Add serum open orders balance logging. Remove price from token and perp balances. (#236)

programs/mango-v4/src/instructions/flash_loan.rs

@@ -377,7 +377,6 @@ pub fn flash_loan_end<'key, 'accounts, 'remaining, 'info>(
             indexed_position: position.indexed_position.to_bits(),
             deposit_index: bank.deposit_index.to_bits(),
             borrow_index: bank.borrow_index.to_bits(),
-            price: price.to_bits(),
         });
     }
 

programs/mango-v4/src/instructions/perp_consume_events.rs

@@ -64,7 +64,6 @@ pub fn perp_consume_events(ctx: Context<PerpConsumeEvents>, limit: usize) -> Res
                                 ctx.accounts.group.key(),
                                 fill.maker,
                                 perp_market.perp_market_index as u64,
-                                fill.price,
                                 ma.perp_position(perp_market.perp_market_index).unwrap(),
                                 &perp_market,
                             );
@@ -105,7 +104,6 @@ pub fn perp_consume_events(ctx: Context<PerpConsumeEvents>, limit: usize) -> Res
                                         ctx.accounts.group.key(),
                                         fill.maker,
                                         perp_market.perp_market_index as u64,
-                                        fill.price,
                                         maker.perp_position(perp_market.perp_market_index).unwrap(),
                                         &perp_market,
                                     );
@@ -113,7 +111,6 @@ pub fn perp_consume_events(ctx: Context<PerpConsumeEvents>, limit: usize) -> Res
                                         ctx.accounts.group.key(),
                                         fill.taker,
                                         perp_market.perp_market_index as u64,
-                                        fill.price,
                                         taker.perp_position(perp_market.perp_market_index).unwrap(),
                                         &perp_market,
                                     );

programs/mango-v4/src/instructions/serum3_cancel_all_orders.rs

@@ -1,6 +1,9 @@
 use anchor_lang::prelude::*;
 
+use super::{OpenOrdersAmounts, OpenOrdersSlim};
 use crate::error::*;
+use crate::logs::Serum3OpenOrdersBalanceLog;
+use crate::serum3_cpi::load_open_orders_ref;
 use crate::state::*;
 
 #[derive(Accounts)]
@@ -72,6 +75,22 @@ pub fn serum3_cancel_all_orders(ctx: Context<Serum3CancelAllOrders>, limit: u8)
     //
     cpi_cancel_all_orders(ctx.accounts, limit)?;
 
+    let serum_market = ctx.accounts.serum_market.load()?;
+    let oo_ai = &ctx.accounts.open_orders.as_ref();
+    let open_orders = load_open_orders_ref(oo_ai)?;
+    let after_oo = OpenOrdersSlim::from_oo(&open_orders);
+    emit!(Serum3OpenOrdersBalanceLog {
+        mango_group: ctx.accounts.group.key(),
+        mango_account: ctx.accounts.account.key(),
+        base_token_index: serum_market.base_token_index,
+        quote_token_index: serum_market.quote_token_index,
+        base_total: after_oo.native_base_total(),
+        base_free: after_oo.native_base_free(),
+        quote_total: after_oo.native_quote_total(),
+        quote_free: after_oo.native_quote_free(),
+        referrer_rebates_accrued: after_oo.native_rebates(),
+    });
+
     Ok(())
 }
 

programs/mango-v4/src/instructions/serum3_cancel_order.rs

@@ -7,6 +7,10 @@ use crate::state::*;
 
 use super::Serum3Side;
 
+use super::{OpenOrdersAmounts, OpenOrdersSlim};
+use crate::logs::Serum3OpenOrdersBalanceLog;
+use crate::serum3_cpi::load_open_orders_ref;
+
 #[derive(Accounts)]
 pub struct Serum3CancelOrder<'info> {
     pub group: AccountLoader<'info, Group>,
@@ -85,6 +89,21 @@ pub fn serum3_cancel_order(
     };
     cpi_cancel_order(ctx.accounts, order)?;
 
