369 lines
14 KiB
Rust
369 lines
14 KiB
Rust
use crate::accounts_zerocopy::*;
|
|
use crate::error::*;
|
|
use crate::group_seeds;
|
|
use crate::logs::{FlashLoanLog, FlashLoanTokenDetail, TokenBalanceLog};
|
|
use crate::state::MangoAccount;
|
|
use crate::state::{
|
|
compute_health, compute_health_from_fixed_accounts, new_fixed_order_account_retriever,
|
|
AccountLoaderDynamic, AccountRetriever, Bank, Group, HealthType, TokenIndex,
|
|
};
|
|
use crate::util::checked_math as cm;
|
|
use anchor_lang::prelude::*;
|
|
use anchor_lang::solana_program::sysvar::instructions as tx_instructions;
|
|
use anchor_lang::Discriminator;
|
|
use anchor_spl::token::{self, Token, TokenAccount};
|
|
use fixed::types::I80F48;
|
|
|
|
/// Sets up mango vaults for flash loan
|
|
///
|
|
/// In addition to these accounts, there must be remaining_accounts:
|
|
/// 1. N banks (writable)
|
|
/// 2. N vaults (writable), matching the banks
|
|
/// 3. N token accounts (writable), in the same order as the vaults,
|
|
/// the loaned funds are transfered into these
|
|
#[derive(Accounts)]
|
|
pub struct FlashLoanBegin<'info> {
|
|
pub group: AccountLoader<'info, Group>,
|
|
pub token_program: Program<'info, Token>,
|
|
|
|
/// Instructions Sysvar for instruction introspection
|
|
/// CHECK: fixed instructions sysvar account
|
|
#[account(address = tx_instructions::ID)]
|
|
pub instructions: UncheckedAccount<'info>,
|
|
}
|
|
|
|
/// Finalizes a flash loan
|
|
///
|
|
/// In addition to these accounts, there must be remaining_accounts:
|
|
/// 1. health accounts, and every bank that also appeared in FlashLoanBegin must be writable
|
|
/// 2. N vaults (writable), matching what was in FlashLoanBegin
|
|
/// 3. N token accounts (writable), matching what was in FlashLoanBegin;
|
|
/// the `owner` must have authority to transfer tokens out of them
|
|
#[derive(Accounts)]
|
|
pub struct FlashLoanEnd<'info> {
|
|
#[account(
|
|
mut,
|
|
has_one = owner
|
|
)]
|
|
pub account: AccountLoaderDynamic<'info, MangoAccount>,
|
|
pub owner: Signer<'info>,
|
|
|
|
pub token_program: Program<'info, Token>,
|
|
}
|
|
|
|
/// The `loan_amounts` argument lists the amount to be loaned from each bank/vault and
|
|
/// the order matches the order of bank accounts.
|
|
pub fn flash_loan_begin<'key, 'accounts, 'remaining, 'info>(
|
|
ctx: Context<'key, 'accounts, 'remaining, 'info, FlashLoanBegin<'info>>,
|
|
loan_amounts: Vec<u64>,
|
|
) -> Result<()> {
|
|
let num_loans = loan_amounts.len();
|
|
require_eq!(ctx.remaining_accounts.len(), 3 * num_loans);
|
|
let banks = &ctx.remaining_accounts[..num_loans];
|
|
let vaults = &ctx.remaining_accounts[num_loans..2 * num_loans];
|
|
let token_accounts = &ctx.remaining_accounts[2 * num_loans..];
|
|
|
|
let group = ctx.accounts.group.load()?;
|
|
let group_seeds = group_seeds!(group);
|
|
let seeds = [&group_seeds[..]];
|
|
|
|
// Check that the banks and vaults correspond
|
|
for (((bank_ai, vault_ai), token_account_ai), amount) in banks
|
|
.iter()
|
|
.zip(vaults.iter())
|
|
.zip(token_accounts.iter())
|
|
.zip(loan_amounts.iter())
|
|
{
|
|
let mut bank = bank_ai.load_mut::<Bank>()?;
|
|
require_keys_eq!(bank.group, ctx.accounts.group.key());
|
|
require_keys_eq!(bank.vault, *vault_ai.key);
|
|
|
|
let vault = Account::<TokenAccount>::try_from(vault_ai)?;
|
|
let token_account = Account::<TokenAccount>::try_from(token_account_ai)?;
|
|
|
|
bank.flash_loan_approved_amount = *amount;
|
|
bank.flash_loan_token_account_initial = token_account.amount;
|
|
|
|
// Transfer the loaned funds
