bad code; WILL THROW STACK FRAME ERROR IN PROD
This commit is contained in:
dd
parent
43e5e83f13
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d4fe5c879e
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@ -20,7 +20,8 @@ cargo build-bpf --features devnet --bpf-out-dir target/devnet
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# this will give a separate program id for devnet
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#solana-keygen new --outfile target/devnet/mango-dev.json
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#MANGO_PROGRAM_ID="$(solana program deploy target/devnet/mango.so --program-id target/devnet/mango-dev.json | jq .programId -r)"
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MANGO_PROGRAM_ID="$(solana program deploy target/devnet/mango.so --program-id $MANGO_PROGRAM_ID --keypair $KEYPAIR --output json-compact | jq .programId -r)"
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#MANGO_PROGRAM_ID="$(solana program deploy target/devnet/mango.so --program-id $MANGO_PROGRAM_ID --keypair $KEYPAIR --output json-compact | jq .programId -r)"
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solana program deploy target/devnet/mango.so --program-id $MANGO_PROGRAM_ID --keypair $KEYPAIR --output json-compact
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popd
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cd cli
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@ -1246,11 +1246,14 @@ impl Processor {
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check_open_orders(&open_orders_accs[i], &mango_group.signer_key)?;
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}
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sol_log_compute_units();
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let clock = Clock::from_account_info(clock_acc)?;
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mango_group.update_indexes(&clock)?; // TODO consider removing for compute limit space
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sol_log_compute_units();
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let prices = get_prices(&mango_group, oracle_accs)?;
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let start_assets = liqee_margin_account.get_total_assets(&mango_group, open_orders_accs)?;
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let start_liabs = liqee_margin_account.get_total_liabs(&mango_group)?;
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let start_assets = liqee_margin_account.get_assets(&mango_group, open_orders_accs)?;
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let start_liabs = liqee_margin_account.get_liabs(&mango_group)?;
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let coll_ratio = liqee_margin_account.coll_ratio_from_assets_liabs(
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&prices, &start_assets, &start_liabs)?;
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// let coll_ratio = liqee_margin_account.get_collateral_ratio(
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@ -1300,12 +1303,11 @@ impl Processor {
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&[&signers_seeds], out_quantity)?;
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// Check if account valid now
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sol_log_compute_units();
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let end_assets = liqee_margin_account.get_total_assets(&mango_group, open_orders_accs)?;
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let end_liabs = liqee_margin_account.get_total_liabs(&mango_group)?;
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let end_assets = liqee_margin_account.get_assets(&mango_group, open_orders_accs)?;
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let end_liabs = liqee_margin_account.get_liabs(&mango_group)?;
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let coll_ratio = liqee_margin_account.coll_ratio_from_assets_liabs(
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&prices, &end_assets, &end_liabs)?;
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let mut total_deposits = [0u64; NUM_TOKENS];
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let mut total_deposits = [ZERO_U64F64; NUM_TOKENS];
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let mut socialized_losses = false;
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if coll_ratio >= mango_group.init_coll_ratio {
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@ -1313,17 +1315,18 @@ impl Processor {
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liqee_margin_account.being_liquidated = false;
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} else {
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// if all asset vals is dust (less than 1 cent?) socialize loss on lenders
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let assets_val = liqee_margin_account.get_assets_val(&mango_group, &prices, open_orders_accs)?;
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let assets_val = dot_product(&end_assets, &prices);
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if assets_val < DUST_THRESHOLD {
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for i in 0..NUM_TOKENS {
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let native_borrow: U64F64 = liqee_margin_account.borrows[i] * mango_group.indexes[i].borrow;
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let total_deposits_native: U64F64 = mango_group.total_deposits[i] * mango_group.indexes[i].deposit;
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total_deposits[i] = total_deposits_native.to_num();
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total_deposits[i] = total_deposits_native;
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if native_borrow > 0 {
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socialized_losses = true;
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socialize_loss(
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&mut mango_group,
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&mut liqee_margin_account,
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@ -1336,19 +1339,8 @@ impl Processor {
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}
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}
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let mut prices_f64 = [0_f64; NUM_TOKENS];
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for i in 0..NUM_TOKENS {
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prices_f64[i] = prices[i].to_num::<f64>();
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}
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// Note total_deposits is only logged with reasonable values if assets_val < DUST_THRESHOLD
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msg!("liquidation details: {{ \
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\"start\": {{ \"assets\": {:?}, \"liabs\": {:?} }}, \
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\"end\": {{ \"assets\": {:?}, \"liabs\": {:?} }}, \
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\"prices\": {:?}, \
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\"socialized_losses\": {}, \
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\"total_deposits\": {:?} \
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}}", start_assets, start_liabs, end_assets, end_liabs, prices_f64, socialized_losses, total_deposits);
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sol_log_compute_units();
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log_liquidation_details(&start_assets, &start_liabs, &end_assets, &end_liabs, &prices, socialized_losses, &total_deposits);
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// TODO do I need to check total deposits and total borrows?
