99 lines
3.0 KiB
Rust
99 lines
3.0 KiB
Rust
|
use crate::{account_shared_data::KeyedAccountSharedData, AnyhowWrap};
|
||
|
|
||
|
use client::{chain_data, AccountFetcher, MangoClient, TokenContext};
|
||
|
use mango_v4::state::{oracle_price, Bank, TokenIndex, TokenPosition, QUOTE_TOKEN_INDEX};
|
||
|
|
||
|
use {fixed::types::I80F48, solana_sdk::pubkey::Pubkey};
|
||
|
|
||
|
use std::collections::HashMap;
|
||
|
|
||
|
pub struct Config {
|
||
|
pub slippage: f64,
|
||
|
}
|
||
|
|
||
|
struct TokenState {
|
||
|
_price: I80F48,
|
||
|
native_position: I80F48,
|
||
|
}
|
||
|
|
||
|
impl TokenState {
|
||
|
fn new_position(
|
||
|
token: &TokenContext,
|
||
|
position: &TokenPosition,
|
||
|
account_fetcher: &chain_data::AccountFetcher,
|
||
|
) -> anyhow::Result<Self> {
|
||
|
let bank = account_fetcher.fetch::<Bank>(&token.mint_info.first_bank())?;
|
||
|
Ok(Self {
|
||
|
_price: Self::fetch_price(token, &bank, account_fetcher)?,
|
||
|
native_position: position.native(&bank),
|
||
|
})
|
||
|
}
|
||
|
|
||
|
fn fetch_price(
|
||
|
token: &TokenContext,
|
||
|
bank: &Bank,
|
||
|
account_fetcher: &chain_data::AccountFetcher,
|
||
|
) -> anyhow::Result<I80F48> {
|
||
|
let oracle = account_fetcher.fetch_raw_account(token.mint_info.oracle)?;
|
||
|
oracle_price(
|
||
|
&KeyedAccountSharedData::new(token.mint_info.oracle, oracle.into()),
|
||
|
bank.oracle_config.conf_filter,
|
||
|
bank.mint_decimals,
|
||
|
)
|
||
|
.map_err_anyhow()
|
||
|
}
|
||
|
}
|
||
|
|
||
|
#[allow(clippy::too_many_arguments)]
|
||
|
pub fn zero_all_non_quote(
|
||
|
mango_client: &MangoClient,
|
||
|
account_fetcher: &chain_data::AccountFetcher,
|
||
|
mango_account_address: &Pubkey,
|
||
|
config: &Config,
|
||
|
) -> anyhow::Result<()> {
|
||
|
log::trace!("checking for rebalance: {}", mango_account_address);
|
||
|
|
||
|
// TODO: configurable?
|
||
|
let quote_token = mango_client.context.token(QUOTE_TOKEN_INDEX);
|
||
|
|
||
|
let account = account_fetcher.fetch_mango_account(mango_account_address)?;
|
||
|
|
||
|
let tokens = account
|
||
|
.token_iter_active()
|
||
|
.map(|token_position| {
|
||
|
let token = mango_client.context.token(token_position.token_index);
|
||
|
Ok((
|
||
|
token.token_index,
|
||
|
TokenState::new_position(token, token_position, account_fetcher)?,
|
||
|
))
|
||
|
})
|
||
|
.collect::<anyhow::Result<HashMap<TokenIndex, TokenState>>>()?;
|
||
|
|
||
|
for (token_index, token_state) in tokens {
|
||
|
let token = mango_client.context.token(token_index);
|
||
|
if token_index == quote_token.token_index {
|
||
|
continue;
|
||
|
}
|
||
|
|
||
|
if token_state.native_position > 0 {
|
||
|
mango_client.jupiter_swap(
|
||
|
token.mint_info.mint,
|
||
|
quote_token.mint_info.mint,
|
||
|
token_state.native_position.to_num::<u64>(),
|
||
|
config.slippage,
|
||
|
client::JupiterSwapMode::ExactIn,
|
||
|
)?;
|
||
|
} else if token_state.native_position < 0 {
|
||
|
mango_client.jupiter_swap(
|
||
|
quote_token.mint_info.mint,
|
||
|
token.mint_info.mint,
|
||
|
(-token_state.native_position).to_num::<u64>(),
|
||
|
config.slippage,
|
||
|
client::JupiterSwapMode::ExactOut,
|
||
|
)?;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
Ok(())
|
||
|
}
|