--wip-- [skip ci]
This commit is contained in:
microwavedcola1
parent
5c314bd085
commit
5a3c01a55c
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@ -1,16 +1,9 @@
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import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
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import { Cluster, Connection, Keypair, PublicKey } from '@solana/web3.js';
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import copy from 'fast-copy';
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import { cpuUsage } from 'process';
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import { Group } from '../../src/accounts/group';
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import { HealthCache } from '../../src/accounts/healthCache';
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import { HealthType, MangoAccount } from '../../src/accounts/mangoAccount';
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import { PerpMarket } from '../../src/accounts/perp';
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import { Serum3Market } from '../../src/accounts/serum3';
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import { MangoAccount } from '../../src/accounts/mangoAccount';
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import { MangoClient } from '../../src/client';
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import { MANGO_V4_ID } from '../../src/constants';
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import { ZERO_I80F48 } from '../../src/numbers/I80F48';
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import { toUiDecimalsForQuote } from '../../src/utils';
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const CLUSTER_URL =
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process.env.CLUSTER_URL_OVERRIDE || process.env.MB_CLUSTER_URL;
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@ -27,56 +20,56 @@ async function debugUser(
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group: Group,
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mangoAccount: MangoAccount,
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): Promise<void> {
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console.log(mangoAccount.toString(group));
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// console.log(mangoAccount.toString(group));
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await mangoAccount.reload(client);
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console.log(
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'mangoAccount.getEquity() ' +
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toUiDecimalsForQuote(mangoAccount.getEquity(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getHealth(HealthType.init) ' +
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toUiDecimalsForQuote(
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mangoAccount.getHealth(group, HealthType.init)!.toNumber(),
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),
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);
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console.log(
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'HealthCache.fromMangoAccount(group,mangoAccount).health(HealthType.init) ' +
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toUiDecimalsForQuote(
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HealthCache.fromMangoAccount(group, mangoAccount)
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.health(HealthType.init)
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.toNumber(),
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),
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);
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console.log(
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'mangoAccount.getHealthRatio(HealthType.init) ' +
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mangoAccount.getHealthRatio(group, HealthType.init)!.toNumber(),
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);
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console.log(
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'mangoAccount.getHealthRatioUi(HealthType.init) ' +
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mangoAccount.getHealthRatioUi(group, HealthType.init),
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);
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console.log(
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'mangoAccount.getHealthRatio(HealthType.maint) ' +
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mangoAccount.getHealthRatio(group, HealthType.maint)!.toNumber(),
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);
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console.log(
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'mangoAccount.getHealthRatioUi(HealthType.maint) ' +
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mangoAccount.getHealthRatioUi(group, HealthType.maint),
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);
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console.log(
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'mangoAccount.getCollateralValue() ' +
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toUiDecimalsForQuote(mangoAccount.getCollateralValue(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getAssetsValue() ' +
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toUiDecimalsForQuote(mangoAccount.getAssetsValue(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getLiabsValue() ' +
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toUiDecimalsForQuote(mangoAccount.getLiabsValue(group)!.toNumber()),
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);
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// console.log(
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// 'mangoAccount.getEquity() ' +
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// toUiDecimalsForQuote(mangoAccount.getEquity(group)!.toNumber()),
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// );
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// console.log(
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// 'mangoAccount.getHealth(HealthType.init) ' +
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// toUiDecimalsForQuote(
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// mangoAccount.getHealth(group, HealthType.init)!.toNumber(),
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// ),
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// );
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// console.log(
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// 'HealthCache.fromMangoAccount(group,mangoAccount).health(HealthType.init) ' +
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// toUiDecimalsForQuote(
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// HealthCache.fromMangoAccount(group, mangoAccount)
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// .health(HealthType.init)
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// .toNumber(),
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// ),
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// );
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// console.log(
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// 'mangoAccount.getHealthRatio(HealthType.init) ' +
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// mangoAccount.getHealthRatio(group, HealthType.init)!.toNumber(),
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// );
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// console.log(
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// 'mangoAccount.getHealthRatioUi(HealthType.init) ' +
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// mangoAccount.getHealthRatioUi(group, HealthType.init),
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// );
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// console.log(
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// 'mangoAccount.getHealthRatio(HealthType.maint) ' +
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// mangoAccount.getHealthRatio(group, HealthType.maint)!.toNumber(),
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// );
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// console.log(
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// 'mangoAccount.getHealthRatioUi(HealthType.maint) ' +
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// mangoAccount.getHealthRatioUi(group, HealthType.maint),
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// );
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// console.log(
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// 'mangoAccount.getCollateralValue() ' +
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// toUiDecimalsForQuote(mangoAccount.getCollateralValue(group)!.toNumber()),