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// TODO log deposit indexes before and after liquidation as a way to measure socialize of losses
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@ -1471,7 +1463,50 @@ impl Processor {
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}
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}
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#[inline(always)]
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fn dot_product(a: &[U64F64; NUM_TOKENS], b: &[U64F64; NUM_TOKENS]) -> U64F64 {
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let mut val = ZERO_U64F64;
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for i in 0..NUM_TOKENS {
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val = a[i].checked_mul(b[i]).unwrap().checked_add(val).unwrap()
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}
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val
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}
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#[inline(always)]
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fn log_liquidation_details(
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start_assets: &[U64F64; NUM_TOKENS],
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start_liabs: &[U64F64; NUM_TOKENS],
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end_assets: &[U64F64; NUM_TOKENS],
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end_liabs: &[U64F64; NUM_TOKENS],
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prices: &[U64F64; NUM_TOKENS],
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socialized_losses: bool,
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total_deposits: &[U64F64; NUM_TOKENS]
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) {
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let mut prices_f64 = [0_f64; NUM_TOKENS];
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let mut start_assets_u64 = [0u64; NUM_TOKENS];
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let mut start_liabs_u64 = [0u64; NUM_TOKENS];
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let mut end_assets_u64 = [0u64; NUM_TOKENS];
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let mut end_liabs_u64 = [0u64; NUM_TOKENS];
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let mut total_deposits_u64 = [0u64; NUM_TOKENS];
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for i in 0..NUM_TOKENS {
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prices_f64[i] = prices[i].to_num::<f64>();
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start_assets_u64[i] = start_assets[i].to_num();
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start_liabs_u64[i] = start_liabs[i].to_num();
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end_assets_u64[i] = end_assets[i].to_num();
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end_liabs_u64[i] = end_liabs[i].to_num();
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total_deposits_u64[i] = total_deposits[i].to_num();
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}
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// Note total_deposits is only logged with reasonable values if assets_val < DUST_THRESHOLD
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msg!("liquidation details: {{ \
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\"start\": {{ \"assets\": {:?}, \"liabs\": {:?} }}, \
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\"end\": {{ \"assets\": {:?}, \"liabs\": {:?} }}, \
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\"prices\": {:?}, \
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\"socialized_losses\": {}, \
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\"total_deposits\": {:?} \
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}}", start_assets_u64, start_liabs_u64, end_assets_u64, end_liabs_u64, prices_f64, socialized_losses, total_deposits_u64);
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}
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#[inline(always)]
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fn settle_borrow_unchecked(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1499,6 +1534,7 @@ fn settle_borrow_unchecked(
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}
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#[inline(always)]
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fn settle_borrow_full_unchecked(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1523,6 +1559,7 @@ fn settle_borrow_full_unchecked(
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}
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#[inline(always)]
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fn socialize_loss(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1546,6 +1583,7 @@ fn socialize_loss(
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Ok(())
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}
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#[inline(always)]
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fn checked_sub_deposit(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1556,6 +1594,7 @@ fn checked_sub_deposit(
