mango-v4/programs/mango-v4/src/instructions/flash_loan3.rs

337 lines
13 KiB
Rust

use crate::accounts_zerocopy::*;
use crate::error::MangoError;
use crate::group_seeds;
use crate::logs::{FlashLoanLog, FlashLoanTokenDetail, TokenBalanceLog};
use crate::state::{
compute_health, compute_health_from_fixed_accounts, new_fixed_order_account_retriever,
AccountRetriever, Bank, Group, HealthType, MangoAccount, TokenIndex,
};
use crate::util::checked_math as cm;
use anchor_lang::prelude::*;
use anchor_lang::solana_program::sysvar::instructions as tx_instructions;
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 a sequence of remaining_accounts:
/// 1. N banks
/// 2. N vaults, matching the banks
/// 3. N token accounts, where loaned funds are transfered
#[derive(Accounts)]
pub struct FlashLoan3Begin<'info> {
pub group: AccountLoader<'info, Group>,
pub token_program: Program<'info, Token>,
#[account(address = tx_instructions::ID)]
pub instructions: UncheckedAccount<'info>,
}
/// Finalizes a flash loan
///
/// In addition to these accounts, there must be a sequence of remaining_accounts:
/// 1. health accounts
/// 2. N vaults, matching what was in FlashLoan3Begin
/// 3. N token accounts, matching what was in FlashLoan3Begin
#[derive(Accounts)]
pub struct FlashLoan3End<'info> {
#[account(
mut,
has_one = owner,
)]
pub account: AccountLoader<'info, MangoAccount>,
pub owner: Signer<'info>,
pub token_program: Program<'info, Token>,
}
pub fn flash_loan3_begin<'key, 'accounts, 'remaining, 'info>(
ctx: Context<'key, 'accounts, 'remaining, 'info, FlashLoan3Begin<'info>>,
loan_amounts: Vec<u64>,
) -> Result<()> {
let num_loans = loan_amounts.len();
require_eq!(
ctx.remaining_accounts.len(),
3 * num_loans,
MangoError::SomeError
);
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 token_account = Account::<TokenAccount>::try_from(token_account_ai)?;
bank.flash_loan_approved_amount = *amount;
bank.flash_loan_vault_initial = token_account.amount;
// Transfer the loaned funds
if *amount > 0 {
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 FlashLoan3Begin 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_keys_eq!(
current_ix.program_id,
*ctx.program_id,
MangoError::SomeError
);
// The only other mango instruction that must appear before the end of the tx is
// the FlashLoan3End 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) => Err(e)?,
};
// 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!(!found_end, MangoError::SomeError);
found_end = true;
// must be the FlashLoan3End instruction
require!(
&ix.data[0..8] == &[163, 231, 155, 56, 201, 68, 84, 148],
MangoError::SomeError
);
// check that the same vaults 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_keys_eq!(*begin_account.key, end_account.pubkey);
}
} else {
// ensure no one can cpi into mango either
for meta in ix.accounts.iter() {
require_keys_neq!(meta.pubkey, crate::id());
}
}
index += 1;
}
require!(found_end, MangoError::SomeError);
}
Ok(())
}
struct TokenVaultChange {
bank_index: usize,
raw_token_index: usize,
amount: I80F48,
}
pub fn flash_loan3_end<'key, 'accounts, 'remaining, 'info>(
ctx: Context<'key, 'accounts, 'remaining, 'info, FlashLoan3End<'info>>,
) -> Result<()> {
let mut account = ctx.accounts.account.load_mut()?;
require!(account.is_bankrupt == 0, MangoError::IsBankrupt);
// 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.group
})
.ok_or_else(|| error!(MangoError::SomeError))?;
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_vault_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.tokens.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_vault_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_vault_initial;
token::transfer(transfer_ctx, repay)?;
let repay = I80F48::from(repay);
change = cm!(change + repay);
}
changes.push(TokenVaultChange {
bank_index: i,
raw_token_index,
amount: change,
});
}
// all vaults must have had matching banks
require!(vaults_with_banks.iter().all(|&b| b), MangoError::SomeError);
// 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)?;
let pre_cpi_health = compute_health(&account, 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.group,
change.bank_index,
change.raw_token_index as TokenIndex,
)?;
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.tokens.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_vault_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_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_account: ctx.accounts.account.key(),
token_loan_details: token_loan_details
});
// Check post-cpi health
let post_cpi_health =
compute_health_from_fixed_accounts(&account, 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.tokens.deactivate(raw_token_index);
}
Ok(())
}