376 lines
12 KiB
Rust
376 lines
12 KiB
Rust
use crate::error::MangoError;
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use crate::serum3_cpi::load_open_orders_ref;
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use crate::state::*;
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use anchor_lang::prelude::*;
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use anchor_spl::token::{Token, TokenAccount};
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use checked_math as cm;
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use fixed::types::I80F48;
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use num_enum::IntoPrimitive;
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use num_enum::TryFromPrimitive;
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use serum_dex::instruction::NewOrderInstructionV3;
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use serum_dex::matching::Side;
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use serum_dex::state::OpenOrders;
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/// For loan origination fees bookkeeping purposes
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pub struct OpenOrdersSlim {
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pub native_coin_free: u64,
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pub native_coin_total: u64,
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pub native_pc_free: u64,
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pub native_pc_total: u64,
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}
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impl OpenOrdersSlim {
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pub fn from_oo(oo: &OpenOrders) -> Self {
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Self {
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native_coin_free: oo.native_coin_free,
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native_coin_total: oo.native_coin_total,
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native_pc_free: oo.native_pc_free,
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native_pc_total: oo.native_pc_total,
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}
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}
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}
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pub trait OpenOrdersReserved {
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fn native_coin_reserved(&self) -> u64;
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fn native_pc_reserved(&self) -> u64;
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}
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impl OpenOrdersReserved for OpenOrdersSlim {
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fn native_coin_reserved(&self) -> u64 {
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self.native_coin_total - self.native_coin_free
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}
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fn native_pc_reserved(&self) -> u64 {
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self.native_pc_total - self.native_pc_free
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}
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}
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impl OpenOrdersReserved for OpenOrders {
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fn native_coin_reserved(&self) -> u64 {
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self.native_coin_total - self.native_coin_free
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}
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fn native_pc_reserved(&self) -> u64 {
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self.native_pc_total - self.native_pc_free
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}
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}
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/// Copy paste a bunch of enums so that we could AnchorSerialize & AnchorDeserialize them
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#[derive(Clone, Copy, TryFromPrimitive, IntoPrimitive, AnchorSerialize, AnchorDeserialize)]
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#[repr(u8)]
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pub enum Serum3SelfTradeBehavior {
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DecrementTake = 0,
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CancelProvide = 1,
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AbortTransaction = 2,
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}
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#[derive(Clone, Copy, TryFromPrimitive, IntoPrimitive, AnchorSerialize, AnchorDeserialize)]
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#[repr(u8)]
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pub enum Serum3OrderType {
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Limit = 0,
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ImmediateOrCancel = 1,
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PostOnly = 2,
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}
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#[derive(Clone, Copy, TryFromPrimitive, IntoPrimitive, AnchorSerialize, AnchorDeserialize)]
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#[repr(u8)]
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pub enum Serum3Side {
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Bid = 0,
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Ask = 1,
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}
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#[derive(Accounts)]
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pub struct Serum3PlaceOrder<'info> {
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pub group: AccountLoader<'info, Group>,
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#[account(
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mut,
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has_one = group,
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has_one = owner,
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)]
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pub account: AccountLoader<'info, MangoAccount>,
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pub owner: Signer<'info>,
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#[account(mut)]
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/// CHECK: Validated inline by checking against the pubkey stored in the account
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pub open_orders: UncheckedAccount<'info>,
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#[account(
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has_one = group,
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has_one = serum_program,
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has_one = serum_market_external,
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)]
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pub serum_market: AccountLoader<'info, Serum3Market>,
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/// CHECK: The pubkey is checked and then it's passed to the serum cpi
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pub serum_program: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: The pubkey is checked and then it's passed to the serum cpi
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pub serum_market_external: UncheckedAccount<'info>,
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// These accounts are forwarded directly to the serum cpi call
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// and are validated there.
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_bids: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_asks: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_event_queue: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_request_queue: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_base_vault: UncheckedAccount<'info>,
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#[account(mut)]
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/// CHECK: Validated by the serum cpi call
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pub market_quote_vault: UncheckedAccount<'info>,
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/// needed for the automatic settle_funds call
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/// CHECK: Validated by the serum cpi call
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pub market_vault_signer: UncheckedAccount<'info>,
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// TODO: do we need to pass both, or just payer?
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// TODO: if we potentially settle immediately, they all need to be mut?