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mango_group.checked_sub_deposit(token_index, quantity)
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}
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#[inline(always)]
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fn checked_sub_borrow(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1576,6 +1615,7 @@ fn checked_sub_borrow(
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Ok(())
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}
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#[inline(always)]
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fn checked_add_deposit(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1586,6 +1626,7 @@ fn checked_add_deposit(
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mango_group.checked_add_deposit(token_index, quantity)
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}
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#[inline(always)]
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fn checked_add_borrow(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -1602,6 +1643,7 @@ fn checked_add_borrow(
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Ok(())
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}
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#[inline(always)]
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pub fn get_prices(
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mango_group: &MangoGroup,
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oracle_accs: &[AccountInfo]
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@ -1630,6 +1672,7 @@ pub fn get_prices(
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Ok(prices)
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}
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#[inline(never)]
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fn invoke_settle_funds<'a>(
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dex_prog_acc: &AccountInfo<'a>,
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spot_market_acc: &AccountInfo<'a>,
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@ -1675,6 +1718,7 @@ fn invoke_settle_funds<'a>(
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solana_program::program::invoke_signed(&instruction, &account_infos, signers_seeds)
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}
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#[inline(always)]
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fn invoke_cancel_order<'a>(
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dex_prog_acc: &AccountInfo<'a>,
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spot_market_acc: &AccountInfo<'a>,
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@ -1712,6 +1756,7 @@ fn invoke_cancel_order<'a>(
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solana_program::program::invoke_signed(&instruction, &account_infos, signers_seeds)
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}
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#[inline(always)]
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fn invoke_cancel_orders<'a>(
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open_orders_acc: &AccountInfo<'a>,
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dex_prog_acc: &AccountInfo<'a>,
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@ -1798,6 +1843,7 @@ fn invoke_cancel_orders<'a>(
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Ok(())
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}
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#[inline(always)]
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fn invoke_transfer<'a>(
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token_prog_acc: &AccountInfo<'a>,
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source_acc: &AccountInfo<'a>,
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@ -1825,6 +1871,7 @@ fn invoke_transfer<'a>(
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solana_program::program::invoke_signed(&transfer_instruction, &accs, signers_seeds)
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}
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#[inline(always)]
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fn get_in_out_quantities(
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mango_group: &mut MangoGroup,
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margin_account: &mut MarginAccount,
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@ -10,7 +10,6 @@ use solana_program::account_info::AccountInfo;
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use solana_program::clock::Clock;
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use solana_program::program_error::ProgramError;
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use solana_program::pubkey::Pubkey;
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use solana_program::msg;
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use fixed_macro::types::U64F64;
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@ -31,7 +30,7 @@ const MAX_R: U64F64 = U64F64!(9.5129375951293759512937e-08); // max 300% APY ->
