Now force canceling with up to 10 instructions in the partial liq transaction

src/partial.ts

@@ -2,7 +2,7 @@ import {
   findLargestTokenAccountForOwner,
   getMultipleAccounts,
   IDS,
-  MangoClient, nativeToUi, NUM_MARKETS, NUM_TOKENS, parseTokenAccountData, uiToNative,
+  MangoClient, nativeToUi, NUM_MARKETS, NUM_TOKENS, parseTokenAccount, parseTokenAccountData, uiToNative,
 } from '@blockworks-foundation/mango-client';
 import { Account, Connection, PublicKey, Transaction } from '@solana/web3.js';
 import { homedir } from 'os';
@@ -57,7 +57,8 @@ async function runPartialLiquidator() {
   while (true) {
     try {
       mangoGroup = await client.getMangoGroup(connection, mangoGroupPk)
-      const marginAccounts = await client.getAllMarginAccounts(connection, programId, mangoGroup)
+      // const marginAccounts = await client.getAllMarginAccounts(connection, programId, mangoGroup)
+      const marginAccounts = [await client.getMarginAccount(connection, new PublicKey("85zCT5JsSmE5tgF42gPH6xxeVic5tXutAQDkSwfm9FN9"), mangoGroup.dexProgramId)]
       let prices = await mangoGroup.getPrices(connection)  // TODO put this on websocket as well
 
       console.log(prices)
@@ -93,17 +94,20 @@ async function runPartialLiquidator() {
               break
             }
 
-            let collRatio = (assetsVal / liabsVal)
+            if (!ma.beingLiquidated) {
-            if (collRatio + coll_bias >= mangoGroup.maintCollRatio) {
+              let collRatio = (assetsVal / liabsVal)
-              break
+              if (collRatio + coll_bias >= mangoGroup.maintCollRatio) {
+                break
+              }
+
+              const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
+              if (deficit < 0.1) {  // too small of an account; number precision may cause errors
+                break
+              }
             }
 
-            const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
-            if (deficit < 0.1) {  // too small of an account; number precision may cause errors
-              break
-            }
             description = ma.toPrettyString(mangoGroup, prices)
-            console.log('liquidatable', deficit)
+            console.log('liquidatable')
             console.log(description)
 
             // find the market with the most value in OpenOrdersAccount
@@ -120,11 +124,17 @@ async function runPartialLiquidator() {
                 maxMarketVal = marketVal
               }
             }
-
             const transaction = new Transaction()
             if (maxMarketIndex !== -1) {
               // force cancel orders on this particular market
               const spotMarket = markets[maxMarketIndex]
+              const [bids, asks] = await Promise.all([spotMarket.loadBids(connection), spotMarket.loadAsks(connection)])
+              const openOrdersAccount = ma.openOrdersAccounts[maxMarketIndex]
+              if (openOrdersAccount === undefined) {
+                console.log('error state')
+                continue
+              }
+              let numOrders = spotMarket.filterForOpenOrders(bids, asks, [openOrdersAccount]).length
               const dexSigner = await PublicKey.createProgramAddress(
                 [
                   spotMarket.publicKey.toBuffer(),
@@ -132,26 +142,34 @@ async function runPartialLiquidator() {
                 ],
                 spotMarket.programId
               )
-              const instruction = makeForceCancelOrdersInstruction(
+              let numInstrs = 0
-                programId,
+              while (numInstrs < 10) {
-                mangoGroup.publicKey,
+                const instruction = makeForceCancelOrdersInstruction(
-                payer.publicKey,
+                  programId,
-                ma.publicKey,
+                  mangoGroup.publicKey,
-                mangoGroup.vaults[maxMarketIndex],
+                  payer.publicKey,
-                mangoGroup.vaults[NUM_TOKENS-1],
+                  ma.publicKey,
-                spotMarket.publicKey,
+                  mangoGroup.vaults[maxMarketIndex],
-                spotMarket.bidsAddress,
+                  mangoGroup.vaults[NUM_TOKENS-1],
-                spotMarket.asksAddress,
+                  spotMarket.publicKey,
-                mangoGroup.signerKey,
+                  spotMarket.bidsAddress,
-                spotMarket['_decoded'].eventQueue,
+                  spotMarket.asksAddress,
-                spotMarket['_decoded'].baseVault,
+                  mangoGroup.signerKey,
-                spotMarket['_decoded'].quoteVault,
+                  spotMarket['_decoded'].eventQueue,
-                dexSigner,
+                  spotMarket['_decoded'].baseVault,
-                spotMarket.programId,
+                  spotMarket['_decoded'].quoteVault,
-                ma.openOrders,
+                  dexSigner,
-                mangoGroup.oracles
+                  spotMarket.programId,
-              )
+                  ma.openOrders,
-              transaction.add(instruction)
+                  mangoGroup.oracles
+                )
+                transaction.add(instruction)
+                numOrders -= 6
+                numInstrs += 1
+                if (numOrders <= 0) {
+                  break
+                }
+              }
             }
 
