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mc/i80F48 in-place cleanups (#203) 

* ts: use in place I80F48 wherever applicable

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* ts: dont overwrite I80F48 constants

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix script

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2022-09-01 09:48:23 +02:00 committed by GitHub
parent 0c6cc16023
commit 5f62f15549
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GPG Key ID: 4AEE18F83AFDEB23
8 changed files with 158 additions and 162 deletions
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30
ts/client/src/accounts/I80F48.ts
View File

@ -197,16 +197,16 @@ export class I80F48 {
return this.data.cmp(x.getData());
}
neg(): I80F48 {
return this.mul(NEG_ONE_I80F48);
return this.mul(_NEG_ONE_I80F48);
}
isPos(): boolean {
return this.gt(ZERO_I80F48);
return this.gt(_ZERO_I80F48);
}
isNeg(): boolean {
return this.data.isNeg();
}
isZero(): boolean {
return this.eq(ZERO_I80F48);
return this.eq(_ZERO_I80F48);
}
min(x: I80F48): I80F48 {
return this.lte(x) ? this : x;
@ -224,10 +224,22 @@ export class I80F48 {
}
/** @internal */
export const ONE_I80F48 = I80F48.fromNumber(1);
const _ZERO_I80F48 = I80F48.fromNumber(0);
/** @internal */
export const ZERO_I80F48 = I80F48.fromNumber(0);
/** @internal */
export const NEG_ONE_I80F48 = I80F48.fromNumber(-1);
export const HUNDRED_I80F48 = I80F48.fromNumber(100);
export const MAX_I80F48 = new I80F48(I80F48.MAX_BN);
const _NEG_ONE_I80F48 = I80F48.fromNumber(-1);
export function ONE_I80F48(): I80F48 {
return I80F48.fromNumber(1);
}
export function ZERO_I80F48(): I80F48 {
return I80F48.fromNumber(0);
}
export function HUNDRED_I80F48(): I80F48 {
return I80F48.fromNumber(100);
}
export function MAX_I80F48(): I80F48 {
return new I80F48(I80F48.MAX_BN);
}

10
ts/client/src/accounts/bank.ts
View File

@ -286,8 +286,8 @@ export class Bank {
const totalBorrows = this.nativeBorrows();
const totalDeposits = this.nativeDeposits();
if (totalDeposits.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
return ZERO_I80F48;
if (totalDeposits.isZero() && totalBorrows.isZero()) {
return ZERO_I80F48();
}
if (totalDeposits.lte(totalBorrows)) {
return this.maxRate;
@ -329,9 +329,9 @@ export class Bank {
const totalBorrows = this.nativeBorrows();
const totalDeposits = this.nativeDeposits();
if (totalDeposits.eq(ZERO_I80F48) && totalBorrows.eq(ZERO_I80F48)) {
return ZERO_I80F48;
} else if (totalDeposits.eq(ZERO_I80F48)) {
if (totalDeposits.isZero() && totalBorrows.isZero()) {
return ZERO_I80F48();
} else if (totalDeposits.isZero()) {
return this.maxRate;
}

2
ts/client/src/accounts/group.ts
View File

@ -242,7 +242,7 @@ export class Group {
for (const [index, price] of prices.entries()) {
for (const bank of banks[index]) {
if (bank.name === 'USDC') {
bank.price = ONE_I80F48;
bank.price = ONE_I80F48();
bank.uiPrice = 1;
} else {
// TODO: Implement switchboard oracle type

