1066 lines
31 KiB
TypeScript
1066 lines
31 KiB
TypeScript
import { BN } from '@project-serum/anchor';
|
|
import { utf8 } from '@project-serum/anchor/dist/cjs/utils/bytes';
|
|
import { OpenOrders, Order, Orderbook } from '@project-serum/serum/lib/market';
|
|
import { PublicKey } from '@solana/web3.js';
|
|
import { MangoClient } from '../client';
|
|
import { SERUM3_PROGRAM_ID } from '../constants';
|
|
import {
|
|
nativeI80F48ToUi,
|
|
toNative,
|
|
toUiDecimals,
|
|
toUiDecimalsForQuote,
|
|
} from '../utils';
|
|
import { Bank, TokenIndex } from './bank';
|
|
import { Group } from './group';
|
|
import { HealthCache } from './healthCache';
|
|
import { I80F48, I80F48Dto, ONE_I80F48, ZERO_I80F48 } from './I80F48';
|
|
import { PerpMarket, PerpMarketIndex, PerpOrder, PerpOrderSide } from './perp';
|
|
import { MarketIndex, Serum3Side } from './serum3';
|
|
export class MangoAccount {
|
|
public tokens: TokenPosition[];
|
|
public serum3: Serum3Orders[];
|
|
public perps: PerpPosition[];
|
|
public perpOpenOrders: PerpOo[];
|
|
public name: string;
|
|
public netDeposits: BN;
|
|
|
|
static from(
|
|
publicKey: PublicKey,
|
|
obj: {
|
|
group: PublicKey;
|
|
owner: PublicKey;
|
|
name: number[];
|
|
delegate: PublicKey;
|
|
beingLiquidated: number;
|
|
accountNum: number;
|
|
bump: number;
|
|
netDeposits: BN;
|
|
netSettled: BN;
|
|
headerVersion: number;
|
|
tokens: unknown;
|
|
serum3: unknown;
|
|
perps: unknown;
|
|
perpOpenOrders: unknown;
|
|
},
|
|
) {
|
|
return new MangoAccount(
|
|
publicKey,
|
|
obj.group,
|
|
obj.owner,
|
|
obj.name,
|
|
obj.delegate,
|
|
obj.beingLiquidated,
|
|
obj.accountNum,
|
|
obj.bump,
|
|
obj.netDeposits,
|
|
obj.netSettled,
|
|
obj.headerVersion,
|
|
obj.tokens as TokenPositionDto[],
|
|
obj.serum3 as Serum3PositionDto[],
|
|
obj.perps as PerpPositionDto[],
|
|
obj.perpOpenOrders as PerpOoDto[],
|
|
new Map(), // serum3OosMapByMarketIndex
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public publicKey: PublicKey,
|
|
public group: PublicKey,
|
|
public owner: PublicKey,
|
|
name: number[],
|
|
public delegate: PublicKey,
|
|
beingLiquidated: number,
|
|
public accountNum: number,
|
|
bump: number,
|
|
netDeposits: BN,
|
|
netSettled: BN,
|
|
headerVersion: number,
|
|
tokens: TokenPositionDto[],
|
|
serum3: Serum3PositionDto[],
|
|
perps: PerpPositionDto[],
|
|
perpOpenOrders: PerpOoDto[],
|
|
public serum3OosMapByMarketIndex: Map<number, OpenOrders>,
|
|
) {
|
|
this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0];
|
|
this.tokens = tokens.map((dto) => TokenPosition.from(dto));
|
|
this.serum3 = serum3.map((dto) => Serum3Orders.from(dto));
|
|
this.perps = perps.map((dto) => PerpPosition.from(dto));
|
|
this.perpOpenOrders = perpOpenOrders.map((dto) => PerpOo.from(dto));
|
|
this.netDeposits = netDeposits;
|
|
}
|
|
|
|
async reload(client: MangoClient): Promise<MangoAccount> {
|
|
const mangoAccount = await client.getMangoAccount(this);
|
|
await mangoAccount.reloadAccountData(client);
|
|
Object.assign(this, mangoAccount);
|
|
return mangoAccount;
|
|
}
|
|
|
|
async reloadWithSlot(
|
|
client: MangoClient,
|
|
): Promise<{ value: MangoAccount; slot: number }> {
|
|
const resp = await client.getMangoAccountWithSlot(this.publicKey);
|
|
await resp?.value.reloadAccountData(client);
|
|
Object.assign(this, resp?.value);
|
|
return { value: resp!.value, slot: resp!.slot };
|
|
}
|
|
|
|
async reloadAccountData(client: MangoClient): Promise<MangoAccount> {
|
|
const serum3Active = this.serum3Active();
|
|
const ais =
|
|
await client.program.provider.connection.getMultipleAccountsInfo(
|
|
serum3Active.map((serum3) => serum3.openOrders),
|
|
);
|
|
this.serum3OosMapByMarketIndex = new Map(
|
|
Array.from(
|
|
ais.map((ai, i) => {
|
|
if (!ai) {
|
|
throw new Error(
|
|
`Undefined AI for open orders ${serum3Active[i].openOrders} and market ${serum3Active[i].marketIndex}!`,
|
|
);
|
|
}
|
|
const oo = OpenOrders.fromAccountInfo(
|
|
serum3Active[i].openOrders,
|
|
ai,
|
|
SERUM3_PROGRAM_ID[client.cluster],
|
|
);
|
|
return [serum3Active[i].marketIndex, oo];
|
|
}),
|
|
),
|
|
);
|
|
|
|
return this;
|
|
}
|
|
|
|
tokensActive(): TokenPosition[] {
|
|
