705 lines
26 KiB
Rust
705 lines
26 KiB
Rust
use std::collections::HashMap;
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use anchor_client::{Client, Cluster, Program};
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use anchor_lang::__private::bytemuck;
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use anchor_lang::prelude::System;
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use anchor_lang::{AccountDeserialize, Id};
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use anchor_spl::associated_token::get_associated_token_address;
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use anchor_spl::token::{Mint, Token};
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use mango_v4::instructions::{Serum3OrderType, Serum3SelfTradeBehavior, Serum3Side};
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use mango_v4::state::{Bank, MangoAccount, MintInfo, PerpMarket, Serum3Market, TokenIndex};
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use solana_client::rpc_client::RpcClient;
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use solana_client::rpc_filter::{Memcmp, MemcmpEncodedBytes, RpcFilterType};
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use solana_sdk::instruction::{AccountMeta, Instruction};
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use solana_sdk::signature::{Keypair, Signature};
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use solana_sdk::sysvar;
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use solana_sdk::{commitment_config::CommitmentConfig, pubkey::Pubkey, signer::Signer};
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use crate::util::MyClone;
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pub struct MangoClient {
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pub rpc: RpcClient,
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pub cluster: Cluster,
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pub commitment: CommitmentConfig,
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pub payer: Keypair,
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pub admin: Keypair,
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pub mango_account_cache: (Pubkey, MangoAccount),
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pub group: Pubkey,
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// TODO: future: this may not scale if there's thousands of mints, probably some function
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// wrapping getMultipleAccounts is needed (or bettew: we provide this data as a service)
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pub banks_cache: HashMap<String, (Pubkey, Bank)>,
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pub banks_cache_by_token_index: HashMap<TokenIndex, (Pubkey, Bank)>,
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pub mint_infos_cache: HashMap<Pubkey, (Pubkey, MintInfo, Mint)>,
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pub mint_infos_cache_by_token_index: HashMap<TokenIndex, (Pubkey, MintInfo, Mint)>,
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pub serum3_markets_cache: HashMap<String, (Pubkey, Serum3Market)>,
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pub serum3_external_markets_cache: HashMap<String, (Pubkey, Vec<u8>)>,
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pub perp_markets_cache: HashMap<String, (Pubkey, PerpMarket)>,
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}
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// TODO: add retry framework for sending tx and rpc calls
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// 1/ this works right now, but I think mid-term the MangoClient will want to interact with multiple mango accounts
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// -- then we should probably specify accounts by owner+account_num / or pubkey
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// 2/ pubkey, can be both owned, but also delegated accouns
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impl MangoClient {
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pub fn new(
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cluster: Cluster,
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commitment: CommitmentConfig,
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payer: Keypair,
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admin: Keypair,
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) -> anyhow::Result<Self> {
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let program =
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Client::new_with_options(cluster.clone(), std::rc::Rc::new(payer.clone()), commitment)
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.program(mango_v4::ID);
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let rpc = program.rpc();
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let group = Pubkey::find_program_address(
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&["Group".as_ref(), admin.pubkey().as_ref()],
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&program.id(),
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)
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.0;
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let mango_accounts = program.accounts::<MangoAccount>(vec![
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RpcFilterType::Memcmp(Memcmp {
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offset: 40,
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bytes: MemcmpEncodedBytes::Base58(group.to_string()),
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encoding: None,
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}),
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RpcFilterType::Memcmp(Memcmp {
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offset: 72,
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bytes: MemcmpEncodedBytes::Base58(payer.pubkey().to_string()),
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encoding: None,
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}),
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])?;
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let mango_account_cache = mango_accounts[0];
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let mut banks_cache = HashMap::new();
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let mut banks_cache_by_token_index = HashMap::new();
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let bank_tuples = program.accounts::<Bank>(vec![RpcFilterType::Memcmp(Memcmp {
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offset: 24,
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bytes: MemcmpEncodedBytes::Base58(group.to_string()),
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encoding: None,
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})])?;
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for (k, v) in bank_tuples {
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banks_cache.insert(v.name().to_owned(), (k, v));
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banks_cache_by_token_index.insert(v.token_index, (k, v));
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}
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let mut mint_infos_cache = HashMap::new();
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let mut mint_infos_cache_by_token_index = HashMap::new();
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let mint_info_tuples =
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program.accounts::<MintInfo>(vec![RpcFilterType::Memcmp(Memcmp {
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offset: 8,
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bytes: MemcmpEncodedBytes::Base58(group.to_string()),
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encoding: None,
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})])?;
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for (k, v) in mint_info_tuples {
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let data = program
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.rpc()
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.get_account_with_commitment(&v.mint, commitment)?