179
ts/client/src/accounts/healthCache.ts
View File

@ -53,31 +53,31 @@ export class HealthCache {
}
public health(healthType: HealthType): I80F48 {
let health = ZERO_I80F48;
const health = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
health = health.add(contrib);
health.iadd(contrib);
}
for (const serum3Info of this.serum3Infos) {
const contrib = serum3Info.healthContribution(
healthType,
this.tokenInfos,
);
health = health.add(contrib);
health.iadd(contrib);
}
for (const perpInfo of this.perpInfos) {
const contrib = perpInfo.healthContribution(healthType);
health = health.add(contrib);
health.iadd(contrib);
}
return health;
}
public assets(healthType: HealthType): I80F48 {
let assets = ZERO_I80F48;
const assets = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
}
}
for (const serum3Info of this.serum3Infos) {
@ -86,24 +86,24 @@ export class HealthCache {
this.tokenInfos,
);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
}
}
for (const perpInfo of this.perpInfos) {
const contrib = perpInfo.healthContribution(healthType);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
}
}
return assets;
}
public liabs(healthType: HealthType): I80F48 {
let liabs = ZERO_I80F48;
const liabs = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
if (contrib.isNeg()) {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
for (const serum3Info of this.serum3Infos) {
@ -112,28 +112,28 @@ export class HealthCache {
this.tokenInfos,
);
if (contrib.isNeg()) {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
for (const perpInfo of this.perpInfos) {
const contrib = perpInfo.healthContribution(healthType);
if (contrib.isNeg()) {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
return liabs;
}
public healthRatio(healthType: HealthType): I80F48 {
let assets = ZERO_I80F48;
let liabs = ZERO_I80F48;
const assets = ZERO_I80F48();
const liabs = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
} else {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
for (const serum3Info of this.serum3Infos) {
@ -142,24 +142,24 @@ export class HealthCache {
this.tokenInfos,
);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
} else {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
for (const perpInfo of this.perpInfos) {
const contrib = perpInfo.healthContribution(healthType);
if (contrib.isPos()) {
assets = assets.add(contrib);
assets.iadd(contrib);
} else {
liabs = liabs.sub(contrib);
liabs.isub(contrib);
}
}
if (liabs.isPos()) {
return HUNDRED_I80F48.mul(assets.sub(liabs).div(liabs));
return HUNDRED_I80F48().mul(assets.sub(liabs).div(liabs));
} else {
return MAX_I80F48;
return MAX_I80F48();
}
}
@ -189,27 +189,18 @@ export class HealthCache {
) {
const baseEntryIndex = this.findTokenInfoIndex(baseTokenIndex);
const quoteEntryIndex = this.findTokenInfoIndex(quoteTokenIndex);
let reservedAmount = ZERO_I80F48;
const baseEntry = this.tokenInfos[baseEntryIndex];
reservedAmount = reservedBaseChange.mul(baseEntry.oraclePrice);
const reservedAmount = reservedBaseChange.mul(baseEntry.oraclePrice);
const quoteEntry = this.tokenInfos[quoteEntryIndex];
reservedAmount = reservedAmount.add(
reservedQuoteChange.mul(quoteEntry.oraclePrice),
);
reservedAmount.iadd(reservedQuoteChange.mul(quoteEntry.oraclePrice));
// Apply it to the tokens
baseEntry.serum3MaxReserved =
baseEntry.serum3MaxReserved.add(reservedAmount);
baseEntry.balance = baseEntry.balance.add(
freeBaseChange.mul(baseEntry.oraclePrice),
);
quoteEntry.serum3MaxReserved =
quoteEntry.serum3MaxReserved.add(reservedAmount);
quoteEntry.balance = quoteEntry.balance.add(
freeQuoteChange.mul(quoteEntry.oraclePrice),
);
baseEntry.serum3MaxReserved.iadd(reservedAmount);
baseEntry.balance.iadd(freeBaseChange.mul(baseEntry.oraclePrice));
quoteEntry.serum3MaxReserved.iadd(reservedAmount);
quoteEntry.balance.iadd(freeQuoteChange.mul(quoteEntry.oraclePrice));
// Apply it to the serum3 info
const serum3Info = this.serum3Infos.find(
@ -263,9 +254,9 @@ export class HealthCache {
throw new Error(
`Oracle price not loaded for ${change.mintPk.toString()}`,
);
adjustedCache.tokenInfos[changeIndex].balance = adjustedCache.tokenInfos[
changeIndex
].balance.add(change.nativeTokenAmount.mul(bank.price));
adjustedCache.tokenInfos[changeIndex].balance.iadd(
