market.fees_accrued - settlement);

7
programs/mango-v4/src/instructions/perp_settle_pnl.rs
View File

@ -34,7 +34,7 @@ pub struct PerpSettlePnl<'info> {
pub quote_bank: AccountLoader<'info, Bank>,
}
pub fn perp_settle_pnl(ctx: Context<PerpSettlePnl>, max_settle_amount: I80F48) -> Result<()> {
pub fn perp_settle_pnl(ctx: Context<PerpSettlePnl>, max_settle_amount: u64) -> Result<()> {
// Cannot settle with yourself
require!(
ctx.accounts.account_a.to_account_info().key
@ -83,7 +83,10 @@ pub fn perp_settle_pnl(ctx: Context<PerpSettlePnl>, max_settle_amount: I80F48) -
require!(b_pnl.is_negative(), MangoError::ProfitabilityMismatch);
// Settle for the maximum possible capped to max_settle_amount
let settlement = a_pnl.abs().min(b_pnl.abs()).min(max_settle_amount);
let settlement = a_pnl
.abs()
.min(b_pnl.abs())
.min(I80F48::from(max_settle_amount));
a_perp_position.change_quote_position(-settlement);
b_perp_position.change_quote_position(settlement);

4
programs/mango-v4/src/lib.rs
View File

@ -499,11 +499,11 @@ pub mod mango_v4 {
instructions::perp_update_funding(ctx)
}
pub fn perp_settle_pnl(ctx: Context<PerpSettlePnl>, max_settle_amount: I80F48) -> Result<()> {
pub fn perp_settle_pnl(ctx: Context<PerpSettlePnl>, max_settle_amount: u64) -> Result<()> {
instructions::perp_settle_pnl(ctx, max_settle_amount)
}
pub fn perp_settle_fees(ctx: Context<PerpSettleFees>, max_settle_amount: I80F48) -> Result<()> {
pub fn perp_settle_fees(ctx: Context<PerpSettleFees>, max_settle_amount: u64) -> Result<()> {
instructions::perp_settle_fees(ctx, max_settle_amount)
}
// TODO

4
programs/mango-v4/tests/program_test/mango_client.rs
View File

@ -2517,7 +2517,7 @@ pub struct PerpSettlePnlInstruction {
pub perp_market: Pubkey,
pub oracle: Pubkey,
pub quote_bank: Pubkey,
pub max_settle_amount: I80F48,
pub max_settle_amount: u64,
}
#[async_trait::async_trait(?Send)]
impl ClientInstruction for PerpSettlePnlInstruction {
@ -2571,7 +2571,7 @@ pub struct PerpSettleFeesInstruction {
pub perp_market: Pubkey,
pub oracle: Pubkey,
pub quote_bank: Pubkey,
pub max_settle_amount: I80F48,
pub max_settle_amount: u64,
}
#[async_trait::async_trait(?Send)]
impl ClientInstruction for PerpSettleFeesInstruction {