return this.tokens.filter((token) => token.isActive());
|
|
}
|
|
|
|
serum3Active(): Serum3Orders[] {
|
|
return this.serum3.filter((serum3) => serum3.isActive());
|
|
}
|
|
|
|
perpActive(): PerpPosition[] {
|
|
return this.perps.filter((perp) => perp.isActive());
|
|
}
|
|
|
|
perpOrdersActive(): PerpOo[] {
|
|
return this.perpOpenOrders.filter(
|
|
(oo) => oo.orderMarket !== PerpOo.OrderMarketUnset,
|
|
);
|
|
}
|
|
|
|
getToken(tokenIndex: TokenIndex): TokenPosition | undefined {
|
|
return this.tokens.find((ta) => ta.tokenIndex == tokenIndex);
|
|
}
|
|
|
|
getSerum3Account(marketIndex: MarketIndex): Serum3Orders | undefined {
|
|
return this.serum3.find((sa) => sa.marketIndex == marketIndex);
|
|
}
|
|
|
|
getSerum3OoAccount(marketIndex: MarketIndex): OpenOrders {
|
|
const oo: OpenOrders | undefined =
|
|
this.serum3OosMapByMarketIndex.get(marketIndex);
|
|
|
|
if (!oo) {
|
|
throw new Error(
|
|
`Open orders account not loaded for market with marketIndex ${marketIndex}!`,
|
|
);
|
|
}
|
|
return oo;
|
|
}
|
|
|
|
// How to navigate
|
|
// * if a function is returning a I80F48, then usually the return value is in native quote or native token, unless specified
|
|
// * if a function is returning a number, then usually the return value is in ui tokens, unless specified
|
|
// * functions try to be explicit by having native or ui in the name to better reflect the value
|
|
// * some values might appear unexpected large or small, usually the doc contains a "note"
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native balance for a token, is signed
|
|
*/
|
|
getTokenBalance(bank: Bank): I80F48 {
|
|
const tp = this.getToken(bank.tokenIndex);
|
|
return tp ? tp.balance(bank) : ZERO_I80F48();
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native deposits for a token, 0 if position has borrows
|
|
*/
|
|
getTokenDeposits(bank: Bank): I80F48 {
|
|
const tp = this.getToken(bank.tokenIndex);
|
|
return tp ? tp.deposits(bank) : ZERO_I80F48();
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native borrows for a token, 0 if position has deposits
|
|
*/
|
|
getTokenBorrows(bank: Bank): I80F48 {
|
|
const tp = this.getToken(bank.tokenIndex);
|
|
return tp ? tp.borrows(bank) : ZERO_I80F48();
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns UI balance for a token, is signed
|
|
*/
|
|
getTokenBalanceUi(bank: Bank): number {
|
|
const tp = this.getToken(bank.tokenIndex);
|
|
return tp ? tp.balanceUi(bank) : 0;
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns UI deposits for a token, 0 or more
|
|
*/
|
|
getTokenDepositsUi(bank: Bank): number {
|
|
const ta = this.getToken(bank.tokenIndex);
|
|
return ta ? ta.depositsUi(bank) : 0;
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns UI borrows for a token, 0 or less
|
|
*/
|
|
getTokenBorrowsUi(bank: Bank): number {
|
|
const ta = this.getToken(bank.tokenIndex);
|
|
return ta ? ta.borrowsUi(bank) : 0;
|
|
}
|
|
|
|
/**
|
|
* Health, see health.rs or https://docs.mango.markets/mango-markets/health-overview
|
|
* @param healthType
|
|
* @returns raw health number, in native quote
|
|
*/
|
|
getHealth(group: Group, healthType: HealthType): I80F48 {
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc.health(healthType);
|
|
}
|
|
|
|
/**
|
|
* Health ratio, which is computed so `100 * (assets-liabs)/liabs`
|
|
* Note: health ratio is technically ∞ if liabs are 0
|
|
* @param healthType
|
|
* @returns health ratio, in percentage form
|
|
*/
|
|
getHealthRatio(group: Group, healthType: HealthType): I80F48 {
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc.healthRatio(healthType);
|
|
}
|
|
|
|
/**
|
|
* Health ratio
|
|
* @param healthType
|
|
* @returns health ratio, in percentage form, capped to 100
|
|
*/
|
|
getHealthRatioUi(group: Group, healthType: HealthType): number | undefined {
|
|
const ratio = this.getHealthRatio(group, healthType).toNumber();
|
|
if (ratio) {
|
|
return ratio > 100 ? 100 : Math.trunc(ratio);
|
|
} else {
|
|
return undefined;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Sum of all the assets i.e. token deposits, borrows, total assets in spot open orders, (perps positions is todo) in terms of quote value.