change.nativeTokenAmount.mul(bank.price),
);
}
// HealthCache.logHealthCache('afterChange', adjustedCache);
return adjustedCache.healthRatio(healthType);
@ -291,19 +282,19 @@ export class HealthCache {
// essentially simulating a place order
// Reduce token balance for quote
adjustedCache.tokenInfos[quoteIndex].balance = adjustedCache.tokenInfos[
quoteIndex
].balance.sub(bidNativeQuoteAmount.mul(quote.oraclePrice));
adjustedCache.tokenInfos[quoteIndex].balance.isub(
bidNativeQuoteAmount.mul(quote.oraclePrice),
);
// Increase reserved in Serum3Info for quote
adjustedCache.adjustSerum3Reserved(
serum3Market.marketIndex,
serum3Market.baseTokenIndex,
ZERO_I80F48,
ZERO_I80F48,
ZERO_I80F48(),
ZERO_I80F48(),
serum3Market.quoteTokenIndex,
bidNativeQuoteAmount,
ZERO_I80F48,
ZERO_I80F48(),
);
return adjustedCache.healthRatio(healthType);
}
@ -328,19 +319,19 @@ export class HealthCache {
// essentially simulating a place order
// Reduce token balance for base
adjustedCache.tokenInfos[baseIndex].balance = adjustedCache.tokenInfos[
baseIndex
].balance.sub(askNativeBaseAmount.mul(base.oraclePrice));
adjustedCache.tokenInfos[baseIndex].balance.isub(
askNativeBaseAmount.mul(base.oraclePrice),
);
// Increase reserved in Serum3Info for base
adjustedCache.adjustSerum3Reserved(
serum3Market.marketIndex,
serum3Market.baseTokenIndex,
askNativeBaseAmount,
ZERO_I80F48,
ZERO_I80F48(),
serum3Market.quoteTokenIndex,
ZERO_I80F48,
ZERO_I80F48,
ZERO_I80F48(),
ZERO_I80F48(),
);
return adjustedCache.healthRatio(healthType);
}
@ -399,20 +390,20 @@ export class HealthCache {
const targetBank: Bank = group.getFirstBankByMint(targetMintPk);
if (sourceMintPk.equals(targetMintPk)) {
return ZERO_I80F48;
return ZERO_I80F48();
}
if (!sourceBank.price || sourceBank.price.lte(ZERO_I80F48)) {
return ZERO_I80F48;
if (!sourceBank.price || sourceBank.price.lte(ZERO_I80F48())) {
return ZERO_I80F48();
}
if (
sourceBank.initLiabWeight
.sub(targetBank.initAssetWeight)
.abs()
.lte(ZERO_I80F48)
.lte(ZERO_I80F48())
) {
return ZERO_I80F48;
return ZERO_I80F48();
}
// The health_ratio is a nonlinear based on swap amount.
@ -424,8 +415,8 @@ export class HealthCache {
// - be careful about finding the minRatio point: the function isn't convex
const initialRatio = this.healthRatio(HealthType.init);
if (initialRatio.lte(ZERO_I80F48)) {
return ZERO_I80F48;
if (initialRatio.lte(ZERO_I80F48())) {
return ZERO_I80F48();
}
const healthCacheClone: HealthCache = _.cloneDeep(this);
@ -443,10 +434,8 @@ export class HealthCache {
function cacheAfterSwap(amount: I80F48) {
const adjustedCache: HealthCache = _.cloneDeep(healthCacheClone);
// HealthCache.logHealthCache('beforeSwap', adjustedCache);
adjustedCache.tokenInfos[sourceIndex].balance =
adjustedCache.tokenInfos[sourceIndex].balance.sub(amount);
adjustedCache.tokenInfos[targetIndex].balance =
adjustedCache.tokenInfos[targetIndex].balance.add(amount);
adjustedCache.tokenInfos[sourceIndex].balance.isub(amount);
adjustedCache.tokenInfos[targetIndex].balance.iadd(amount);
// HealthCache.logHealthCache('afterSwap', adjustedCache);
return adjustedCache;
}
@ -457,10 +446,10 @@ export class HealthCache {
const point0Amount = source.balance
.min(target.balance.neg())
.max(ZERO_I80F48);
.max(ZERO_I80F48());
const point1Amount = source.balance
.max(target.balance.neg())
.max(ZERO_I80F48);
.max(ZERO_I80F48());
const cache0 = cacheAfterSwap(point0Amount);
const point0Ratio = cache0.healthRatio(HealthType.init);
const cache1 = cacheAfterSwap(point1Amount);
@ -484,15 +473,15 @@ export class HealthCache {
} else if (point1Ratio.gt(initialRatio)) {
amount = point1Amount;
} else {
amount = ZERO_I80F48;
amount = ZERO_I80F48();
}
} else if (point1Ratio.gte(minRatio)) {
// If point1Ratio is still bigger than minRatio, the target amount must be >point1Amount
// search to the right of point1Amount: but how far?
// At point1, source.balance < 0 and target.balance > 0, so use a simple estimation for
// zero health: health - source_liab_weight * a + target_asset_weight * a = 0.
if (point1Health.lte(ZERO_I80F48)) {
return ZERO_I80F48;
if (point1Health.lte(ZERO_I80F48())) {
return ZERO_I80F48();
}
const zeroHealthAmount = point1Amount.add(
point1Health.div(source.initLiabWeight.sub(target.initAssetWeight)),
@ -525,7 +514,7 @@ export class HealthCache {