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// );
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// console.log(
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// 'mangoAccount.getAssetsValue() ' +
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// toUiDecimalsForQuote(mangoAccount.getAssetsValue(group)!.toNumber()),
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// );
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// console.log(
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// 'mangoAccount.getLiabsValue() ' +
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// toUiDecimalsForQuote(mangoAccount.getLiabsValue(group)!.toNumber()),
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// );
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async function getMaxWithdrawWithBorrowForTokenUiWrapper(
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token,
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@ -93,178 +86,178 @@ async function debugUser(
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await getMaxWithdrawWithBorrowForTokenUiWrapper(srcToken);
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}
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function getMaxSourceForTokenSwapWrapper(src, tgt): void {
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// Turn on for debugging specific pairs
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// if (src != 'USDC' || tgt != 'MNGO') return;
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// function getMaxSourceForTokenSwapWrapper(src, tgt): void {
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// // Turn on for debugging specific pairs
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// // if (src != 'USDC' || tgt != 'MNGO') return;
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let maxSourceUi;
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try {
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maxSourceUi = mangoAccount.getMaxSourceUiForTokenSwap(
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group,
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group.banksMapByName.get(src)![0].mint,
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group.banksMapByName.get(tgt)![0].mint,
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);
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} catch (error) {
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console.log(`Error for ${src}->${tgt}, ` + error.toString());
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}
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// let maxSourceUi;
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// try {
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// maxSourceUi = mangoAccount.getMaxSourceUiForTokenSwap(
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// group,
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// group.banksMapByName.get(src)![0].mint,
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// group.banksMapByName.get(tgt)![0].mint,
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// );
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// } catch (error) {
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// console.log(`Error for ${src}->${tgt}, ` + error.toString());
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// }
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const maxTargetUi =
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maxSourceUi *
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(group.banksMapByName.get(src)![0].uiPrice /
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group.banksMapByName.get(tgt)![0].uiPrice);
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// const maxTargetUi =
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// maxSourceUi *
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// (group.banksMapByName.get(src)![0].uiPrice /
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// group.banksMapByName.get(tgt)![0].uiPrice);
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const sim = mangoAccount.simHealthRatioWithTokenPositionUiChanges(group, [
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{
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mintPk: group.banksMapByName.get(src)![0].mint,
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uiTokenAmount: -maxSourceUi,
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},
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{
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mintPk: group.banksMapByName.get(tgt)![0].mint,
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uiTokenAmount: maxTargetUi,
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},
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]);
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console.log(
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`getMaxSourceForTokenSwap ${src.padEnd(4)} ${tgt.padEnd(4)} ` +
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maxSourceUi.toFixed(3).padStart(10) +
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`, health ratio after (${sim.toFixed(3).padStart(10)})`,
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);
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}
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for (const srcToken of Array.from(group.banksMapByName.keys()).sort()) {
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for (const tgtToken of Array.from(group.banksMapByName.keys()).sort()) {
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getMaxSourceForTokenSwapWrapper(srcToken, tgtToken);
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}
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}
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// const sim = mangoAccount.simHealthRatioWithTokenPositionUiChanges(group, [
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// {
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// mintPk: group.banksMapByName.get(src)![0].mint,
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// uiTokenAmount: -maxSourceUi,
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// },
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// {
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// mintPk: group.banksMapByName.get(tgt)![0].mint,
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// uiTokenAmount: maxTargetUi,
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// },
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// ]);
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// console.log(
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// `getMaxSourceForTokenSwap ${src.padEnd(4)} ${tgt.padEnd(4)} ` +
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// maxSourceUi.toFixed(3).padStart(10) +
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// `, health ratio after (${sim.toFixed(3).padStart(10)})`,
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// );
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// }
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// for (const srcToken of Array.from(group.banksMapByName.keys()).sort()) {
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// for (const tgtToken of Array.from(group.banksMapByName.keys()).sort()) {
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// getMaxSourceForTokenSwapWrapper(srcToken, tgtToken);
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// }
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// }
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function getMaxForPerpWrapper(perpMarket: PerpMarket): void {
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const maxQuoteUi = mangoAccount.getMaxQuoteForPerpBidUi(
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group,
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perpMarket.perpMarketIndex,
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);
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const simMaxQuote = mangoAccount.simHealthRatioWithPerpBidUiChanges(
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group,
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perpMarket.perpMarketIndex,
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maxQuoteUi / perpMarket.uiPrice,
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);
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const maxBaseUi = mangoAccount.getMaxBaseForPerpAskUi(
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group,
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perpMarket.perpMarketIndex,
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);
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const simMaxBase = mangoAccount.simHealthRatioWithPerpAskUiChanges(
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group,
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perpMarket.perpMarketIndex,
