add 20 sec interval to oracle price updates
This commit is contained in:
Tyler Shipe
parent
b67f676383
commit
c86ee0157f
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@ -1,9 +1,12 @@
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import { useEffect, useState } from 'react'
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import { useCallback, useEffect, useState } from 'react'
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import useMangoStore from '../stores/useMangoStore'
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import useConnection from './useConnection'
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import useInterval from './useInterval'
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import useMarket from './useMarket'
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import useMarketList from './useMarketList'
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const SECONDS = 1000
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export default function useOraclePrice() {
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const selectedMangoGroup = useMangoStore((s) => s.selectedMangoGroup.current)
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const { connection } = useConnection()
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@ -11,17 +14,23 @@ export default function useOraclePrice() {
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const { getMarketIndex } = useMarketList()
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const [oraclePrice, setOraclePrice] = useState(null)
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useEffect(() => {
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const fetchOraclePrice = useCallback(() => {
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if (selectedMangoGroup) {
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const marketIndex = getMarketIndex(marketAddress)
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selectedMangoGroup.getPrices(connection).then((prices) => {
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const oraclePriceForMarket = prices[marketIndex]
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setOraclePrice(oraclePriceForMarket)
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console.log('yoooo', marketAddress, marketIndex, oraclePriceForMarket)
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})
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}
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}, [selectedMangoGroup, marketAddress])
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console.log('oracle prices', oraclePrice)
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useEffect(() => {
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fetchOraclePrice()
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}, [fetchOraclePrice])
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useInterval(() => {
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fetchOraclePrice()
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}, 20 * SECONDS)
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return oraclePrice
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}
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211
utils/mango.tsx
211
utils/mango.tsx
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@ -826,217 +826,6 @@ export async function withdrawSrm(
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)
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}
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export async function placeOrderAndSettle(
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connection: Connection,
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programId: PublicKey,
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mangoGroup: MangoGroup,
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marginAccount: MarginAccount,
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spotMarket: Market,
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wallet: Wallet,
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side: 'buy' | 'sell',
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price: number,
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size: number,
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orderType?: 'limit' | 'ioc' | 'postOnly',
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clientId?: BN
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): Promise<TransactionSignature> {
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orderType = orderType == undefined ? 'limit' : orderType
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// orderType = orderType ?? 'limit'
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const limitPrice = spotMarket.priceNumberToLots(price)
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const maxBaseQuantity = spotMarket.baseSizeNumberToLots(size)
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const feeTier = getFeeTier(
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0,
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nativeToUi(mangoGroup.nativeSrm || 0, SRM_DECIMALS)
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)
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const rates = getFeeRates(feeTier)
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const maxQuoteQuantity = new BN(
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spotMarket['_decoded'].quoteLotSize.toNumber() * (1 + rates.taker)
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).mul(
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spotMarket
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.baseSizeNumberToLots(size)
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.mul(spotMarket.priceNumberToLots(price))
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)
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if (maxBaseQuantity.lte(new BN(0))) {
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throw new Error('size too small')
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}
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if (limitPrice.lte(new BN(0))) {
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throw new Error('invalid price')
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}
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const selfTradeBehavior = 'decrementTake'
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const marketIndex = mangoGroup.getMarketIndex(spotMarket)
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const vaultIndex = side === 'buy' ? mangoGroup.vaults.length - 1 : marketIndex
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// Add all instructions to one atomic transaction
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const transaction = new Transaction()
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// Specify signers in addition to the wallet
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const signers: Account[] = []
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// Create a Solana account for the open orders account if it's missing
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const openOrdersKeys: PublicKey[] = []
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for (let i = 0; i < marginAccount.openOrders.length; i++) {
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if (
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i === marketIndex &&
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marginAccount.openOrders[marketIndex].equals(zeroKey)
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) {
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// open orders missing for this market; create a new one now
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const openOrdersSpace = OpenOrders.getLayout(mangoGroup.dexProgramId).span
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const openOrdersLamports =
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await connection.getMinimumBalanceForRentExemption(
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openOrdersSpace,
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'singleGossip'
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)
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const accInstr = await createAccountInstruction(
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connection,
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wallet.publicKey,
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openOrdersSpace,
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mangoGroup.dexProgramId,
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openOrdersLamports
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)
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transaction.add(accInstr.instruction)
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signers.push(accInstr.account)
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openOrdersKeys.push(accInstr.account.publicKey)
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} else {
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openOrdersKeys.push(marginAccount.openOrders[i])
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}
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}
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const keys = [