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// TODO: Can we reduce the number of accounts by requiring the banks
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// to be in the remainingAccounts (where they need to be anyway, for
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// health checks - but they need to be mut)
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// token_index and bank.vault == vault is validated inline
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#[account(mut, has_one = group)]
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pub quote_bank: AccountLoader<'info, Bank>,
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#[account(mut)]
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pub quote_vault: Box<Account<'info, TokenAccount>>,
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#[account(mut, has_one = group)]
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pub base_bank: AccountLoader<'info, Bank>,
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#[account(mut)]
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pub base_vault: Box<Account<'info, TokenAccount>>,
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pub token_program: Program<'info, Token>,
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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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ctx: Context<Serum3PlaceOrder>,
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side: Serum3Side,
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limit_price: u64,
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max_base_qty: u64,
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max_native_quote_qty_including_fees: u64,
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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<()> {
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let serum_market = ctx.accounts.serum_market.load()?;
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//
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// Validation
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//
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{
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let account = ctx.accounts.account.load()?;
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require!(account.is_bankrupt == 0, MangoError::IsBankrupt);
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// Validate open_orders
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require!(
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account
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.serum3
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.find(serum_market.market_index)
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.ok_or_else(|| error!(MangoError::SomeError))?
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.open_orders
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== ctx.accounts.open_orders.key(),
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MangoError::SomeError
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);
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// Validate banks and vaults
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let quote_bank = ctx.accounts.quote_bank.load()?;
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require!(
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quote_bank.vault == ctx.accounts.quote_vault.key(),
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MangoError::SomeError
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);
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require!(
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quote_bank.token_index == serum_market.quote_token_index,
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MangoError::SomeError
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);
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let base_bank = ctx.accounts.base_bank.load()?;
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require!(
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base_bank.vault == ctx.accounts.base_vault.key(),
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MangoError::SomeError
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);
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require!(
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base_bank.token_index == serum_market.base_token_index,
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MangoError::SomeError
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);
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}
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//
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// Before-order tracking
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//
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let before_base_vault = ctx.accounts.base_vault.amount;
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let before_quote_vault = ctx.accounts.quote_vault.amount;
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// TODO: pre-health check
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//
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// Apply the order to serum. Also immediately settle, in case the order
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// matched against an existing other order.
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//
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let order = serum_dex::instruction::NewOrderInstructionV3 {
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side: u8::try_from(side).unwrap().try_into().unwrap(),
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limit_price: limit_price.try_into().unwrap(),
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max_coin_qty: max_base_qty.try_into().unwrap(),
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max_native_pc_qty_including_fees: max_native_quote_qty_including_fees.try_into().unwrap(),
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self_trade_behavior: u8::try_from(self_trade_behavior)
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.unwrap()
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.try_into()
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.unwrap(),
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order_type: u8::try_from(order_type).unwrap().try_into().unwrap(),
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client_order_id,
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limit,
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};
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let before_oo = {
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let oo_ai = &ctx.accounts.open_orders.as_ref();
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let open_orders = load_open_orders_ref(oo_ai)?;
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OpenOrdersSlim::from_oo(&open_orders)
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};
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cpi_place_order(ctx.accounts, order)?;
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{
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let oo_ai = &ctx.accounts.open_orders.as_ref();
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let open_orders = load_open_orders_ref(oo_ai)?;
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let after_oo = OpenOrdersSlim::from_oo(&open_orders);
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let mut account = ctx.accounts.account.load_mut()?;
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inc_maybe_loan(
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serum_market.market_index,
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&mut account,
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&before_oo,
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&after_oo,
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);
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}
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cpi_settle_funds(ctx.accounts)?;
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//
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// After-order tracking
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//
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ctx.accounts.base_vault.reload()?;
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ctx.accounts.quote_vault.reload()?;
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let after_base_vault = ctx.accounts.base_vault.amount;
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let after_quote_vault = ctx.accounts.quote_vault.amount;
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// Charge the difference in vault balances to the user's account
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apply_vault_difference(
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ctx.accounts.account.load_mut()?,
