deploy->dev (#612)

* expose perp order type on perp order Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.9.17 * Fix funding rate method Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix scrript Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.9.18 * ts-client v0.9.19 * fix script * update reduce only and force close flags in ts client Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.13.1 * expose underlying property Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.13.2 * Fix bug in closing mango account (#559) * reafactor code for collecting health accounts, fix bug where bank oracle was skipped while closing account Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.13.3 * fix client code for building health accounts Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.13.4 * Fix bug in sim max serum3 bid Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.13.5 * increase charge Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts-client v0.14.0 * Fix getBorrowRate() to include loan upkeep * ts-client v0.14.1 * Client: Move jup's CU ix outside of flash loan That makes a flash loan based jup swap usable with delegates. * liquidator: Don't attempt to close in-use token positions This could happen if the user manually used serum on the liquidator account. * Mc/ci cd (#570) * prettier Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix branch Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * rename Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Increase iterations for max swap to fix some edge case, fix debug script since fees are already accounted for Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.14.2 * Risk notification bot (#565) * risk stuff Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * cleanup Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * client function Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.0 * fix risk computati Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.2 * Fix units Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * dont drop or rally stable assets Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * dont skip usdc Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.3 * Fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.4 * update Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.5 * update Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.6 * add highlight Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.7 * Fix math Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.10 * Fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.15.12 * no-cors Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * use birdeye for prices * try to override bad node-fetch code * Mc/client simple setup (#611) * make setting up of ts client easier Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * docs Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts client: perp place order ix builders with self trade behavior (#609) * ix builders for self trade behavior on perps Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ix builders for self trade behavior on perps Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.16.0 * typo Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * typo Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * move to new ixs Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.16.1 * Revert "try to override bad node-fetch code" This reverts commit 468754d5ae. --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Christian Kamm <mail@ckamm.de> Co-authored-by: tjs <tjshipe@gmail.com>
2023-06-19 14:24:06 +02:00 · 2023-06-19 14:24:06 +02:00 · 6b2e9bbf12
parent f3f8359fd1
commit 6b2e9bbf12
6 changed files with 191 additions and 20 deletions
--- a/package.json
+++ b/package.json
@ -1,6 +1,6 @@
 {
  "name": "@blockworks-foundation/mango-v4",
-  "version": "0.15.12",
+  "version": "0.16.1",
  "description": "Typescript Client for mango-v4 program.",
  "repository": "https://github.com/blockworks-foundation/mango-v4",
  "author": {
@ -72,6 +72,7 @@
    "node-kraken-api": "^2.2.2"
  },
  "resolutions": {
+    "@coral-xyz/anchor": "^0.26.0",
    "**/@solana/web3.js/node-fetch": "https://github.com/blockworks-foundation/node-fetch.git#v2.6.11-fixed"
  },
  "license": "MIT"
--- a/ts/client/scripts/archive/devnet-user.ts
+++ b/ts/client/scripts/archive/devnet-user.ts
@ -120,7 +120,6 @@ async function main(): Promise<void> {

    // deposit USDC
    let oldBalance = mangoAccount.getTokenBalance(
-      group,
      group.getFirstBankByMint(new PublicKey(DEVNET_MINTS.get('USDC')!)),
    );
    await client.tokenDeposit(
@ -131,7 +130,6 @@ async function main(): Promise<void> {
    );
    await mangoAccount.reload(client);
    let newBalance = mangoAccount.getTokenBalance(
-      group,
      group.getFirstBankByMint(new PublicKey(DEVNET_MINTS.get('USDC')!)),
    );
    expect(toUiDecimalsForQuote(newBalance.sub(oldBalance)).toString()).equals(
@ -159,7 +157,6 @@ async function main(): Promise<void> {
    // withdraw USDC
    console.log(`...withdrawing 1 USDC`);
    oldBalance = mangoAccount.getTokenBalance(
-      group,
      group.getFirstBankByMint(new PublicKey(DEVNET_MINTS.get('USDC')!)),
    );
    await client.tokenWithdraw(
@ -171,7 +168,6 @@ async function main(): Promise<void> {
    );
    await mangoAccount.reload(client);
    newBalance = mangoAccount.getTokenBalance(
-      group,
      group.getFirstBankByMint(new PublicKey(DEVNET_MINTS.get('USDC')!)),
    );
    expect(toUiDecimalsForQuote(oldBalance.sub(newBalance)).toString()).equals(
--- a/ts/client/scripts/mm/market-maker.ts
+++ b/ts/client/scripts/mm/market-maker.ts
@ -18,6 +18,7 @@ import {
  PerpMarketIndex,
  PerpOrderSide,
  PerpOrderType,
+  PerpSelfTradeBehavior,
 } from '../../src/accounts/perp';
 import { MangoClient } from '../../src/client';
 import { MANGO_V4_ID } from '../../src/constants';
@ -506,7 +507,7 @@ async function makeMarketUpdateInstructions(

    moveOrders = openOrders.length < 2;

