1228 lines
34 KiB
TypeScript
1228 lines
34 KiB
TypeScript
import { AnchorProvider, BN, Program, Provider } from '@project-serum/anchor';
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import { getFeeRates, getFeeTier, Market } from '@project-serum/serum';
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import { Order } from '@project-serum/serum/lib/market';
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import {
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closeAccount,
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initializeAccount,
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WRAPPED_SOL_MINT,
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} from '@project-serum/serum/lib/token-instructions';
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import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
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import {
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AccountMeta,
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Keypair,
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LAMPORTS_PER_SOL,
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MemcmpFilter,
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PublicKey,
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Signer,
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SystemProgram,
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SYSVAR_RENT_PUBKEY,
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TransactionInstruction,
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TransactionSignature,
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} from '@solana/web3.js';
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import bs58 from 'bs58';
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import { Bank, MintInfo } from './accounts/bank';
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import { Group } from './accounts/group';
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import { I80F48 } from './accounts/I80F48';
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import { MangoAccount } from './accounts/mangoAccount';
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import { StubOracle } from './accounts/oracle';
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import { OrderType, PerpMarket, Side } from './accounts/perp';
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import {
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Serum3Market,
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Serum3OrderType,
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Serum3SelfTradeBehavior,
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Serum3Side,
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} from './accounts/serum3';
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import {
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buildOrcaInstruction,
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ORCA_TOKEN_SWAP_ID_DEVNET,
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} from './integrations/orca/index';
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import { IDL, MangoV4 } from './mango_v4';
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import { MarginTradeWithdraw } from './types';
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import {
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getAssociatedTokenAddress,
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I64_MAX_BN,
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toNativeDecimals,
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toU64,
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} from './utils';
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export const MANGO_V4_ID = new PublicKey(
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'm43thNJ58XCjL798ZSq6JGAG1BnWskhdq5or6kcnfsD',
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);
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export class MangoClient {
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constructor(public program: Program<MangoV4>, public devnet?: boolean) {}
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/// public
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// Group
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public async createGroup(
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groupNum: number,
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testing: boolean,
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): Promise<TransactionSignature> {
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const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
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return await this.program.methods
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.createGroup(groupNum, testing ? 1 : 0)
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.accounts({
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admin: adminPk,
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payer: adminPk,
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})
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.rpc();
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}
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public async closeGroup(group: Group): Promise<TransactionSignature> {
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const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
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return await this.program.methods
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.closeGroup()
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.accounts({
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group: group.publicKey,
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admin: adminPk,
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solDestination: (this.program.provider as AnchorProvider).wallet
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.publicKey,
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})
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.rpc();
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}
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public async getGroup(groupPk: PublicKey): Promise<Group> {
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const groupAccount = await this.program.account.group.fetch(groupPk);
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const group = Group.from(groupPk, groupAccount);
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await group.reload(this);
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return group;
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}
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public async getGroupForAdmin(