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.value
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.unwrap()
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.data;
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let mint = Mint::try_deserialize(&mut &data[..])?;
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mint_infos_cache.insert(v.mint, (k, v, mint.clone()));
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mint_infos_cache_by_token_index.insert(v.token_index, (k, v, mint));
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}
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let mut serum3_markets_cache = HashMap::new();
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let mut serum3_external_markets_cache = HashMap::new();
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let serum3_market_tuples =
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program.accounts::<Serum3Market>(vec![RpcFilterType::Memcmp(Memcmp {
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offset: 24,
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bytes: MemcmpEncodedBytes::Base58(group.to_string()),
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encoding: None,
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})])?;
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for (k, v) in serum3_market_tuples {
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serum3_markets_cache.insert(v.name().to_owned(), (k, v));
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let market_external_bytes = program
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.rpc()
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.get_account_with_commitment(&v.serum_market_external, commitment)?
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.value
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.unwrap()
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.data;
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serum3_external_markets_cache.insert(
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v.name().to_owned(),
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(v.serum_market_external, market_external_bytes),
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);
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}
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let mut perp_markets_cache = HashMap::new();
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let perp_market_tuples =
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program.accounts::<PerpMarket>(vec![RpcFilterType::Memcmp(Memcmp {
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offset: 24,
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bytes: MemcmpEncodedBytes::Base58(group.to_string()),
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encoding: None,
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})])?;
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for (k, v) in perp_market_tuples {
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perp_markets_cache.insert(v.name().to_owned(), (k, v));
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}
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Ok(Self {
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rpc,
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cluster,
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commitment,
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admin,
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payer,
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mango_account_cache,
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group,
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banks_cache,
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banks_cache_by_token_index,
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mint_infos_cache,
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mint_infos_cache_by_token_index,
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serum3_markets_cache,
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serum3_external_markets_cache,
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perp_markets_cache,
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})
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}
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pub fn client(&self) -> Client {
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Client::new_with_options(
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self.cluster.clone(),
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std::rc::Rc::new(self.payer.clone()),
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self.commitment,
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)
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}
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pub fn program(&self) -> Program {
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self.client().program(mango_v4::ID)
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}
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pub fn payer(&self) -> Pubkey {
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self.payer.pubkey()
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}
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pub fn group(&self) -> Pubkey {
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self.group
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}
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pub fn get_account(&self) -> Result<(Pubkey, MangoAccount), anchor_client::ClientError> {
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let mango_accounts = self.program().accounts::<MangoAccount>(vec![
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RpcFilterType::Memcmp(Memcmp {
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offset: 40,
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bytes: MemcmpEncodedBytes::Base58(self.group().to_string()),
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encoding: None,
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}),
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RpcFilterType::Memcmp(Memcmp {
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offset: 72,
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bytes: MemcmpEncodedBytes::Base58(self.payer().to_string()),
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encoding: None,
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}),
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])?;
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Ok(mango_accounts[0])
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}
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pub fn derive_health_check_remaining_account_metas(
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&self,
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affected_bank: Option<(Pubkey, Bank)>,
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writable_banks: bool,
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) -> Result<Vec<AccountMeta>, anchor_client::ClientError> {
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// figure out all the banks/oracles that need to be passed for the health check
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let mut banks = vec![];
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let mut oracles = vec![];
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let account = self.get_account()?;
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for position in account.1.tokens.iter_active() {
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let mint_info = self
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.mint_infos_cache_by_token_index
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.get(&position.token_index)
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.unwrap()
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.1;
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// TODO: ALTs are unavailable
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// let lookup_table = account_loader
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// .load_bytes(&mint_info.address_lookup_table)
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// .await
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// .unwrap();
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// let addresses = mango_v4::address_lookup_table::addresses(&lookup_table);
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// banks.push(addresses[mint_info.address_lookup_table_bank_index as usize]);
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// oracles.push(addresses[mint_info.address_lookup_table_oracle_index as usize]);
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banks.push(mint_info.bank);
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oracles.push(mint_info.oracle);
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}
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if let Some(affected_bank) = affected_bank {
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if !banks.iter().any(|&v| v == affected_bank.0) {
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// If there is not yet an active position for the token, we need to pass
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// the bank/oracle for health check anyway.