|
|
* @returns equity, in native quote
|
|
*/
|
|
getEquity(group: Group): I80F48 {
|
|
const tokensMap = new Map<number, I80F48>();
|
|
for (const tp of this.tokensActive()) {
|
|
const bank = group.getFirstBankByTokenIndex(tp.tokenIndex);
|
|
tokensMap.set(tp.tokenIndex, tp.balance(bank).mul(bank.price));
|
|
}
|
|
|
|
for (const sp of this.serum3Active()) {
|
|
const oo = this.getSerum3OoAccount(sp.marketIndex);
|
|
const baseBank = group.getFirstBankByTokenIndex(sp.baseTokenIndex);
|
|
tokensMap
|
|
.get(baseBank.tokenIndex)!
|
|
.iadd(
|
|
I80F48.fromString(oo.baseTokenTotal.toString()).mul(baseBank.price),
|
|
);
|
|
const quoteBank = group.getFirstBankByTokenIndex(sp.quoteTokenIndex);
|
|
// NOTE: referrerRebatesAccrued is not declared on oo class, but the layout
|
|
// is aware of it
|
|
tokensMap
|
|
.get(baseBank.tokenIndex)!
|
|
.iadd(
|
|
I80F48.fromString(
|
|
oo.quoteTokenTotal
|
|
.add((oo as any).referrerRebatesAccrued)
|
|
.toString(),
|
|
).mul(quoteBank.price),
|
|
);
|
|
}
|
|
|
|
const tokenEquity = Array.from(tokensMap.values()).reduce(
|
|
(a, b) => a.add(b),
|
|
ZERO_I80F48(),
|
|
);
|
|
|
|
const perpEquity = this.perpActive().reduce(
|
|
(a, b) =>
|
|
a.add(b.getEquity(group.getPerpMarketByMarketIndex(b.marketIndex))),
|
|
ZERO_I80F48(),
|
|
);
|
|
|
|
return tokenEquity.add(perpEquity);
|
|
}
|
|
|
|
/**
|
|
* The amount of native quote you could withdraw against your existing assets.
|
|
* @returns collateral value, in native quote
|
|
*/
|
|
getCollateralValue(group: Group): I80F48 {
|
|
return this.getHealth(group, HealthType.init);
|
|
}
|
|
|
|
/**
|
|
* Sum of all positive assets.
|
|
* @returns assets, in native quote
|
|
*/
|
|
getAssetsValue(group: Group, healthType: HealthType): I80F48 {
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc.assets(healthType);
|
|
}
|
|
|
|
/**
|
|
* Sum of all negative assets.
|
|
* @returns liabs, in native quote
|
|
*/
|
|
getLiabsValue(group: Group, healthType: HealthType): I80F48 {
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc.liabs(healthType);
|
|
}
|
|
|
|
/**
|
|
* @returns Overall PNL, in native quote
|
|
* PNL is defined here as spot value + serum3 open orders value + perp value - net deposits value (evaluated at native quote price at the time of the deposit/withdraw)
|
|
* spot value + serum3 open orders value + perp value is returned by getEquity (open orders values are added to spot token values implicitly)
|
|
*/
|
|
getPnl(group: Group): I80F48 {
|
|
return this.getEquity(group)?.add(
|
|
I80F48.fromI64(this.netDeposits).mul(I80F48.fromNumber(-1)),
|
|
);
|
|
}
|
|
|
|
/**
|
|
* The amount of given native token you can withdraw including borrows, considering all existing assets as collateral.
