104 lines
3.5 KiB
Rust
104 lines
3.5 KiB
Rust
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use anchor_lang::prelude::*;
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use anchor_lang::Discriminator;
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use fixed::types::I80F48;
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use solana_sdk::account::ReadableAccount;
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use crate::*;
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use mango_v4::accounts_zerocopy::KeyedAccountSharedData;
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use mango_v4::state::*;
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#[derive(Debug, PartialEq)]
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pub enum Direction {
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MaxPositive,
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MaxNegative,
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}
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/// Returns up to `count` accounts with highest abs pnl (by `direction`) in descending order.
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pub fn fetch_top(
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context: &crate::context::MangoGroupContext,
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account_fetcher: &impl AccountFetcher,
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perp_market_index: PerpMarketIndex,
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perp_market_address: &Pubkey,
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direction: Direction,
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count: usize,
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) -> anyhow::Result<Vec<(Pubkey, MangoAccountValue, I80F48)>> {
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let perp_market =
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account_fetcher_fetch_anchor_account::<PerpMarket>(account_fetcher, perp_market_address)?;
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let oracle_acc = account_fetcher.fetch_raw_account(&perp_market.oracle)?;
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let oracle_price =
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perp_market.oracle_price(&KeyedAccountSharedData::new(perp_market.oracle, oracle_acc))?;
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let accounts =
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account_fetcher.fetch_program_accounts(&mango_v4::id(), MangoAccount::discriminator())?;
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let mut accounts_pnl = accounts
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.iter()
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.filter_map(|(pk, acc)| {
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let data = acc.data();
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let mango_acc = MangoAccountValue::from_bytes(&data[8..]);
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if mango_acc.is_err() {
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return None;
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}
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let mango_acc = mango_acc.unwrap();
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let perp_pos = mango_acc.perp_position(perp_market_index);
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if perp_pos.is_err() {
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return None;
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}
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let perp_pos = perp_pos.unwrap();
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let pnl = perp_pos.base_position_native(&perp_market) * oracle_price
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+ perp_pos.quote_position_native();
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if pnl >= 0 && direction == Direction::MaxNegative
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|| pnl <= 0 && direction == Direction::MaxPositive
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{
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return None;
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}
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Some((*pk, mango_acc, pnl))
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})
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.collect::<Vec<_>>();
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// Sort the top accounts to the front
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match direction {
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Direction::MaxPositive => {
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accounts_pnl.sort_by(|a, b| b.2.cmp(&a.2));
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}
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Direction::MaxNegative => {
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accounts_pnl.sort_by(|a, b| a.2.cmp(&b.2));
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}
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}
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// Negative pnl needs to be limited by spot_health.
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// We're doing it in a second step, because it's pretty expensive and we don't
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// want to run this for all accounts.
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if direction == Direction::MaxNegative {
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let mut stable = 0;
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for i in 0..accounts_pnl.len() {
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let (_, acc, pnl) = &accounts_pnl[i];
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let next_pnl = if i + 1 < accounts_pnl.len() {
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accounts_pnl[i + 1].2
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} else {
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I80F48::ZERO
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};
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let spot_health = crate::health_cache::new(context, account_fetcher, &acc)?
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.spot_health(HealthType::Maint);
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let settleable_pnl = if spot_health > 0 && !acc.being_liquidated() {
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(*pnl).max(-spot_health)
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} else {
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I80F48::ZERO
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};
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accounts_pnl[i].2 = settleable_pnl;
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// if the ordering was unchanged `count` times we know we have the top `count` accounts
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if settleable_pnl <= next_pnl {
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stable += 1;
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if stable >= count {
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break;
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}
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}
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}
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accounts_pnl.sort_by(|a, b| a.2.cmp(&b.2));
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}
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// return highest abs pnl accounts
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Ok(accounts_pnl[0..count].to_vec())
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}
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