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let new_position = account
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.1
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.tokens
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.values
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.iter()
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.position(|p| !p.is_active())
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.unwrap();
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banks.insert(new_position, affected_bank.0);
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oracles.insert(new_position, affected_bank.1.oracle);
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}
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}
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let serum_oos = account.1.serum3.iter_active().map(|&s| s.open_orders);
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Ok(banks
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.iter()
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.map(|&pubkey| AccountMeta {
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pubkey,
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is_writable: writable_banks,
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is_signer: false,
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})
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.chain(oracles.iter().map(|&pubkey| AccountMeta {
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pubkey,
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is_writable: false,
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is_signer: false,
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}))
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.chain(serum_oos.map(|pubkey| AccountMeta {
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pubkey,
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is_writable: false,
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is_signer: false,
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}))
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.collect())
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}
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pub fn deposit(
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&self,
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token_name: &str,
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amount: u64,
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) -> Result<Signature, anchor_client::ClientError> {
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let bank = self.banks_cache.get(token_name).unwrap();
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let mint_info: MintInfo = self.mint_infos_cache.get(&bank.1.mint).unwrap().1;
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let health_check_metas =
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self.derive_health_check_remaining_account_metas(Some(*bank), false)?;
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self.program()
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.request()
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.instruction(Instruction {
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program_id: mango_v4::id(),
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accounts: {
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let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::Deposit {
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group: self.group(),
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account: self.mango_account_cache.0,
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bank: bank.0,
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vault: bank.1.vault,
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token_account: get_associated_token_address(
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&self.payer(),
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&mint_info.mint,
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),
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token_authority: self.payer(),
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token_program: Token::id(),
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},
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None,
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);
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ams.extend(health_check_metas.into_iter());
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ams
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},
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data: anchor_lang::InstructionData::data(&mango_v4::instruction::Deposit {
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amount,
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}),
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})
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.send()
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}
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pub fn get_oracle_price(
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&self,
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token_name: &str,
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) -> Result<pyth_sdk_solana::Price, anyhow::Error> {
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let bank = self.banks_cache.get(token_name).unwrap().1;
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let data = self
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.program()
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.rpc()
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.get_account_with_commitment(&bank.oracle, self.commitment)?
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.value
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.unwrap()
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.data;
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Ok(pyth_sdk_solana::load_price(&data).unwrap())
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}
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//
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// Serum3
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//
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pub fn serum3_create_open_orders(
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&self,
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name: &str,
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) -> Result<Signature, anchor_client::ClientError> {
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let (account_pubkey, _) = self.mango_account_cache;
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let serum3_market = self.serum3_markets_cache.get(name).unwrap();
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let open_orders = Pubkey::find_program_address(
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&[
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account_pubkey.as_ref(),
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b"Serum3OO".as_ref(),
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serum3_market.0.as_ref(),
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],