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adminPk: PublicKey,
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groupNum?: number,
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): Promise<Group> {
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const filters: MemcmpFilter[] = [
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{
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memcmp: {
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bytes: adminPk.toBase58(),
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offset: 8,
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},
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},
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];
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if (groupNum) {
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const bbuf = Buffer.alloc(4);
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bbuf.writeUInt32LE(groupNum);
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filters.push({
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memcmp: {
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bytes: bs58.encode(bbuf),
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offset: 44,
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},
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});
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}
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const groups = (await this.program.account.group.all(filters)).map(
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(tuple) => Group.from(tuple.publicKey, tuple.account),
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);
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await groups[0].reload(this);
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return groups[0];
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}
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// Tokens/Banks
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public async tokenRegister(
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group: Group,
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mintPk: PublicKey,
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oraclePk: PublicKey,
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tokenIndex: number,
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name: string,
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util0: number,
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rate0: number,
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util1: number,
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rate1: number,
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maxRate: number,
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loanFeeRate: number,
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loanOriginationFeeRate: number,
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maintAssetWeight: number,
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initAssetWeight: number,
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maintLiabWeight: number,
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initLiabWeight: number,
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liquidationFee: number,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.tokenRegister(
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tokenIndex,
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name,
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{ util0, rate0, util1, rate1, maxRate },
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loanFeeRate,
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loanOriginationFeeRate,
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maintAssetWeight,
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initAssetWeight,
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maintLiabWeight,
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initLiabWeight,
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liquidationFee,
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)
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.accounts({
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group: group.publicKey,
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admin: (this.program.provider as AnchorProvider).wallet.publicKey,
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mint: mintPk,
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oracle: oraclePk,
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payer: (this.program.provider as AnchorProvider).wallet.publicKey,
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rent: SYSVAR_RENT_PUBKEY,
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})
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.rpc();
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}
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public async tokenDeregister(
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group: Group,
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tokenName: string,
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): Promise<TransactionSignature> {
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const bank = group.banksMap.get(tokenName)!;
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const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
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return await this.program.methods
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.tokenDeregister()
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.accounts({
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group: group.publicKey,
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admin: adminPk,
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bank: bank.publicKey,
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vault: bank.vault,
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mintInfo: group.mintInfosMap.get(bank.name)?.publicKey,
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solDestination: (this.program.provider as AnchorProvider).wallet
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.publicKey,
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})
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.rpc();
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}
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public async getBanksForGroup(group: Group): Promise<Bank[]> {
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return (
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await this.program.account.bank.all([
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{
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memcmp: {
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bytes: group.publicKey.toBase58(),