-    const placeBidOPegIx = await client.perpPlaceOrderPeggedIx(
+    const placeBidOPegIx = await client.perpPlaceOrderPeggedV2Ix(
      group,
      mangoAccount,
      perpMarketIndex,
@ -519,12 +520,13 @@ async function makeMarketUpdateInstructions(
      undefined,
      Date.now(),
      PerpOrderType.limit,
+      PerpSelfTradeBehavior.cancelProvide,
      false,
      expiryTimestamp,
      20,
    );

-    const placeAskOPegIx = await client.perpPlaceOrderPeggedIx(
+    const placeAskOPegIx = await client.perpPlaceOrderPeggedV2Ix(
      group,
      mangoAccount,
      perpMarketIndex,
@ -537,6 +539,7 @@ async function makeMarketUpdateInstructions(
      undefined,
      Date.now(),
      PerpOrderType.limit,
+      PerpSelfTradeBehavior.cancelProvide,
      false,
      expiryTimestamp,
      20,
@ -624,7 +627,7 @@ async function makeMarketUpdateInstructions(
        10,
      );

-      const placeBidIx = await client.perpPlaceOrderIx(
+      const placeBidIx = await client.perpPlaceOrderV2Ix(
        group,
        mangoAccount,
        perpMarketIndex,
@ -634,12 +637,13 @@ async function makeMarketUpdateInstructions(
        undefined,
        Date.now(),
        PerpOrderType.postOnlySlide,
+        PerpSelfTradeBehavior.cancelProvide,
        false,
        expiryTimestamp,
        20,
      );

-      const placeAskIx = await client.perpPlaceOrderIx(
+      const placeAskIx = await client.perpPlaceOrderV2Ix(
        group,
        mangoAccount,
        perpMarketIndex,
@ -649,6 +653,7 @@ async function makeMarketUpdateInstructions(
        undefined,
        Date.now(),
        PerpOrderType.postOnlySlide,
+        PerpSelfTradeBehavior.cancelProvide,
        false,
        expiryTimestamp,
        20,
--- a/ts/client/src/accounts/perp.ts
+++ b/ts/client/src/accounts/perp.ts
@ -867,6 +867,12 @@ export class InnerNode {
  constructor(public children: [number]) {}
 }

+export class PerpSelfTradeBehavior {
+  static decrementTake = { decrementTake: {} };
+  static cancelProvide = { cancelProvide: {} };
+  static abortTransaction = { abortTransaction: {} };
+}
+
 export class PerpOrderSide {
  static bid = { bid: {} };
  static ask = { ask: {} };
--- a/ts/client/src/client.ts
+++ b/ts/client/src/client.ts
@ -1,4 +1,10 @@
-import { AnchorProvider, BN, Program, Provider } from '@coral-xyz/anchor';
+import {
+  AnchorProvider,
+  BN,
+  Program,
+  Provider,
+  Wallet,
+} from '@coral-xyz/anchor';
 import {
  createCloseAccountInstruction,
  createInitializeAccount3Instruction,
@ -39,6 +45,7 @@ import {
  PerpMarketIndex,
  PerpOrderSide,
  PerpOrderType,
+  PerpSelfTradeBehavior,
 } from './accounts/perp';
 import {
  MarketIndex,
@ -54,7 +61,7 @@ import {
  TokenEditParams,
  buildIxGate,
 } from './clientIxParamBuilder';
-import { OPENBOOK_PROGRAM_ID, RUST_U64_MAX } from './constants';
+import { MANGO_V4_ID, OPENBOOK_PROGRAM_ID, RUST_U64_MAX } from './constants';
 import { Id } from './ids';
 import { IDL, MangoV4 } from './mango_v4';
 import { I80F48 } from './numbers/I80F48';
@ -2200,7 +2207,7 @@ export class MangoClient {
    expiryTimestamp?: number,
    limit?: number,
  ): Promise<TransactionSignature> {
-    const ix = await this.perpPlaceOrderIx(
+    const ix = await this.perpPlaceOrderV2Ix(
      group,
      mangoAccount,
      perpMarketIndex,
@ -2210,6 +2217,7 @@ export class MangoClient {
      maxQuoteQuantity,
      clientOrderId,
      orderType,
+      PerpSelfTradeBehavior.decrementTake,
      reduceOnly,
      expiryTimestamp,
      limit,
@ -2274,6 +2282,64 @@ export class MangoClient {
      .instruction();
  }