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ctx.accounts.base_bank.load_mut()?,
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after_base_vault,
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before_base_vault,
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ctx.accounts.quote_bank.load_mut()?,
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after_quote_vault,
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before_quote_vault,
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)?;
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//
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// Health check
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//
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let account = ctx.accounts.account.load()?;
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let retriever = new_fixed_order_account_retriever(ctx.remaining_accounts, &account)?;
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let health = compute_health(&account, HealthType::Init, &retriever)?;
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msg!("health: {}", health);
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require!(health >= 0, MangoError::HealthMustBePositive);
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Ok(())
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}
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// if reserved has increased, then increase cached value by the increase in reserved
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pub fn inc_maybe_loan(
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market_index: Serum3MarketIndex,
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account: &mut MangoAccount,
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before_oo: &OpenOrdersSlim,
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after_oo: &OpenOrdersSlim,
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) {
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let serum3_account = account.serum3.find_mut(market_index).unwrap();
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if after_oo.native_coin_reserved() > before_oo.native_coin_reserved() {
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let native_coin_reserved_increase =
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after_oo.native_coin_reserved() - before_oo.native_coin_reserved();
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serum3_account.previous_native_coin_reserved =
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cm!(serum3_account.previous_native_coin_reserved + native_coin_reserved_increase);
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}
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if after_oo.native_pc_reserved() > before_oo.native_pc_reserved() {
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let reserved_pc_increase = after_oo.native_pc_reserved() - before_oo.native_pc_reserved();
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serum3_account.previous_native_pc_reserved =
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cm!(serum3_account.previous_native_pc_reserved + reserved_pc_increase);
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}
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}
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pub fn apply_vault_difference(
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mut account: std::cell::RefMut<MangoAccount>,
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mut base_bank: std::cell::RefMut<Bank>,
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after_base_vault: u64,
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before_base_vault: u64,
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mut quote_bank: std::cell::RefMut<Bank>,
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after_quote_vault: u64,
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before_quote_vault: u64,
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) -> Result<()> {
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// TODO: Applying the loan origination fee here may be too early: it should only be
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// charged if an order executes and the loan materializes? Otherwise MMs that place
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// an order without having the funds will be charged for each place_order!
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let base_position = account.tokens.get_mut(base_bank.token_index)?;
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let base_change = I80F48::from(after_base_vault) - I80F48::from(before_base_vault);
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base_bank.change_with_fee(base_position, base_change)?;
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let quote_position = account.tokens.get_mut(quote_bank.token_index)?;
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let quote_change = I80F48::from(after_quote_vault) - I80F48::from(before_quote_vault);
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quote_bank.change_with_fee(quote_position, quote_change)?;
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Ok(())
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}
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fn cpi_place_order(ctx: &Serum3PlaceOrder, order: NewOrderInstructionV3) -> Result<()> {
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use crate::serum3_cpi;
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let order_payer_token_account = match order.side {
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Side::Bid => &ctx.quote_vault,
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Side::Ask => &ctx.base_vault,
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};
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let group = ctx.group.load()?;
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serum3_cpi::PlaceOrder {
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program: ctx.serum_program.to_account_info(),
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market: ctx.serum_market_external.to_account_info(),
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request_queue: ctx.market_request_queue.to_account_info(),
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event_queue: ctx.market_event_queue.to_account_info(),
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bids: ctx.market_bids.to_account_info(),
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asks: ctx.market_asks.to_account_info(),
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base_vault: ctx.market_base_vault.to_account_info(),
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quote_vault: ctx.market_quote_vault.to_account_info(),
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token_program: ctx.token_program.to_account_info(),
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open_orders: ctx.open_orders.to_account_info(),
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order_payer_token_account: order_payer_token_account.to_account_info(),
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user_authority: ctx.group.to_account_info(),
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}
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.call(&group, order)
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}
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fn cpi_settle_funds(ctx: &Serum3PlaceOrder) -> Result<()> {
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use crate::serum3_cpi;
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let group = ctx.group.load()?;
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serum3_cpi::SettleFunds {
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program: ctx.serum_program.to_account_info(),
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market: ctx.serum_market_external.to_account_info(),
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open_orders: ctx.open_orders.to_account_info(),
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open_orders_authority: ctx.group.to_account_info(),
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base_vault: ctx.market_base_vault.to_account_info(),
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quote_vault: ctx.market_quote_vault.to_account_info(),
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user_base_wallet: ctx.base_vault.to_account_info(),
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user_quote_wallet: ctx.quote_vault.to_account_info(),
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vault_signer: ctx.market_vault_signer.to_account_info(),
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token_program: ctx.token_program.to_account_info(),
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}
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.call(&group)
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}
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