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offset: 24,
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},
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},
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])
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).map((tuple) => Bank.from(tuple.publicKey, tuple.account));
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}
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public async getMintInfosForGroup(group: Group): Promise<MintInfo[]> {
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return (
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await this.program.account.mintInfo.all([
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{
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memcmp: {
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bytes: group.publicKey.toBase58(),
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offset: 8,
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},
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},
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])
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).map((tuple) => {
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return MintInfo.from(tuple.publicKey, tuple.account);
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});
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}
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public async getMintInfoForTokenIndex(
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group: Group,
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tokenIndex: number,
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): Promise<MintInfo[]> {
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const tokenIndexBuf = Buffer.alloc(2);
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tokenIndexBuf.writeUInt16LE(tokenIndex);
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return (
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await this.program.account.mintInfo.all([
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{
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memcmp: {
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bytes: group.publicKey.toBase58(),
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offset: 8,
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},
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},
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{
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memcmp: {
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bytes: bs58.encode(tokenIndexBuf),
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offset: 200,
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},
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},
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])
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).map((tuple) => {
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return MintInfo.from(tuple.publicKey, tuple.account);
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});
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}
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// Stub Oracle
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public async createStubOracle(
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group: Group,
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mintPk: PublicKey,
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price: number,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.createStubOracle({ val: I80F48.fromNumber(price).getData() })
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.accounts({
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group: group.publicKey,
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admin: (this.program.provider as AnchorProvider).wallet.publicKey,
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tokenMint: mintPk,
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payer: (this.program.provider as AnchorProvider).wallet.publicKey,
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})
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.rpc();
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}
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public async closeStubOracle(
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group: Group,
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oracle: PublicKey,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.closeStubOracle()
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.accounts({
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group: group.publicKey,
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oracle: oracle,
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solDestination: (this.program.provider as AnchorProvider).wallet
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.publicKey,
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})
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.rpc();
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}
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public async setStubOracle(
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group: Group,
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mintPk: PublicKey,
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price: number,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.setStubOracle({ val: I80F48.fromNumber(price).getData() })
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.accounts({
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group: group.publicKey,
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admin: (this.program.provider as AnchorProvider).wallet.publicKey,
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oracle: mintPk,
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payer: (this.program.provider as AnchorProvider).wallet.publicKey,
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})
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.rpc();
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}
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public async getStubOracle(
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group: Group,
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mintPk: PublicKey,
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): Promise<StubOracle> {
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const stubOracles = (
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await this.program.account.stubOracle.all([
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{
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memcmp: {
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bytes: group.publicKey.toBase58(),
