mango-v4/bin/settler/src/main.rs

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use std::collections::HashMap;
use std::sync::{Arc, RwLock};
use std::time::Duration;
use anchor_client::Cluster;
use clap::Parser;
use mango_v4::state::{PerpMarketIndex, TokenIndex};
use mango_v4_client::{
account_update_stream, chain_data, keypair_from_cli, priority_fees_cli, snapshot_source,
websocket_source, Client, MangoClient, MangoGroupContext, TransactionBuilderConfig,
};
use tracing::*;
use itertools::Itertools;
use solana_sdk::commitment_config::CommitmentConfig;
use solana_sdk::pubkey::Pubkey;
use std::collections::HashSet;
pub mod metrics;
pub mod settle;
pub mod tcs_start;
pub mod util;
use crate::util::{is_mango_account, is_mint_info, is_perp_market};
// jemalloc seems to be better at keeping the memory footprint reasonable over
// longer periods of time
#[global_allocator]
static ALLOC: jemallocator::Jemalloc = jemallocator::Jemalloc;
#[derive(Parser, Debug)]
#[clap()]
struct CliDotenv {
// When --dotenv <file> is passed, read the specified dotenv file before parsing args
#[clap(long)]
dotenv: std::path::PathBuf,
remaining_args: Vec<std::ffi::OsString>,
}
#[derive(Parser)]
#[clap()]
struct Cli {
#[clap(short, long, env)]
rpc_url: String,
#[clap(long, env)]
settler_mango_account: Pubkey,
#[clap(long, env)]
settler_owner: String,
#[clap(long, env, default_value = "300")]
snapshot_interval_secs: u64,
/// how many getMultipleAccounts requests to send in parallel
#[clap(long, env, default_value = "10")]
parallel_rpc_requests: usize,
/// typically 100 is the max number of accounts getMultipleAccounts will retrieve at once
#[clap(long, env, default_value = "100")]
get_multiple_accounts_count: usize,
#[clap(flatten)]
prioritization_fee_cli: priority_fees_cli::PriorityFeeArgs,
/// url to the lite-rpc websocket, optional
#[clap(long, env, default_value = "")]
lite_rpc_url: String,
deploy -> dev (#759) * ts: get yarn lock from dev Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.20 * ts: add missing dependency Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts: add error when no free token position is found (#707) Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Mc/tcs improvements (#706) * ts: additional tcs helpers Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Revert "Fixes from review" This reverts commit 1def10353511802c030a100fd23b2c2f4f198eaa. --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.21 * v0.19.22 * ts: tcs fix price display input to tx Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.23 * v0.19.25 * script: log all Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts: fix tcs order price limits Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.27 * ts: fix getTimeToNextBorrowLimitWindowStartsTs (#710) * ts: fix getTimeToNextBorrowLimitWindowStartsTs Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Mc/keeper (#714) * v0.19.28 * ts: tokenWithdrawAllDepositForMint Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * rust: dont include tokens with errors in crank Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * review fixes * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Christian Kamm <mail@ckamm.de> * v0.19.29 * ts: update debug script Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * release 19.1 -> deploy + serum3 open orders estimation ts patch (#719) * Serum3 open orders: Fix health overestimation (#716) When bids or asks crossed the oracle price, the serum3 health would be overestimated before. The health code has no access to the open order quantites or prices and used to assume all orders are at oracle price. Now we track an account's max bid and min ask in each market and use that as a worst-case price. The tracking isn't perfect for technical reasons (compute cost, no notifications on fill) but produces an upper bound on bids (lower bound on asks) that is sufficient to make health not overestimate. The tracked price is reset every time the serum3 open orders on a book side are completely