+    let oo_ai = &ctx.accounts.open_orders.as_ref();
+    let open_orders = load_open_orders_ref(oo_ai)?;
+    let after_oo = OpenOrdersSlim::from_oo(&open_orders);
+    emit!(Serum3OpenOrdersBalanceLog {
+        mango_group: ctx.accounts.group.key(),
+        mango_account: ctx.accounts.account.key(),
+        base_token_index: serum_market.base_token_index,
+        quote_token_index: serum_market.quote_token_index,
+        base_total: after_oo.native_base_total(),
+        base_free: after_oo.native_base_free(),
+        quote_total: after_oo.native_quote_total(),
+        quote_free: after_oo.native_quote_free(),
+        referrer_rebates_accrued: after_oo.native_rebates(),
+    });
+
     Ok(())
 }
 

programs/mango-v4/src/instructions/serum3_liq_force_cancel_orders.rs

@@ -4,8 +4,10 @@ use fixed::types::I80F48;
 
 use crate::error::*;
 use crate::instructions::{
-    apply_vault_difference, charge_loan_origination_fees, OODifference, OpenOrdersSlim,
+    apply_vault_difference, charge_loan_origination_fees, OODifference, OpenOrdersAmounts,
+    OpenOrdersSlim,
 };
+use crate::logs::Serum3OpenOrdersBalanceLog;
 use crate::serum3_cpi::load_open_orders_ref;
 use crate::state::*;
 
@@ -178,6 +180,19 @@ pub fn serum3_liq_force_cancel_orders(
         let oo_ai = &ctx.accounts.open_orders.as_ref();
         let open_orders = load_open_orders_ref(oo_ai)?;
         let after_oo = OpenOrdersSlim::from_oo(&open_orders);
+
+        emit!(Serum3OpenOrdersBalanceLog {
+            mango_group: ctx.accounts.group.key(),
+            mango_account: ctx.accounts.account.key(),
+            base_token_index: serum_market.base_token_index,
+            quote_token_index: serum_market.quote_token_index,
+            base_total: after_oo.native_base_total(),
+            base_free: after_oo.native_base_free(),
+            quote_total: after_oo.native_quote_total(),
+            quote_free: after_oo.native_quote_free(),
+            referrer_rebates_accrued: after_oo.native_rebates(),
+        });
+
         OODifference::new(&before_oo, &after_oo)
             .adjust_health_cache(&mut health_cache, &serum_market)?;
     };
@@ -196,6 +211,7 @@ pub fn serum3_liq_force_cancel_orders(
     let mut base_bank = ctx.accounts.base_bank.load_mut()?;
     let mut quote_bank = ctx.accounts.quote_bank.load_mut()?;
     apply_vault_difference(
+        ctx.accounts.account.key(),
         &mut account.borrow_mut(),
         serum_market.market_index,
         &mut base_bank,
@@ -204,6 +220,7 @@ pub fn serum3_liq_force_cancel_orders(
     )?
     .adjust_health_cache(&mut health_cache)?;
     apply_vault_difference(
+        ctx.accounts.account.key(),
         &mut account.borrow_mut(),
         serum_market.market_index,
         &mut quote_bank,

programs/mango-v4/src/instructions/serum3_place_order.rs

@@ -1,5 +1,6 @@
 use crate::error::*;
 
+use crate::logs::{Serum3OpenOrdersBalanceLog, TokenBalanceLog};
 use crate::serum3_cpi::{load_market_state, load_open_orders_ref};
 use crate::state::*;
 use anchor_lang::prelude::*;
@@ -39,7 +40,9 @@ pub trait OpenOrdersAmounts {
     fn native_quote_free(&self) -> u64;
     fn native_quote_free_plus_rebates(&self) -> u64;
     fn native_base_total(&self) -> u64;
+    fn native_quote_total(&self) -> u64;
     fn native_quote_total_plus_rebates(&self) -> u64;
+    fn native_rebates(&self) -> u64;
 }
 