|
|
* @returns amount of given native token you can borrow, considering all existing assets as collateral, in native token
|
|
*/
|
|
getMaxWithdrawWithBorrowForToken(
|
|
group: Group,
|
|
mintPk: PublicKey,
|
|
): I80F48 | undefined {
|
|
const tokenBank: Bank = group.getFirstBankByMint(mintPk);
|
|
const initHealth = this.getHealth(group, HealthType.init);
|
|
|
|
if (!initHealth) return undefined;
|
|
|
|
// Case 1:
|
|
// Cannot withdraw if init health is below 0
|
|
if (initHealth.lte(ZERO_I80F48())) {
|
|
return ZERO_I80F48();
|
|
}
|
|
|
|
// Deposits need special treatment since they would neither count towards liabilities
|
|
// nor would be charged loanOriginationFeeRate when withdrawn
|
|
|
|
const tp = this.getToken(tokenBank.tokenIndex);
|
|
const existingTokenDeposits = tp ? tp.deposits(tokenBank) : ZERO_I80F48();
|
|
let existingPositionHealthContrib = ZERO_I80F48();
|
|
if (existingTokenDeposits.gt(ZERO_I80F48())) {
|
|
existingPositionHealthContrib = existingTokenDeposits
|
|
.mul(tokenBank.price)
|
|
.imul(tokenBank.initAssetWeight);
|
|
}
|
|
|
|
// Case 2: token deposits have higher contribution than initHealth,
|
|
// can withdraw without borrowing until initHealth reaches 0
|
|
if (existingPositionHealthContrib.gt(initHealth)) {
|
|
const withdrawAbleExistingPositionHealthContrib = initHealth;
|
|
return withdrawAbleExistingPositionHealthContrib
|
|
.div(tokenBank.initAssetWeight)
|
|
.div(tokenBank.price);
|
|
}
|
|
|
|
// Case 3: withdraw = withdraw existing deposits + borrows until initHealth reaches 0
|
|
const initHealthWithoutExistingPosition = initHealth.sub(
|
|
existingPositionHealthContrib,
|
|
);
|
|
const maxBorrowNative = initHealthWithoutExistingPosition
|
|
.div(tokenBank.initLiabWeight)
|
|
.div(tokenBank.price);
|
|
const maxBorrowNativeWithoutFees = maxBorrowNative.div(
|
|
ONE_I80F48().add(tokenBank.loanOriginationFeeRate),
|
|
);
|
|
return maxBorrowNativeWithoutFees.add(existingTokenDeposits);
|
|
}
|
|
|
|
getMaxWithdrawWithBorrowForTokenUi(
|
|
group: Group,
|
|
mintPk: PublicKey,
|
|
): number | undefined {
|
|
const maxWithdrawWithBorrow = this.getMaxWithdrawWithBorrowForToken(
|
|
group,
|
|
mintPk,
|
|
);
|
|
if (maxWithdrawWithBorrow) {
|
|
return toUiDecimals(maxWithdrawWithBorrow, group.getMintDecimals(mintPk));
|
|
} else {
|
|
return undefined;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* The max amount of given source ui token you can swap to a target token.
|
|
* PriceFactor is ratio between A - how many source tokens can be traded for target tokens
|
|
* and B - source native oracle price / target native oracle price.
|
|
* e.g. a slippage of 5% and some fees which are 1%, then priceFactor = 0.94
|
|
* the factor is used to compute how much target can be obtained by swapping source
|
|
* in reality, and not only relying on oracle prices, and taking in account e.g. slippage which
|
|
* can occur at large size
|
|
* @returns max amount of given source ui token you can swap to a target token, in ui token
|
|
*/
|
|
getMaxSourceUiForTokenSwap(
|
|
group: Group,
|
|
sourceMintPk: PublicKey,
|
|
targetMintPk: PublicKey,
|
|
priceFactor: number,
|
|
): number | undefined {
|
|
if (sourceMintPk.equals(targetMintPk)) {
|
|
return 0;
|
|
}
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
const maxSource = hc.getMaxSourceForTokenSwap(
|
|
group.getFirstBankByMint(sourceMintPk),
|
|
group.getFirstBankByMint(targetMintPk),
|
|
I80F48.fromNumber(2), // target 2% health
|
|
I80F48.fromNumber(priceFactor),
|
|
);
|
|
maxSource.idiv(
|
|
ONE_I80F48().add(
|
|
group.getFirstBankByMint(sourceMintPk).loanOriginationFeeRate,
|
|
),
|
|
);
|
|
if (maxSource) {
|
|
return toUiDecimals(maxSource, group.getMintDecimals(sourceMintPk));
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Simulates new health ratio after applying tokenChanges to the token positions.
|
|
* Note: token changes are expected in ui amounts
|
|
*
|
|
* e.g. useful to simulate health after a potential swap.
|
|
* Note: health ratio is technically ∞ if liabs are 0
|
|
* @returns health ratio, in percentage form