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offset: 8,
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},
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},
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{
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memcmp: {
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bytes: mintPk.toBase58(),
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offset: 40,
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},
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},
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])
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).map((pa) => StubOracle.from(pa.publicKey, pa.account));
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return stubOracles[0];
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}
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// MangoAccount
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public async getOrCreateMangoAccount(
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group: Group,
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ownerPk: PublicKey,
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accountNumber?: number,
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name?: string,
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): Promise<MangoAccount> {
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let mangoAccounts = await this.getMangoAccountForOwner(group, ownerPk);
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if (mangoAccounts.length === 0) {
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await this.createMangoAccount(group, accountNumber ?? 0, name ?? '');
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mangoAccounts = await this.getMangoAccountForOwner(group, ownerPk);
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}
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return mangoAccounts[0];
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}
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public async createMangoAccount(
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group: Group,
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accountNumber: number,
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name?: string,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.createAccount(accountNumber, name ?? '')
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.accounts({
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group: group.publicKey,
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owner: (this.program.provider as AnchorProvider).wallet.publicKey,
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payer: (this.program.provider as AnchorProvider).wallet.publicKey,
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})
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.rpc();
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}
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public async getMangoAccount(mangoAccount: MangoAccount) {
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return MangoAccount.from(
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mangoAccount.publicKey,
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await this.program.account.mangoAccount.fetch(mangoAccount.publicKey),
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);
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}
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public async getMangoAccountForOwner(
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group: Group,
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ownerPk: PublicKey,
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): Promise<MangoAccount[]> {
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return (
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await this.program.account.mangoAccount.all([
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{
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memcmp: {
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bytes: group.publicKey.toBase58(),
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offset: 40,
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},
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},
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{
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memcmp: {
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bytes: ownerPk.toBase58(),
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offset: 72,
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},
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},
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])
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).map((pa) => {
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return MangoAccount.from(pa.publicKey, pa.account);
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});
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}
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public async closeMangoAccount(
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mangoAccount: MangoAccount,
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): Promise<TransactionSignature> {
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return await this.program.methods
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.closeAccount()
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.accounts({
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account: mangoAccount.publicKey,
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owner: (this.program.provider as AnchorProvider).wallet.publicKey,
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solDestination: mangoAccount.owner,
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})
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.rpc();
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}
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public async tokenDeposit(
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group: Group,
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mangoAccount: MangoAccount,
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tokenName: string,
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amount: number,
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) {
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const bank = group.banksMap.get(tokenName)!;
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const tokenAccountPk = await getAssociatedTokenAddress(
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bank.mint,
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mangoAccount.owner,
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);
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let wrappedSolAccount: Keypair | undefined;