return amount
.div(source.oraclePrice)
.div(
ONE_I80F48.add(
ONE_I80F48().add(
group.getFirstBankByMint(sourceMintPk).loanOriginationFeeRate,
),
);
@ -553,9 +542,7 @@ export class HealthCache {
const healthCacheClone: HealthCache = _.cloneDeep(this);
const baseIndex = healthCacheClone.getOrCreateTokenInfoIndex(baseBank);
const quoteIndex = healthCacheClone.getOrCreateTokenInfoIndex(
quoteBank,
);
const quoteIndex = healthCacheClone.getOrCreateTokenInfoIndex(quoteBank);
const base = healthCacheClone.tokenInfos[baseIndex];
const quote = healthCacheClone.tokenInfos[quoteIndex];
@ -563,11 +550,11 @@ export class HealthCache {
// an amount to trade which will bring health to 0.
// Current health and amount i.e. 0
const initialAmount = ZERO_I80F48;
const initialAmount = ZERO_I80F48();
const initialHealth = this.health(HealthType.init);
const initialRatio = this.healthRatio(HealthType.init);
if (initialRatio.lte(ZERO_I80F48)) {
return ZERO_I80F48;
if (initialRatio.lte(ZERO_I80F48())) {
return ZERO_I80F48();
}
// Amount which would bring health to 0
@ -577,9 +564,9 @@ export class HealthCache {
// and when its a bid, then quote->bid
let zeroAmount;
if (side == Serum3Side.ask) {
const quoteBorrows = quote.balance.lt(ZERO_I80F48)
const quoteBorrows = quote.balance.lt(ZERO_I80F48())
? quote.balance.abs()
: ZERO_I80F48;
: ZERO_I80F48();
zeroAmount = base.balance
.max(quoteBorrows)
.add(
@ -590,9 +577,9 @@ export class HealthCache {
),
);
} else {
const baseBorrows = base.balance.lt(ZERO_I80F48)
const baseBorrows = base.balance.lt(ZERO_I80F48())
? base.balance.abs()
: ZERO_I80F48;
: ZERO_I80F48();
zeroAmount = quote.balance
.max(baseBorrows)
.add(
@ -610,19 +597,17 @@ export class HealthCache {
const adjustedCache: HealthCache = _.cloneDeep(healthCacheClone);
side === Serum3Side.ask
? (adjustedCache.tokenInfos[baseIndex].balance =
adjustedCache.tokenInfos[baseIndex].balance.sub(amount))
: (adjustedCache.tokenInfos[quoteIndex].balance =
adjustedCache.tokenInfos[quoteIndex].balance.sub(amount));
? adjustedCache.tokenInfos[baseIndex].balance.isub(amount)
: adjustedCache.tokenInfos[quoteIndex].balance.isub(amount);
adjustedCache.adjustSerum3Reserved(
serum3Market.marketIndex,
serum3Market.baseTokenIndex,
side === Serum3Side.ask ? amount.div(base.oraclePrice) : ZERO_I80F48,
ZERO_I80F48,
side === Serum3Side.ask ? amount.div(base.oraclePrice) : ZERO_I80F48(),
ZERO_I80F48(),
serum3Market.quoteTokenIndex,
side === Serum3Side.bid ? amount.div(quote.oraclePrice) : ZERO_I80F48,
ZERO_I80F48,
side === Serum3Side.bid ? amount.div(quote.oraclePrice) : ZERO_I80F48(),
ZERO_I80F48(),
);
return adjustedCache;
@ -647,12 +632,12 @@ export class HealthCache {
return side === Serum3Side.bid
? amount
.div(quote.oraclePrice)
.div(ONE_I80F48.add(baseBank.loanOriginationFeeRate))
.div(ONE_I80F48.add(I80F48.fromNumber(group.getFeeRate(false))))
.div(ONE_I80F48().add(baseBank.loanOriginationFeeRate))
.div(ONE_I80F48().add(I80F48.fromNumber(group.getFeeRate(false))))
: amount
.div(base.oraclePrice)
.div(ONE_I80F48.add(quoteBank.loanOriginationFeeRate))
.div(ONE_I80F48.add(I80F48.fromNumber(group.getFeeRate(false))));
.div(ONE_I80F48().add(quoteBank.loanOriginationFeeRate))
.div(ONE_I80F48().add(I80F48.fromNumber(group.getFeeRate(false))));
}
}
@ -696,8 +681,8 @@ export class TokenInfo {
bank.maintLiabWeight,
bank.initLiabWeight,
bank.price,
ZERO_I80F48,
ZERO_I80F48,
ZERO_I80F48(),
ZERO_I80F48(),
);
}
@ -753,7 +738,7 @@ export class Serum3Info {
const reserved = this.reserved;
if (reserved.isZero()) {
return ZERO_I80F48;
return ZERO_I80F48();
}
// How much the health would increase if the reserved balance were applied to the passed
@ -768,9 +753,9 @@ export class Serum3Info {
let assetPart, liabPart;
if (maxBalance.gte(reserved)) {
assetPart = reserved;
liabPart = ZERO_I80F48;
liabPart = ZERO_I80F48();
} else if (maxBalance.isNeg()) {
assetPart = ZERO_I80F48;
assetPart = ZERO_I80F48();
liabPart = reserved;
} else {
assetPart = maxBalance;
@ -829,7 +814,7 @@ export class PerpInfo {
// FUTURE: Allow v3-style "reliable" markets where we can return
// `self.quote + weight * self.base` here
return this.quote.add(weight.mul(this.base)).min(ZERO_I80F48);
return this.quote.add(weight.mul(this.base)).min(ZERO_I80F48());
}
}