|
|
*/
|
|
simHealthRatioWithTokenPositionUiChanges(
|
|
group: Group,
|
|
uiTokenChanges: {
|
|
uiTokenAmount: number;
|
|
mintPk: PublicKey;
|
|
}[],
|
|
healthType: HealthType = HealthType.init,
|
|
): number | undefined {
|
|
const nativeTokenChanges = uiTokenChanges.map((tokenChange) => {
|
|
return {
|
|
nativeTokenAmount: toNative(
|
|
tokenChange.uiTokenAmount,
|
|
group.getMintDecimals(tokenChange.mintPk),
|
|
),
|
|
mintPk: tokenChange.mintPk,
|
|
};
|
|
});
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc
|
|
.simHealthRatioWithTokenPositionChanges(
|
|
group,
|
|
nativeTokenChanges,
|
|
healthType,
|
|
)
|
|
.toNumber();
|
|
}
|
|
|
|
public async loadSerum3OpenOrdersForMarket(
|
|
client: MangoClient,
|
|
group: Group,
|
|
externalMarketPk: PublicKey,
|
|
): Promise<Order[]> {
|
|
const serum3Market =
|
|
group.getSerum3MarketByExternalMarket(externalMarketPk);
|
|
const serum3OO = this.serum3Active().find(
|
|
(s) => s.marketIndex === serum3Market.marketIndex,
|
|
);
|
|
if (!serum3OO) {
|
|
throw new Error(`No open orders account found for ${externalMarketPk}`);
|
|
}
|
|
|
|
const serum3MarketExternal = group.serum3ExternalMarketsMap.get(
|
|
externalMarketPk.toBase58(),
|
|
)!;
|
|
const [bidsInfo, asksInfo] =
|
|
await client.program.provider.connection.getMultipleAccountsInfo([
|
|
serum3MarketExternal.bidsAddress,
|
|
serum3MarketExternal.asksAddress,
|
|
]);
|
|
if (!bidsInfo) {
|
|
throw new Error(
|
|
`Undefined bidsInfo for serum3Market with externalMarket ${externalMarketPk.toString()!}`,
|
|
);
|
|
}
|
|
if (!asksInfo) {
|
|
throw new Error(
|
|
`Undefined asksInfo for serum3Market with externalMarket ${externalMarketPk.toString()!}`,
|
|
);
|
|
}
|
|
const bids = Orderbook.decode(serum3MarketExternal, bidsInfo.data);
|
|
const asks = Orderbook.decode(serum3MarketExternal, asksInfo.data);
|
|
return [...bids, ...asks].filter((o) =>
|
|
o.openOrdersAddress.equals(serum3OO.openOrders),
|
|
);
|
|
}
|
|
|
|
/**
|
|
* @param group
|
|
* @param externalMarketPk
|
|
* @returns maximum ui quote which can be traded for base token given current health
|
|
*/
|
|
public getMaxQuoteForSerum3BidUi(
|
|
group: Group,
|
|
externalMarketPk: PublicKey,
|
|
): number {
|
|
const serum3Market =
|
|
group.getSerum3MarketByExternalMarket(externalMarketPk);
|
|
const baseBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.baseTokenIndex,
|
|
);
|
|
const quoteBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.quoteTokenIndex,
|
|
);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
let nativeAmount = hc.getMaxSerum3OrderForHealthRatio(
|
|
baseBank,
|
|
quoteBank,
|
|
serum3Market,
|
|
Serum3Side.bid,
|
|
I80F48.fromNumber(2),
|
|
);
|
|
// If its a bid then the reserved fund and potential loan is in base
|
|
// also keep some buffer for fees, use taker fees for worst case simulation.
|
|
nativeAmount = nativeAmount
|
|
.div(quoteBank.price)
|
|
.div(ONE_I80F48().add(baseBank.loanOriginationFeeRate))
|
|
.div(ONE_I80F48().add(I80F48.fromNumber(group.getSerum3FeeRates(false))));
|
|
return toUiDecimals(
|
|
nativeAmount,
|
|
group.getFirstBankByTokenIndex(serum3Market.quoteTokenIndex).mintDecimals,
|
|
);
|
|
}
|
|
|
|
/**
|
|
* @param group
|
|
* @param externalMarketPk
|
|
* @returns maximum ui base which can be traded for quote token given current health
|
|
*/
|
|
public getMaxBaseForSerum3AskUi(
|
|
group: Group,
|
|
externalMarketPk: PublicKey,
|
|
): number {
|
|
const serum3Market =
|
|
group.getSerum3MarketByExternalMarket(externalMarketPk);
|
|
const baseBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.baseTokenIndex,
|
|
);
|
|
const quoteBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.quoteTokenIndex,
|
|
);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
let nativeAmount = hc.getMaxSerum3OrderForHealthRatio(
|
|
baseBank,
|
|
quoteBank,
|
|
serum3Market,
|
|
Serum3Side.ask,
|
|
I80F48.fromNumber(2),
|
|
);
|
|
// If its a ask then the reserved fund and potential loan is in base
|
|
// also keep some buffer for fees, use taker fees for worst case simulation.