 impl OpenOrdersAmounts for OpenOrdersSlim {
@@ -61,9 +64,15 @@ impl OpenOrdersAmounts for OpenOrdersSlim {
     fn native_base_total(&self) -> u64 {
         self.native_coin_total
     }
+    fn native_quote_total(&self) -> u64 {
+        self.native_pc_total
+    }
     fn native_quote_total_plus_rebates(&self) -> u64 {
         cm!(self.native_pc_total + self.referrer_rebates_accrued)
     }
+    fn native_rebates(&self) -> u64 {
+        self.referrer_rebates_accrued
+    }
 }
 
 impl OpenOrdersAmounts for OpenOrders {
@@ -85,9 +94,15 @@ impl OpenOrdersAmounts for OpenOrders {
     fn native_base_total(&self) -> u64 {
         self.native_coin_total
     }
+    fn native_quote_total(&self) -> u64 {
+        self.native_pc_total
+    }
     fn native_quote_total_plus_rebates(&self) -> u64 {
         cm!(self.native_pc_total + self.referrer_rebates_accrued)
     }
+    fn native_rebates(&self) -> u64 {
+        self.referrer_rebates_accrued
+    }
 }
 
 /// Copy paste a bunch of enums so that we could AnchorSerialize & AnchorDeserialize them
@@ -298,6 +313,19 @@ pub fn serum3_place_order(
         let oo_ai = &ctx.accounts.open_orders.as_ref();
         let open_orders = load_open_orders_ref(oo_ai)?;
         let after_oo = OpenOrdersSlim::from_oo(&open_orders);
+
+        emit!(Serum3OpenOrdersBalanceLog {
+            mango_group: ctx.accounts.group.key(),
+            mango_account: ctx.accounts.account.key(),
+            base_token_index: serum_market.base_token_index,
+            quote_token_index: serum_market.quote_token_index,
+            base_total: after_oo.native_coin_total,
+            base_free: after_oo.native_coin_free,
+            quote_total: after_oo.native_pc_total,
+            quote_free: after_oo.native_pc_free,
+            referrer_rebates_accrued: after_oo.referrer_rebates_accrued,
+        });
+
         OODifference::new(&before_oo, &after_oo)
     };
 
@@ -314,6 +342,7 @@ pub fn serum3_place_order(
     let vault_difference = {
         let mut payer_bank = ctx.accounts.payer_bank.load_mut()?;
         apply_vault_difference(
+            ctx.accounts.account.key(),
             &mut account.borrow_mut(),
             serum_market.market_index,
             &mut payer_bank,
@@ -386,7 +415,9 @@ impl VaultDifference {
 
 /// Called in settle_funds, place_order, liq_force_cancel to adjust token positions after
 /// changing the vault balances
+/// Also logs changes to token balances
 pub fn apply_vault_difference(
+    account_pk: Pubkey,
     account: &mut MangoAccountRefMut,
     serum_market_index: Serum3MarketIndex,
     bank: &mut Bank,
@@ -406,6 +437,7 @@ pub fn apply_vault_difference(
         .abs()
         .to_num::<u64>();
 
+    let indexed_position = position.indexed_position;
     let market = account.serum3_orders_mut(serum_market_index).unwrap();
     let borrows_without_fee = if bank.token_index == market.base_token_index {
         &mut market.base_borrows_without_fee
@@ -426,6 +458,15 @@ pub fn apply_vault_difference(
         *borrows_without_fee = (*borrows_without_fee).saturating_sub(needed_change.to_num::<u64>());
     }
 