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maxBaseUi,
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);
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console.log(
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`getMaxPerp ${perpMarket.name.padStart(
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10,
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)} getMaxQuoteForPerpBidUi ${maxQuoteUi
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.toFixed(3)
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.padStart(10)} health ratio after (${simMaxQuote
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.toFixed(3)
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.padStart(10)}), getMaxBaseForPerpAskUi ${maxBaseUi
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.toFixed(3)
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.padStart(10)} health ratio after (${simMaxBase
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.toFixed(3)
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.padStart(10)})`,
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);
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}
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for (const perpMarket of Array.from(
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group.perpMarketsMapByMarketIndex.values(),
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)) {
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getMaxForPerpWrapper(perpMarket);
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}
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// function getMaxForPerpWrapper(perpMarket: PerpMarket): void {
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// const maxQuoteUi = mangoAccount.getMaxQuoteForPerpBidUi(
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// group,
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// perpMarket.perpMarketIndex,
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// );
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// const simMaxQuote = mangoAccount.simHealthRatioWithPerpBidUiChanges(
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// group,
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// perpMarket.perpMarketIndex,
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// maxQuoteUi / perpMarket.uiPrice,
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// );
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// const maxBaseUi = mangoAccount.getMaxBaseForPerpAskUi(
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// group,
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// perpMarket.perpMarketIndex,
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// );
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// const simMaxBase = mangoAccount.simHealthRatioWithPerpAskUiChanges(
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// group,
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// perpMarket.perpMarketIndex,
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// maxBaseUi,
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// );
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// console.log(
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// `getMaxPerp ${perpMarket.name.padStart(
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// 10,
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// )} getMaxQuoteForPerpBidUi ${maxQuoteUi
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// .toFixed(3)
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// .padStart(10)} health ratio after (${simMaxQuote
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// .toFixed(3)
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// .padStart(10)}), getMaxBaseForPerpAskUi ${maxBaseUi
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// .toFixed(3)
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// .padStart(10)} health ratio after (${simMaxBase
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// .toFixed(3)
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// .padStart(10)})`,
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// );
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// }
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// for (const perpMarket of Array.from(
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// group.perpMarketsMapByMarketIndex.values(),
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// )) {
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// getMaxForPerpWrapper(perpMarket);
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// }
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function getMaxForSerum3Wrapper(serum3Market: Serum3Market): void {
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console.log(
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`getMaxQuoteForSerum3BidUi ${serum3Market.name} ` +
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mangoAccount.getMaxQuoteForSerum3BidUi(
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group,
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serum3Market.serumMarketExternal,
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),
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);
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console.log(
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`- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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mangoAccount.simHealthRatioWithSerum3BidUiChanges(
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group,
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mangoAccount.getMaxQuoteForSerum3BidUi(
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group,
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serum3Market.serumMarketExternal,
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),
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serum3Market.serumMarketExternal,
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HealthType.init,
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),
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);
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console.log(
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`getMaxBaseForSerum3AskUi ${serum3Market.name} ` +
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mangoAccount.getMaxBaseForSerum3AskUi(
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group,
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serum3Market.serumMarketExternal,
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),
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);
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console.log(
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`- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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mangoAccount.simHealthRatioWithSerum3AskUiChanges(
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group,
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mangoAccount.getMaxBaseForSerum3AskUi(
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group,
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serum3Market.serumMarketExternal,
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),
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serum3Market.serumMarketExternal,
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HealthType.init,
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),
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);
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}
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for (const serum3Market of Array.from(
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group.serum3MarketsMapByExternal.values(),
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)) {
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getMaxForSerum3Wrapper(serum3Market);
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}
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// function getMaxForSerum3Wrapper(serum3Market: Serum3Market): void {
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// console.log(
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// `getMaxQuoteForSerum3BidUi ${serum3Market.name} ` +
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// mangoAccount.getMaxQuoteForSerum3BidUi(
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// group,
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// serum3Market.serumMarketExternal,
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// ),
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// );
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// console.log(
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// `- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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// mangoAccount.simHealthRatioWithSerum3BidUiChanges(