|
|
nativeAmount = nativeAmount
|
|
.div(baseBank.price)
|
|
.div(ONE_I80F48().add(baseBank.loanOriginationFeeRate))
|
|
.div(ONE_I80F48().add(I80F48.fromNumber(group.getSerum3FeeRates(false))));
|
|
return toUiDecimals(
|
|
nativeAmount,
|
|
group.getFirstBankByTokenIndex(serum3Market.baseTokenIndex).mintDecimals,
|
|
);
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param group
|
|
* @param uiQuoteAmount
|
|
* @param externalMarketPk
|
|
* @param healthType
|
|
* @returns health ratio after a bid with uiQuoteAmount is placed
|
|
*/
|
|
public simHealthRatioWithSerum3BidUiChanges(
|
|
group: Group,
|
|
uiQuoteAmount: number,
|
|
externalMarketPk: PublicKey,
|
|
healthType: HealthType = HealthType.init,
|
|
): number {
|
|
const serum3Market =
|
|
group.getSerum3MarketByExternalMarket(externalMarketPk);
|
|
const baseBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.baseTokenIndex,
|
|
);
|
|
const quoteBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.quoteTokenIndex,
|
|
);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc
|
|
.simHealthRatioWithSerum3BidChanges(
|
|
baseBank,
|
|
quoteBank,
|
|
toNative(
|
|
uiQuoteAmount,
|
|
group.getFirstBankByTokenIndex(serum3Market.quoteTokenIndex)
|
|
.mintDecimals,
|
|
),
|
|
serum3Market,
|
|
healthType,
|
|
)
|
|
.toNumber();
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param group
|
|
* @param uiBaseAmount
|
|
* @param externalMarketPk
|
|
* @param healthType
|
|
* @returns health ratio after an ask with uiBaseAmount is placed
|
|
*/
|
|
public simHealthRatioWithSerum3AskUiChanges(
|
|
group: Group,
|
|
uiBaseAmount: number,
|
|
externalMarketPk: PublicKey,
|
|
healthType: HealthType = HealthType.init,
|
|
): number {
|
|
const serum3Market =
|
|
group.getSerum3MarketByExternalMarket(externalMarketPk);
|
|
const baseBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.baseTokenIndex,
|
|
);
|
|
const quoteBank = group.getFirstBankByTokenIndex(
|
|
serum3Market.quoteTokenIndex,
|
|
);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
return hc
|
|
.simHealthRatioWithSerum3AskChanges(
|
|
baseBank,
|
|
quoteBank,
|
|
toNative(
|
|
uiBaseAmount,
|
|
group.getFirstBankByTokenIndex(serum3Market.baseTokenIndex)
|
|
.mintDecimals,
|
|
),
|
|
serum3Market,
|
|
healthType,
|
|
)
|
|
.toNumber();
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param group
|
|
* @param perpMarketName
|
|
* @param uiPrice ui price at which bid would be placed at
|
|
* @returns max ui quote bid
|
|
*/
|
|
public getMaxQuoteForPerpBidUi(
|
|
group: Group,
|
|
perpMarketIndex: PerpMarketIndex,
|
|
uiPrice: number,
|
|
): number {
|
|
const perpMarket = group.getPerpMarketByMarketIndex(perpMarketIndex);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
const baseLots = hc.getMaxPerpForHealthRatio(
|
|
perpMarket,
|
|
PerpOrderSide.bid,
|
|
I80F48.fromNumber(2),
|
|
group.toNativePrice(uiPrice, perpMarket.baseDecimals),
|
|
);
|
|
const nativeBase = baseLots.mul(
|
|
I80F48.fromString(perpMarket.baseLotSize.toString()),
|
|
);
|
|
const nativeQuote = nativeBase.mul(perpMarket.price);
|
|
return toUiDecimalsForQuote(nativeQuote.toNumber());
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param group
|
|
* @param perpMarketName
|
|
* @param uiPrice ui price at which ask would be placed at
|
|
* @returns max ui base ask
|
|
*/
|
|
public getMaxBaseForPerpAskUi(
|
|
group: Group,
|
|
perpMarketIndex: PerpMarketIndex,
|
|
uiPrice: number,
|
|
): number {
|
|
const perpMarket = group.getPerpMarketByMarketIndex(perpMarketIndex);
|
|
const hc = HealthCache.fromMangoAccount(group, this);
|
|
const baseLots = hc.getMaxPerpForHealthRatio(
|
|
perpMarket,
|
|
PerpOrderSide.ask,
|
|
I80F48.fromNumber(2),
|
|
group.toNativePrice(uiPrice, perpMarket.baseDecimals),
|
|
);
|
|
return perpMarket.baseLotsToUi(new BN(baseLots.toString()));
|
|
}
|
|
|
|
public async loadPerpOpenOrdersForMarket(
|
|
client: MangoClient,
|
|
group: Group,
|
|
perpMarketIndex: PerpMarketIndex,
|
|
): Promise<PerpOrder[]> {
|
|
const perpMarket = group.getPerpMarketByMarketIndex(perpMarketIndex);
|
|
const [bids, asks] = await Promise.all([
|
|
perpMarket.loadBids(client),
|
|
perpMarket.loadAsks(client),
|
|