|
|
if *amount > 0 {
|
|
// Provide a readable error message in case the vault doesn't have enough tokens
|
|
if vault.amount < *amount {
|
|
return err!(MangoError::InsufficentBankVaultFunds).with_context(|| {
|
|
format!(
|
|
"bank vault {} does not have enough tokens, need {} but have {}",
|
|
vault_ai.key, amount, vault.amount
|
|
)
|
|
});
|
|
}
|
|
|
|
let transfer_ctx = CpiContext::new(
|
|
ctx.accounts.token_program.to_account_info(),
|
|
token::Transfer {
|
|
from: vault_ai.clone(),
|
|
to: token_account_ai.clone(),
|
|
authority: ctx.accounts.group.to_account_info(),
|
|
},
|
|
)
|
|
.with_signer(&seeds);
|
|
token::transfer(transfer_ctx, *amount)?;
|
|
}
|
|
}
|
|
|
|
// Check if the other instructions in the transactions are compatible
|
|
{
|
|
let ixs = ctx.accounts.instructions.as_ref();
|
|
let current_index = tx_instructions::load_current_index_checked(ixs)? as usize;
|
|
|
|
// Forbid FlashLoanBegin to be called from CPI (it does not have to be the first instruction)
|
|
let current_ix = tx_instructions::load_instruction_at_checked(current_index, ixs)?;
|
|
require_msg!(
|
|
current_ix.program_id == *ctx.program_id,
|
|
"FlashLoanBegin must be a top-level instruction"
|
|
);
|
|
|
|
// The only other mango instruction that must appear before the end of the tx is
|
|
// the FlashLoanEnd instruction. No other mango instructions are allowed.
|
|
let mut index = current_index + 1;
|
|
let mut found_end = false;
|
|
loop {
|
|
let ix = match tx_instructions::load_instruction_at_checked(index, ixs) {
|
|
Ok(ix) => ix,
|
|
Err(ProgramError::InvalidArgument) => break, // past the last instruction
|
|
Err(e) => return Err(e.into()),
|
|
};
|
|
|
|
// Check that the mango program key is not used
|
|
if ix.program_id == crate::id() {
|
|
// must be the last mango ix -- this could possibly be relaxed, but right now
|
|
// we need to guard against multiple FlashLoanEnds
|
|
require_msg!(
|
|
!found_end,
|
|
"the transaction must not contain a Mango instruction after FlashLoanEnd"
|
|
);
|
|
found_end = true;
|
|
|
|
// must be the FlashLoanEnd instruction
|
|
require!(
|
|
ix.data[0..8] == crate::instruction::FlashLoanEnd::discriminator(),
|
|
MangoError::SomeError
|
|
);
|
|
|
|
// check that the same vaults and token accounts are passed
|
|
let begin_accounts = &ctx.remaining_accounts[num_loans..];
|
|
let end_accounts = &ix.accounts[ix.accounts.len() - 2 * num_loans..];
|
|
for (begin_account, end_account) in begin_accounts.iter().zip(end_accounts.iter()) {
|
|
require_msg!(*begin_account.key == end_account.pubkey, "the trailing accounts passed to FlashLoanBegin and End must match, found {} on begin and {} on end", begin_account.key, end_account.pubkey);
|
|
}
|
|
} else {
|
|
// ensure no one can cpi into mango either
|
|
for meta in ix.accounts.iter() {
|
|
require_msg!(meta.pubkey != crate::id(), "instructions between FlashLoanBegin and End may not use the Mango program account");
|
|
}
|
|
}
|
|
|
|
index += 1;
|
|
}
|
|
require_msg!(
|
|
found_end,
|
|
"found no FlashLoanEnd instruction in transaction"
|
|
);
|
|
}
|
|
|
|
Ok(())
|
|
}
|
|
|
|
struct TokenVaultChange {
|
|
token_index: TokenIndex,
|
|
bank_index: usize,
|
|
raw_token_index: usize,
|
|
amount: I80F48,
|
|
}
|
|
|
|
pub fn flash_loan_end<'key, 'accounts, 'remaining, 'info>(
|
|
ctx: Context<'key, 'accounts, 'remaining, 'info, FlashLoanEnd<'info>>,
|
|
) -> Result<()> {
|
|
let mut account = ctx.accounts.account.load_mut()?;
|
|
let group = account.fixed.group;
|
|
|
|
// Find index at which vaults start
