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mango-v4
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use mngo cloud for risl 

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2023-07-12 14:30:47 +02:00
parent 77da9d49a6
commit 5ca349f94b
1 changed files with 61 additions and 40 deletions
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101
ts/client/src/risk.ts
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@ -56,33 +56,39 @@ export interface Risk {
liqorEquity: { title: string; data: AccountEquity[] };
}
export async function computePriceImpactOnJup(
amount: string,
inputMint: string,
outputMint: string,
): Promise<{ outAmount: number; priceImpactPct: number }> {
const url = `https://quote-api.jup.ag/v4/quote?inputMint=${inputMint}&outputMint=${outputMint}&amount=${amount}&swapMode=ExactIn&slippageBps=10000&onlyDirectRoutes=false&asLegacyTransaction=false`;
const response = await (await buildFetch())(url, { mode: 'no-cors' });
type PriceImpact = {
symbol: string;
side: 'bid' | 'ask';
target_amount: number;
avg_price_impact_percent: number;
min_price_impact_percent: number;
max_price_impact_percent: number;
};
export async function computePriceImpactOnJup(
pis: PriceImpact[],
usdcAmount: number,
tokenName: string,
): Promise<number> {
console.log(pis);
try {
const res = await response.json();
if (res['data'] && res.data.length > 0 && res.data[0].outAmount) {
return {
outAmount: parseFloat(res.data[0].outAmount),
priceImpactPct: parseFloat(res.data[0].priceImpactPct),
};
const closestTo = [1000, 5000, 20000, 100000].reduce((prev, curr) =>
Math.abs(curr - usdcAmount) < Math.abs(prev - usdcAmount) ? curr : prev,
);
// Workaround api
if (tokenName == 'ETH (Portal)') {
tokenName = 'ETH';
}
const filteredPis: PriceImpact[] = pis.filter(
(pi) => pi.symbol == tokenName && pi.target_amount == closestTo,
);
if (filteredPis.length > 0) {
return (filteredPis[0].max_price_impact_percent * 10000) / 100;
} else {
return {
outAmount: -1 / 10000,
priceImpactPct: -1 / 10000,
};
return -1;
}
} catch (e) {
console.log(e);
return {
outAmount: -1 / 10000,
priceImpactPct: -1 / 10000,
};
return -1;
}
}
@ -107,6 +113,7 @@ export async function getOnChainPriceForMints(
export async function getPriceImpactForLiqor(
group: Group,
pis: PriceImpact[],
mangoAccounts: MangoAccount[],
): Promise<LiqorPriceImpact[]> {
const mangoAccountsWithHealth = mangoAccounts.map((a: MangoAccount) => {
@ -236,20 +243,20 @@ export async function getPriceImpactForLiqor(
!liabsInUsdc.eq(ZERO_I80F48()) &&
usdcMint.toBase58() !== bank.mint.toBase58()
? computePriceImpactOnJup(
liabsInUsdc.toString(),
usdcMint.toBase58(),
bank.mint.toBase58(),
pis,
toUiDecimalsForQuote(liabsInUsdc),
bank.name,
)
: Promise.resolve({ priceImpactPct: 0, outAmount: 0 }),
: Promise.resolve(0),
!assets.eq(ZERO_I80F48()) &&
usdcMint.toBase58() !== bank.mint.toBase58()
? computePriceImpactOnJup(
assets.floor().toString(),
bank.mint.toBase58(),
usdcMint.toBase58(),
pis,
toUiDecimals(assets.mul(bank.price), bank.mintDecimals),
bank.name,
)
: Promise.resolve({ priceImpactPct: 0, outAmount: 0 }),
: Promise.resolve(0),
]);
return {
@ -277,9 +284,9 @@ export async function getPriceImpactForLiqor(
highlight: Math.round(toUiDecimalsForQuote(liabsInUsdc)) > 5000,
},
'Liabs Slippage': {
val: Math.round(pi1.priceImpactPct * 10000),
val: Math.round(pi1),
highlight:
Math.round(pi1.priceImpactPct * 10000) >
Math.round(pi1) >
Math.round(bank.liquidationFee.toNumber() * 10000),
},
Assets: {
@ -292,9 +299,9 @@ export async function getPriceImpactForLiqor(
) > 5000,
},
'Assets Slippage': {
val: Math.round(pi2.priceImpactPct * 10000),
val: Math.round(pi2),
highlight:
Math.round(pi2.priceImpactPct * 10000) >
Math.round(pi2) >
Math.round(bank.liquidationFee.toNumber() * 10000),
},
};
@ -377,11 +384,11 @@ export async function getEquityForMangoAccounts(
mangoAccountPks: PublicKey[],
allMangoAccounts: MangoAccount[],
): Promise<AccountEquity[]> {
const liqorMangoAccounts = allMangoAccounts.filter((a) =>
const mangoAccounts = allMangoAccounts.filter((a) =>
mangoAccountPks.find((pk) => pk.equals(a.publicKey)),
);
const accountsWithEquity = liqorMangoAccounts.map((a: MangoAccount) => {
const accountsWithEquity = mangoAccounts.map((a: MangoAccount) => {
return {
Account: { val: a.publicKey, highlight: false },
Equity: {
@ -399,6 +406,20 @@ export async function getRiskStats(
group: Group,
change = 0.4, // simulates 40% price rally and price drop on tokens and markets
): Promise<Risk> {
let pis;
try {
pis = await (
await (
await buildFetch()
)(
`https://api.mngo.cloud/data/v4/risk/listed-tokens-one-week-price-impacts`,
{ mode: 'no-cors' },
)
).json();
} catch (error) {
pis = [];
}
// Get known liqors
let liqors: PublicKey[];
try {
@ -517,10 +538,10 @@ export async function getRiskStats(
liqorEquity,
marketMakerEquity,
] = await Promise.all([
getPriceImpactForLiqor(groupDrop, mangoAccounts),
getPriceImpactForLiqor(groupRally, mangoAccounts),
getPriceImpactForLiqor(groupUsdcDepeg, mangoAccounts),
getPriceImpactForLiqor(groupUsdtDepeg, mangoAccounts),
getPriceImpactForLiqor(groupDrop, pis, mangoAccounts),
getPriceImpactForLiqor(groupRally, pis, mangoAccounts),
getPriceImpactForLiqor(groupUsdcDepeg, pis, mangoAccounts),
getPriceImpactForLiqor(groupUsdtDepeg, pis, mangoAccounts),
getPerpPositionsToBeLiquidated(groupDrop, mangoAccounts),
getPerpPositionsToBeLiquidated(groupRally, mangoAccounts),
getEquityForMangoAccounts(client, group, liqors, mangoAccounts),