rust client: Perp - Auto close account when needed (#875)
* perp: auto close perp market account when needing to open a new one with no slot available * rust_client: do not send health accounts when deactivating a perp position (not needed on program side) * rust_client: add perp place order command
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08a5ee8f53
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@ -1,10 +1,13 @@
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use clap::clap_derive::ArgEnum;
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use clap::{Args, Parser, Subcommand};
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use mango_v4::state::{PlaceOrderType, SelfTradeBehavior, Side};
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use mango_v4_client::{
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keypair_from_cli, pubkey_from_cli, Client, MangoClient, TransactionBuilderConfig,
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};
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use solana_sdk::pubkey::Pubkey;
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use std::str::FromStr;
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use std::sync::Arc;
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use std::time::{SystemTime, UNIX_EPOCH};
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mod save_snapshot;
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mod test_oracles;
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@ -88,6 +91,41 @@ struct JupiterSwap {
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rpc: Rpc,
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}
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#[derive(ArgEnum, Clone, Debug)]
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#[repr(u8)]
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pub enum CliSide {
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Bid = 0,
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Ask = 1,
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}
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#[derive(Args, Debug, Clone)]
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struct PerpPlaceOrder {
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#[clap(long)]
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account: String,
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/// also pays for everything
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#[clap(short, long)]
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owner: String,
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#[clap(long)]
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market_name: String,
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#[clap(long, value_enum)]
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side: CliSide,
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#[clap(short, long)]
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price: f64,
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#[clap(long)]
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quantity: f64,
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#[clap(long)]
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expiry: u64,
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#[clap(flatten)]
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rpc: Rpc,
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}
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#[derive(Subcommand, Debug, Clone)]
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enum Command {
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CreateAccount(CreateAccount),
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@ -128,6 +166,7 @@ enum Command {
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#[clap(short, long)]
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output: String,
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},
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PerpPlaceOrder(PerpPlaceOrder),
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}
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impl Rpc {
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@ -248,6 +287,52 @@ async fn main() -> Result<(), anyhow::Error> {
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let client = rpc.client(None)?;
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save_snapshot::save_snapshot(mango_group, client, output).await?
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}
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Command::PerpPlaceOrder(cmd) => {
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let client = cmd.rpc.client(Some(&cmd.owner))?;
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let account = pubkey_from_cli(&cmd.account);
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let owner = Arc::new(keypair_from_cli(&cmd.owner));
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let client = MangoClient::new_for_existing_account(client, account, owner).await?;
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let market = client
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.context
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.perp_markets
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.iter()
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.find(|p| p.1.name == cmd.market_name)
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.unwrap()
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.1;
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fn native(x: f64, b: u32) -> i64 {
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(x * (10_i64.pow(b)) as f64) as i64
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}
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let price_lots = native(cmd.price, 6) * market.base_lot_size
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/ (market.quote_lot_size * 10_i64.pow(market.base_decimals.into()));
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let max_base_lots =
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native(cmd.quantity, market.base_decimals.into()) / market.base_lot_size;
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let txsig = client
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.perp_place_order(
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market.perp_market_index,
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match cmd.side {
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CliSide::Bid => Side::Bid,
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CliSide::Ask => Side::Ask,
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},
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price_lots,
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max_base_lots,
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i64::max_value(),
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SystemTime::now().duration_since(UNIX_EPOCH)?.as_secs(),
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PlaceOrderType::Limit,
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false,
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if cmd.expiry > 0 {
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SystemTime::now().duration_since(UNIX_EPOCH)?.as_secs() + cmd.expiry
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} else {
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0
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},
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10,
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SelfTradeBehavior::AbortTransaction,
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)
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.await?;
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println!("{}", txsig);
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}
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};
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Ok(())
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@ -45,6 +45,7 @@ use solana_sdk::signer::keypair;
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use solana_sdk::transaction::TransactionError;
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use anyhow::Context;
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use mango_v4::error::{IsAnchorErrorWithCode, MangoError};
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use solana_sdk::account::ReadableAccount;
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use solana_sdk::instruction::{AccountMeta, Instruction};
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use solana_sdk::signature::{Keypair, Signature};
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@ -1058,51 +1059,64 @@ impl MangoClient {
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limit: u8,
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self_trade_behavior: SelfTradeBehavior,