+    emit!(TokenBalanceLog {
+        mango_group: bank.group,
+        mango_account: account_pk,
+        token_index: bank.token_index,
+        indexed_position: indexed_position.to_bits(),
+        deposit_index: bank.deposit_index.to_bits(),
+        borrow_index: bank.borrow_index.to_bits(),
+    });
+
     Ok(VaultDifference {
         token_index: bank.token_index,
         native_change,

programs/mango-v4/src/instructions/serum3_settle_funds.rs

@@ -8,6 +8,7 @@ use crate::serum3_cpi::load_open_orders_ref;
 use crate::state::*;
 
 use super::{apply_vault_difference, OpenOrdersAmounts, OpenOrdersSlim};
+use crate::logs::Serum3OpenOrdersBalanceLog;
 use crate::logs::{LoanOriginationFeeInstruction, WithdrawLoanOriginationFeeLog};
 
 #[derive(Accounts)]
@@ -158,6 +159,7 @@ pub fn serum3_settle_funds(ctx: Context<Serum3SettleFunds>) -> Result<()> {
         let mut base_bank = ctx.accounts.base_bank.load_mut()?;
         let mut quote_bank = ctx.accounts.quote_bank.load_mut()?;
         apply_vault_difference(
+            ctx.accounts.account.key(),
             &mut account.borrow_mut(),
             serum_market.market_index,
             &mut base_bank,
@@ -165,6 +167,7 @@ pub fn serum3_settle_funds(ctx: Context<Serum3SettleFunds>) -> Result<()> {
             before_base_vault,
         )?;
         apply_vault_difference(
+            ctx.accounts.account.key(),
             &mut account.borrow_mut(),
             serum_market.market_index,
             &mut quote_bank,
@@ -173,6 +176,21 @@ pub fn serum3_settle_funds(ctx: Context<Serum3SettleFunds>) -> Result<()> {
         )?;
     }
 
+    let oo_ai = &ctx.accounts.open_orders.as_ref();
+    let open_orders = load_open_orders_ref(oo_ai)?;
+    let after_oo = OpenOrdersSlim::from_oo(&open_orders);
+    emit!(Serum3OpenOrdersBalanceLog {
+        mango_group: ctx.accounts.group.key(),
+        mango_account: ctx.accounts.account.key(),
+        base_token_index: serum_market.base_token_index,
+        quote_token_index: serum_market.quote_token_index,
+        base_total: after_oo.native_base_total(),
+        base_free: after_oo.native_base_free(),
+        quote_total: after_oo.native_quote_total(),
+        quote_free: after_oo.native_quote_free(),
+        referrer_rebates_accrued: after_oo.native_rebates(),
+    });
+
     Ok(())
 }
 

programs/mango-v4/src/instructions/token_deposit.rs

@@ -88,7 +88,6 @@ pub fn token_deposit(ctx: Context<TokenDeposit>, amount: u64) -> Result<()> {
         indexed_position: indexed_position.to_bits(),
         deposit_index: bank.deposit_index.to_bits(),
         borrow_index: bank.borrow_index.to_bits(),
-        price: oracle_price.to_bits(),
     });
 
     //

programs/mango-v4/src/instructions/token_liq_bankruptcy.rs

@@ -158,7 +158,7 @@ pub fn token_liq_bankruptcy(
         )?;
 
         // move quote assets into liqor and withdraw liab assets
-        if let Some((quote_bank, quote_price)) = opt_quote_bank_and_price {
+        if let Some((quote_bank, _)) = opt_quote_bank_and_price {
             // account constraint #2 a)
             require_keys_eq!(quote_bank.vault, ctx.accounts.quote_vault.key());
             require_keys_eq!(quote_bank.mint, ctx.accounts.insurance_vault.mint);
@@ -193,7 +193,6 @@ pub fn token_liq_bankruptcy(
                 indexed_position: liqor_quote_indexed_position.to_bits(),
                 deposit_index: quote_deposit_index.to_bits(),
                 borrow_index: quote_borrow_index.to_bits(),
-                price: quote_price.to_bits(),
             });
 
             if loan_origination_fee.is_positive() {
@@ -274,7 +273,6 @@ pub fn token_liq_bankruptcy(
         indexed_position: liqee_liab.indexed_position.to_bits(),
         deposit_index: liab_deposit_index.to_bits(),
         borrow_index: liab_borrow_index.to_bits(),
-        price: liab_price.to_bits(),
     });
 