cleared. (cherry picked from commit 2adc0339dc9f1cefa31ceb2bee6c5ca01cd69d69) * Changelog, version bump for program v0.19.1 * ts: ts patch for the PR Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Christian Kamm <mail@ckamm.de> * Rust client: Use alts for every transaction (#720) (cherry picked from commit 40ad0b7b66bf8c2203d32b45ac9c13bf9683e831) * Jupiter: ensure source account is initialized Backport of 9b224eae1b0d37ee1565ab333083e018212d99c7 / #721 * client/liquidator: jupiter v6 (#684) Add rust client functions for v6 API that are usuable in parallel to the v4 ones. (cherry picked from commit 0f10cb4d925c78f8548da53e1ba518d4df521004) * Jupiter: Ensure source account is initialized (#721) (cherry picked from commit 9b224eae1b0d37ee1565ab333083e018212d99c7) * Mc/update cu budget for perp settle pnl (#724) * ts: bump perp settle pnl cu budget Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts: helpers for withdrawing tokens from bad oracles (#726) * ts: helpers for withdrawing tokens from bad oracles Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * rename Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * rename Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix usage of field Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.31 * ts: higher min. cu limit for each tx (#727) Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.32 * ts: if more ixs then more cu (#728) Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Mc/tcs p95 (#708) * use more fine grain price impact Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts: for computing tcs premium use more fine grain price impact Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * update Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Mc/settler cu limit (#725) * v0.19.30 * settler: extend cu limit to 250k for perp pnl settling Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * TransactionBuilder: add cu limit/price based on config --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Christian Kamm <mail@ckamm.de> * ts: rename params to indicate that they are in native Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * ts: cleanup tcs create parameter naming (#730) Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * wip: Mc/update risk params (#729) * v0.19.33 * ts: script to update risk params Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * create proposals helpers * fix * Update env params Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Update Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Update Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * simulate before run * fix presets * fix --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com> * ts: upgrade anchor (#735) * ts: upgrade anchor Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fixes from review Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * script for tx error grouping, and ts helper code for finding tx error reason (#747) Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * v0.19.34 * ts: fix script for updating token params Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * Fix typo Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * script: update script to remove files which are of 0 size Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * script: error tx grouping, blacklist some more Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> * fix (#753) * jupiter: clearer slippage_bps argument name --------- Signed-off-by: microwavedcola1 <microwavedcola@gmail.com> Co-authored-by: Christian Kamm <mail@ckamm.de> Co-authored-by: Adrian Brzeziński <a.brzezinski94@gmail.com>
2023-10-19 01:03:07 -07:00
/// compute budget for each instruction
#[clap(long, env, default_value = "250000")]
compute_budget_per_instruction: u32,
}
pub fn encode_address(addr: &Pubkey) -> String {
bs58::encode(&addr.to_bytes()).into_string()
}
#[tokio::main]
async fn main() -> anyhow::Result<()> {
mango_v4_client::tracing_subscriber_init();
let args = if let Ok(cli_dotenv) = CliDotenv::try_parse() {