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&self.program().id(),
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)
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.0;
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self.program()
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.request()
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.instruction(Instruction {
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program_id: mango_v4::id(),
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accounts: anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::Serum3CreateOpenOrders {
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group: self.group(),
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account: account_pubkey,
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serum_market: serum3_market.0,
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serum_program: serum3_market.1.serum_program,
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serum_market_external: serum3_market.1.serum_market_external,
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open_orders,
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owner: self.payer(),
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payer: self.payer(),
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system_program: System::id(),
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rent: sysvar::rent::id(),
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},
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None,
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),
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data: anchor_lang::InstructionData::data(
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&mango_v4::instruction::Serum3CreateOpenOrders {},
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),
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})
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.send()
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}
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#[allow(clippy::too_many_arguments)]
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pub fn serum3_place_order(
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&self,
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name: &str,
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side: Serum3Side,
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price: f64,
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size: f64,
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self_trade_behavior: Serum3SelfTradeBehavior,
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order_type: Serum3OrderType,
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client_order_id: u64,
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limit: u16,
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) -> Result<Signature, anchor_client::ClientError> {
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let (_, account) = self.get_account()?;
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let serum3_market = self.serum3_markets_cache.get(name).unwrap();
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let open_orders = account
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.serum3
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.find(serum3_market.1.market_index)
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.unwrap()
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.open_orders;
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let (_, quote_info, quote_mint) = self
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.mint_infos_cache_by_token_index
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.get(&serum3_market.1.quote_token_index)
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.unwrap();
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let (_, base_info, base_mint) = self
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.mint_infos_cache_by_token_index
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.get(&serum3_market.1.base_token_index)
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.unwrap();
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let market_external: &serum_dex::state::MarketState = bytemuck::from_bytes(
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&(self.serum3_external_markets_cache.get(name).unwrap().1)
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[5..5 + std::mem::size_of::<serum_dex::state::MarketState>()],
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);
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let bids = market_external.bids;
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let asks = market_external.asks;
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let event_q = market_external.event_q;
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let req_q = market_external.req_q;
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let coin_vault = market_external.coin_vault;
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let pc_vault = market_external.pc_vault;
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let vault_signer = serum_dex::state::gen_vault_signer_key(
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market_external.vault_signer_nonce,
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&serum3_market.1.serum_market_external,
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&serum3_market.1.serum_program,
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)
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.unwrap();
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let health_check_metas = self.derive_health_check_remaining_account_metas(None, false)?;
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// https://github.com/project-serum/serum-ts/blob/master/packages/serum/src/market.ts#L1306
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let limit_price = {
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(price
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* ((10u64.pow(quote_mint.decimals as u32) * market_external.coin_lot_size) as f64))
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as u64
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/ (10u64.pow(base_mint.decimals as u32) * market_external.pc_lot_size)
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};
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// https://github.com/project-serum/serum-ts/blob/master/packages/serum/src/market.ts#L1333
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let max_base_qty = {
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(size * 10u64.pow(base_mint.decimals as u32) as f64) as u64
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/ market_external.coin_lot_size
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};
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let max_native_quote_qty_including_fees = {
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fn get_fee_tier(msrm_balance: u64, srm_balance: u64) -> u64 {
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if msrm_balance >= 1 {
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6
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} else if srm_balance >= 1_000_000 {