38
ts/client/src/accounts/mangoAccount.ts
View File

@ -125,7 +125,7 @@ export class MangoAccount {
*/
getTokenBalance(bank: Bank): I80F48 {
const tp = this.findToken(bank.tokenIndex);
return tp ? tp.balance(bank) : ZERO_I80F48;
return tp ? tp.balance(bank) : ZERO_I80F48();
}
/**
@ -135,7 +135,7 @@ export class MangoAccount {
*/
getTokenDeposits(bank: Bank): I80F48 {
const tp = this.findToken(bank.tokenIndex);
return tp ? tp.deposits(bank) : ZERO_I80F48;
return tp ? tp.deposits(bank) : ZERO_I80F48();
}
/**
@ -145,7 +145,7 @@ export class MangoAccount {
*/
getTokenBorrows(bank: Bank): I80F48 {
const tp = this.findToken(bank.tokenIndex);
return tp ? tp.borrows(bank) : ZERO_I80F48;
return tp ? tp.borrows(bank) : ZERO_I80F48();
}
/**
@ -222,7 +222,7 @@ export class MangoAccount {
const equity = this.accountData.equity;
const total_equity = equity.tokens.reduce(
(a, b) => a.add(b.value),
ZERO_I80F48,
ZERO_I80F48(),
);
return total_equity;
}
@ -268,8 +268,8 @@ export class MangoAccount {
// Case 1:
// Cannot withdraw if init health is below 0
if (initHealth.lte(ZERO_I80F48)) {
return ZERO_I80F48;
if (initHealth.lte(ZERO_I80F48())) {
return ZERO_I80F48();
}
// Deposits need special treatment since they would neither count towards liabilities
@ -277,12 +277,12 @@ export class MangoAccount {
const tp = this.findToken(tokenBank.tokenIndex);
if (!tokenBank.price) return undefined;
const existingTokenDeposits = tp ? tp.deposits(tokenBank) : ZERO_I80F48;
let existingPositionHealthContrib = ZERO_I80F48;
if (existingTokenDeposits.gt(ZERO_I80F48)) {
existingPositionHealthContrib = existingTokenDeposits
.mul(tokenBank.price)
.mul(tokenBank.initAssetWeight);
const existingTokenDeposits = tp ? tp.deposits(tokenBank) : ZERO_I80F48();
const existingPositionHealthContrib = ZERO_I80F48();
if (existingTokenDeposits.gt(ZERO_I80F48())) {
existingTokenDeposits
.imul(tokenBank.price)
.imul(tokenBank.initAssetWeight);
}
// Case 2: token deposits have higher contribution than initHealth,
@ -309,7 +309,7 @@ export class MangoAccount {
.div(tokenBank.initLiabWeight)
.div(tokenBank.price);
const maxBorrowNativeWithoutFees = maxBorrowNative.div(
ONE_I80F48.add(tokenBank.loanOriginationFeeRate),
ONE_I80F48().add(tokenBank.loanOriginationFeeRate),
);
// console.log(`initHealth ${initHealth}`);
// console.log(
@ -357,7 +357,7 @@ export class MangoAccount {
group,
sourceMintPk,
targetMintPk,
ONE_I80F48, // target 1% health
ONE_I80F48(), // target 1% health
)
.mul(I80F48.fromNumber(slippageAndFeesFactor));
}
@ -690,7 +690,7 @@ export class MangoAccount {
const initHealth = this.accountData.initHealth;
const perpMarket = group.perpMarketsMap.get(marketName)!;
const marketAssetWeight = perpMarket.initAssetWeight;
return initHealth.div(ONE_I80F48.sub(marketAssetWeight));
return initHealth.div(ONE_I80F48().sub(marketAssetWeight));
}
toString(group?: Group): string {
@ -768,8 +768,8 @@ export class TokenPosition {
* @returns native deposits, 0 if position has borrows
*/
public deposits(bank: Bank): I80F48 {
if (this.indexedPosition && this.indexedPosition.lt(ZERO_I80F48)) {
return ZERO_I80F48;
if (this.indexedPosition && this.indexedPosition.lt(ZERO_I80F48())) {
return ZERO_I80F48();
}
return this.balance(bank);
}
@ -780,8 +780,8 @@ export class TokenPosition {
* @returns native borrows, 0 if position has deposits
*/
public borrows(bank: Bank): I80F48 {
if (this.indexedPosition && this.indexedPosition.gt(ZERO_I80F48)) {
return ZERO_I80F48;
if (this.indexedPosition && this.indexedPosition.gt(ZERO_I80F48())) {
return ZERO_I80F48();
}
return this.balance(bank).abs();
}