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pub const ONE_U64F64: U64F64 = U64F64!(1);
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pub const ZERO_U64F64: U64F64 = U64F64!(0);
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pub const PARTIAL_LIQ_INCENTIVE: U64F64 = U64F64!(1.05);
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pub const DUST_THRESHOLD: U64F64 = U64F64!(0.01); // TODO make this part of MangoGroup state
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pub const DUST_THRESHOLD: U64F64 = U64F64!(100000); // TODO make this part of MangoGroup state
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pub const EPSILON: U64F64 = U64F64!(1.0e-17);
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macro_rules! check_default {
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@ -173,6 +172,7 @@ impl MangoGroup {
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self.vaults.iter().position(|pk| pk == vault)
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}
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/// interest is in units per second (e.g. 0.01 => 1% interest per second)
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#[inline(always)]
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pub fn get_interest_rate(&self, token_index: usize) -> U64F64 {
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let index: &MangoIndex = &self.indexes[token_index];
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let native_deposits = index.deposit.checked_mul(self.total_deposits[token_index]).unwrap();
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@ -191,6 +191,7 @@ impl MangoGroup {
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slope * utilization
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}
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}
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#[inline(always)]
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pub fn update_indexes(&mut self, clock: &Clock) -> MangoResult<()> {
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// TODO verify what happens if total_deposits < total_borrows
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// TODO verify what happens if total_deposits == 0 && total_borrows > 0
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@ -228,30 +229,37 @@ impl MangoGroup {
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}
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Ok(())
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}
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#[inline(always)]
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pub fn has_valid_deposits_borrows(&self, token_i: usize) -> bool {
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self.get_total_native_deposit(token_i) >= self.get_total_native_borrow(token_i)
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}
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#[inline(always)]
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pub fn get_total_native_borrow(&self, token_i: usize) -> u64 {
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let native: U64F64 = self.total_borrows[token_i] * self.indexes[token_i].borrow;
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native.checked_ceil().unwrap().to_num() // rounds toward +inf
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}
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#[inline(always)]
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pub fn get_total_native_deposit(&self, token_i: usize) -> u64 {
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let native: U64F64 = self.total_deposits[token_i] * self.indexes[token_i].deposit;
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native.checked_floor().unwrap().to_num() // rounds toward -inf
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}
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#[inline(always)]
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pub fn get_market_index(&self, spot_market_pk: &Pubkey) -> Option<usize> {
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self.spot_markets.iter().position(|market| market == spot_market_pk)
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}
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#[inline(always)]
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pub fn checked_add_borrow(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
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Ok(self.total_borrows[token_i] = self.total_borrows[token_i].checked_add(v).ok_or(throw!())?)
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}
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#[inline(always)]
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pub fn checked_sub_borrow(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
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Ok(self.total_borrows[token_i] = self.total_borrows[token_i].checked_sub(v).ok_or(throw!())?)
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}
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#[inline(always)]