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5
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} else if srm_balance >= 100_000 {
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4
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} else if srm_balance >= 10_000 {
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3
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} else if srm_balance >= 1_000 {
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2
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} else if srm_balance >= 100 {
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1
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} else {
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0
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}
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}
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fn get_fee_rates(fee_tier: u64) -> (f64, f64) {
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if fee_tier == 1 {
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// SRM2
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return (0.002, -0.0003);
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} else if fee_tier == 2 {
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// SRM3
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return (0.0018, -0.0003);
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} else if fee_tier == 3 {
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// SRM4
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return (0.0016, -0.0003);
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} else if fee_tier == 4 {
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// SRM5
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return (0.0014, -0.0003);
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} else if fee_tier == 5 {
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// SRM6
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return (0.0012, -0.0003);
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} else if fee_tier == 6 {
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// MSRM
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return (0.001, -0.0005);
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}
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// Base
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(0.0022, -0.0003)
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}
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let fee_tier = get_fee_tier(0, 0);
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let rates = get_fee_rates(fee_tier);
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(market_external.pc_lot_size as f64 * (1f64 + rates.0)) as u64
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* (limit_price * max_base_qty)
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};
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self.program()
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.request()
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.instruction(Instruction {
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program_id: mango_v4::id(),
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accounts: {
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let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::Serum3PlaceOrder {
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group: self.group(),
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account: self.mango_account_cache.0,
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open_orders,
|
|
quote_bank: quote_info.bank,
|
|
quote_vault: quote_info.vault,
|
|
base_bank: base_info.bank,
|
|
base_vault: base_info.vault,
|
|
serum_market: serum3_market.0,
|
|
serum_program: serum3_market.1.serum_program,
|
|
serum_market_external: serum3_market.1.serum_market_external,
|
|
market_bids: from_serum_style_pubkey(&bids),
|
|
market_asks: from_serum_style_pubkey(&asks),
|
|
market_event_queue: from_serum_style_pubkey(&event_q),
|
|
market_request_queue: from_serum_style_pubkey(&req_q),
|
|
market_base_vault: from_serum_style_pubkey(&coin_vault),
|
|
market_quote_vault: from_serum_style_pubkey(&pc_vault),
|
|
market_vault_signer: vault_signer,
|
|
owner: self.payer(),
|
|
token_program: Token::id(),
|
|
},
|
|
None,
|
|
);
|
|
ams.extend(health_check_metas.into_iter());
|
|
ams
|
|
},
|
|
data: anchor_lang::InstructionData::data(
|
|
&mango_v4::instruction::Serum3PlaceOrder {
|
|
side,
|
|
limit_price,
|
|
max_base_qty,
|
|
max_native_quote_qty_including_fees,
|
|
self_trade_behavior,
|
|
order_type,
|
|
client_order_id,
|
|
limit,
|
|
},
|
|
),
|
|
})
|
|
.send()
|
|
}
|
|
|
|
pub fn serum3_settle_funds(&self, name: &str) -> Result<Signature, anchor_client::ClientError> {
|
|
let (_, account) = self.get_account()?;
|
|
|
|
let serum3_market = self.serum3_markets_cache.get(name).unwrap();
|
|
let open_orders = account
|
|
.serum3
|
|
.find(serum3_market.1.market_index)
|
|
.unwrap()
|
|
.open_orders;
|
|
let (_, quote_info, _) = self
|
|
.mint_infos_cache_by_token_index
|
|
.get(&serum3_market.1.quote_token_index)
|
|
.unwrap();
|
|
let (_, base_info, _) = self
|
|
.mint_infos_cache_by_token_index
|
|
.get(&serum3_market.1.base_token_index)
|
|
.unwrap();
|
|
|
|
let market_external: &serum_dex::state::MarketState = bytemuck::from_bytes(
|
|
&(self.serum3_external_markets_cache.get(name).unwrap().1)
|
|
[5..5 + std::mem::size_of::<serum_dex::state::MarketState>()],
|
|
);
|
|
let coin_vault = market_external.coin_vault;
|
|
let pc_vault = market_external.pc_vault;
|
|
let vault_signer = serum_dex::state::gen_vault_signer_key(
|
|
market_external.vault_signer_nonce,
|
|
&serum3_market.1.serum_market_external,
|
|
&serum3_market.1.serum_program,
|
|
)
|
|
.unwrap();
|
|
|
|
self.program()
|
|
.request()
|
|
.instruction(Instruction {
|
|
program_id: mango_v4::id(),
|
|
accounts: anchor_lang::ToAccountMetas::to_account_metas(
|
|
&mango_v4::accounts::Serum3SettleFunds {
|
|
group: self.group(),
|
|
account: self.mango_account_cache.0,
|
|
open_orders,
|
|
quote_bank: quote_info.bank,
|
|
quote_vault: quote_info.vault,
|
|
base_bank: base_info.bank,
|
|
base_vault: base_info.vault,
|
|
serum_market: serum3_market.0,
|
|
serum_program: serum3_market.1.serum_program,
|
|
serum_market_external: serum3_market.1.serum_market_external,
|
|
market_base_vault: from_serum_style_pubkey(&coin_vault),
|
|
market_quote_vault: from_serum_style_pubkey(&pc_vault),
|
|
market_vault_signer: vault_signer,
|
|
owner: self.payer(),
|
|
token_program: Token::id(),
|
|
},
|
|
None,
|
|
),
|
|
data: anchor_lang::InstructionData::data(
|
|
&mango_v4::instruction::Serum3SettleFunds {},
|
|
),
|
|
})
|
|
.send()
|
|
}
|
|
|
|
pub fn serum3_cancel_all_orders(&self, market_name: &str) -> Result<Vec<u128>, anyhow::Error> {
|
|
let serum3_market = self.serum3_markets_cache.get(market_name).unwrap();
|
|
|
|
let open_orders = Pubkey::find_program_address(
|
|
&[
|
|
self.mango_account_cache.0.as_ref(),
|
|
b"Serum3OO".as_ref(),
|
|
serum3_market.0.as_ref(),
|
|
],
|
|
&self.program().id(),
|
|
)
|
|
.0;
|
|
|
|
let open_orders_bytes = self
|
|
.program()
|
|
.rpc()
|
|
.get_account_with_commitment(&open_orders, self.commitment)?