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let preInstructions: TransactionInstruction[] = [];
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let postInstructions: TransactionInstruction[] = [];
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let additionalSigners: Signer[] = [];
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if (bank.mint.equals(WRAPPED_SOL_MINT)) {
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wrappedSolAccount = new Keypair();
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const lamports = Math.round(amount * LAMPORTS_PER_SOL) + 1e7;
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preInstructions = [
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SystemProgram.createAccount({
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fromPubkey: mangoAccount.owner,
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newAccountPubkey: wrappedSolAccount.publicKey,
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lamports,
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space: 165,
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programId: TOKEN_PROGRAM_ID,
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}),
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initializeAccount({
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account: wrappedSolAccount.publicKey,
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mint: WRAPPED_SOL_MINT,
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owner: mangoAccount.owner,
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}),
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];
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postInstructions = [
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closeAccount({
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source: wrappedSolAccount.publicKey,
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destination: mangoAccount.owner,
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owner: mangoAccount.owner,
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}),
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];
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additionalSigners.push(wrappedSolAccount);
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}
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const healthRemainingAccounts: PublicKey[] =
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await this.buildHealthRemainingAccounts(group, mangoAccount, [bank]);
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return await this.program.methods
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.tokenDeposit(toNativeDecimals(amount, bank.mintDecimals))
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.accounts({
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group: group.publicKey,
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account: mangoAccount.publicKey,
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bank: bank.publicKey,
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vault: bank.vault,
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tokenAccount: wrappedSolAccount?.publicKey ?? tokenAccountPk,
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tokenAuthority: (this.program.provider as AnchorProvider).wallet
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.publicKey,
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})
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.remainingAccounts(
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healthRemainingAccounts.map(
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(pk) =>
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({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
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),
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)
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.preInstructions(preInstructions)
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.postInstructions(postInstructions)
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.signers(additionalSigners)
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.rpc({ skipPreflight: true });
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}
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public async tokenWithdraw(
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group: Group,
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mangoAccount: MangoAccount,
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tokenName: string,
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amount: number,
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allowBorrow: boolean,
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) {
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const bank = group.banksMap.get(tokenName)!;
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const tokenAccountPk = await getAssociatedTokenAddress(
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bank.mint,
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mangoAccount.owner,
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);
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const healthRemainingAccounts: PublicKey[] =
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await this.buildHealthRemainingAccounts(group, mangoAccount, [bank]);
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return await this.program.methods
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.tokenWithdraw(toNativeDecimals(amount, bank.mintDecimals), allowBorrow)
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.accounts({
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group: group.publicKey,
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account: mangoAccount.publicKey,
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bank: bank.publicKey,
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vault: bank.vault,
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tokenAccount: tokenAccountPk,
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})
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.remainingAccounts(
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healthRemainingAccounts.map(
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(pk) =>
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({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
|
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),
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)
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.rpc();
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}
|
|
|
|
// Serum
|
|
|
|
public async serum3RegisterMarket(
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group: Group,