+  public async perpPlaceOrderV2Ix(
+    group: Group,
+    mangoAccount: MangoAccount,
+    perpMarketIndex: PerpMarketIndex,
+    side: PerpOrderSide,
+    price: number,
+    quantity: number,
+    maxQuoteQuantity?: number,
+    clientOrderId?: number,
+    orderType?: PerpOrderType,
+    selfTradeBehavior?: PerpSelfTradeBehavior,
+    reduceOnly?: boolean,
+    expiryTimestamp?: number,
+    limit?: number,
+  ): Promise<TransactionInstruction> {
+    const perpMarket = group.getPerpMarketByMarketIndex(perpMarketIndex);
+    const healthRemainingAccounts: PublicKey[] =
+      this.buildHealthRemainingAccounts(
+        group,
+        [mangoAccount],
+        // Settlement token bank, because a position for it may be created
+        [group.getFirstBankForPerpSettlement()],
+        [perpMarket],
+      );
+    return await this.program.methods
+      .perpPlaceOrderV2(
+        side,
+        perpMarket.uiPriceToLots(price),
+        perpMarket.uiBaseToLots(quantity),
+        maxQuoteQuantity
+          ? perpMarket.uiQuoteToLots(maxQuoteQuantity)
+          : I64_MAX_BN,
+        new BN(clientOrderId ? clientOrderId : Date.now()),
+        orderType ?? PerpOrderType.limit,
+        selfTradeBehavior ?? PerpSelfTradeBehavior.decrementTake,
+        reduceOnly ?? false,
+        new BN(expiryTimestamp ? expiryTimestamp : 0),
+        limit ?? 10,
+      )
+      .accounts({
+        group: group.publicKey,
+        account: mangoAccount.publicKey,
+        perpMarket: perpMarket.publicKey,
+        bids: perpMarket.bids,
+        asks: perpMarket.asks,
+        eventQueue: perpMarket.eventQueue,
+        oracle: perpMarket.oracle,
+        owner: (this.program.provider as AnchorProvider).wallet.publicKey,
+      })
+      .remainingAccounts(
+        healthRemainingAccounts.map(
+          (pk) =>
+            ({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
+        ),
+      )
+      .instruction();
+  }
+
  public async perpPlaceOrderPegged(
    group: Group,
    mangoAccount: MangoAccount,
@ -2289,7 +2355,7 @@ export class MangoClient {
    expiryTimestamp?: number,
    limit?: number,
  ): Promise<TransactionSignature> {
-    const ix = await this.perpPlaceOrderPeggedIx(
+    const ix = await this.perpPlaceOrderPeggedV2Ix(
      group,
      mangoAccount,
      perpMarketIndex,
@ -2300,6 +2366,7 @@ export class MangoClient {
      maxQuoteQuantity,
      clientOrderId,
      orderType,
+      PerpSelfTradeBehavior.decrementTake,
      reduceOnly,
      expiryTimestamp,
      limit,
@ -2367,6 +2434,67 @@ export class MangoClient {
      .instruction();
  }