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pub fn checked_add_deposit(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
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Ok(self.total_deposits[token_i] = self.total_deposits[token_i].checked_add(v).ok_or(throw!())?)
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}
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#[inline(always)]
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pub fn checked_sub_deposit(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
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Ok(self.total_deposits[token_i] = self.total_deposits[token_i].checked_sub(v).ok_or(throw!())?)
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}
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@ -328,6 +336,7 @@ impl MarginAccount {
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}
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}
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#[inline(always)]
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pub fn get_collateral_ratio(
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&self,
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mango_group: &MangoGroup,
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@ -344,17 +353,18 @@ impl MarginAccount {
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}
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}
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#[inline(always)]
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pub fn coll_ratio_from_assets_liabs(
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&self,
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prices: &[U64F64; NUM_TOKENS],
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assets: &[u64; NUM_TOKENS],
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liabs: &[u64; NUM_TOKENS]
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assets: &[U64F64; NUM_TOKENS],
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liabs: &[U64F64; NUM_TOKENS]
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) -> MangoResult<U64F64> {
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let mut assets_val: U64F64 = ZERO_U64F64;
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let mut liabs_val: U64F64 = ZERO_U64F64;
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for i in 0..NUM_TOKENS {
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liabs_val += U64F64::from_num(liabs[i]).checked_mul(prices[i]).unwrap();
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assets_val += U64F64::from_num(assets[i]).checked_mul(prices[i]).unwrap();
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liabs_val = liabs[i].checked_mul(prices[i]).unwrap().checked_add(liabs_val).unwrap();
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assets_val = assets[i].checked_mul(prices[i]).unwrap().checked_add(assets_val).unwrap();
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}
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if liabs_val == ZERO_U64F64 {
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@ -363,71 +373,48 @@ impl MarginAccount {
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Ok(assets_val.checked_div(liabs_val).unwrap())
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}
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}
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pub fn logged_get_coll_ratio(
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&self,
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mango_group: &MangoGroup,
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prices: &[U64F64; NUM_TOKENS],
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open_orders_accs: &[AccountInfo; NUM_MARKETS]
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) -> MangoResult<U64F64> {
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let assets = self.get_total_assets(&mango_group, open_orders_accs)?;
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let liabs = self.get_total_liabs(&mango_group)?;
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let mut assets_val: U64F64 = ZERO_U64F64;
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let mut liabs_val: U64F64 = ZERO_U64F64;
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for i in 0..NUM_TOKENS {
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liabs_val += U64F64::from_num(liabs[i]).checked_mul(prices[i]).unwrap();
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assets_val += U64F64::from_num(assets[i]).checked_mul(prices[i]).unwrap();
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}
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let coll_ratio = if liabs_val == ZERO_U64F64 {
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U64F64::MAX
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} else {
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assets_val.checked_div(liabs_val).unwrap()
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};
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// Too expensive to call msg! with an argument of type U64F64 - convert to f64 first