20
ts/client/src/accounts/serum3.ts
View File

@ -72,14 +72,14 @@ export class Serum3Market {
}
if (
quoteBank.initLiabWeight.sub(baseBank.initAssetWeight).lte(ZERO_I80F48)
quoteBank.initLiabWeight.sub(baseBank.initAssetWeight).lte(ZERO_I80F48())
) {
return MAX_I80F48.toNumber();
return MAX_I80F48().toNumber();
}
return ONE_I80F48.div(
quoteBank.initLiabWeight.sub(baseBank.initAssetWeight),
).toNumber();
return ONE_I80F48()
.div(quoteBank.initLiabWeight.sub(baseBank.initAssetWeight))
.toNumber();
}
/**
@ -104,14 +104,14 @@ export class Serum3Market {
}
if (
baseBank.initLiabWeight.sub(quoteBank.initAssetWeight).lte(ZERO_I80F48)
baseBank.initLiabWeight.sub(quoteBank.initAssetWeight).lte(ZERO_I80F48())
) {
return MAX_I80F48.toNumber();
return MAX_I80F48().toNumber();
}
return ONE_I80F48.div(
baseBank.initLiabWeight.sub(quoteBank.initAssetWeight),
).toNumber();
return ONE_I80F48()
.div(baseBank.initLiabWeight.sub(quoteBank.initAssetWeight))
.toNumber();
}
public async loadBids(client: MangoClient, group: Group): Promise<Orderbook> {

4
ts/client/src/debug-scripts/debug-banks.ts
View File

@ -40,8 +40,8 @@ async function main() {
const banks = Array.from(group.banksMapByMint.values()).flat();
const banksMapUsingTokenIndex = new Map(
banks.map((bank) => {
(bank as any).indexedDepositsByMangoAccounts = ZERO_I80F48;
(bank as any).indexedBorrowsByMangoAccounts = ZERO_I80F48;
(bank as any).indexedDepositsByMangoAccounts = ZERO_I80F48();
(bank as any).indexedBorrowsByMangoAccounts = ZERO_I80F48();
return [bank.tokenIndex, bank];
}),
);

