added better logging for partial liquidator; removed infinite loop for liquidating in partial and full liquidator
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dd
parent
5150f86c2a
commit
e1b15ce01e
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@ -159,9 +159,6 @@ async function testing() {
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// setupMarginAccounts()
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// main()
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// testing()
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@ -163,58 +163,55 @@ async function runLiquidator() {
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let liquidated = false
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let description = ''
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while (true) {
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try {
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const assetsVal = ma.getAssetsVal(mangoGroup, prices)
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const liabsVal = ma.getLiabsVal(mangoGroup, prices)
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if (liabsVal > maxBorrVal) {
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maxBorrVal = liabsVal
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maxBorrAcc = ma.publicKey.toBase58()
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}
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try {
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const assetsVal = ma.getAssetsVal(mangoGroup, prices)
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const liabsVal = ma.getLiabsVal(mangoGroup, prices)
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if (liabsVal > maxBorrVal) {
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maxBorrVal = liabsVal
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maxBorrAcc = ma.publicKey.toBase58()
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}
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if (liabsVal < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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let collRatio = (assetsVal / liabsVal)
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// FIXME: added bias to collRatio to allow other liquidators to step in for testing
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if (process.env.COLL_BIAS) {
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collRatio += parseFloat(process.env.COLL_BIAS);
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}
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if (collRatio >= mangoGroup.maintCollRatio) {
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break
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}
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const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
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description = ma.toPrettyString(mangoGroup, prices)
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if (deficit < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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console.log('liquidatable', deficit)
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console.log(description)
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await client.liquidate(connection, programId, mangoGroup, ma, payer,
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tokenWallets, [0, 0, deficit * 1.01 + 5])
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liquidated = true
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if (liabsVal < 0.1) { // too small of an account; number precision may cause errors
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break
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} catch (e) {
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if (!e.timeout) {
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throw e
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} else {
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await sleep(1000)
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prices = await mangoGroup.getPrices(connection)
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ma = await client.getMarginAccount(connection, ma.publicKey, dexProgramId)
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}
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}
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let collRatio = (assetsVal / liabsVal)
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// FIXME: added bias to collRatio to allow other liquidators to step in for testing
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if (process.env.COLL_BIAS) {
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collRatio += parseFloat(process.env.COLL_BIAS);
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}
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if (collRatio >= mangoGroup.maintCollRatio) {
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break
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}
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const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
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description = ma.toPrettyString(mangoGroup, prices)
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if (deficit < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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console.log('liquidatable', deficit)
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console.log(description)
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await client.liquidate(connection, programId, mangoGroup, ma, payer,
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tokenWallets, [0, 0, deficit * 1.01 + 5])
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liquidated = true
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} catch (e) {
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if (!e.timeout) {
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throw e
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} else {
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await sleep(1000)
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prices = await mangoGroup.getPrices(connection)
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ma = await client.getMarginAccount(connection, ma.publicKey, dexProgramId)
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}
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}
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if (liquidated) {
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console.log('liquidation success')
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console.log(ma.toPrettyString(mangoGroup, prices))
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while (true) {
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let tries = 3
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while (tries > 0) {
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try {
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ma = await client.getMarginAccount(connection, ma.publicKey, dexProgramId)
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await drainAccount(client, connection, programId, mangoGroup, ma, markets, payer, prices, tokenWallets[NUM_TOKENS-1])
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@ -222,7 +219,8 @@ async function runLiquidator() {
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notify(`liquidated ${description}`)
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break
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} catch (e) {
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notify(`error: ${e}\ncould not liquidate ${description}`)
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tries -= 1
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notify(`error: ${e}\ncould not drain account ${description}\ntries left: ${tries}`)
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await sleep(1000)
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}
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}
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247
src/partial.ts
247
src/partial.ts
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@ -207,149 +207,146 @@ async function runPartialLiquidator() {
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let liquidated = false
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let description = ''
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while (true) {
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try {
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const assetsVal = ma.getAssetsVal(mangoGroup, prices)
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const liabsVal = ma.getLiabsVal(mangoGroup, prices)
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if (liabsVal > maxBorrVal) {
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maxBorrVal = liabsVal
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maxBorrAcc = ma.publicKey.toBase58()
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}
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try {
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const assetsVal = ma.getAssetsVal(mangoGroup, prices)
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const liabsVal = ma.getLiabsVal(mangoGroup, prices)
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if (liabsVal > maxBorrVal) {
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maxBorrVal = liabsVal
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maxBorrAcc = ma.publicKey.toBase58()
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}
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if (liabsVal < 0.1) { // too small of an account; number precision may cause errors