]);
|
|
return [...Array.from(bids.items()), ...Array.from(asks.items())].filter(
|
|
(order) => order.owner.equals(this.publicKey),
|
|
);
|
|
}
|
|
|
|
toString(group?: Group): string {
|
|
let res = 'MangoAccount';
|
|
res = res + '\n pk: ' + this.publicKey.toString();
|
|
res = res + '\n name: ' + this.name;
|
|
res = res + '\n owner: ' + this.owner;
|
|
res = res + '\n delegate: ' + this.delegate;
|
|
|
|
res =
|
|
res +
|
|
`\n max token slots ${this.tokens.length}, max serum3 slots ${this.serum3.length}, max perp slots ${this.perps.length}, max perp oo slots ${this.perpOpenOrders.length}`;
|
|
res =
|
|
this.tokensActive().length > 0
|
|
? res +
|
|
'\n tokens:' +
|
|
JSON.stringify(
|
|
this.tokens.map((token, i) =>
|
|
token.isActive()
|
|
? token.toString(group, i)
|
|
: `index: ${i} - empty slot`,
|
|
),
|
|
null,
|
|
4,
|
|
)
|
|
: res + '';
|
|
|
|
res =
|
|
this.serum3Active().length > 0
|
|
? res + '\n serum:' + JSON.stringify(this.serum3Active(), null, 4)
|
|
: res + '';
|
|
|
|
res =
|
|
this.perpActive().length > 0
|
|
? res + '\n perps:' + JSON.stringify(this.perpActive(), null, 4)
|
|
: res + '';
|
|
|
|
res =
|
|
this.perpOrdersActive().length > 0
|
|
? res +
|
|
'\n perps oo:' +
|
|
JSON.stringify(this.perpOrdersActive(), null, 4)
|
|
: res + '';
|
|
|
|
return res;
|
|
}
|
|
}
|
|
|
|
export class TokenPosition {
|
|
static TokenIndexUnset = 65535;
|
|
static from(dto: TokenPositionDto): TokenPosition {
|
|
return new TokenPosition(
|
|
I80F48.from(dto.indexedPosition),
|
|
dto.tokenIndex as TokenIndex,
|
|
dto.inUseCount,
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public indexedPosition: I80F48,
|
|
public tokenIndex: TokenIndex,
|
|
public inUseCount: number,
|
|
) {}
|
|
|
|
public isActive(): boolean {
|
|
return this.tokenIndex !== TokenPosition.TokenIndexUnset;
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native balance
|
|
*/
|
|
public balance(bank: Bank): I80F48 {
|
|
if (this.indexedPosition.isPos()) {
|
|
return bank.depositIndex.mul(this.indexedPosition);
|
|
} else {
|
|
return bank.borrowIndex.mul(this.indexedPosition);
|
|
}
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native deposits, 0 if position has borrows
|
|
*/
|
|
public deposits(bank: Bank): I80F48 {
|
|
if (this.indexedPosition && this.indexedPosition.lt(ZERO_I80F48())) {
|
|
return ZERO_I80F48();
|
|
}
|
|
return this.balance(bank);
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param bank
|
|
* @returns native borrows, 0 if position has deposits
|
|
*/
|
|
public borrows(bank: Bank): I80F48 {
|
|
if (this.indexedPosition && this.indexedPosition.gt(ZERO_I80F48())) {
|
|
return ZERO_I80F48();
|
|
}
|
|
return this.balance(bank).abs();
|
|
}
|
|
|
|
/**
|
|
* @param bank
|
|
* @returns UI balance, is signed
|
|
*/
|
|
public balanceUi(bank: Bank): number {
|
|
return nativeI80F48ToUi(this.balance(bank), bank.mintDecimals).toNumber();
|
|
}
|
|
|
|
/**
|
|
* @param bank
|
|
* @returns UI deposits, 0 if position has borrows
|
|
*/
|
|
public depositsUi(bank: Bank): number {
|
|
return nativeI80F48ToUi(this.deposits(bank), bank.mintDecimals).toNumber();
|
|
}
|
|
|
|
/**
|
|
* @param bank
|
|
* @returns UI borrows, 0 if position has deposits
|
|
*/
|
|
public borrowsUi(bank: Bank): number {
|
|
return nativeI80F48ToUi(this.borrows(bank), bank.mintDecimals).toNumber();
|
|
}
|
|
|
|
public toString(group?: Group, index?: number): string {
|
|
let extra = '';
|
|
if (group) {
|
|
const bank: Bank = group.getFirstBankByTokenIndex(this.tokenIndex);
|
|
if (bank) {
|
|
const native = this.balance(bank);
|
|
extra += ', native: ' + native.toNumber();
|
|
extra += ', ui: ' + this.balanceUi(bank);
|
|
extra += ', tokenName: ' + bank.name;
|
|
}
|
|
}
|
|
|
|
return (
|
|
(index !== undefined ? 'index: ' + index : '') +
|
|
', tokenIndex: ' +
|
|
this.tokenIndex +
|
|
', inUseCount: ' +
|
|
this.inUseCount +
|
|
', indexedValue: ' +
|
|
this.indexedPosition.toNumber() +
|
|
extra
|
|
);
|
|
}
|
|
}
|
|
|
|
export class TokenPositionDto {
|
|
constructor(
|
|
public indexedPosition: I80F48Dto,
|
|
public tokenIndex: number,
|
|
public inUseCount: number,
|
|
public reserved: number[],
|
|
) {}
|
|
}
|
|
|
|