     // liqee liab
@@ -285,7 +283,6 @@ pub fn token_liq_bankruptcy(
         indexed_position: liqee_liab.indexed_position.to_bits(),
         deposit_index: liab_deposit_index.to_bits(),
         borrow_index: liab_borrow_index.to_bits(),
-        price: liab_price.to_bits(),
     });
 
     let liab_bank = bank_ais[0].load::<Bank>()?;

programs/mango-v4/src/instructions/token_liq_with_token.rs

@@ -187,7 +187,6 @@ pub fn token_liq_with_token(
         indexed_position: liqee_asset_position_indexed.to_bits(),
         deposit_index: asset_bank.deposit_index.to_bits(),
         borrow_index: asset_bank.borrow_index.to_bits(),
-        price: asset_price.to_bits(),
     });
     // liqee liab
     emit!(TokenBalanceLog {
@@ -197,7 +196,6 @@ pub fn token_liq_with_token(
         indexed_position: liqee_liab_position_indexed.to_bits(),
         deposit_index: liab_bank.deposit_index.to_bits(),
         borrow_index: liab_bank.borrow_index.to_bits(),
-        price: liab_price.to_bits(),
     });
     // liqor asset
     emit!(TokenBalanceLog {
@@ -207,7 +205,6 @@ pub fn token_liq_with_token(
         indexed_position: liqor_asset_position_indexed.to_bits(),
         deposit_index: asset_bank.deposit_index.to_bits(),
         borrow_index: asset_bank.borrow_index.to_bits(),
-        price: asset_price.to_bits(),
     });
     // liqor liab
     emit!(TokenBalanceLog {
@@ -217,7 +214,6 @@ pub fn token_liq_with_token(
         indexed_position: liqor_liab_position_indexed.to_bits(),
         deposit_index: liab_bank.deposit_index.to_bits(),
         borrow_index: liab_bank.borrow_index.to_bits(),
-        price: liab_price.to_bits(),
     });
 
     if loan_origination_fee.is_positive() {

programs/mango-v4/src/instructions/token_withdraw.rs

@@ -131,7 +131,6 @@ pub fn token_withdraw(ctx: Context<TokenWithdraw>, amount: u64, allow_borrow: bo
         indexed_position: position.indexed_position.to_bits(),
         deposit_index: bank.deposit_index.to_bits(),
         borrow_index: bank.borrow_index.to_bits(),
-        price: oracle_price.to_bits(),
     });
 
     // Update the net deposits - adjust by price so different tokens are on the same basis (in USD terms)

programs/mango-v4/src/logs.rs

@@ -10,7 +10,6 @@ pub fn emit_perp_balances(
     mango_group: Pubkey,
     mango_account: Pubkey,
     market_index: u64,
-    price: i64,
     pp: &PerpPosition,
     pm: &PerpMarket,
 ) {
@@ -22,7 +21,6 @@ pub fn emit_perp_balances(
         quote_position: pp.quote_position_native().to_bits(),
         long_settled_funding: pp.long_settled_funding.to_bits(),
         short_settled_funding: pp.short_settled_funding.to_bits(),
-        price,
         long_funding: pm.long_funding.to_bits(),
         short_funding: pm.short_funding.to_bits(),
     });
@@ -37,9 +35,8 @@ pub struct PerpBalanceLog {
     pub quote_position: i128,        // I80F48
     pub long_settled_funding: i128,  // I80F48
     pub short_settled_funding: i128, // I80F48
-    pub price: i64,
+    pub long_funding: i128,          // I80F48
-    pub long_funding: i128,  // I80F48
+    pub short_funding: i128,         // I80F48
-    pub short_funding: i128, // I80F48
 }
 