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serum3ProgramId: PublicKey,
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serum3MarketExternalPk: PublicKey,
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baseBank: Bank,
|
|
quoteBank: Bank,
|
|
marketIndex: number,
|
|
name: string,
|
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): Promise<TransactionSignature> {
|
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return await this.program.methods
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.serum3RegisterMarket(marketIndex, name)
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.accounts({
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group: group.publicKey,
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admin: (this.program.provider as AnchorProvider).wallet.publicKey,
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serumProgram: serum3ProgramId,
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serumMarketExternal: serum3MarketExternalPk,
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baseBank: baseBank.publicKey,
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quoteBank: quoteBank.publicKey,
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payer: (this.program.provider as AnchorProvider).wallet.publicKey,
|
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})
|
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.rpc();
|
|
}
|
|
|
|
public async serum3deregisterMarket(
|
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group: Group,
|
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serum3MarketName: string,
|
|
): Promise<TransactionSignature> {
|
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const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
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|
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return await this.program.methods
|
|
.serum3DeregisterMarket()
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.accounts({
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group: group.publicKey,
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serumMarket: serum3Market.publicKey,
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solDestination: (this.program.provider as AnchorProvider).wallet
|
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.publicKey,
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})
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.rpc();
|
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}
|
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|
|
public async serum3GetMarket(
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group: Group,
|
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baseTokenIndex?: number,
|
|
quoteTokenIndex?: number,
|
|
): Promise<Serum3Market[]> {
|
|
const bumpfbuf = Buffer.alloc(1);
|
|
bumpfbuf.writeUInt8(255);
|
|
|
|
const filters: MemcmpFilter[] = [
|
|
{
|
|
memcmp: {
|
|
bytes: group.publicKey.toBase58(),
|
|
offset: 24,
|
|
},
|
|
},
|
|
];
|
|
|
|
if (baseTokenIndex) {
|
|
const bbuf = Buffer.alloc(2);
|
|
bbuf.writeUInt16LE(baseTokenIndex);
|
|
filters.push({
|
|
memcmp: {
|
|
bytes: bs58.encode(bbuf),
|
|
offset: 122,
|
|
},
|
|
});
|
|
}
|
|
|
|
if (quoteTokenIndex) {
|
|
const qbuf = Buffer.alloc(2);
|
|
qbuf.writeUInt16LE(quoteTokenIndex);
|
|
filters.push({
|
|
memcmp: {
|
|
bytes: bs58.encode(qbuf),
|
|
offset: 124,
|
|
},
|
|
});
|
|
}
|
|
|
|
return (await this.program.account.serum3Market.all(filters)).map((tuple) =>
|
|
Serum3Market.from(tuple.publicKey, tuple.account),
|
|
);
|
|
}
|
|
|
|
public async serum3CreateOpenOrders(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
marketName: string,
|
|
): Promise<TransactionSignature> {
|
|
const serum3Market: Serum3Market = group.serum3MarketsMap.get(marketName)!;
|
|
|
|
return await this.program.methods
|
|
.serum3CreateOpenOrders()
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3Market.serumProgram,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
public async serum3CloseOpenOrders(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
serum3MarketName: string,
|
|
): Promise<TransactionSignature> {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
let openOrders = mangoAccount.serum3.find(
|
|
(account) => account.marketIndex === serum3Market.marketIndex,
|
|
)?.openOrders;
|
|
|
|
return await this.program.methods
|
|
.serum3CloseOpenOrders()
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3Market.serumProgram,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
openOrders,
|
|
solDestination: (this.program.provider as AnchorProvider).wallet
|
|
.publicKey,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
public async serum3PlaceOrder(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
serum3ProgramId: PublicKey,
|
|
serum3MarketName: string,
|
|
side: Serum3Side,
|
|
price: number,
|
|
size: number,
|
|
selfTradeBehavior: Serum3SelfTradeBehavior,
|
|
orderType: Serum3OrderType,
|
|
clientOrderId: number,
|
|
limit: number,
|
|
) {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
if (!mangoAccount.findSerum3Account(serum3Market.marketIndex)) {
|
|
await this.serum3CreateOpenOrders(group, mangoAccount, 'BTC/USDC');
|
|
mangoAccount = await this.getMangoAccount(mangoAccount);
|
|
}
|
|
|
|
const serum3MarketExternal = await Market.load(
|
|
this.program.provider.connection,
|
|
serum3Market.serumMarketExternal,
|
|
{ commitment: this.program.provider.connection.commitment },
|
|
serum3ProgramId,
|
|
);
|
|
|
|
const serum3MarketExternalVaultSigner =
|
|
await PublicKey.createProgramAddress(
|
|
[
|
|
serum3Market.serumMarketExternal.toBuffer(),
|
|
serum3MarketExternal.decoded.vaultSignerNonce.toArrayLike(
|
|
Buffer,
|
|
'le',
|
|
8,
|
|
),
|
|
],
|
|
serum3ProgramId,
|
|
);
|
|
|
|
const healthRemainingAccounts: PublicKey[] =
|
|
await this.buildHealthRemainingAccounts(group, mangoAccount);
|
|
|
|
const limitPrice = serum3MarketExternal.priceNumberToLots(price);
|
|
const maxBaseQuantity = serum3MarketExternal.baseSizeNumberToLots(size);
|
|
const feeTier = getFeeTier(0, 0 /** TODO: fix msrm/srm balance */);
|
|
const rates = getFeeRates(feeTier);
|
|
const maxQuoteQuantity = new BN(
|
|
serum3MarketExternal.decoded.quoteLotSize.toNumber() *
|
|
(1 + rates.taker) /** TODO: fix taker/maker */,
|
|
).mul(
|
|
serum3MarketExternal
|
|
.baseSizeNumberToLots(size)
|
|
.mul(serum3MarketExternal.priceNumberToLots(price)),
|
|
);
|
|
|
|
return await this.program.methods
|
|
.serum3PlaceOrder(
|
|
side,
|
|
limitPrice,
|
|
maxBaseQuantity,
|
|
maxQuoteQuantity,
|
|
selfTradeBehavior,
|
|
orderType,
|
|
new BN(clientOrderId),
|
|
limit,
|
|
)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
|
|
?.openOrders,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3ProgramId,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