dotenv::from_path(cli_dotenv.dotenv)?;
cli_dotenv.remaining_args
} else {
dotenv::dotenv().ok();
std::env::args_os().collect()
};
let cli = Cli::parse_from(args);
let (prio_provider, prio_jobs) = cli
.prioritization_fee_cli
.make_prio_provider(cli.lite_rpc_url.clone())?;
let settler_owner = Arc::new(keypair_from_cli(&cli.settler_owner));
let rpc_url = cli.rpc_url;
let ws_url = rpc_url.replace("https", "wss");
let rpc_timeout = Duration::from_secs(10);
let cluster = Cluster::Custom(rpc_url.clone(), ws_url.clone());
let commitment = CommitmentConfig::processed();
let client = Client::new(
cluster.clone(),
commitment,
settler_owner.clone(),
Some(rpc_timeout),
TransactionBuilderConfig::builder()
.compute_budget_per_instruction(Some(cli.compute_budget_per_instruction))
.priority_fee_provider(prio_provider)
.build()
.unwrap(),
);
// The representation of current on-chain account data
let chain_data = Arc::new(RwLock::new(chain_data::ChainData::new()));
// Reading accounts from chain_data
let account_fetcher = Arc::new(chain_data::AccountFetcher {
chain_data: chain_data.clone(),
rpc: client.new_rpc_async(),
});
let mango_account = account_fetcher
.fetch_fresh_mango_account(&cli.settler_mango_account)
.await?;
let mango_group = mango_account.fixed.group;
let group_context = MangoGroupContext::new_from_rpc(client.rpc_async(), mango_group).await?;
let mango_oracles = group_context
.tokens
.values()
.map(|value| value.oracle)
.chain(group_context.perp_markets.values().map(|p| p.oracle))
.unique()
.collect::<Vec<Pubkey>>();
let serum_programs = group_context
.serum3_markets
.values()
.map(|s3| s3.serum_program)
.unique()
.collect_vec();
//
// feed setup
//
// FUTURE: decouple feed setup and liquidator business logic
// feed should send updates to a channel which liquidator can consume
solana_logger::setup_with_default("info");
info!("startup");
let metrics = metrics::start();
let (account_update_sender, account_update_receiver) =
async_channel::unbounded::<account_update_stream::Message>();
// Sourcing account and slot data from solana via websockets
// FUTURE: websocket feed should take which accounts to listen to as an input
websocket_source::start(
websocket_source::Config {
rpc_ws_url: ws_url.clone(),
serum_programs,
open_orders_authority: mango_group,
},
mango_oracles.clone(),
account_update_sender.clone(),
);
let first_websocket_slot = websocket_source::get_next_create_bank_slot(
account_update_receiver.clone(),
Duration::from_secs(10),
)
.await?;
// Getting solana account snapshots via jsonrpc
// FUTURE: of what to fetch a snapshot - should probably take as an input
snapshot_source::start(
snapshot_source::Config {
rpc_http_url: rpc_url.clone(),
mango_group,
get_multiple_accounts_count: cli.get_multiple_accounts_count,
parallel_rpc_requests: cli.parallel_rpc_requests,
snapshot_interval: std::time::Duration::from_secs(cli.snapshot_interval_secs),
min_slot: first_websocket_slot + 10,
},
mango_oracles,
account_update_sender.clone(),
);
start_chain_data_metrics(chain_data.clone(), &metrics);
let shared_state = Arc::new(RwLock::new(SharedState::default()));
//
// mango client setup
//
let mango_client = {
Arc::new(MangoClient::new_detail(
client,
cli.settler_mango_account,
settler_owner,
group_context,
account_fetcher.clone(),
)?)
};
let settle_config = settle::Config {
settle_cooldown: std::time::Duration::from_secs(10),
};
let mut settlement = settle::SettlementState {
mango_client: mango_client.clone(),
account_fetcher: account_fetcher.clone(),
config: settle_config,
recently_settled: Default::default(),
};
let mut tcs_start = tcs_start::State {
mango_client: mango_client.clone(),
account_fetcher: account_fetcher.clone(),
config: tcs_start::Config {
persistent_error_report_interval: Duration::from_secs(300),
},
errors: mango_v4_client::error_tracking::ErrorTracking::builder()
.skip_threshold(2)
.skip_duration(Duration::from_secs(60))
.build()?,
};
info!("main loop");
// Job to update chain_data and notify the liquidation job when a new check is needed.
