2023-02-21 23:36:59 -08:00
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import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
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2022-10-07 04:52:04 -07:00
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import { Cluster, Connection, Keypair, PublicKey } from '@solana/web3.js';
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import fs from 'fs';
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2023-02-21 23:36:59 -08:00
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import { Group } from '../../src/accounts/group';
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import { MangoAccount } from '../../src/accounts/mangoAccount';
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import {
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PerpMarket,
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PerpOrderSide,
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PerpOrderType,
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} from '../../src/accounts/perp';
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import { MangoClient } from '../../src/client';
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import { MANGO_V4_ID } from '../../src/constants';
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import { ZERO_I80F48 } from '../../src/numbers/I80F48';
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import { toNativeI80F48, toUiDecimalsForQuote } from '../../src/utils';
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2022-10-07 04:52:04 -07:00
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// For easy switching between mainnet and devnet, default is mainnet
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const CLUSTER: Cluster =
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(process.env.CLUSTER_OVERRIDE as Cluster) || 'mainnet-beta';
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const CLUSTER_URL =
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process.env.CLUSTER_URL_OVERRIDE || process.env.MB_CLUSTER_URL;
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const USER_KEYPAIR =
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process.env.USER_KEYPAIR_OVERRIDE || process.env.MB_PAYER_KEYPAIR;
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const MANGO_ACCOUNT_PK = process.env.MANGO_ACCOUNT_PK || '';
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2022-11-21 11:36:13 -08:00
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async function settlePnl(
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mangoAccount: MangoAccount,
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perpMarket: PerpMarket,
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client: MangoClient,
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group: Group,
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) {
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if (!mangoAccount.perpPositionExistsForMarket(perpMarket)) {
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return;
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}
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const pp = mangoAccount
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.perpActive()
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.find((pp) => pp.marketIndex === perpMarket.perpMarketIndex)!;
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2023-01-17 05:07:58 -08:00
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const pnl = pp.getUnsettledPnl(perpMarket);
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2022-11-21 11:36:13 -08:00
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2022-12-08 01:16:06 -08:00
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console.log(
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`Avg entry price - ${pp.getAverageEntryPriceUi(
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perpMarket,
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)}, Breakeven price - ${pp.getBreakEvenPriceUi(perpMarket)}`,
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);
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2022-11-21 11:36:13 -08:00
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let profitableAccount, unprofitableAccount;
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2022-12-08 01:16:06 -08:00
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if (pnl.abs().gt(toNativeI80F48(1, 6))) {
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console.log(`- Settling pnl ${toUiDecimalsForQuote(pnl)} ...`);
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} else {
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console.log(
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`- Skipping Settling pnl ${toUiDecimalsForQuote(pnl)}, too small`,
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);
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return;
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}
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2022-11-21 11:36:13 -08:00
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if (pnl.gt(ZERO_I80F48())) {
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2022-12-08 01:16:06 -08:00
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console.log(`- Settling profit pnl...`);
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2022-11-21 11:36:13 -08:00
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profitableAccount = mangoAccount;
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2022-12-08 01:16:06 -08:00
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const candidates = await perpMarket.getSettlePnlCandidates(
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client,
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group,
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'negative',
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);
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if (candidates.length === 0) {
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return;
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}
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unprofitableAccount = candidates[0].account;
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2022-11-21 11:36:13 -08:00
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const sig = await client.perpSettlePnl(
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group,
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profitableAccount,
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unprofitableAccount,
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mangoAccount,
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perpMarket.perpMarketIndex,
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);
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console.log(
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2022-12-08 01:16:06 -08:00
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`- Settled pnl, sig https://explorer.solana.com/tx/${sig}?cluster=${
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2022-11-21 11:36:13 -08:00
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CLUSTER == 'devnet' ? 'devnet' : ''
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}`,
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);
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} else if (pnl.lt(ZERO_I80F48())) {
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unprofitableAccount = mangoAccount;
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2022-12-08 01:16:06 -08:00
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const candidates = await perpMarket.getSettlePnlCandidates(
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client,
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group,
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'positive',
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);
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if (candidates.length === 0) {
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return;
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}
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profitableAccount = candidates[0].account;
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console.log(`- Settling loss pnl...`);
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let sig = await client.perpSettlePnl(
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2022-11-21 11:36:13 -08:00
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group,
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profitableAccount,
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unprofitableAccount,
