mango-v4/liquidator/src/liquidate.rs

213 lines
7.4 KiB
Rust

use std::{collections::HashMap, str::FromStr};
use crate::account_shared_data::KeyedAccountSharedData;
use client::MangoClient;
use mango_v4::accounts_zerocopy::LoadZeroCopy;
use mango_v4::state::{
compute_health, oracle_price, Bank, FixedOrderAccountRetriever, HealthType, MangoAccount,
MintInfo, PerpMarketIndex, TokenIndex,
};
use {
crate::chain_data::ChainData, anyhow::Context, fixed::types::I80F48, log::*,
solana_sdk::account::AccountSharedData, solana_sdk::pubkey::Pubkey,
};
pub fn load_mango_account<T: anchor_lang::ZeroCopy + anchor_lang::Owner>(
account: &AccountSharedData,
) -> anyhow::Result<&T> {
account.load::<T>().map_err(|e| e.into())
}
fn load_mango_account_from_chain<'a, T: anchor_lang::ZeroCopy + anchor_lang::Owner>(
chain_data: &'a ChainData,
pubkey: &Pubkey,
) -> anyhow::Result<&'a T> {
load_mango_account::<T>(
chain_data
.account(pubkey)
.context("retrieving account from chain")?,
)
}
pub fn compute_health_(
chain_data: &ChainData,
mint_infos: &HashMap<TokenIndex, Pubkey>,
perp_markets: &HashMap<PerpMarketIndex, Pubkey>,
account: &MangoAccount,
health_type: HealthType,
) -> anchor_lang::Result<I80F48> {
let mut health_accounts = vec![];
let mut banks = vec![];
let mut oracles = vec![];
// collect banks and oracles for active token positions
for position in account.tokens.iter_active() {
let mint_info = load_mango_account_from_chain::<MintInfo>(
chain_data,
mint_infos
.get(&position.token_index)
.expect("mint_infos cache missing entry"),
)
.unwrap();
banks.push((
mint_info.first_bank(),
chain_data
.account(&mint_info.first_bank())
.expect("chain data is missing bank"),
));
oracles.push((
mint_info.oracle,
chain_data
.account(&mint_info.oracle)
.expect("chain data is missing oracle"),
));
}
// collect active perp markets
let mut perp_markets = account
.perps
.iter_active_accounts()
.map(|&s| {
(
*perp_markets
.get(&s.market_index)
.expect("perp markets cache is missing entry"),
chain_data
.account(
perp_markets
.get(&s.market_index)
.expect("perp markets cache is missing entry"),
)
.expect("chain data is missing perp market"),
)
})
.collect::<Vec<(Pubkey, &AccountSharedData)>>();
let active_perp_len = perp_markets.len();
// collect OO for active serum markets
let mut serum_oos = account
.serum3
.iter_active()
.map(|&s| (s.open_orders, chain_data.account(&s.open_orders).unwrap()))
.collect::<Vec<(Pubkey, &AccountSharedData)>>();
let active_token_len = banks.len();
health_accounts.append(&mut banks);
health_accounts.append(&mut oracles);
health_accounts.append(&mut perp_markets);
health_accounts.append(&mut serum_oos);
let retriever = FixedOrderAccountRetriever {
ais: health_accounts
.into_iter()
.map(|asd| KeyedAccountSharedData::new(asd.0, asd.1.clone()))
.collect::<Vec<_>>(),
n_banks: active_token_len,
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len,
};
compute_health(account, health_type, &retriever)
}
#[allow(clippy::too_many_arguments)]
pub fn process_accounts<'a>(
mango_client: &MangoClient,
chain_data: &ChainData,
accounts: impl Iterator<Item = &'a Pubkey>,
mint_infos: &HashMap<TokenIndex, Pubkey>,
perp_markets: &HashMap<PerpMarketIndex, Pubkey>,
) -> anyhow::Result<()> {
for pubkey in accounts {
let account_result = load_mango_account_from_chain::<MangoAccount>(chain_data, pubkey);
let account = match account_result {
Ok(account) => account,
Err(err) => {
warn!("could not load account {}: {:?}", pubkey, err);
continue;
}
};
// compute maint health for account
let maint_health = compute_health_(
chain_data,
mint_infos,
perp_markets,
account,
HealthType::Maint,
)
.expect("always ok");
// try liquidating
if maint_health.is_negative() {
// find asset and liab tokens
let mut tokens = account
.tokens
.iter_active()
.map(|token| {
let mint_info_pk = mint_infos.get(&token.token_index).expect("always Ok");
let mint_info =
load_mango_account_from_chain::<MintInfo>(chain_data, mint_info_pk)?;
let bank =
load_mango_account_from_chain::<Bank>(chain_data, &mint_info.first_bank())?;
let oracle = chain_data.account(&mint_info.oracle)?;
let price = oracle_price(
&KeyedAccountSharedData::new(mint_info.oracle, oracle.clone()),
bank.oracle_config.conf_filter,
bank.mint_decimals,
)?;
Ok((token.token_index, bank, token.native(bank) * price))
})
.collect::<anyhow::Result<Vec<(TokenIndex, &Bank, I80F48)>>>()?;
tokens.sort_by(|a, b| a.2.cmp(&b.2));
if tokens.len() < 2 {
anyhow::bail!(format!(
"mango account {}, has less than 2 active tokens",
pubkey
));
}
let (asset_token_index, _asset_bank, _asset_price) = tokens.last().unwrap();
let (liab_token_index, _liab_bank, _liab_price) = tokens.first().unwrap();
//
// TODO: log liqor's assets in UI form
// TODO: log liquee's liab_needed, need to refactor program code to be able to be accessed from client side
// TODO: swap inherited liabs to desired asset for liqor
//
let sig = mango_client.liq_token_with_token(
(pubkey, account),
*asset_token_index,
*liab_token_index,
{
// max liab liqor can provide
// let fresh_liqor = load_mango_account_from_chain::<MangoAccount>(
// chain_data,
// &mango_client.mango_account_cache.0,
// )?;
// fresh_liqor
// .tokens
// .find(*liab_token_index)
// .unwrap()
// .native(&_liab_bank)
I80F48::from_str("0.0000001").unwrap()
},
);
match sig {
Ok(sig) => log::info!(
"Liquidated {}..., maint_health was {}, tx sig {:?}",
&pubkey.to_string()[..3],
maint_health,
sig
),
Err(err) => {
log::error!("{:?}", err)
}
}
}
}
Ok(())
}