marketBids: serum3MarketExternal.bidsAddress,
|
|
marketAsks: serum3MarketExternal.asksAddress,
|
|
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
|
|
marketRequestQueue: serum3MarketExternal.decoded.requestQueue,
|
|
marketBaseVault: serum3MarketExternal.decoded.baseVault,
|
|
marketQuoteVault: serum3MarketExternal.decoded.quoteVault,
|
|
marketVaultSigner: serum3MarketExternalVaultSigner,
|
|
quoteBank: group.findBank(serum3Market.quoteTokenIndex)?.publicKey,
|
|
quoteVault: group.findBank(serum3Market.quoteTokenIndex)?.vault,
|
|
baseBank: group.findBank(serum3Market.baseTokenIndex)?.publicKey,
|
|
baseVault: group.findBank(serum3Market.baseTokenIndex)?.vault,
|
|
})
|
|
.remainingAccounts(
|
|
healthRemainingAccounts.map(
|
|
(pk) =>
|
|
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
|
|
),
|
|
)
|
|
.rpc();
|
|
}
|
|
|
|
async serum3CancelAllorders(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
serum3ProgramId: PublicKey,
|
|
serum3MarketName: string,
|
|
limit: number,
|
|
) {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
const serum3MarketExternal = await Market.load(
|
|
this.program.provider.connection,
|
|
serum3Market.serumMarketExternal,
|
|
{ commitment: this.program.provider.connection.commitment },
|
|
serum3ProgramId,
|
|
);
|
|
|
|
return await this.program.methods
|
|
.serum3CancelAllOrders(limit)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
|
|
?.openOrders,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3ProgramId,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
marketBids: serum3MarketExternal.bidsAddress,
|
|
marketAsks: serum3MarketExternal.asksAddress,
|
|
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
async serum3SettleFunds(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
serum3ProgramId: PublicKey,
|
|
serum3MarketName: string,
|
|
): Promise<TransactionSignature> {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
const serum3MarketExternal = await Market.load(
|
|
this.program.provider.connection,
|
|
serum3Market.serumMarketExternal,
|
|
{ commitment: this.program.provider.connection.commitment },
|
|
serum3ProgramId,
|
|
);
|
|
|
|
const serum3MarketExternalVaultSigner =
|
|
// TODO: put into a helper method, and remove copy pasta
|
|
await PublicKey.createProgramAddress(
|
|
[
|
|
serum3Market.serumMarketExternal.toBuffer(),
|
|
serum3MarketExternal.decoded.vaultSignerNonce.toArrayLike(
|
|
Buffer,
|
|
'le',
|
|
8,
|
|
),
|
|
],
|
|
serum3ProgramId,
|
|
);
|
|
|
|
return await this.program.methods
|
|
.serum3SettleFunds()
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
|
|
?.openOrders,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3ProgramId,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
marketBaseVault: serum3MarketExternal.decoded.baseVault,
|
|
marketQuoteVault: serum3MarketExternal.decoded.quoteVault,
|
|
marketVaultSigner: serum3MarketExternalVaultSigner,
|
|
quoteBank: group.findBank(serum3Market.quoteTokenIndex)?.publicKey,
|
|
quoteVault: group.findBank(serum3Market.quoteTokenIndex)?.vault,
|
|
baseBank: group.findBank(serum3Market.baseTokenIndex)?.publicKey,
|
|
baseVault: group.findBank(serum3Market.baseTokenIndex)?.vault,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
async serum3CancelOrder(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
serum3ProgramId: PublicKey,
|
|
serum3MarketName: string,
|
|
side: Serum3Side,
|
|
orderId: BN,
|
|
): Promise<TransactionSignature> {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
const serum3MarketExternal = await Market.load(
|
|
this.program.provider.connection,
|
|
serum3Market.serumMarketExternal,
|
|
{ commitment: this.program.provider.connection.commitment },
|
|
serum3ProgramId,
|
|
);
|
|
return await this.program.methods
|
|
.serum3CancelOrder(side, orderId)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
|
|
?.openOrders,
|
|
serumMarket: serum3Market.publicKey,
|
|
serumProgram: serum3ProgramId,
|
|
serumMarketExternal: serum3Market.serumMarketExternal,
|
|
marketBids: serum3MarketExternal.bidsAddress,
|
|
marketAsks: serum3MarketExternal.asksAddress,
|
|
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
async getSerum3Orders(
|
|
group: Group,
|
|
serum3ProgramId: PublicKey,
|
|
serum3MarketName: string,
|
|
): Promise<Order[]> {
|
|
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
|
|
|
|
const serum3MarketExternal = await Market.load(
|
|
this.program.provider.connection,
|
|
serum3Market.serumMarketExternal,
|
|
{ commitment: this.program.provider.connection.commitment },
|
|
serum3ProgramId,
|
|
);
|
|
// TODO: filter for mango account
|
|
return await serum3MarketExternal.loadOrdersForOwner(
|
|
this.program.provider.connection,
|
|
group.publicKey,
|
|
);
|
|
}
|
|
|
|
/// perps
|
|
|
|
async perpCreateMarket(
|
|
group: Group,
|
|
oraclePk: PublicKey,
|
|
perpMarketIndex: number,
|
|
name: string,
|
|
baseTokenIndex: number,
|
|
baseTokenDecimals: number,
|
|
quoteTokenIndex: number,
|
|
quoteLotSize: number,
|
|
baseLotSize: number,
|
|
maintAssetWeight: number,
|
|
initAssetWeight: number,
|
|
maintLiabWeight: number,
|
|
initLiabWeight: number,
|
|
liquidationFee: number,
|
|
makerFee: number,
|
|
takerFee: number,
|
|
minFunding: number,
|
|
maxFunding: number,
|
|
impactQuantity: number,
|
|
): Promise<TransactionSignature> {
|
|
const bids = new Keypair();
|
|
const asks = new Keypair();
|
|
const eventQueue = new Keypair();
|
|
|
|
return await this.program.methods
|
|
.perpCreateMarket(
|
|
perpMarketIndex,
|
|
name,
|
|
baseTokenIndex,
|
|
baseTokenDecimals,
|
|
quoteTokenIndex,
|
|
new BN(quoteLotSize),
|
|
new BN(baseLotSize),
|
|
maintAssetWeight,
|
|
initAssetWeight,
|
|
maintLiabWeight,
|
|
initLiabWeight,
|
|
liquidationFee,
|
|
makerFee,
|
|
takerFee,
|
|
minFunding,
|
|
maxFunding,
|
|
new BN(impactQuantity),
|
|
)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
oracle: oraclePk,
|
|
bids: bids.publicKey,
|
|
asks: asks.publicKey,
|
|
eventQueue: eventQueue.publicKey,
|
|
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
})
|
|
.preInstructions([
|
|
SystemProgram.createAccount({
|
|
programId: this.program.programId,
|
|
space: 8 + 90152,
|
|
lamports:
|
|
await this.program.provider.connection.getMinimumBalanceForRentExemption(
|
|
90160,
|
|
),
|
|
fromPubkey: (this.program.provider as AnchorProvider).wallet
|
|
.publicKey,
|
|
newAccountPubkey: bids.publicKey,
|
|
}),
|
|
SystemProgram.createAccount({
|
|
programId: this.program.programId,
|
|
space: 8 + 90152,
|
|
lamports:
|
|
await this.program.provider.connection.getMinimumBalanceForRentExemption(
|
|
90160,
|
|
),
|
|
fromPubkey: (this.program.provider as AnchorProvider).wallet
|
|
.publicKey,
|
|
newAccountPubkey: asks.publicKey,
|
|
}),
|
|
SystemProgram.createAccount({
|
|
programId: this.program.programId,
|
|
space: 8 + 102424,
