blockworks-foundation
/
mango-v4
mirror of https://github.com/blockworks-foundation/mango-v4.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

Liquidator: max_liab_transfer based on min health ratio

This commit is contained in:
Christian Kamm 2022-07-13 12:21:02 +02:00
parent a75e282793
commit 0158239a56
1 changed files with 31 additions and 28 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

59
liquidator/src/liquidate.rs
View File

@ -1,12 +1,12 @@
use std::{collections::HashMap, str::FromStr};
use std::collections::HashMap;
use crate::account_shared_data::KeyedAccountSharedData;
use client::MangoClient;
use mango_v4::accounts_zerocopy::LoadZeroCopy;
use mango_v4::state::{
compute_health, oracle_price, Bank, FixedOrderAccountRetriever, HealthType, MangoAccount,
MintInfo, PerpMarketIndex, TokenIndex,
new_health_cache, oracle_price, Bank, FixedOrderAccountRetriever, HealthCache, HealthType,
MangoAccount, MintInfo, PerpMarketIndex, TokenIndex,
};
use {
@ -31,13 +31,12 @@ fn load_mango_account_from_chain<'a, T: anchor_lang::ZeroCopy + anchor_lang::Own
)
}
pub fn compute_health_(
pub fn new_health_cache_(
chain_data: &ChainData,
mint_infos: &HashMap<TokenIndex, Pubkey>,
perp_markets: &HashMap<PerpMarketIndex, Pubkey>,
account: &MangoAccount,
health_type: HealthType,
) -> anchor_lang::Result<I80F48> {
) -> anchor_lang::Result<HealthCache> {
let mut health_accounts = vec![];
let mut banks = vec![];
let mut oracles = vec![];
@ -109,7 +108,7 @@ pub fn compute_health_(
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len,
};
compute_health(account, health_type, &retriever)
new_health_cache(account, &retriever)
}
#[allow(clippy::too_many_arguments)]
@ -120,6 +119,9 @@ pub fn process_accounts<'a>(
mint_infos: &HashMap<TokenIndex, Pubkey>,
perp_markets: &HashMap<PerpMarketIndex, Pubkey>,
) -> anyhow::Result<()> {
// TODO: configurable
let min_health_ratio = I80F48::from_num(50.0f64);
for pubkey in accounts {
let account_result = load_mango_account_from_chain::<MangoAccount>(chain_data, pubkey);
let account = match account_result {
@ -131,14 +133,9 @@ pub fn process_accounts<'a>(
};
// compute maint health for account
let maint_health = compute_health_(
chain_data,
mint_infos,
perp_markets,
account,
HealthType::Maint,
)
.expect("always ok");
let maint_health = new_health_cache_(chain_data, mint_infos, perp_markets, account)
.expect("always ok")
.health(HealthType::Maint);
// try liquidating
if maint_health.is_negative() {
@ -171,28 +168,34 @@ pub fn process_accounts<'a>(
let (asset_token_index, _asset_bank, _asset_price) = tokens.last().unwrap();
let (liab_token_index, _liab_bank, _liab_price) = tokens.first().unwrap();
let max_liab_transfer = {
let liqor = load_mango_account_from_chain::<MangoAccount>(
chain_data,
&mango_client.mango_account_cache.0,
)?;
let health_cache = new_health_cache_(chain_data, mint_infos, perp_markets, liqor)
.expect("always ok");
health_cache.max_swap_source_for_health_ratio(
*liab_token_index,
*asset_token_index,
min_health_ratio,
)?
};
//
// TODO: log liqor's assets in UI form
// TODO: log liquee's liab_needed, need to refactor program code to be able to be accessed from client side
// TODO: swap inherited liabs to desired asset for liqor
// TODO: hook ChainData into MangoClient
// TODO: liq_token_with_token() re-gets the liqor account via rpc unnecessarily
//
let sig = mango_client.liq_token_with_token(
(pubkey, account),
*asset_token_index,
*liab_token_index,
{
// max liab liqor can provide
// let fresh_liqor = load_mango_account_from_chain::<MangoAccount>(
// chain_data,
// &mango_client.mango_account_cache.0,
// )?;
// fresh_liqor
// .tokens
// .find(*liab_token_index)
// .unwrap()
// .native(&_liab_bank)
I80F48::from_str("0.0000001").unwrap()
},
max_liab_transfer,
);
match sig {
Ok(sig) => log::info!(