+  public async perpPlaceOrderPeggedV2Ix(
+    group: Group,
+    mangoAccount: MangoAccount,
+    perpMarketIndex: PerpMarketIndex,
+    side: PerpOrderSide,
+    priceOffset: number,
+    quantity: number,
+    pegLimit?: number,
+    maxQuoteQuantity?: number,
+    clientOrderId?: number,
+    orderType?: PerpOrderType,
+    selfTradeBehavior?: PerpSelfTradeBehavior,
+    reduceOnly?: boolean,
+    expiryTimestamp?: number,
+    limit?: number,
+  ): Promise<TransactionInstruction> {
+    const perpMarket = group.getPerpMarketByMarketIndex(perpMarketIndex);
+    const healthRemainingAccounts: PublicKey[] =
+      this.buildHealthRemainingAccounts(
+        group,
+        [mangoAccount],
+        // Settlement token bank, because a position for it may be created
+        [group.getFirstBankForPerpSettlement()],
+        [perpMarket],
+      );
+    return await this.program.methods
+      .perpPlaceOrderPeggedV2(
+        side,
+        perpMarket.uiPriceToLots(priceOffset),
+        pegLimit ? perpMarket.uiPriceToLots(pegLimit) : new BN(-1),
+        perpMarket.uiBaseToLots(quantity),
+        maxQuoteQuantity
+          ? perpMarket.uiQuoteToLots(maxQuoteQuantity)
+          : I64_MAX_BN,
+        new BN(clientOrderId ?? Date.now()),
+        orderType ?? PerpOrderType.limit,
+        selfTradeBehavior ?? PerpSelfTradeBehavior.decrementTake,
+        reduceOnly ?? false,
+        new BN(expiryTimestamp ?? 0),
+        limit ?? 10,
+        -1,
+      )
+      .accounts({
+        group: group.publicKey,
+        account: mangoAccount.publicKey,
+        perpMarket: perpMarket.publicKey,
+        bids: perpMarket.bids,
+        asks: perpMarket.asks,
+        eventQueue: perpMarket.eventQueue,
+        oracle: perpMarket.oracle,
+        owner: (this.program.provider as AnchorProvider).wallet.publicKey,
+      })
+      .remainingAccounts(
+        healthRemainingAccounts.map(
+          (pk) =>
+            ({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
+        ),
+      )
+      .instruction();
+  }
+
  public async perpCancelOrderIx(
    group: Group,
    mangoAccount: MangoAccount,
@ -3025,6 +3153,35 @@ export class MangoClient {
    );
  }

+  /**
+   * Connect with defaults,
+   *  - random ephemeral keypair,
+   *  - fetch ids using gPa
+   *  - connects to mainnet-beta
+   *  - uses well known program Id
+   * @param clusterUrl
+   * @returns
+   */
+  static connectDefault(clusterUrl: string): MangoClient {
+    const idl = IDL;
+
+    const options = AnchorProvider.defaultOptions();
+    const connection = new Connection(clusterUrl, options);
+
+    return new MangoClient(
+      new Program<MangoV4>(
+        idl as MangoV4,
+        MANGO_V4_ID['mainnet-beta'],
+        new AnchorProvider(connection, new Wallet(new Keypair()), options),
+      ),
+      MANGO_V4_ID['mainnet-beta'],
+      'mainnet-beta' as Cluster,
+      {
+        idsSource: 'get-program-accounts',
+      },
+    );
+  }
+
  static connectForGroupName(
    provider: Provider,
    groupName: string,
--- a/ts/client/src/risk.ts
+++ b/ts/client/src/risk.ts
@ -91,12 +91,16 @@ export async function getOnChainPriceForMints(
 ): Promise<number[]> {
  return await Promise.all(
    mints.map(async (mint) => {
-      let data = await (
+      const resp = await (
        await buildFetch()
-      )(`https://price.jup.ag/v4/price?ids=${mint}`, { mode: 'no-cors' });
-      data = await data.json();
-      data = data['data'];
-      return data[mint]['price'];
+      )(`https://public-api.birdeye.so/public/price?address=${mint}`, {
+        headers: {
+          'Content-Type': 'application/json',
+        },
+      });
+
+      const data = await resp.json();
+      return data?.data?.value;
    }),
  );
 }
@ -229,7 +233,8 @@ export async function getPriceImpactForLiqor(
        }, ZERO_I80F48());

        const [pi1, pi2] = await Promise.all([
-          !liabsInUsdc.eq(ZERO_I80F48())
+          !liabsInUsdc.eq(ZERO_I80F48()) &&
+          usdcMint.toBase58() !== bank.mint.toBase58()
            ? computePriceImpactOnJup(
                liabsInUsdc.toString(),
                usdcMint.toBase58(),
@ -237,7 +242,8 @@ export async function getPriceImpactForLiqor(
              )
            : Promise.resolve({ priceImpactPct: 0, outAmount: 0 }),

-          !assets.eq(ZERO_I80F48())
+          !assets.eq(ZERO_I80F48()) &&
+          usdcMint.toBase58() !== bank.mint.toBase58()
            ? computePriceImpactOnJup(
                assets.floor().toString(),
                bank.mint.toBase58(),