Add deposits/borrows tracking

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

@@ -1,5 +1,4 @@
 use anchor_lang::prelude::*;
-use anchor_spl::associated_token::AssociatedToken;
 use anchor_spl::token::Mint;
 use anchor_spl::token::Token;
 use anchor_spl::token::TokenAccount;

programs/mango-v4/src/state/mango_account.rs

@@ -1,5 +1,5 @@
-use super::mango_group::*;
 use crate::error::*;
+use crate::state::*;
 use anchor_lang::prelude::*;
 use fixed::types::I80F48;
 
@@ -13,7 +13,7 @@ pub struct IndexedPosition {
     // todo: see https://github.com/blockworks-foundation/mango-v4/issues/1
     // todo: how does ftx do this?
     /// The deposit_index (if positive) or borrow_index (if negative) scaled position
-    pub value: I80F48,
+    pub indexed_value: I80F48,
 
     /// index into MangoGroup.tokens
     pub token_index: TokenIndex,
@@ -23,7 +23,15 @@ pub struct IndexedPosition {
 impl IndexedPosition {
     pub fn is_active(&self) -> bool {
         // maybe want to reserve token_index == 0?
-        self.value != I80F48::ZERO
+        self.indexed_value != I80F48::ZERO
+    }
+
+    pub fn native(&self, bank: &TokenBank) -> I80F48 {
+        if self.indexed_value.is_positive() {
+            self.indexed_value * bank.deposit_index
+        } else {
+            self.indexed_value * bank.borrow_index
+        }
     }
 }
 
@@ -45,7 +53,7 @@ impl IndexedPositions {
             pos = self.values.iter().position(|p| !p.is_active());
             if let Some(i) = pos {
                 self.values[i] = IndexedPosition {
-                    value: I80F48::ZERO,
+                    indexed_value: I80F48::ZERO,
                     token_index: token_index as TokenIndex,
                 };
             }

programs/mango-v4/src/state/token_bank.rs

@@ -5,13 +5,14 @@ use super::IndexedPosition;
 
 #[account(zero_copy)]
 pub struct TokenBank {
-    /// native tokens deposited into or borrowed from this bank
-    pub deposits: u64,
-    pub borrows: u64,
-
     /// the index used to scale the value of an IndexedPosition
+    /// TODO: should always be >= 0, add checks?
     pub deposit_index: I80F48,
     pub borrow_index: I80F48,
+
+    /// total deposits/borrows, for utilization
+    pub indexed_total_deposits: I80F48,
+    pub indexed_total_borrows: I80F48,
     // todo: multi-leg interest
     // pub optimal_util: I80F48,
     // pub optimal_rate: I80F48,
@@ -19,8 +20,53 @@ pub struct TokenBank {
 }
 
 impl TokenBank {
-    pub fn deposit(&mut self, position: &mut IndexedPosition, amount: u64) {
-        self.deposits = self.deposits.checked_add(amount).unwrap();
-        // TODO: adjust position.value according to the indexes
+    pub fn deposit(&mut self, position: &mut IndexedPosition, native_amount: u64) {
+        let mut native_amount = I80F48::from_num(native_amount);
+        let native_position = position.native(self);
+
+        if native_position.is_negative() {
+            if -native_position >= native_amount {
+                // pay back borrows only
+                let indexed_change = native_amount / self.borrow_index;
+                self.indexed_total_borrows -= indexed_change;
+                position.indexed_value += indexed_change;
+                return;
+            }
+
+            // pay back all borrows first
+            self.indexed_total_borrows += position.indexed_value; // position.value is negative
+            position.indexed_value = I80F48::ZERO;
+            native_amount += native_position;
+        }
+
+        // add to deposits
+        let indexed_change = native_amount / self.deposit_index;
+        self.indexed_total_deposits += indexed_change;
+        position.indexed_value += indexed_change;
+    }
+
+    pub fn withdraw(&mut self, position: &mut IndexedPosition, native_amount: u64) {
+        let mut native_amount = I80F48::from_num(native_amount);
+        let native_position = position.native(self);
+
+        if native_position.is_positive() {
+            if native_position >= native_amount {
+                // withdraw deposits only
+                let indexed_change = native_amount / self.deposit_index;
+                self.indexed_total_deposits -= indexed_change;
+                position.indexed_value -= indexed_change;
+                return;
+            }
+
+            // withdraw all deposits first
+            self.indexed_total_deposits -= position.indexed_value;
+            position.indexed_value = I80F48::ZERO;
+            native_amount -= native_position;
+        }
+
+        // add to borrows
+        let indexed_change = native_amount / self.borrow_index;
+        self.indexed_total_borrows += indexed_change;
+        position.indexed_value -= indexed_change;
     }
 }