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) -> anyhow::Result<PreparedInstructions> {
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let mut ixs = PreparedInstructions::new();
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let perp = self.context.perp(market_index);
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let mut account = account.clone();
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let close_perp_ixs_opt = self
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.replace_perp_market_if_needed(&account, market_index)
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.await?;
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if let Some((close_perp_ixs, modified_account)) = close_perp_ixs_opt {
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account = modified_account;
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ixs.append(close_perp_ixs);
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}
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let (health_remaining_metas, health_cu) = self
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.derive_health_check_remaining_account_metas(
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account,
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&account,
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vec![],
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vec![],
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vec![market_index],
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)
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.await?;
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let ixs = PreparedInstructions::from_single(
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Instruction {
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program_id: mango_v4::id(),
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accounts: {
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let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::PerpPlaceOrder {
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group: self.group(),
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account: self.mango_account_address,
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owner: self.owner(),
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perp_market: perp.address,
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bids: perp.bids,
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asks: perp.asks,
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event_queue: perp.event_queue,
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oracle: perp.oracle,
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},
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None,
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);
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ams.extend(health_remaining_metas.into_iter());
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ams
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},
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data: anchor_lang::InstructionData::data(
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&mango_v4::instruction::PerpPlaceOrderV2 {
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side,
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price_lots,
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max_base_lots,
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max_quote_lots,
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client_order_id,
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order_type,
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reduce_only,
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expiry_timestamp,
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limit,
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self_trade_behavior,
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let ix = Instruction {
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program_id: mango_v4::id(),
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accounts: {
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let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::PerpPlaceOrder {
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group: self.group(),
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account: self.mango_account_address,
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owner: self.owner(),
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perp_market: perp.address,
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bids: perp.bids,
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asks: perp.asks,
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event_queue: perp.event_queue,
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oracle: perp.oracle,
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},
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),
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None,
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);
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ams.extend(health_remaining_metas.into_iter());
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ams
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},
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data: anchor_lang::InstructionData::data(&mango_v4::instruction::PerpPlaceOrderV2 {
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side,
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price_lots,
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max_base_lots,
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max_quote_lots,
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client_order_id,
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order_type,
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reduce_only,
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expiry_timestamp,
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limit,
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self_trade_behavior,
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}),
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};
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ixs.push(
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ix,
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self.instruction_cu(health_cu)
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+ self.context.compute_estimates.cu_per_perp_order_match * limit as u32,
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);
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@ -1110,6 +1124,44 @@ impl MangoClient {
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Ok(ixs)
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}
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async fn replace_perp_market_if_needed(
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&self,
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account: &MangoAccountValue,
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perk_market_index: PerpMarketIndex,
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) -> anyhow::Result<Option<(PreparedInstructions, MangoAccountValue)>> {
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let context = &self.context;
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let settle_token_index = context.perp(perk_market_index).settle_token_index;
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let mut account = account.clone();
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let enforce_position_result =
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account.ensure_perp_position(perk_market_index, settle_token_index);
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if !enforce_position_result
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.is_anchor_error_with_code(MangoError::NoFreePerpPositionIndex.error_code())
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{
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return Ok(None);
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}
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let perp_position_to_close_opt = account.find_first_active_unused_perp_position();
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match perp_position_to_close_opt {
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Some(perp_position_to_close) => {
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let close_ix = self
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.perp_deactivate_position_instruction(perp_position_to_close.market_index)
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.await?;
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let previous_market = context.perp(perp_position_to_close.market_index);
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account.deactivate_perp_position(
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perp_position_to_close.market_index,