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if (liabsVal < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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if (!ma.beingLiquidated) {
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let collRatio = (assetsVal / liabsVal)
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if (collRatio + coll_bias >= mangoGroup.maintCollRatio) {
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break
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}
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if (!ma.beingLiquidated) {
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let collRatio = (assetsVal / liabsVal)
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if (collRatio + coll_bias >= mangoGroup.maintCollRatio) {
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break
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}
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const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
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if (deficit < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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const deficit = liabsVal * mangoGroup.initCollRatio - assetsVal
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if (deficit < 0.1) { // too small of an account; number precision may cause errors
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break
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}
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}
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description = ma.toPrettyString(mangoGroup, prices)
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console.log(`Liquidatable\n${description}\nbeingLiquidated: ${ma.beingLiquidated}`)
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notify(`Liquidatable\n${description}\nbeingLiquidated: ${ma.beingLiquidated}`)
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description = ma.toPrettyString(mangoGroup, prices)
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console.log('liquidatable')
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console.log(description)
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// find the market with the most value in OpenOrdersAccount
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let maxMarketIndex = -1
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let maxMarketVal = 0
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for (let i = 0; i < NUM_MARKETS; i++) {
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const openOrdersAccount = ma.openOrdersAccounts[i]
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if (openOrdersAccount === undefined) {
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continue
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}
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const marketVal = openOrdersAccount.quoteTokenTotal.toNumber() + openOrdersAccount.baseTokenTotal.toNumber() * prices[i]
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if (marketVal > maxMarketVal) {
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maxMarketIndex = i
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maxMarketVal = marketVal
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}
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// find the market with the most value in OpenOrdersAccount
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let maxMarketIndex = -1
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let maxMarketVal = 0
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for (let i = 0; i < NUM_MARKETS; i++) {
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const openOrdersAccount = ma.openOrdersAccounts[i]
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if (openOrdersAccount === undefined) {
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continue
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}
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const transaction = new Transaction()
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if (maxMarketIndex !== -1) {
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// force cancel orders on this particular market
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const spotMarket = markets[maxMarketIndex]
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const [bids, asks] = await Promise.all([spotMarket.loadBids(connection), spotMarket.loadAsks(connection)])
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const openOrdersAccount = ma.openOrdersAccounts[maxMarketIndex]
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if (openOrdersAccount === undefined) {
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console.log('error state')
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continue
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}
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let numOrders = spotMarket.filterForOpenOrders(bids, asks, [openOrdersAccount]).length
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const dexSigner = await PublicKey.createProgramAddress(
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[
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spotMarket.publicKey.toBuffer(),
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spotMarket['_decoded'].vaultSignerNonce.toArrayLike(Buffer, 'le', 8)
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],
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spotMarket.programId
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const marketVal = openOrdersAccount.quoteTokenTotal.toNumber() + openOrdersAccount.baseTokenTotal.toNumber() * prices[i]
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if (marketVal > maxMarketVal) {
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maxMarketIndex = i
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maxMarketVal = marketVal
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}
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}
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const transaction = new Transaction()
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if (maxMarketIndex !== -1) {
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// force cancel orders on this particular market
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const spotMarket = markets[maxMarketIndex]
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const [bids, asks] = await Promise.all([spotMarket.loadBids(connection), spotMarket.loadAsks(connection)])
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const openOrdersAccount = ma.openOrdersAccounts[maxMarketIndex]
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if (openOrdersAccount === undefined) {
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console.log('error state')
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continue
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}
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let numOrders = spotMarket.filterForOpenOrders(bids, asks, [openOrdersAccount]).length
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const dexSigner = await PublicKey.createProgramAddress(
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[
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spotMarket.publicKey.toBuffer(),
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spotMarket['_decoded'].vaultSignerNonce.toArrayLike(Buffer, 'le', 8)
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],
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spotMarket.programId
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)
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for (let i = 0; i < 10; i++) {
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const instruction = makeForceCancelOrdersInstruction(
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programId,
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mangoGroup.publicKey,
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payer.publicKey,
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ma.publicKey,
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mangoGroup.vaults[maxMarketIndex],
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mangoGroup.vaults[NUM_TOKENS-1],
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spotMarket.publicKey,
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spotMarket.bidsAddress,
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spotMarket.asksAddress,
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mangoGroup.signerKey,
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spotMarket['_decoded'].eventQueue,
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spotMarket['_decoded'].baseVault,
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spotMarket['_decoded'].quoteVault,
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dexSigner,
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spotMarket.programId,
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ma.openOrders,
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mangoGroup.oracles,
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new BN(cancelLimit)
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)
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for (let i = 0; i < 10; i++) {
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const instruction = makeForceCancelOrdersInstruction(
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programId,
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mangoGroup.publicKey,
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payer.publicKey,
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ma.publicKey,