export class Serum3Orders {
|
|
static Serum3MarketIndexUnset = 65535;
|
|
static from(dto: Serum3PositionDto): Serum3Orders {
|
|
return new Serum3Orders(
|
|
dto.openOrders,
|
|
dto.marketIndex as MarketIndex,
|
|
dto.baseTokenIndex as TokenIndex,
|
|
dto.quoteTokenIndex as TokenIndex,
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public openOrders: PublicKey,
|
|
public marketIndex: MarketIndex,
|
|
public baseTokenIndex: TokenIndex,
|
|
public quoteTokenIndex: TokenIndex,
|
|
) {}
|
|
|
|
public isActive(): boolean {
|
|
return this.marketIndex !== Serum3Orders.Serum3MarketIndexUnset;
|
|
}
|
|
}
|
|
|
|
export class Serum3PositionDto {
|
|
constructor(
|
|
public openOrders: PublicKey,
|
|
public marketIndex: number,
|
|
public baseTokenIndex: number,
|
|
public quoteTokenIndex: number,
|
|
public reserved: number[],
|
|
) {}
|
|
}
|
|
|
|
export class PerpPosition {
|
|
static PerpMarketIndexUnset = 65535;
|
|
static from(dto: PerpPositionDto): PerpPosition {
|
|
return new PerpPosition(
|
|
dto.marketIndex as PerpMarketIndex,
|
|
dto.basePositionLots.toNumber(),
|
|
I80F48.from(dto.quotePositionNative),
|
|
dto.bidsBaseLots.toNumber(),
|
|
dto.asksBaseLots.toNumber(),
|
|
dto.takerBaseLots.toNumber(),
|
|
dto.takerQuoteLots.toNumber(),
|
|
I80F48.from(dto.longSettledFunding),
|
|
I80F48.from(dto.shortSettledFunding),
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public marketIndex: PerpMarketIndex,
|
|
public basePositionLots: number,
|
|
public quotePositionNative: I80F48,
|
|
public bidsBaseLots: number,
|
|
public asksBaseLots: number,
|
|
public takerBaseLots: number,
|
|
public takerQuoteLots: number,
|
|
public longSettledFunding: I80F48,
|
|
public shortSettledFunding: I80F48,
|
|
) {}
|
|
|
|
isActive(): boolean {
|
|
return this.marketIndex != PerpPosition.PerpMarketIndexUnset;
|
|
}
|
|
|
|
public unsettledFunding(perpMarket: PerpMarket): I80F48 {
|
|
if (this.basePositionLots > 0) {
|
|
return perpMarket.longFunding
|
|
.sub(this.longSettledFunding)
|
|
.mul(I80F48.fromString(this.basePositionLots.toString()));
|
|
} else if (this.basePositionLots < 0) {
|
|
return perpMarket.shortFunding
|
|
.sub(this.shortSettledFunding)
|
|
.mul(I80F48.fromString(this.basePositionLots.toString()));
|
|
}
|
|
return ZERO_I80F48();
|
|
}
|
|
|
|
public getEquity(perpMarket: PerpMarket): I80F48 {
|
|
const lotsToQuote = I80F48.fromString(
|
|
perpMarket.baseLotSize.toString(),
|
|
).mul(perpMarket.price);
|
|
|
|
const baseLots = I80F48.fromNumber(
|
|
this.basePositionLots + this.takerBaseLots,
|
|
);
|
|
|
|
const unsettledFunding = this.unsettledFunding(perpMarket);
|
|
const takerQuote = I80F48.fromString(
|
|
new BN(this.takerQuoteLots).mul(perpMarket.quoteLotSize).toString(),
|
|
);
|
|
const quoteCurrent = I80F48.fromString(this.quotePositionNative.toString())
|
|
.sub(unsettledFunding)
|
|
.add(takerQuote);
|
|
|
|
return baseLots.mul(lotsToQuote).add(quoteCurrent);
|
|
}
|
|
|
|
public hasOpenOrders(): boolean {
|
|
return (
|
|
this.asksBaseLots != 0 ||
|
|
this.bidsBaseLots != 0 ||
|
|
this.takerBaseLots != 0 ||
|
|
this.takerQuoteLots != 0
|
|
);
|
|
}
|
|
}
|
|
|
|
export class PerpPositionDto {
|
|
constructor(
|
|
public marketIndex: number,
|
|
public reserved: [],
|
|
public basePositionLots: BN,
|
|
public quotePositionNative: { val: BN },
|
|
public bidsBaseLots: BN,
|
|
public asksBaseLots: BN,
|
|
public takerBaseLots: BN,
|
|
public takerQuoteLots: BN,
|
|
public longSettledFunding: I80F48Dto,
|
|
public shortSettledFunding: I80F48Dto,
|
|
) {}
|
|
}
|
|
|
|
export class PerpOo {
|
|
static OrderMarketUnset = 65535;
|
|
static from(dto: PerpOoDto): PerpOo {
|
|
return new PerpOo(
|
|
dto.orderSide,
|
|
dto.orderMarket,
|
|
dto.clientOrderId.toNumber(),
|
|
dto.orderId,
|
|
);
|
|
}
|
|
|
|
constructor(
|
|
public orderSide: any,
|
|
public orderMarket: 0,
|
|
public clientOrderId: number,
|
|
public orderId: BN,
|
|
) {}
|
|
}
|
|
export class PerpOoDto {
|
|
constructor(
|
|
public orderSide: any,
|
|
public orderMarket: 0,
|
|
public clientOrderId: BN,
|
|
public orderId: BN,
|
|
) {}
|
|
}
|
|
|
|
export class HealthType {
|
|
static maint = { maint: {} };
|
|
static init = { init: {} };
|
|
}
|