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mangoAccount,
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perpMarket.perpMarketIndex,
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);
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console.log(
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`- Settled pnl, sig https://explorer.solana.com/tx/${sig}?cluster=${
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2022-11-21 11:36:13 -08:00
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CLUSTER == 'devnet' ? 'devnet' : ''
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}`,
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);
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}
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}
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2022-10-07 04:52:04 -07:00
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async function takeOrder(
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client: MangoClient,
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group: Group,
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mangoAccount: MangoAccount,
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perpMarket: PerpMarket,
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side: PerpOrderSide,
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) {
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await mangoAccount.reload(client);
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const size = Math.random() * 0.001;
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const price =
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side === PerpOrderSide.bid
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? perpMarket.uiPrice * 1.01
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: perpMarket.uiPrice * 0.99;
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console.log(
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2022-12-08 01:16:06 -08:00
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`- ${perpMarket.name} taking with a ${
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side === PerpOrderSide.bid ? 'bid' : 'ask'
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} at price ${price.toFixed(4)} and size ${size.toFixed(6)}`,
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);
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const oldPosition = mangoAccount.getPerpPosition(perpMarket.perpMarketIndex);
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if (oldPosition) {
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console.log(
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`-- before base: ${perpMarket.baseLotsToUi(
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oldPosition.basePositionLots,
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)}, quote: ${toUiDecimalsForQuote(oldPosition.quotePositionNative)}`,
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);
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}
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await client.perpPlaceOrder(
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group,
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mangoAccount,
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perpMarket.perpMarketIndex,
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side,
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price,
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size,
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undefined,
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Date.now(),
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PerpOrderType.market,
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2022-11-09 00:59:34 -08:00
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false,
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2022-10-07 04:52:04 -07:00
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0,
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10,
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);
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// Sleep to see change, alternatively we could reload account with processed commitmment
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await new Promise((r) => setTimeout(r, 5000));
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await mangoAccount.reload(client);
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const newPosition = mangoAccount.getPerpPosition(perpMarket.perpMarketIndex);
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if (newPosition) {
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console.log(
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2022-12-08 01:16:06 -08:00
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`-- after base: ${perpMarket.baseLotsToUi(
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2022-10-07 04:52:04 -07:00
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newPosition.basePositionLots,
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)}, quote: ${toUiDecimalsForQuote(newPosition.quotePositionNative)}`,
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);
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}
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}
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async function main() {
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const options = AnchorProvider.defaultOptions();
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const connection = new Connection(CLUSTER_URL!, options);
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const user = Keypair.fromSecretKey(
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Buffer.from(JSON.parse(fs.readFileSync(USER_KEYPAIR!, 'utf-8'))),
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);
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const userWallet = new Wallet(user);
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const userProvider = new AnchorProvider(connection, userWallet, options);
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const client = await MangoClient.connect(
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userProvider,
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CLUSTER,
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MANGO_V4_ID[CLUSTER],
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2022-11-04 07:35:40 -07:00
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{
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idsSource: 'get-program-accounts',
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},
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2022-10-07 04:52:04 -07:00
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);
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// Load mango account
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2023-01-19 02:31:54 -08:00
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let mangoAccount = await client.getMangoAccount(
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2022-10-07 04:52:04 -07:00
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new PublicKey(MANGO_ACCOUNT_PK),
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);
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await mangoAccount.reload(client);
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// Load group
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const group = await client.getGroup(mangoAccount.group);
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await group.reloadAll(client);
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// Take on OB
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const perpMarket = group.getPerpMarketByName('BTC-PERP');
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while (true) {
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2022-11-21 11:36:13 -08:00
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await group.reloadAll(client);
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// Settle pnl
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await settlePnl(mangoAccount, perpMarket, client, group);
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2022-10-07 04:52:04 -07:00
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await takeOrder(client, group, mangoAccount, perpMarket, PerpOrderSide.bid);
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await takeOrder(client, group, mangoAccount, perpMarket, PerpOrderSide.ask);
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}
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}
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main();
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