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{ isSigner: false, isWritable: true, pubkey: mangoGroup.publicKey },
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{ isSigner: true, isWritable: false, pubkey: wallet.publicKey },
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{ isSigner: false, isWritable: true, pubkey: marginAccount.publicKey },
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{ isSigner: false, isWritable: false, pubkey: SYSVAR_CLOCK_PUBKEY },
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{ isSigner: false, isWritable: false, pubkey: spotMarket.programId },
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{ isSigner: false, isWritable: true, pubkey: spotMarket.publicKey },
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{
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isSigner: false,
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isWritable: true,
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pubkey: spotMarket['_decoded'].requestQueue,
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},
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{
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isSigner: false,
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isWritable: true,
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pubkey: spotMarket['_decoded'].eventQueue,
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},
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{ isSigner: false, isWritable: true, pubkey: spotMarket['_decoded'].bids },
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{ isSigner: false, isWritable: true, pubkey: spotMarket['_decoded'].asks },
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{
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isSigner: false,
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isWritable: true,
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pubkey: mangoGroup.vaults[vaultIndex],
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},
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{ isSigner: false, isWritable: false, pubkey: mangoGroup.signerKey },
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{
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isSigner: false,
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isWritable: true,
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pubkey: spotMarket['_decoded'].baseVault,
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},
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{
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isSigner: false,
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isWritable: true,
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pubkey: spotMarket['_decoded'].quoteVault,
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},
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{ isSigner: false, isWritable: false, pubkey: TOKEN_PROGRAM_ID },
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{ isSigner: false, isWritable: false, pubkey: SYSVAR_RENT_PUBKEY },
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{ isSigner: false, isWritable: true, pubkey: mangoGroup.srmVault },
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...openOrdersKeys.map((pubkey) => ({
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isSigner: false,
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isWritable: true,
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pubkey,
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})),
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...mangoGroup.oracles.map((pubkey) => ({
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isSigner: false,
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isWritable: false,
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pubkey,
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})),
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]
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const data = encodeMangoInstruction({
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PlaceOrder: clientId
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? {
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side,
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limitPrice,
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maxBaseQuantity,
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maxQuoteQuantity,
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selfTradeBehavior,
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orderType,
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clientId,
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limit: 65535,
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}
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: {
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side,
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limitPrice,
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maxBaseQuantity,
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maxQuoteQuantity,
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selfTradeBehavior,
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orderType,
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limit: 65535,
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},
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})
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const placeOrderInstruction = new TransactionInstruction({
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keys,
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data,
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programId,
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})
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transaction.add(placeOrderInstruction)
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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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const settleFundsIns = makeSettleFundsInstruction(
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programId,
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mangoGroup.publicKey,
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wallet.publicKey,
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marginAccount.publicKey,
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spotMarket.programId,
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spotMarket.publicKey,
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openOrdersKeys[marketIndex],
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mangoGroup.signerKey,
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spotMarket['_decoded'].baseVault,
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spotMarket['_decoded'].quoteVault,
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mangoGroup.vaults[marketIndex],
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mangoGroup.vaults[mangoGroup.vaults.length - 1],
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dexSigner
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)
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transaction.add(settleFundsIns)
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const baseTokenIndex = marketIndex
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const quoteTokenIndex = NUM_TOKENS - 1
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const tokenIndex = side === 'buy' ? baseTokenIndex : quoteTokenIndex
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const quantity = marginAccount.getUiBorrow(mangoGroup, tokenIndex)
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const nativeQuantity = uiToNative(
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quantity,
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mangoGroup.mintDecimals[tokenIndex]
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)
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const settleBorrowIns = makeSettleBorrowInstruction(
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programId,
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mangoGroup.publicKey,
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marginAccount.publicKey,
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wallet.publicKey,
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tokenIndex,
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nativeQuantity
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)
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transaction.add(settleBorrowIns)
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return await packageAndSend(
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transaction,
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connection,
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wallet,
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signers,
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'PlaceOrder'
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)
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}
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export async function placeAndSettle(
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connection: Connection,
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programId: PublicKey,
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