69
programs/mango-v4/tests/test_perp_settle.rs
View File

@ -321,7 +321,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[1].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -342,7 +342,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[1].oracle, // Using oracle for token 1 not 0
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -363,7 +363,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -384,7 +384,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market: perp_market_2,
oracle: tokens[1].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -396,27 +396,25 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
);
// max_settle_amount must be greater than zero
for max_amnt in vec![I80F48::ZERO, I80F48::from(-100)] {
let result = send_tx(
solana,
PerpSettlePnlInstruction {
group,
account_a: account_0,
account_b: account_1,
perp_market: perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: max_amnt,
},
)
.await;
let result = send_tx(
solana,
PerpSettlePnlInstruction {
group,
account_a: account_0,
account_b: account_1,
perp_market: perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: 0,
},
)
.await;
assert_mango_error(
&result,
MangoError::MaxSettleAmountMustBeGreaterThanZero.into(),
"max_settle_amount must be greater than zero".to_string(),
);
}
assert_mango_error(
&result,
MangoError::MaxSettleAmountMustBeGreaterThanZero.into(),
"max_settle_amount must be greater than zero".to_string(),
);
// TODO: Test funding settlement
@ -460,7 +458,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -480,7 +478,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -523,7 +521,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
}
// Partially execute the settle
let partial_settle_amount = I80F48::from(200);
let partial_settle_amount = 200;
send_tx(
solana,
PerpSettlePnlInstruction {
@ -557,32 +555,33 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
assert_eq!(
mango_account_0.perps[0].quote_position_native().round(),
I80F48::from(-100_020) - partial_settle_amount,
I80F48::from(-100_020) - I80F48::from(partial_settle_amount),
"quote position reduced for profitable position by max_settle_amount"
);
assert_eq!(
mango_account_1.perps[0].quote_position_native().round(),
I80F48::from(100_000) + partial_settle_amount,
I80F48::from(100_000 + partial_settle_amount),
"quote position increased for losing position by opposite of first account"
);
assert_eq!(
mango_account_0.tokens[0].native(&bank).round(),
I80F48::from(initial_token_deposit) + partial_settle_amount,
I80F48::from(initial_token_deposit + partial_settle_amount),
"account 0 token native position increased (profit) by max_settle_amount"
);
assert_eq!(
mango_account_1.tokens[0].native(&bank).round(),
I80F48::from(initial_token_deposit) - partial_settle_amount,
I80F48::from(initial_token_deposit) - I80F48::from(partial_settle_amount),
"account 1 token native position decreased (loss) by max_settle_amount"
);
assert_eq!(
mango_account_0.net_settled, partial_settle_amount,
mango_account_0.net_settled, partial_settle_amount as i64,
"net_settled on account 0 updated with profit from settlement"
);
assert_eq!(
mango_account_1.net_settled, -partial_settle_amount,
mango_account_1.net_settled,
-(partial_settle_amount as i64),
"net_settled on account 1 updated with loss from settlement"
);
}
@ -597,7 +596,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await
@ -692,7 +691,7 @@ async fn test_perp_settle_pnl() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await

57
programs/mango-v4/tests/test_perp_settle_fees.rs
View File

@ -318,7 +318,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[1].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -338,7 +338,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
perp_market,
oracle: tokens[1].oracle, // Using oracle for token 1 not 0
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -358,7 +358,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
perp_market: perp_market_2,
oracle: tokens[1].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -370,26 +370,24 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
);
// max_settle_amount must be greater than zero
for max_amnt in vec![I80F48::ZERO, I80F48::from(-100)] {
let result = send_tx(
solana,
PerpSettleFeesInstruction {
group,
account: account_1,
perp_market: perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: max_amnt,
},
)
.await;
let result = send_tx(
solana,
PerpSettleFeesInstruction {
group,
account: account_1,
perp_market: perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: 0,
},
)
.await;
assert_mango_error(
&result,
MangoError::MaxSettleAmountMustBeGreaterThanZero.into(),
"max_settle_amount must be greater than zero".to_string(),
);
}
assert_mango_error(
&result,
MangoError::MaxSettleAmountMustBeGreaterThanZero.into(),
"max_settle_amount must be greater than zero".to_string(),
);
// TODO: Test funding settlement
@ -430,7 +428,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await;
@ -507,7 +505,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
}
// Partially execute the settle
let partial_settle_amount = I80F48::from(10);
let partial_settle_amount = 10;
send_tx(
solana,
PerpSettleFeesInstruction {
@ -535,24 +533,25 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
assert_eq!(
mango_account_1.perps[0].quote_position_native().round(),
I80F48::from(100_000) + partial_settle_amount,
I80F48::from(100_000 + partial_settle_amount),
"quote position increased for losing position by fee settle amount"
);
assert_eq!(
mango_account_1.tokens[0].native(&bank).round(),
I80F48::from(initial_token_deposit) - partial_settle_amount,
I80F48::from(initial_token_deposit - partial_settle_amount),
"account 1 token native position decreased (loss) by max_settle_amount"
);
assert_eq!(
mango_account_1.net_settled, -partial_settle_amount,
mango_account_1.net_settled,
-(partial_settle_amount as i64),
"net_settled on account 1 updated with loss from settlement"
);
assert_eq!(
perp_market.fees_accrued.round(),
initial_fees - partial_settle_amount,
initial_fees - I80F48::from(partial_settle_amount),
"Fees accrued have been reduced by partial settle"
);
assert_eq!(
@ -571,7 +570,7 @@ async fn test_perp_settle_fees() -> Result<(), TransportError> {
perp_market,
oracle: tokens[0].oracle,
quote_bank: tokens[0].bank,
max_settle_amount: I80F48::MAX,
max_settle_amount: u64::MAX,
},
)
.await