Liquidator: add a manual rebalancing test - ensure we can find swap route (#971)

.gitignore

@@ -16,4 +16,5 @@ yarn-error.log
 .idea
 .vscode
 
-err-txs
+err-txs
+.env

bin/liquidator/tests/.env.example

@@ -0,0 +1,4 @@
+RPC_URL=https://mango.devnet.rpcpool.com
+MANGO_ACCOUNT=
+OWNER=~/.config/solana/user.json
+JUPITER_TOKEN=

bin/liquidator/tests/test_rebalance.rs

@@ -0,0 +1,178 @@
+use anchor_lang::err;
+use clap::Parser;
+use fixed::types::I80F48;
+use mango_v4::state::{Bank, TokenIndex, QUOTE_TOKEN_INDEX};
+use mango_v4_client::swap::{Quote, Version};
+use mango_v4_client::{
+    keypair_from_cli, swap, Client, MangoClient, TokenContext, TransactionBuilderConfig,
+};
+use solana_sdk::pubkey::Pubkey;
+use solana_sdk::signature::Keypair;
+use std::collections::HashSet;
+use std::path::PathBuf;
+use std::str::FromStr;
+use std::sync::Arc;
+use tracing::{debug, error, info, warn};
+
+#[derive(Parser)]
+#[clap()]
+struct Cli {
+    #[clap(short, long, env)]
+    pub(crate) rpc_url: String,
+
+    #[clap(long, env)]
+    pub(crate) mango_account: String,
+
+    #[clap(long, env)]
+    pub(crate) owner: String,
+
+    #[clap(long, env, default_value = "")]
+    pub(crate) jupiter_token: String,
+}
+
+#[tokio::test]
+#[ignore = "manual test"]
+async fn should_test_all_swap() {
+    // TODO FAS config
+    let config = Cli::parse_from(dotenv::dotenv().ok());
+    mango_v4_client::tracing_subscriber_init();
+
+    let jup_token = config.jupiter_token;
+    let client = client(config.rpc_url, jup_token.to_string()).expect("client");
+    let owner = Arc::new(keypair_from_cli(config.owner.as_str()));
+    let account = config.mango_account.as_str();
+
+    let mango_client =
+        MangoClient::new_for_existing_account(client, Pubkey::from_str(account).unwrap(), owner)
+            .await
+            .expect("mango client");
+    let quote = mango_client.context.token(QUOTE_TOKEN_INDEX).mint;
+    let sol = mango_client.context.token_by_name("SOL").mint;
+
+    let rpc = mango_client.client.new_rpc_async();
+    let lst = swap::sanctum::load_supported_token_mints(&rpc)
+        .await
+        .expect("couldnt load LST");
+
+    for (token_index, token) in &mango_client.context.tokens {
+        if token.mint == quote {
+            continue;
+        }
+
+        let bank = mango_client.first_bank(*token_index).await.expect("bank");
+        if bank.disable_asset_liquidation != 0 {
+            debug!("Token: {} ignored (not liquidatable)", token.name);
+            continue;
+        }
+
+        let price = mango_client
+            .bank_oracle_price(*token_index)
+            .await
+            .expect("price");
+        let buy_amount_in_usdc = 1_000_000 * 50_000;
+        let sell_amount = (I80F48::from_num(buy_amount_in_usdc) / price).to_num();
+
+        let can_buy = can_swap(&mango_client, quote, token.mint, buy_amount_in_usdc, &lst)
+            .await
+            .expect("can buy (sol) unwrap")
+            || !can_swap(
+                &mango_client,
+                sol,
+                token.mint,
+                buy_amount_in_usdc * 1000 / 150,
+                &lst,
+            )
+            .await
+            .expect("can buy unwrap");
+
+        let can_sell = can_swap(&mango_client, token.mint, quote, sell_amount, &lst)
+            .await
+            .expect("can sell unwrap")
+            || can_swap(&mango_client, token.mint, sol, sell_amount, &lst)
+                .await
+                .expect("can sell (sol) unwrap");
+
+        if can_buy && can_sell {
+            info!(
+                "Token: {} with buy_amount_in_usdc {} and sell_amount_in_token {} (price {}) -> Buy/Sell OK",
+                token.name, buy_amount_in_usdc, sell_amount, price
+            );
+        } else {
+            error!(
+                "Token: {} with buy_amount_in_usdc {} and sell_amount_in_token {} (price {}) -> can_sell: {}, can_buy: {}",
+                token.name, buy_amount_in_usdc, sell_amount, price, can_sell, can_buy
+            );
+        }
+    }
+}
+
+async fn can_swap(
+    mc: &MangoClient,
+    input: Pubkey,
+    output: Pubkey,
+    amount: u64,
+    lst: &HashSet<Pubkey>,
+) -> anyhow::Result<bool> {
+    let jup_all_routes = mc
+        .swap()
+        .quote(input, output, amount, 50, false, Version::V6)
+        .await;
+    if is_route_ok(mc, jup_all_routes).await? {
+        return Ok(true);
+    }
+
+    let jup_direct_routes = mc
+        .swap()
+        .quote(input, output, amount, 50, true, Version::V6)
+        .await;
+    if is_route_ok(mc, jup_direct_routes).await? {
+        return Ok(true);
+    }
+
+    if !lst.contains(&input) && !lst.contains(&output) {
+        return Ok(false);
+    }
+
+    let sanctum_route = mc
+        .swap()
+        .quote(input, output, amount, 50, true, Version::Sanctum)
+        .await;
+    return Ok(is_route_ok(mc, sanctum_route).await?);
+}
+
+async fn is_route_ok(mc: &MangoClient, quote: anyhow::Result<Quote>) -> anyhow::Result<bool> {
+    let quote = match quote {
+        Ok(q) => q,
+        Err(e) => {
+            // println!("no quote found: {}", e);
+            return Ok(false);
+        }
+    };
+
+    let builder = mc.swap().prepare_swap_transaction(&quote).await?;
+    let tx_size = builder.transaction_size()?;
+    if !tx_size.is_within_limit() {
+        error!("tx too big");
+        return Ok(false);
+    }
+
+    Ok(quote.price_impact_pct < 50.0)
+}
+
+fn client(rpc_http_url: String, jup_token: String) -> anyhow::Result<Client> {
+    let fee_payer = Keypair::new();
+    Ok(Client::builder()
+        .cluster(anchor_client::Cluster::from_str(&rpc_http_url).expect("failed to create cluster"))
+        .commitment(solana_sdk::commitment_config::CommitmentConfig::confirmed())
+        .fee_payer(Some(Arc::new(fee_payer)))
+        .transaction_builder_config(
+            TransactionBuilderConfig::builder()
+                .prioritization_micro_lamports(Some(5))
+                .compute_budget_per_instruction(Some(250_000))
+                .build()
+                .unwrap(),
+        )
+        .jupiter_token(jup_token)
+        .build()
+        .unwrap())
+}