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||||
let mut prices_f64 = [0_f64; NUM_TOKENS];
|
||||
for i in 0..NUM_TOKENS {
|
||||
prices_f64[i] = prices[i].to_num::<f64>();
|
||||
}
|
||||
msg!("account details: {{ \"assets\": {:?}, \"liabs\": {:?}, \"prices\": {:?}, \"coll_ratio\": {}, \"unused\": {} }}", assets, liabs, prices_f64, coll_ratio.to_num::<f64>(), 0);
|
||||
Ok(coll_ratio)
|
||||
}
|
||||
|
||||
pub fn get_total_assets(
|
||||
#[inline(always)]
|
||||
pub fn get_assets(
|
||||
&self,
|
||||
mango_group: &MangoGroup,
|
||||
open_orders_accs: &[AccountInfo; NUM_MARKETS]
|
||||
) -> MangoResult<[u64; NUM_TOKENS]> {
|
||||
let mut assets = [0u64; NUM_TOKENS];
|
||||
) -> MangoResult<[U64F64; NUM_TOKENS]> {
|
||||
let mut assets = [ZERO_U64F64; NUM_TOKENS];
|
||||
|
||||
for i in 0..NUM_TOKENS {
|
||||
assets[i] = self.get_native_deposit(&mango_group.indexes[i], i)
|
||||
assets[i] = mango_group.indexes[i].deposit.checked_mul(self.deposits[i]).unwrap()
|
||||
.checked_add(assets[i]).unwrap();
|
||||
}
|
||||
|
||||
for i in 0..NUM_MARKETS {
|
||||
if *open_orders_accs[i].key == Pubkey::default() {
|
||||
continue;
|
||||
}
|
||||
let open_orders = load_open_orders(&open_orders_accs[i])?;
|
||||
|
||||
assets[i] = open_orders.native_coin_total.checked_add(assets[i]).unwrap();
|
||||
assets[NUM_TOKENS-1] = open_orders.native_pc_total.checked_add(assets[NUM_TOKENS-1]).unwrap();
|
||||
assets[i] = U64F64::from_num(open_orders.native_coin_total).checked_add(assets[i]).unwrap();
|
||||
assets[NUM_TOKENS-1] = U64F64::from_num(open_orders.native_pc_total).checked_add(assets[NUM_TOKENS-1]).unwrap();
|
||||
}
|
||||
Ok(assets)
|
||||
}
|
||||
|
||||
pub fn get_total_liabs(
|
||||
#[inline(always)]
|
||||
pub fn get_liabs(
|
||||
&self,
|
||||
mango_group: &MangoGroup
|
||||
) -> MangoResult<[u64; NUM_TOKENS]> {
|
||||
let mut liabs = [0u64; NUM_TOKENS];
|
||||
for i in 0.. NUM_TOKENS {
|
||||
liabs[i] = self.get_native_borrow(&mango_group.indexes[i], i);
|
||||
mango_group: &MangoGroup,
|
||||
) -> MangoResult<[U64F64; NUM_TOKENS]> {
|
||||
let mut liabs = [ZERO_U64F64; NUM_TOKENS];
|
||||
|
||||
for i in 0..NUM_TOKENS {
|
||||
liabs[i] = mango_group.indexes[i].borrow.checked_mul(self.borrows[i]).unwrap()
|
||||
.checked_add(liabs[i]).unwrap();
|
||||
}
|
||||
|
||||
Ok(liabs)
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn get_assets_val(
|
||||
&self,
|
||||
mango_group: &MangoGroup,
|
||||
|
|
@ -448,7 +435,6 @@ impl MarginAccount {
|
|||
.checked_mul(prices[i]).unwrap()
|
||||
.checked_add(U64F64::from_num(open_orders.native_pc_total)).unwrap()
|
||||
.checked_add(assets).unwrap();
|
||||
|
||||
}
|
||||
for i in 0..NUM_TOKENS { // add up the value in margin account deposits and positions
|
||||
let index: &MangoIndex = &mango_group.indexes[i];
|
||||
|
|
@ -460,6 +446,8 @@ impl MarginAccount {
|
|||
Ok(assets)
|
||||
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn get_liabs_val(
|
||||
&self,
|
||||
mango_group: &MangoGroup,
|
||||
|
|
@ -474,6 +462,7 @@ impl MarginAccount {
|
|||
Ok(liabs)
|
||||
}
|
||||
/// Return amount of quote currency to deposit to get account above init_coll_ratio
|
||||
#[inline(always)]
|
||||
pub fn get_collateral_deficit(
|
||||
&self,
|
||||
mango_group: &MangoGroup,
|
||||
|
|
@ -490,6 +479,7 @@ impl MarginAccount {
|
|||
}
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn get_partial_liq_deficit(
|
||||
&self,
|
||||
mango_group: &MangoGroup,
|
||||
|
|
@ -505,23 +495,28 @@ impl MarginAccount {
|
|||
// TODO make this checked
|
||||
Ok((liabs * mango_group.init_coll_ratio - assets) / (mango_group.init_coll_ratio - PARTIAL_LIQ_INCENTIVE))
|
||||
}
|
||||
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn get_native_borrow(&self, index: &MangoIndex, token_i: usize) -> u64 {
|
||||
(self.borrows[token_i] * index.borrow).to_num()
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn get_native_deposit(&self, index: &MangoIndex, token_i: usize) -> u64 {
|
||||
(self.deposits[token_i] * index.deposit).to_num()
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn checked_add_borrow(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
|
||||
Ok(self.borrows[token_i] = self.borrows[token_i].checked_add(v).ok_or(throw!())?)
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn checked_sub_borrow(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
|
||||
Ok(self.borrows[token_i] = self.borrows[token_i].checked_sub(v).ok_or(throw!())?)
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn checked_add_deposit(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
|
||||
Ok(self.deposits[token_i] = self.deposits[token_i].checked_add(v).ok_or(throw!())?)
|
||||
}
|
||||
#[inline(always)]
|
||||
pub fn checked_sub_deposit(&mut self, token_i: usize, v: U64F64) -> MangoResult<()> {
|
||||
Ok(self.deposits[token_i] = self.deposits[token_i].checked_sub(v).ok_or(throw!())?)
|
||||
}
|
||||
|
|
@ -717,6 +712,7 @@ pub fn load_open_orders<'a>(
|
|||
Ok(Ref::map(strip_dex_padding(acc)?, from_bytes))
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn check_open_orders(
|
||||
acc: &AccountInfo,
|
||||
owner: &Pubkey
|
||||
|
|
|
|||
Loading…
Reference in New Issue