|
|
lamports:
|
|
await this.program.provider.connection.getMinimumBalanceForRentExemption(
|
|
102432,
|
|
),
|
|
fromPubkey: (this.program.provider as AnchorProvider).wallet
|
|
.publicKey,
|
|
newAccountPubkey: eventQueue.publicKey,
|
|
}),
|
|
])
|
|
.signers([bids, asks, eventQueue])
|
|
.rpc();
|
|
}
|
|
|
|
async perpCloseMarket(
|
|
group: Group,
|
|
perpMarketName: string,
|
|
): Promise<TransactionSignature> {
|
|
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
|
|
|
|
return await this.program.methods
|
|
.perpCloseMarket()
|
|
.accounts({
|
|
group: group.publicKey,
|
|
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
perpMarket: perpMarket.publicKey,
|
|
asks: perpMarket.asks,
|
|
bids: perpMarket.bids,
|
|
eventQueue: perpMarket.eventQueue,
|
|
solDestination: (this.program.provider as AnchorProvider).wallet
|
|
.publicKey,
|
|
})
|
|
.rpc();
|
|
}
|
|
|
|
public async perpGetMarket(
|
|
group: Group,
|
|
baseTokenIndex?: number,
|
|
quoteTokenIndex?: number,
|
|
): Promise<PerpMarket[]> {
|
|
const bumpfbuf = Buffer.alloc(1);
|
|
bumpfbuf.writeUInt8(255);
|
|
|
|
const filters: MemcmpFilter[] = [
|
|
{
|
|
memcmp: {
|
|
bytes: group.publicKey.toBase58(),
|
|
offset: 24,
|
|
},
|
|
},
|
|
];
|
|
|
|
if (baseTokenIndex) {
|
|
const bbuf = Buffer.alloc(2);
|
|
bbuf.writeUInt16LE(baseTokenIndex);
|
|
filters.push({
|
|
memcmp: {
|
|
bytes: bs58.encode(bbuf),
|
|
offset: 428,
|
|
},
|
|
});
|
|
}
|
|
|
|
if (quoteTokenIndex) {
|
|
const qbuf = Buffer.alloc(2);
|
|
qbuf.writeUInt16LE(quoteTokenIndex);
|
|
filters.push({
|
|
memcmp: {
|
|
bytes: bs58.encode(qbuf),
|
|
offset: 430,
|
|
},
|
|
});
|
|
}
|
|
|
|
return (await this.program.account.perpMarket.all(filters)).map((tuple) =>
|
|
PerpMarket.from(tuple.publicKey, tuple.account),
|
|
);
|
|
}
|
|
|
|
async perpPlaceOrder(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
perpMarketName: string,
|
|
side: Side,
|
|
price: number,
|
|
quantity: number,
|
|
maxQuoteQuantity: number,
|
|
clientOrderId: number,
|
|
orderType: OrderType,
|
|
expiryTimestamp: number,
|
|
limit: number,
|
|
) {
|
|
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
|
|
|
|
const healthRemainingAccounts: PublicKey[] =
|
|
await this.buildHealthRemainingAccounts(group, mangoAccount);
|
|
|
|
let [nativePrice, nativeQuantity] = perpMarket.uiToNativePriceQuantity(
|
|
price,
|
|
quantity,
|
|
);
|
|
|
|
const maxQuoteQuantityLots = maxQuoteQuantity
|
|
? perpMarket.uiQuoteToLots(maxQuoteQuantity)
|
|
: I64_MAX_BN;
|
|
|
|
await this.program.methods
|
|
.perpPlaceOrder(
|
|
side,
|
|
nativePrice,
|
|
nativeQuantity,
|
|
maxQuoteQuantityLots,
|
|
new BN(clientOrderId),
|
|
orderType,
|
|
new BN(expiryTimestamp),
|
|
limit,
|
|
)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
perpMarket: perpMarket.publicKey,
|
|
asks: perpMarket.asks,
|
|
bids: perpMarket.bids,
|
|
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),
|
|
),
|
|
)
|
|
.rpc();
|
|
}
|
|
|
|
/// margin trade (orca)
|
|
|
|
public async marginTrade({
|
|
group,
|
|
mangoAccount,
|
|
inputToken,
|
|
amountIn,
|
|
outputToken,
|
|
minimumAmountOut,
|
|
}: {
|
|
group: Group;
|
|
mangoAccount: MangoAccount;
|
|
inputToken: string;
|
|
amountIn: number;
|
|
outputToken: string;
|
|
minimumAmountOut: number;
|
|
}): Promise<TransactionSignature> {
|
|
const inputBank = group.banksMap.get(inputToken);
|
|
const outputBank = group.banksMap.get(outputToken);
|
|
|
|
if (!inputBank || !outputBank) throw new Error('Invalid token');
|
|
|
|
const healthRemainingAccounts: PublicKey[] =
|
|
await this.buildHealthRemainingAccounts(group, mangoAccount, [
|
|
inputBank,
|
|
outputBank,
|
|
]);
|
|
const parsedHealthAccounts = healthRemainingAccounts.map(
|
|
(pk) =>
|
|
({
|
|
pubkey: pk,
|
|
isWritable:
|
|
pk.equals(inputBank.publicKey) || pk.equals(outputBank.publicKey)
|
|
? true
|
|
: false,
|
|
isSigner: false,
|
|
} as AccountMeta),
|
|
);
|
|
|
|
const targetProgramId = ORCA_TOKEN_SWAP_ID_DEVNET;
|
|
|
|
const { instruction, signers } = await buildOrcaInstruction(
|
|
targetProgramId,
|
|
inputBank,
|
|
outputBank,
|
|
toU64(amountIn, 9),
|
|
toU64(minimumAmountOut, 6),
|
|
);
|
|
const targetRemainingAccounts = instruction.keys;
|
|
|
|
const withdraws: MarginTradeWithdraw[] = [
|
|
{ index: 3, amount: toU64(amountIn, 9) },
|
|
];
|
|
const cpiData = instruction.data;
|
|
|
|
return await this.program.methods
|
|
.marginTrade(new BN(parsedHealthAccounts.length), withdraws, cpiData)
|
|
.accounts({
|
|
group: group.publicKey,
|
|
account: mangoAccount.publicKey,
|
|
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
|
|
})
|
|
.remainingAccounts([
|
|
...parsedHealthAccounts,
|
|
{
|
|
pubkey: targetProgramId,
|
|
isWritable: false,
|
|
isSigner: false,
|
|
} as AccountMeta,
|
|
...targetRemainingAccounts,
|
|
])
|
|
.signers(signers)
|
|
.rpc({ skipPreflight: true });
|
|
}
|
|
|
|
/// static
|
|
|
|
static connect(provider?: Provider, devnet?: boolean): MangoClient {
|
|
// TODO: use IDL on chain or in repository? decide...
|
|
// Alternatively we could fetch IDL from chain.
|
|
// const idl = await Program.fetchIdl(MANGO_V4_ID, provider);
|
|
let idl = IDL;
|
|
|
|
return new MangoClient(
|
|
new Program<MangoV4>(idl as MangoV4, MANGO_V4_ID, provider),
|
|
devnet,
|
|
);
|
|
}
|
|
|
|
/// private
|
|
|
|
private async buildHealthRemainingAccounts(
|
|
group: Group,
|
|
mangoAccount: MangoAccount,
|
|
banks?: Bank[] /** TODO for serum3PlaceOrder we are just ingoring this atm */,
|
|
) {
|
|
const healthRemainingAccounts: PublicKey[] = [];
|
|
|
|
const tokenIndices = mangoAccount.tokens
|
|
.filter((token) => token.tokenIndex !== 65535)
|
|
.map((token) => token.tokenIndex);
|
|
|
|
if (banks?.length) {
|
|
for (const bank of banks) {
|
|
tokenIndices.push(bank.tokenIndex);
|
|
}
|
|
}
|
|
|
|
const mintInfos = await Promise.all(
|
|
[...new Set(tokenIndices)].map(async (tokenIndex) =>
|
|
this.getMintInfoForTokenIndex(group, tokenIndex),
|
|
),
|
|
);
|
|
healthRemainingAccounts.push(
|
|
...mintInfos.flatMap((mintinfos) => {
|
|
return mintinfos.flatMap((mintinfo) => {
|
|
return mintinfo.bank;
|
|
});
|
|
}),
|
|
);
|
|
healthRemainingAccounts.push(
|
|
...mintInfos.flatMap((mintinfos) => {
|
|
return mintinfos.flatMap((mintinfo) => {
|
|
return mintinfo.oracle;
|
|
});
|
|
}),
|
|
);
|
|
healthRemainingAccounts.push(
|
|
...mangoAccount.serum3
|
|
.filter((serum3Account) => serum3Account.marketIndex !== 65535)
|
|
.map((serum3Account) => serum3Account.openOrders),
|
|
);
|
|
healthRemainingAccounts.push(
|
|
...mangoAccount.perps
|
|
.filter((perp) => perp.marketIndex !== 65535)
|
|
.map(
|
|
(perp) =>
|
|
Array.from(group.perpMarketsMap.values()).filter(
|
|
(perpMarket) => perpMarket.perpMarketIndex === perp.marketIndex,
|
|
)[0].publicKey,
|
|
),
|
|
);
|
|
|
|
return healthRemainingAccounts;
|
|
}
|
|
}
|