|
|
let vaults_index = ctx
|
|
.remaining_accounts
|
|
.iter()
|
|
.position(|ai| {
|
|
let maybe_token_account = Account::<TokenAccount>::try_from(ai);
|
|
if maybe_token_account.is_err() {
|
|
return false;
|
|
}
|
|
|
|
maybe_token_account.unwrap().owner == account.fixed.group
|
|
})
|
|
.ok_or_else(|| error_msg!("expected at least one vault token account to be passed"))?;
|
|
let vaults_len = (ctx.remaining_accounts.len() - vaults_index) / 2;
|
|
require_eq!(ctx.remaining_accounts.len(), vaults_index + 2 * vaults_len);
|
|
|
|
// First initialize to the remaining delegated amount
|
|
let health_ais = &ctx.remaining_accounts[..vaults_index];
|
|
let vaults = &ctx.remaining_accounts[vaults_index..vaults_index + vaults_len];
|
|
let token_accounts = &ctx.remaining_accounts[vaults_index + vaults_len..];
|
|
let mut vaults_with_banks = vec![false; vaults.len()];
|
|
|
|
// Loop over the banks, finding matching vaults
|
|
// TODO: must be moved into health.rs, because it assumes something about the health accounts structure
|
|
let mut changes = vec![];
|
|
for (i, bank_ai) in health_ais.iter().enumerate() {
|
|
// iterate until the first non-bank
|
|
let bank = match bank_ai.load::<Bank>() {
|
|
Ok(b) => b,
|
|
Err(_) => break,
|
|
};
|
|
|
|
// find a vault -- if there's none, skip
|
|
let (vault_index, vault_ai) = match vaults
|
|
.iter()
|
|
.enumerate()
|
|
.find(|(_, vault_ai)| vault_ai.key == &bank.vault)
|
|
{
|
|
Some(v) => v,
|
|
None => continue,
|
|
};
|
|
|
|
vaults_with_banks[vault_index] = true;
|
|
let token_account_ai = &token_accounts[vault_index];
|
|
let token_account = Account::<TokenAccount>::try_from(token_account_ai)?;
|
|
|
|
// Ensure this bank/vault combination was mentioned in the Begin instruction:
|
|
// The Begin instruction only checks that End ends with the same vault accounts -
|
|
// but there could be an extra vault account in End, or a different bank could be
|
|
// used for the same vault.
|
|
require_neq!(bank.flash_loan_token_account_initial, u64::MAX);
|
|
|
|
// Create the token position now, so we can compute the pre-health with fixed order health accounts
|
|
let (_, raw_token_index, _) = account.token_get_mut_or_create(bank.token_index)?;
|
|
|
|
// Transfer any excess over the inital balance of the token account back
|
|
// into the vault. Compute the total change in the vault balance.
|
|
let mut change = -I80F48::from(bank.flash_loan_approved_amount);
|
|
if token_account.amount > bank.flash_loan_token_account_initial {
|
|
let transfer_ctx = CpiContext::new(
|
|
ctx.accounts.token_program.to_account_info(),
|
|
token::Transfer {
|
|
from: token_account_ai.clone(),
|
|
to: vault_ai.clone(),
|
|
authority: ctx.accounts.owner.to_account_info(),
|
|
},
|
|
);
|
|
let repay = token_account.amount - bank.flash_loan_token_account_initial;
|
|
token::transfer(transfer_ctx, repay)?;
|
|
|
|
let repay = I80F48::from(repay);
|
|
change = cm!(change + repay);
|
|
}
|
|
|
|
changes.push(TokenVaultChange {
|
|
token_index: bank.token_index,
|
|
bank_index: i,
|
|
raw_token_index,
|
|
amount: change,
|
|
});
|
|
}
|
|
|
|
// all vaults must have had matching banks
|
|
for (i, has_bank) in vaults_with_banks.iter().enumerate() {
|
|
require_msg!(
|
|
has_bank,
|
|
"missing bank for vault index {}, address {}",
|
|
i,
|
|
vaults[i].key
|
|
);
|
|
}
|
|
|
|
// Check pre-cpi health
|
|
// NOTE: This health check isn't strictly necessary. It will be, later, when
|
|
// we want to have reduce_only or be able to move an account out of bankruptcy.
