blockworks-foundation
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mango
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Fixed settle borrow rounding error

This commit is contained in:
dd 2021-04-22 12:51:21 -04:00
parent 1fb1cc5eba
commit 884fe87660
3 changed files with 16 additions and 14 deletions
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2
program/Cargo.lock generated
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@ -458,7 +458,7 @@ dependencies = [
[[package]]
name = "mango"
version = "0.2.4"
version = "0.2.5"
dependencies = [
"arrayref",
"bincode",

2
program/Cargo.toml
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@ -1,6 +1,6 @@
[package]
name = "mango"
version = "0.2.4"
version = "0.2.5"
authors = ["blockworks"]
edition = "2018"

26
program/src/processor.rs
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@ -1548,21 +1548,23 @@ fn settle_borrow_unchecked(
token_index: usize,
quantity: u64
) -> MangoResult<()> {
let index: &MangoIndex = &mango_group.indexes[token_index];
let deposit_index = mango_group.indexes[token_index].deposit;
let borrow_index = mango_group.indexes[token_index].borrow;
let native_borrow: U64F64 = margin_account.borrows[token_index] * borrow_index;
let native_deposit: U64F64 = margin_account.deposits[token_index] * deposit_index;
let quantity = U64F64::from_num(quantity);
let native_borrow = margin_account.get_native_borrow(index, token_index);
let native_deposit = margin_account.get_native_deposit(index, token_index);
let quantity = cmp::min(cmp::min(quantity, native_borrow), native_deposit);
let borr_settle = U64F64::from_num(quantity) / index.borrow;
let dep_settle = U64F64::from_num(quantity) / index.deposit;
checked_sub_deposit(mango_group, margin_account, token_index, dep_settle)?;
checked_sub_borrow(mango_group, margin_account, token_index, borr_settle)?;
let quantity = min(quantity, native_deposit);
if quantity >= native_borrow { // Reduce borrows to 0 to prevent rounding related dust
// NOTE: native_borrow / index.borrow is same as margin_account.borrows[token_index]
checked_sub_deposit(mango_group, margin_account, token_index, native_borrow / deposit_index)?;
checked_sub_borrow(mango_group, margin_account, token_index, margin_account.borrows[token_index])?;
} else {
checked_sub_deposit(mango_group, margin_account, token_index, quantity / deposit_index)?;
checked_sub_borrow(mango_group, margin_account, token_index, quantity / borrow_index)?;
}
// No need to check collateralization ratio or deposits/borrows validity
Ok(())
}