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mango-v4
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support healthtype of undefined to calculate with a weight of 1

This commit is contained in:
tjs 2022-12-30 15:26:53 -05:00
parent d2ed61328a
commit b0164113f0
2 changed files with 25 additions and 12 deletions
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33
ts/client/src/accounts/healthCache.ts
View File

@ -217,7 +217,8 @@ export class HealthCache {
return health;
}
public assets(healthType: HealthType): I80F48 {
// An undefined HealthType will use an asset and liab weight of 1
public assets(healthType?: HealthType): I80F48 {
const assets = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
@ -246,7 +247,8 @@ export class HealthCache {
return assets;
}
public liabs(healthType: HealthType): I80F48 {
// An undefined HealthType will use an asset and liab weight of 1
public liabs(healthType?: HealthType): I80F48 {
const liabs = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
@ -1155,15 +1157,15 @@ export class HealthCache {
export class Prices {
constructor(public oracle: I80F48, public stable: I80F48) {}
public liab(healthType: HealthType): I80F48 {
if (healthType == HealthType.maint) {
public liab(healthType: HealthType | undefined): I80F48 {
if (healthType === HealthType.maint || healthType === undefined) {
return this.oracle;
}
return this.oracle.max(this.stable);
}
public asset(healthType: HealthType): I80F48 {
if (healthType == HealthType.maint) {
public asset(healthType: HealthType | undefined): I80F48 {
if (healthType === HealthType.maint || healthType === undefined) {
return this.oracle;
}
return this.oracle.min(this.stable);
@ -1223,8 +1225,11 @@ export class TokenInfo {
: this.maintLiabWeight;
}
healthContribution(healthType: HealthType): I80F48 {
healthContribution(healthType?: HealthType): I80F48 {
let weight, price;
if (healthType === undefined) {
return this.balanceNative.mul(this.prices.oracle);
}
if (this.balanceNative.isNeg()) {
weight = this.liabWeight(healthType);
price = this.prices.liab(healthType);
@ -1317,8 +1322,9 @@ export class Serum3Info {
);
}
// An undefined HealthType will use an asset and liab weight of 1
healthContribution(
healthType: HealthType,
healthType: HealthType | undefined,
tokenInfos: TokenInfo[],
tokenMaxReserved: I80F48[],
marketReserved: Serum3Reserved,
@ -1359,6 +1365,13 @@ export class Serum3Info {
assetPart = maxBalance;
liabPart = marketReserved.sub(maxBalance);
}
if (healthType === undefined) {
return assetPart
.mul(tokenInfo.prices.oracle)
.add(liabPart.mul(tokenInfo.prices.oracle));
}
const assetWeight = tokenInfo.assetWeight(healthType);
const liabWeight = tokenInfo.liabWeight(healthType);
const assetPrice = tokenInfo.prices.asset(healthType);
@ -1478,13 +1491,13 @@ export class PerpInfo {
);
}
healthContribution(healthType: HealthType): I80F48 {
healthContribution(healthType: HealthType | undefined): I80F48 {
return this.trustedMarket
? this.uncappedHealthContribution(healthType)
: this.uncappedHealthContribution(healthType).min(ZERO_I80F48());
}
uncappedHealthContribution(healthType: HealthType): I80F48 {
uncappedHealthContribution(healthType: HealthType | undefined): I80F48 {
function orderExecutionCase(
pi: PerpInfo,
ordersBaseLots: BN,

4
ts/client/src/accounts/mangoAccount.ts
View File

@ -355,7 +355,7 @@ export class MangoAccount {
* Sum of all positive assets.
* @returns assets, in native quote
*/
public getAssetsValue(group: Group, healthType: HealthType): I80F48 {
public getAssetsValue(group: Group, healthType?: HealthType): I80F48 {
const hc = HealthCache.fromMangoAccount(group, this);
return hc.assets(healthType);
}
@ -364,7 +364,7 @@ export class MangoAccount {
* Sum of all negative assets.
* @returns liabs, in native quote
*/
public getLiabsValue(group: Group, healthType: HealthType): I80F48 {
public getLiabsValue(group: Group, healthType?: HealthType): I80F48 {
const hc = HealthCache.fromMangoAccount(group, this);
return hc.liabs(healthType);
}