let data_job = tokio::spawn({
use account_update_stream::Message;
let shared_state = shared_state.clone();
let mut metric_account_update_queue_len =
metrics.register_u64("account_update_queue_length".into());
let mut metric_mango_accounts = metrics.register_u64("mango_accounts".into());
let mut mint_infos = HashMap::<TokenIndex, Pubkey>::new();
let mut oracles = HashSet::<Pubkey>::new();
let mut perp_markets = HashMap::<PerpMarketIndex, Pubkey>::new();
async move {
loop {
let message = account_update_receiver
.recv()
.await
.expect("channel not closed");
metric_account_update_queue_len.set(account_update_receiver.len() as u64);
message.update_chain_data(&mut chain_data.write().unwrap());
match message {
Message::Account(account_write) => {
let mut state = shared_state.write().unwrap();
if is_mango_account(&account_write.account, &mango_group).is_some() {
// e.g. to render debug logs RUST_LOG="liquidator=debug"
debug!(
"change to mango account {}...",
&account_write.pubkey.to_string()[0..3]
);
// Track all MangoAccounts: we need to iterate over them later
state.mango_accounts.insert(account_write.pubkey);
metric_mango_accounts.set(state.mango_accounts.len() as u64);
}
}
Message::Snapshot(snapshot) => {
let mut state = shared_state.write().unwrap();
// Track all mango account pubkeys
for update in snapshot.iter() {
if is_mango_account(&update.account, &mango_group).is_some() {
state.mango_accounts.insert(update.pubkey);
}
if let Some(mint_info) = is_mint_info(&update.account, &mango_group) {
mint_infos.insert(mint_info.token_index, update.pubkey);
oracles.insert(mint_info.oracle);
}
if let Some(perp_market) = is_perp_market(&update.account, &mango_group)
{
perp_markets.insert(perp_market.perp_market_index, update.pubkey);
oracles.insert(perp_market.oracle);
}
}
metric_mango_accounts.set(state.mango_accounts.len() as u64);
state.one_snapshot_done = true;
}
_ => {}
}
}
}
});
let settle_job = tokio::spawn({
let mut interval = mango_v4_client::delay_interval(Duration::from_millis(100));
let shared_state = shared_state.clone();
async move {
loop {
interval.tick().await;
let account_addresses;
{
let state = shared_state.read().unwrap();
if !state.one_snapshot_done {
continue;
}
account_addresses = state.mango_accounts.iter().cloned().collect();
}
if let Err(err) = settlement.settle(account_addresses).await {
warn!("settle error: {err:?}");
}
}
}
});
let tcs_start_job = tokio::spawn({
let mut interval = mango_v4_client::delay_interval(Duration::from_millis(100));
let shared_state = shared_state.clone();
async move {
loop {
interval.tick().await;
let account_addresses;
{
let state = shared_state.read().unwrap();
if !state.one_snapshot_done {
continue;
}
account_addresses = state.mango_accounts.iter().cloned().collect();
}
if let Err(err) = tcs_start.run_pass(account_addresses).await {
warn!("tcs-start error: {err:?}");
}
}
}
});
let check_changes_for_abort_job =
tokio::spawn(MangoClient::loop_check_for_context_changes_and_abort(
mango_client.clone(),
Duration::from_secs(300),
));
use futures::StreamExt;
let mut jobs: futures::stream::FuturesUnordered<_> = vec![
data_job,
settle_job,
tcs_start_job,
check_changes_for_abort_job,
]
.into_iter()
.chain(prio_jobs.into_iter())
.collect();
jobs.next().await;
error!("a critical job aborted, exiting");
Ok(())
}
#[derive(Default)]
struct SharedState {
/// Addresses of the MangoAccounts belonging to the mango program.
/// Needed to check health of them all when the cache updates.
mango_accounts: HashSet<Pubkey>,
/// Is the first snapshot done? Only start checking account health when it is.
one_snapshot_done: bool,
}
fn start_chain_data_metrics(chain: Arc<RwLock<chain_data::ChainData>>, metrics: &metrics::Metrics) {
let mut interval = mango_v4_client::delay_interval(std::time::Duration::from_secs(600));
let mut metric_slots_count = metrics.register_u64("chain_data_slots_count".into());
let mut metric_accounts_count = metrics.register_u64("chain_data_accounts_count".into());
let mut metric_account_write_count =
metrics.register_u64("chain_data_account_write_count".into());
tokio::spawn(async move {
loop {
interval.tick().await;
let chain_lock = chain.read().unwrap();
metric_slots_count.set(chain_lock.slots_count() as u64);
metric_accounts_count.set(chain_lock.accounts_count() as u64);
metric_account_write_count.set(chain_lock.account_writes_count() as u64);
}
});
}