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// group,
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// mangoAccount.getMaxQuoteForSerum3BidUi(
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// group,
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// serum3Market.serumMarketExternal,
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// ),
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// serum3Market.serumMarketExternal,
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// HealthType.init,
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// ),
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// );
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// console.log(
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// `getMaxBaseForSerum3AskUi ${serum3Market.name} ` +
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// mangoAccount.getMaxBaseForSerum3AskUi(
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// group,
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// serum3Market.serumMarketExternal,
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// ),
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// );
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// console.log(
|
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// `- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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// mangoAccount.simHealthRatioWithSerum3AskUiChanges(
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// group,
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// mangoAccount.getMaxBaseForSerum3AskUi(
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// group,
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// serum3Market.serumMarketExternal,
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// ),
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// serum3Market.serumMarketExternal,
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// HealthType.init,
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// ),
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// );
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// }
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// for (const serum3Market of Array.from(
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// group.serum3MarketsMapByExternal.values(),
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// )) {
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// getMaxForSerum3Wrapper(serum3Market);
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// }
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// Liquidation price for perp positions
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for (const pp of mangoAccount.perpActive()) {
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const pm = group.getPerpMarketByMarketIndex(pp.marketIndex);
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const health = toUiDecimalsForQuote(
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mangoAccount.getHealth(group, HealthType.maint),
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);
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// // Liquidation price for perp positions
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// for (const pp of mangoAccount.perpActive()) {
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// const pm = group.getPerpMarketByMarketIndex(pp.marketIndex);
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// const health = toUiDecimalsForQuote(
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// mangoAccount.getHealth(group, HealthType.maint),
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// );
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|
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if (
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// pp.getNotionalValueUi(pm) > 1000 &&
|
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// !(pp.getNotionalValueUi(pm) < health && pp.getBasePosition(pm).isPos())
|
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// eslint-disable-next-line no-constant-condition
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true
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) {
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const then = Date.now();
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const startUsage = cpuUsage();
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// if (
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// // pp.getNotionalValueUi(pm) > 1000 &&
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// // !(pp.getNotionalValueUi(pm) < health && pp.getBasePosition(pm).isPos())
|
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// // eslint-disable-next-line no-constant-condition
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// true
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// ) {
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// const then = Date.now();
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// const startUsage = cpuUsage();
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const lp = await pp.getLiquidationPrice(group, mangoAccount);
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if (lp == null || lp.lt(ZERO_I80F48())) {
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continue;
|
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}
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const lpUi = group
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.getPerpMarketByMarketIndex(pp.marketIndex)
|
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.priceNativeToUi(lp.toNumber());
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// const lp = await pp.getLiquidationPrice(group, mangoAccount);
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// if (lp == null || lp.lt(ZERO_I80F48())) {
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// continue;
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// }
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// const lpUi = group
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// .getPerpMarketByMarketIndex(pp.marketIndex)
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// .priceNativeToUi(lp.toNumber());
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const gClone: Group = copy(group);
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gClone.getPerpMarketByMarketIndex(pm.perpMarketIndex)._price = lp;
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// const gClone: Group = copy(group);
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// gClone.getPerpMarketByMarketIndex(pm.perpMarketIndex)._price = lp;
|
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const simHealth = toUiDecimalsForQuote(
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mangoAccount.getHealth(gClone, HealthType.maint),
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);
|
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// const simHealth = toUiDecimalsForQuote(
|
||||
// mangoAccount.getHealth(gClone, HealthType.maint),
|
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// );
|
||||
|
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const now = Date.now();
|
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const endUsage = cpuUsage(startUsage);
|
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// const now = Date.now();
|
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// const endUsage = cpuUsage(startUsage);
|
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|
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console.log(
|
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` - ${pm.name}, health: ${health.toLocaleString()}, side: ${
|
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pp.getBasePosition(pm).isPos() ? 'LONG' : 'SHORT'
|
||||
}, notional: ${pp
|
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.getNotionalValueUi(pm)
|
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.toLocaleString()}, liq price: ${lpUi.toLocaleString()}, sim health: ${simHealth.toLocaleString()}, time ${
|
||||
now - then
|
||||
}ms, cpu usage ${(endUsage['user'] / 1000).toLocaleString()}ms`,
|
||||
);
|
||||
}
|
||||
}
|
||||
// console.log(
|
||||
// ` - ${pm.name}, health: ${health.toLocaleString()}, side: ${
|
||||
// pp.getBasePosition(pm).isPos() ? 'LONG' : 'SHORT'
|
||||
// }, notional: ${pp
|
||||
// .getNotionalValueUi(pm)
|
||||
// .toLocaleString()}, liq price: ${lpUi.toLocaleString()}, sim health: ${simHealth.toLocaleString()}, time ${
|
||||
// now - then
|
||||
// }ms, cpu usage ${(endUsage['user'] / 1000).toLocaleString()}ms`,
|
||||
// );
|
||||
// }
|
||||
// }
|
||||
}
|
||||
|
||||
async function main(): Promise<void> {
|
||||
|
|
|
|||
Loading…
Reference in New Issue