37
ts/client/src/debug-scripts/mb-debug-user.ts
View File

@ -24,8 +24,8 @@ async function debugUser(
group,
mangoAccount,
[
group.banksMapByName.get('BTC')[0],
group.banksMapByName.get('USDC')[0],
group.banksMapByName.get('BTC')![0],
group.banksMapByName.get('USDC')![0],
],
[],
)
@ -34,15 +34,15 @@ async function debugUser(
);
console.log(
'mangoAccount.getEquity() ' +
toUiDecimalsForQuote(mangoAccount.getEquity().toNumber()),
toUiDecimalsForQuote(mangoAccount.getEquity()!.toNumber()),
);
console.log(
'mangoAccount.getHealth(HealthType.init) ' +
toUiDecimalsForQuote(mangoAccount.getHealth(HealthType.init).toNumber()),
toUiDecimalsForQuote(mangoAccount.getHealth(HealthType.init)!.toNumber()),
);
console.log(
'mangoAccount.getHealthRatio(HealthType.init) ' +
mangoAccount.getHealthRatio(HealthType.init).toNumber(),
mangoAccount.getHealthRatio(HealthType.init)!.toNumber(),
);
console.log(
'mangoAccount.getHealthRatioUi(HealthType.init) ' +
@ -50,7 +50,7 @@ async function debugUser(
);
console.log(
'mangoAccount.getHealthRatio(HealthType.maint) ' +
mangoAccount.getHealthRatio(HealthType.maint).toNumber(),
mangoAccount.getHealthRatio(HealthType.maint)!.toNumber(),
);
console.log(
'mangoAccount.getHealthRatioUi(HealthType.maint) ' +
@ -58,18 +58,18 @@ async function debugUser(
);
console.log(
'mangoAccount.getCollateralValue() ' +
toUiDecimalsForQuote(mangoAccount.getCollateralValue().toNumber()),
toUiDecimalsForQuote(mangoAccount.getCollateralValue()!.toNumber()),
);
console.log(
'mangoAccount.getAssetsValue() ' +
toUiDecimalsForQuote(
mangoAccount.getAssetsValue(HealthType.init).toNumber(),
mangoAccount.getAssetsValue(HealthType.init)!.toNumber(),
),
);
console.log(
'mangoAccount.getLiabsValue() ' +
toUiDecimalsForQuote(
mangoAccount.getLiabsValue(HealthType.init).toNumber(),
mangoAccount.getLiabsValue(HealthType.init)!.toNumber(),
),
);
@ -78,7 +78,7 @@ async function debugUser(
`mangoAccount.getMaxWithdrawWithBorrowForTokenUi(group, ${token}) ` +
mangoAccount.getMaxWithdrawWithBorrowForTokenUi(
group,
group.banksMapByName.get(token)[0].mint,
group.banksMapByName.get(token)![0].mint,
),
);
}
@ -94,29 +94,28 @@ async function debugUser(
}
for (const srcToken of Array.from(group.banksMapByName.keys())) {
simHealthRatioWithTokenPositionChangesWrapper(`${srcToken} 1 `, {
mintPk: group.banksMapByName.get(srcToken)[0].mint,
mintPk: group.banksMapByName.get(srcToken)![0].mint,
uiTokenAmount: 1,
});
simHealthRatioWithTokenPositionChangesWrapper(`${srcToken} -1 `, {
mintPk: group.banksMapByName.get(srcToken)[0].mint,
mintPk: group.banksMapByName.get(srcToken)![0].mint,
uiTokenAmount: -1,
});
}
function getMaxSourceForTokenSwapWrapper(src, tgt) {
// console.log();
console.log(
`getMaxSourceForTokenSwap ${src.padEnd(4)} ${tgt.padEnd(4)} ` +
mangoAccount
.getMaxSourceForTokenSwap(
group,
group.banksMapByName.get(src)[0].mint,
group.banksMapByName.get(tgt)[0].mint,
group.banksMapByName.get(src)![0].mint,
group.banksMapByName.get(tgt)![0].mint,
1,
)
)!
.div(
I80F48.fromNumber(
Math.pow(10, group.banksMapByName.get(src)[0].mintDecimals),
Math.pow(10, group.banksMapByName.get(src)![0].mintDecimals),
),
)
.toNumber(),
@ -153,8 +152,8 @@ async function main() {
const group = await client.getGroupForCreator(admin.publicKey, 2);
for (const keypair of [
process.env.MB_PAYER_KEYPAIR,
process.env.MB_USER2_KEYPAIR,
process.env.MB_PAYER_KEYPAIR!,
process.env.MB_USER2_KEYPAIR!,
]) {
console.log();
const user = Keypair.fromSecretKey(