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previous_market.settle_token_index,
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)?;
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account.ensure_perp_position(perk_market_index, settle_token_index)?;
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Ok(Some((close_ix, account)))
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}
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None => anyhow::bail!("No perp market slot available"),
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}
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}
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#[allow(clippy::too_many_arguments)]
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pub async fn perp_place_order(
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&self,
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@ -1182,18 +1234,23 @@ impl MangoClient {
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&self,
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market_index: PerpMarketIndex,
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) -> anyhow::Result<Signature> {
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let perp = self.context.perp(market_index);
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let mango_account = &self.mango_account().await?;
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let (health_check_metas, health_cu) = self
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.derive_health_check_remaining_account_metas(mango_account, vec![], vec![], vec![])
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let ixs = self
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.perp_deactivate_position_instruction(market_index)
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.await?;
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self.send_and_confirm_owner_tx(ixs.to_instructions()).await
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}
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async fn perp_deactivate_position_instruction(
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&self,
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market_index: PerpMarketIndex,
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) -> anyhow::Result<PreparedInstructions> {
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let perp = self.context.perp(market_index);
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let ixs = PreparedInstructions::from_single(
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Instruction {
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program_id: mango_v4::id(),
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accounts: {
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let mut ams = anchor_lang::ToAccountMetas::to_account_metas(
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let ams = anchor_lang::ToAccountMetas::to_account_metas(
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&mango_v4::accounts::PerpDeactivatePosition {
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group: self.group(),
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account: self.mango_account_address,
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},
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None,
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);
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ams.extend(health_check_metas.into_iter());
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ams
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},
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data: anchor_lang::InstructionData::data(
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&mango_v4::instruction::PerpDeactivatePosition {},
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),
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},
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self.instruction_cu(health_cu),
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self.context.compute_estimates.cu_per_mango_instruction,
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);
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self.send_and_confirm_owner_tx(ixs.to_instructions()).await
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Ok(ixs)
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}
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pub async fn perp_settle_pnl_instruction(
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@ -1155,6 +1155,7 @@ impl<
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}
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}
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// Only used in unit tests
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pub fn deactivate_perp_position(
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&mut self,
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perp_market_index: PerpMarketIndex,
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@ -1196,6 +1197,19 @@ impl<
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Ok(())
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}
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pub fn find_first_active_unused_perp_position(&self) -> Option<&PerpPosition> {
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let first_unused_position_opt = self.all_perp_positions().find(|p| {
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p.is_active()
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&& p.base_position_lots == 0
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&& p.quote_position_native == 0
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&& p.bids_base_lots == 0
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&& p.asks_base_lots == 0
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&& p.taker_base_lots == 0
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&& p.taker_quote_lots == 0
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});
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first_unused_position_opt
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}
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pub fn add_perp_order(
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&mut self,
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perp_market_index: PerpMarketIndex,
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@ -2808,4 +2822,34 @@ mod tests {
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Ok(())
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}
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#[test]
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fn test_perp_auto_close_first_unused() {
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let mut account = make_test_account();
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// Fill all perp slots
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assert_eq!(account.header.perp_count, 4);
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account.ensure_perp_position(1, 0).unwrap();
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account.ensure_perp_position(2, 0).unwrap();
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account.ensure_perp_position(3, 0).unwrap();
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account.ensure_perp_position(4, 0).unwrap();
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assert_eq!(account.active_perp_positions().count(), 4);
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// Force usage of some perp slot (leaves 3 unused)
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account.perp_position_mut(1).unwrap().taker_base_lots = 10;
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account.perp_position_mut(2).unwrap().base_position_lots = 10;
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account.perp_position_mut(4).unwrap().quote_position_native = I80F48::from_num(10);
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assert!(account.perp_position(3).ok().is_some());
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// Should not succeed anymore
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{
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let e = account.ensure_perp_position(5, 0);
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assert!(e.is_anchor_error_with_code(MangoError::NoFreePerpPositionIndex.error_code()));
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}
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// Act
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let to_be_closed_account_opt = account.find_first_active_unused_perp_position();
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assert_eq!(to_be_closed_account_opt.unwrap().market_index, 3)
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}
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}
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