|
|
let retriever = new_fixed_order_account_retriever(health_ais, &account.borrow())?;
|
|
let pre_cpi_health = compute_health(&account.borrow(), HealthType::Init, &retriever)?;
|
|
require!(pre_cpi_health >= 0, MangoError::HealthMustBePositive);
|
|
msg!("pre_cpi_health {:?}", pre_cpi_health);
|
|
|
|
// Prices for logging
|
|
let mut prices = vec![];
|
|
for change in &changes {
|
|
let (_, oracle_price) = retriever.bank_and_oracle(
|
|
&account.fixed.group,
|
|
change.bank_index,
|
|
change.token_index,
|
|
)?;
|
|
|
|
prices.push(oracle_price);
|
|
}
|
|
// Drop retriever as mut bank below uses health_ais
|
|
drop(retriever);
|
|
|
|
// Apply the vault diffs to the bank positions
|
|
let mut deactivated_token_positions = vec![];
|
|
let mut token_loan_details = Vec::with_capacity(changes.len());
|
|
for (change, price) in changes.iter().zip(prices.iter()) {
|
|
let mut bank = health_ais[change.bank_index].load_mut::<Bank>()?;
|
|
let position = account.token_get_mut_raw(change.raw_token_index);
|
|
let native = position.native(&bank);
|
|
let approved_amount = I80F48::from(bank.flash_loan_approved_amount);
|
|
|
|
let loan = if native.is_positive() {
|
|
cm!(approved_amount - native).max(I80F48::ZERO)
|
|
} else {
|
|
approved_amount
|
|
};
|
|
|
|
let loan_origination_fee = cm!(loan * bank.loan_origination_fee_rate);
|
|
bank.collected_fees_native = cm!(bank.collected_fees_native + loan_origination_fee);
|
|
|
|
let is_active =
|
|
bank.change_without_fee(position, cm!(change.amount - loan_origination_fee))?;
|
|
if !is_active {
|
|
deactivated_token_positions.push(change.raw_token_index);
|
|
}
|
|
|
|
bank.flash_loan_approved_amount = 0;
|
|
bank.flash_loan_token_account_initial = u64::MAX;
|
|
|
|
token_loan_details.push(FlashLoanTokenDetail {
|
|
token_index: position.token_index,
|
|
change_amount: change.amount.to_bits(),
|
|
loan: loan.to_bits(),
|
|
loan_origination_fee: loan_origination_fee.to_bits(),
|
|
deposit_index: bank.deposit_index.to_bits(),
|
|
borrow_index: bank.borrow_index.to_bits(),
|
|
price: price.to_bits(),
|
|
});
|
|
|
|
emit!(TokenBalanceLog {
|
|
mango_group: group.key(),
|
|
mango_account: ctx.accounts.account.key(),
|
|
token_index: bank.token_index as u16,
|
|
indexed_position: position.indexed_position.to_bits(),
|
|
deposit_index: bank.deposit_index.to_bits(),
|
|
borrow_index: bank.borrow_index.to_bits(),
|
|
price: price.to_bits(),
|
|
});
|
|
}
|
|
|
|
emit!(FlashLoanLog {
|
|
mango_group: group.key(),
|
|
mango_account: ctx.accounts.account.key(),
|
|
token_loan_details
|
|
});
|
|
|
|
// Check post-cpi health
|
|
let post_cpi_health =
|
|
compute_health_from_fixed_accounts(&account.borrow(), HealthType::Init, health_ais)?;
|
|
require!(post_cpi_health >= 0, MangoError::HealthMustBePositive);
|
|
msg!("post_cpi_health {:?}", post_cpi_health);
|
|
|
|
// Deactivate inactive token accounts after health check
|
|
for raw_token_index in deactivated_token_positions {
|
|
account.token_deactivate(raw_token_index);
|
|
}
|
|
|
|
Ok(())
|
|
}
|