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mangoGroup.vaults[maxMarketIndex],
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mangoGroup.vaults[NUM_TOKENS-1],
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spotMarket.publicKey,
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spotMarket.bidsAddress,
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spotMarket.asksAddress,
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mangoGroup.signerKey,
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spotMarket['_decoded'].eventQueue,
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spotMarket['_decoded'].baseVault,
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spotMarket['_decoded'].quoteVault,
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dexSigner,
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spotMarket.programId,
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ma.openOrders,
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mangoGroup.oracles,
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new BN(cancelLimit)
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)
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transaction.add(instruction)
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numOrders -= cancelLimit
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if (numOrders <= 0) {
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break
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}
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transaction.add(instruction)
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numOrders -= cancelLimit
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if (numOrders <= 0) {
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break
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}
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}
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}
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// I'm assuming here that there is at least one asset greater than 0 and one less than
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// In reality, assets may be exactly 0
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const deposits = ma.getAssets(mangoGroup)
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const borrows = ma.getLiabs(mangoGroup)
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let minNet = 0
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let minNetIndex = -1
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let maxNet = 0
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let maxNetIndex = NUM_TOKENS-1
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for (let i = 0; i < NUM_TOKENS; i++) {
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const netDeposit = (deposits[i] - borrows[i]) * prices[i]
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if (netDeposit < minNet) {
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minNet = netDeposit
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minNetIndex = i
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} else if (netDeposit > maxNet) {
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maxNet = netDeposit
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maxNetIndex = i
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}
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// Find the market with the highest borrows and lowest deposits
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const deposits = ma.getAssets(mangoGroup)
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const borrows = ma.getLiabs(mangoGroup)
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let minNet = 0
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let minNetIndex = -1
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let maxNet = 0
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let maxNetIndex = NUM_TOKENS-1
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for (let i = 0; i < NUM_TOKENS; i++) {
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const netDeposit = (deposits[i] - borrows[i]) * prices[i]
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if (netDeposit < minNet) {
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minNet = netDeposit
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minNetIndex = i
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} else if (netDeposit > maxNet) {
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maxNet = netDeposit
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maxNetIndex = i
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}
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}
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transaction.add(makePartialLiquidateInstruction(
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programId,
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mangoGroup.publicKey,
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payer.publicKey,
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liqorAccs[minNetIndex].publicKey,
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liqorAccs[maxNetIndex].publicKey,
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ma.publicKey,
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mangoGroup.vaults[minNetIndex],
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mangoGroup.vaults[maxNetIndex],
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mangoGroup.signerKey,
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ma.openOrders,
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mangoGroup.oracles,
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liqorTokenValues[minNetIndex]
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))
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transaction.add(makePartialLiquidateInstruction(
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programId,
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mangoGroup.publicKey,
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payer.publicKey,
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liqorAccs[minNetIndex].publicKey,
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liqorAccs[maxNetIndex].publicKey,
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ma.publicKey,
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mangoGroup.vaults[minNetIndex],
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mangoGroup.vaults[maxNetIndex],
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mangoGroup.signerKey,
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ma.openOrders,
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mangoGroup.oracles,
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liqorTokenValues[minNetIndex]
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))
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await client.sendTransaction(connection, transaction, payer, [])
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console.log('Successful partial liquidation')
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notify(`Successful partial liquidation ${ma.publicKey.toBase58()}`)
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liquidated = true
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break
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} catch (e) {
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if (!e.timeout) {
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throw e
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} else {
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await sleep(1000)
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prices = await mangoGroup.getPrices(connection)
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ma = await client.getMarginAccount(connection, ma.publicKey, dexProgramId)
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}
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await client.sendTransaction(connection, transaction, payer, [])
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await sleep(2000)
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ma = await client.getMarginAccount(connection, ma.publicKey, dexProgramId)
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console.log(`Successful partial liquidation\n${ma.toPrettyString(mangoGroup, prices)}\nbeingLiquidated: ${ma.beingLiquidated}`)
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notify(`Successful partial liquidation\n${ma.toPrettyString(mangoGroup, prices)}\nbeingLiquidated: ${ma.beingLiquidated}`)
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liquidated = true
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break
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} catch (e) {
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if (!e.timeout) {
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throw e
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} else {
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notify(`unknown error: ${e}`);
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console.error(e);
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}
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}
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}
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console.log(`Max Borrow Account: ${maxBorrAcc} | Max Borrow Val: ${maxBorrVal}`)
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console.log(`Max Borrow Account: ${maxBorrAcc} | Max Borrow Val: ${maxBorrVal}`)
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await balanceWallets(connection, mangoGroup, prices, markets, payer, tokenWallets, liqorTokenUi, liqorOpenOrdersKeys, targets)
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} catch (e) {
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