 #[event]
@@ -50,7 +47,6 @@ pub struct TokenBalanceLog {
     pub indexed_position: i128, // on client convert i128 to I80F48 easily by passing in the BN to I80F48 ctor
     pub deposit_index: i128,    // I80F48
     pub borrow_index: i128,     // I80F48
-    pub price: i128,            // I80F48
 }
 
 #[derive(AnchorSerialize, AnchorDeserialize)]
@@ -165,17 +161,17 @@ pub struct LiquidateTokenAndTokenLog {
 }
 
 #[event]
-pub struct OpenOrdersBalanceLog {
+pub struct Serum3OpenOrdersBalanceLog {
     pub mango_group: Pubkey,
     pub mango_account: Pubkey,
-    pub market_index: u16,
+    pub base_token_index: u16,
+    pub quote_token_index: u16,
     pub base_total: u64,
     pub base_free: u64,
     /// this field does not include the referrer_rebates; need to add that in to get true total
     pub quote_total: u64,
     pub quote_free: u64,
     pub referrer_rebates_accrued: u64,
-    pub price: i128, // I80F48
 }
 
 #[derive(PartialEq, Copy, Clone, Debug, AnchorSerialize, AnchorDeserialize)]

ts/client/src/mango_v4.ts

@@ -5425,11 +5425,6 @@ export type MangoV4 = {
           "type": "i128",
           "index": false
         },
-        {
-          "name": "price",
-          "type": "i64",
-          "index": false
-        },
         {
           "name": "longFunding",
           "type": "i128",
@@ -5474,11 +5469,6 @@ export type MangoV4 = {
           "name": "borrowIndex",
           "type": "i128",
           "index": false
-        },
-        {
-          "name": "price",
-          "type": "i128",
-          "index": false
         }
       ]
     },
@@ -5844,7 +5834,7 @@ export type MangoV4 = {
       ]
     },
     {
-      "name": "OpenOrdersBalanceLog",
+      "name": "Serum3OpenOrdersBalanceLog",
       "fields": [
         {
           "name": "mangoGroup",
@@ -5857,7 +5847,12 @@ export type MangoV4 = {
           "index": false
         },
         {
-          "name": "marketIndex",
+          "name": "baseTokenIndex",
+          "type": "u16",
+          "index": false
+        },
+        {
+          "name": "quoteTokenIndex",
           "type": "u16",
           "index": false
         },
@@ -5885,11 +5880,6 @@ export type MangoV4 = {
           "name": "referrerRebatesAccrued",
           "type": "u64",
           "index": false
-        },
-        {
-          "name": "price",
-          "type": "i128",
-          "index": false
         }
       ]
     },
@@ -11522,11 +11512,6 @@ export const IDL: MangoV4 = {
           "type": "i128",
           "index": false
         },
-        {
-          "name": "price",
-          "type": "i64",
-          "index": false
-        },
         {
           "name": "longFunding",
           "type": "i128",
@@ -11571,11 +11556,6 @@ export const IDL: MangoV4 = {
           "name": "borrowIndex",
           "type": "i128",
           "index": false
-        },
-        {
-          "name": "price",
-          "type": "i128",
-          "index": false
         }
       ]
     },
@@ -11941,7 +11921,7 @@ export const IDL: MangoV4 = {
       ]
     },
     {
-      "name": "OpenOrdersBalanceLog",
+      "name": "Serum3OpenOrdersBalanceLog",
       "fields": [
         {
           "name": "mangoGroup",
@@ -11954,7 +11934,12 @@ export const IDL: MangoV4 = {
           "index": false
         },
         {
-          "name": "marketIndex",
+          "name": "baseTokenIndex",
+          "type": "u16",
+          "index": false
+        },
+        {
+          "name": "quoteTokenIndex",
           "type": "u16",
           "index": false
         },
@@ -11982,11 +11967,6 @@ export const IDL: MangoV4 = {
           "name": "referrerRebatesAccrued",
           "type": "u64",
           "index": false
-        },
-        {
-          "name": "price",
-          "type": "i128",
-          "index": false
         }
       ]
     },