             // I'm assuming here that there is at least one asset greater than 0 and one less than
@@ -175,11 +193,9 @@ async function runPartialLiquidator() {
             // choose the max
             const liqorAccs = await getMultipleAccounts(connection, tokenWallets)
             const liqorTokenValues = liqorAccs.map(
-              (a, i) =>
+              (a) => parseTokenAccount(a.accountInfo.data).amount
-                nativeToUi(parseTokenAccountData(a.accountInfo.data).amount, mangoGroup.mintDecimals[i])
             )
 
-            console.log(minNetIndex, maxNetIndex)
             transaction.add(makePartialLiquidateInstruction(
               programId,
               mangoGroup.publicKey,
@@ -192,9 +208,14 @@ async function runPartialLiquidator() {
               mangoGroup.signerKey,
               ma.openOrders,
               mangoGroup.oracles,
-              uiToNative(0.001, mangoGroup.mintDecimals[minNetIndex])
+              liqorTokenValues[minNetIndex]
             ))
 
+            // transaction.recentBlockhash = (await connection.getRecentBlockhash('singleGossip')).blockhash
+            // transaction.setSigners(payer.publicKey)
+            // transaction.sign(payer)
+            // const raw_tx = transaction.serialize()
+            // console.log('tx size', raw_tx.length)
             await client.sendTransaction(connection, transaction, payer, [])
             console.log('success liquidation')
             liquidated = true

src/test.ts

@@ -249,14 +249,14 @@ async function drainAccount(
 
 async function testAll() {
   const client = new MangoClient()
-  const cluster = 'mainnet-beta'
+  const cluster = 'devnet'
   const clusterUrl = process.env.CLUSTER_URL || IDS.cluster_urls[cluster]
   const connection = new Connection(clusterUrl, 'singleGossip')
   const programId = new PublicKey(IDS[cluster].mango_program_id)
   const dexProgramId = new PublicKey(IDS[cluster].dex_program_id)
   const mangoGroupPk = new PublicKey(IDS[cluster].mango_groups['BTC_ETH_USDT'].mango_group_pk)
 
-  const keyPairPath = process.env.KEYPAIR || homedir() + '/.config/solana/id.json'
+  const keyPairPath = process.env.KEYPAIR || homedir() + '/.config/solana/id2.json'
 
   const payer = new Account(JSON.parse(fs.readFileSync(keyPairPath, 'utf-8')))
   const mangoGroup = await client.getMangoGroup(connection, mangoGroupPk)
@@ -340,7 +340,21 @@ async function testAll() {
     console.log(mangoGroup.borrowLimits.map((b, i) => nativeToUi(b, mangoGroup.mintDecimals[i])))
   }
 
-  await testBorrowLimits()
+  async function placeMultipleOrders() {
+    const marginAccountPk = new PublicKey("85zCT5JsSmE5tgF42gPH6xxeVic5tXutAQDkSwfm9FN9")
+    const marginAccount = await client.getMarginAccount(connection, marginAccountPk, dexProgramId)
+    const market = await Market.load(connection, mangoGroup.spotMarkets[1], { skipPreflight: true, commitment: 'singleGossip'}, mangoGroup.dexProgramId)
+
+    for (let i = 0; i < 12; i++) {
+      const price = 1010 + 10 * i
+      await client.placeAndSettle(connection, programId, mangoGroup, marginAccount, market, payer, "sell", price, 0.001)
+      await sleep(500)
+    }
+
+  }
+
+  placeMultipleOrders()
+  // await testBorrowLimits()
   // await testGetOpenOrdersLatency()
   // await testPlaceCancelOrder()
   // await testDrainAccount()

yarn.lock

@@ -316,7 +316,7 @@
 
 "@blockworks-foundation/mango-client@https://github.com/blockworks-foundation/mango-client-ts#partial_liq":
   version "0.1.10"
-  resolved "https://github.com/blockworks-foundation/mango-client-ts#e581b5dfc7c79ec8c396ee132edaef6dfd355c8e"
+  resolved "https://github.com/blockworks-foundation/mango-client-ts#e10fadd7bb9dee4f04994ad6cf293b4654c7edf1"
   dependencies:
     "@project-serum/serum" "^0.13.20"
     "@project-serum/sol-wallet-adapter" "^0.1.4"