|
|
.value
|
|
.unwrap()
|
|
.data;
|
|
let open_orders_data: &serum_dex::state::OpenOrders = bytemuck::from_bytes(
|
|
&open_orders_bytes[5..5 + std::mem::size_of::<serum_dex::state::OpenOrders>()],
|
|
);
|
|
|
|
let mut orders = vec![];
|
|
for order_id in open_orders_data.orders {
|
|
if order_id != 0 {
|
|
// TODO: find side for order_id, and only cancel the relevant order
|
|
self.serum3_cancel_order(market_name, Serum3Side::Bid, order_id)
|
|
.ok();
|
|
self.serum3_cancel_order(market_name, Serum3Side::Ask, order_id)
|
|
.ok();
|
|
|
|
orders.push(order_id);
|
|
}
|
|
}
|
|
|
|
Ok(orders)
|
|
}
|
|
|
|
pub fn serum3_cancel_order(
|
|
&self,
|
|
market_name: &str,
|
|
side: Serum3Side,
|
|
order_id: u128,
|
|
) -> Result<(), anyhow::Error> {
|
|
let (account_pubkey, _account) = self.get_account()?;
|
|
|
|
let serum3_market = self.serum3_markets_cache.get(market_name).unwrap();
|
|
|
|
let open_orders = Pubkey::find_program_address(
|
|
&[
|
|
account_pubkey.as_ref(),
|
|
b"Serum3OO".as_ref(),
|
|
serum3_market.0.as_ref(),
|
|
],
|
|
&self.program().id(),
|
|
)
|
|
.0;
|
|
|
|
let market_external: &serum_dex::state::MarketState = bytemuck::from_bytes(
|
|
&(self
|
|
.serum3_external_markets_cache
|
|
.get(market_name)
|
|
.unwrap()
|
|
.1)[5..5 + std::mem::size_of::<serum_dex::state::MarketState>()],
|
|
);
|
|
let bids = market_external.bids;
|
|
let asks = market_external.asks;
|
|
let event_q = market_external.event_q;
|
|
|
|
self.program()
|
|
.request()
|
|
.instruction(Instruction {
|
|
program_id: mango_v4::id(),
|
|
accounts: {
|
|
anchor_lang::ToAccountMetas::to_account_metas(
|
|
&mango_v4::accounts::Serum3CancelOrder {
|
|
group: self.group(),
|
|
account: account_pubkey,
|
|
serum_market: serum3_market.0,
|
|
serum_program: serum3_market.1.serum_program,
|
|
serum_market_external: serum3_market.1.serum_market_external,
|
|
open_orders,
|
|
market_bids: from_serum_style_pubkey(&bids),
|
|
market_asks: from_serum_style_pubkey(&asks),
|
|
market_event_queue: from_serum_style_pubkey(&event_q),
|
|
owner: self.payer(),
|
|
},
|
|
None,
|
|
)
|
|
},
|
|
data: anchor_lang::InstructionData::data(
|
|
&mango_v4::instruction::Serum3CancelOrder { side, order_id },
|
|
),
|
|
})
|
|
.send()?;
|
|
|
|
Ok(())
|
|
}
|
|
|
|
//
|
|
// Perps
|
|
//
|
|
|
|
//
|
|
//
|
|
//
|
|
}
|
|
|
|
fn from_serum_style_pubkey(d: &[u64; 4]) -> Pubkey {
|
|
Pubkey::new(bytemuck::cast_slice(d as &[_]))
|
|
}
|