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mango-v4
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Merge branch 'main' into dev

This commit is contained in:
tjs 2023-01-02 15:36:08 -05:00
parent 89c024e9df 80f94166bd
commit 92f92cb967
4 changed files with 139 additions and 173 deletions
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33
ts/client/src/accounts/healthCache.ts
View File

@ -217,7 +217,8 @@ export class HealthCache {
return health;
}
public assets(healthType: HealthType): I80F48 {
// An undefined HealthType will use an asset and liab weight of 1
public assets(healthType?: HealthType): I80F48 {
const assets = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
@ -246,7 +247,8 @@ export class HealthCache {
return assets;
}
public liabs(healthType: HealthType): I80F48 {
// An undefined HealthType will use an asset and liab weight of 1
public liabs(healthType?: HealthType): I80F48 {
const liabs = ZERO_I80F48();
for (const tokenInfo of this.tokenInfos) {
const contrib = tokenInfo.healthContribution(healthType);
@ -1155,15 +1157,15 @@ export class HealthCache {
export class Prices {
constructor(public oracle: I80F48, public stable: I80F48) {}
public liab(healthType: HealthType): I80F48 {
if (healthType == HealthType.maint) {
public liab(healthType: HealthType | undefined): I80F48 {
if (healthType === HealthType.maint || healthType === undefined) {
return this.oracle;
}
return this.oracle.max(this.stable);
}
public asset(healthType: HealthType): I80F48 {
if (healthType == HealthType.maint) {
public asset(healthType: HealthType | undefined): I80F48 {
if (healthType === HealthType.maint || healthType === undefined) {
return this.oracle;
}
return this.oracle.min(this.stable);
@ -1223,8 +1225,11 @@ export class TokenInfo {
: this.maintLiabWeight;
}
healthContribution(healthType: HealthType): I80F48 {
healthContribution(healthType?: HealthType): I80F48 {
let weight, price;
if (healthType === undefined) {
return this.balanceNative.mul(this.prices.oracle);
}
if (this.balanceNative.isNeg()) {
weight = this.liabWeight(healthType);
price = this.prices.liab(healthType);
@ -1317,8 +1322,9 @@ export class Serum3Info {
);
}
// An undefined HealthType will use an asset and liab weight of 1
healthContribution(
healthType: HealthType,
healthType: HealthType | undefined,
tokenInfos: TokenInfo[],
tokenMaxReserved: I80F48[],
marketReserved: Serum3Reserved,
@ -1359,6 +1365,13 @@ export class Serum3Info {
assetPart = maxBalance;
liabPart = marketReserved.sub(maxBalance);
}
if (healthType === undefined) {
return assetPart
.mul(tokenInfo.prices.oracle)
.add(liabPart.mul(tokenInfo.prices.oracle));
}
const assetWeight = tokenInfo.assetWeight(healthType);
const liabWeight = tokenInfo.liabWeight(healthType);
const assetPrice = tokenInfo.prices.asset(healthType);
@ -1478,13 +1491,13 @@ export class PerpInfo {
);
}
healthContribution(healthType: HealthType): I80F48 {
healthContribution(healthType: HealthType | undefined): I80F48 {
return this.trustedMarket
? this.uncappedHealthContribution(healthType)
: this.uncappedHealthContribution(healthType).min(ZERO_I80F48());
}
uncappedHealthContribution(healthType: HealthType): I80F48 {
uncappedHealthContribution(healthType: HealthType | undefined): I80F48 {
function orderExecutionCase(
pi: PerpInfo,
ordersBaseLots: BN,

4
ts/client/src/accounts/mangoAccount.ts
View File

@ -355,7 +355,7 @@ export class MangoAccount {
* Sum of all positive assets.
* @returns assets, in native quote
*/
public getAssetsValue(group: Group, healthType: HealthType): I80F48 {
public getAssetsValue(group: Group, healthType?: HealthType): I80F48 {
const hc = HealthCache.fromMangoAccount(group, this);
return hc.assets(healthType);
}
@ -364,7 +364,7 @@ export class MangoAccount {
* Sum of all negative assets.
* @returns liabs, in native quote
*/
public getLiabsValue(group: Group, healthType: HealthType): I80F48 {
public getLiabsValue(group: Group, healthType?: HealthType): I80F48 {
const hc = HealthCache.fromMangoAccount(group, this);
return hc.liabs(healthType);
}

259
ts/client/src/client.ts
View File

@ -88,10 +88,25 @@ export class MangoClient {
Error.stackTraceLimit = 1000;
}
/// public
/// Transactions
private async sendAndConfirmTransaction(
ixs: TransactionInstruction[],
alts: AddressLookupTableAccount[],
opts: any = {},
): Promise<string> {
return await sendTransaction(
this.program.provider as AnchorProvider,
ixs,
alts,
{
postSendTxCallback: this.postSendTxCallback,
prioritizationFee: this.prioritizationFee,
...opts,
},
);
}
// Group
public async groupCreate(
groupNum: number,
testing: boolean,
@ -390,13 +405,9 @@ export class MangoClient {
)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[...preInstructions, ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -570,13 +581,9 @@ export class MangoClient {
})
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
[],
{
postSendTxCallback: this.postSendTxCallback,
},
group.addressLookupTablesList,
);
}
@ -640,13 +647,9 @@ export class MangoClient {
})
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
[],
{
postSendTxCallback: this.postSendTxCallback,
},
group.addressLookupTablesList,
);
}
@ -788,13 +791,9 @@ export class MangoClient {
})
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
[],
{
postSendTxCallback: this.postSendTxCallback,
},
group.addressLookupTablesList,
);
}
@ -888,14 +887,10 @@ export class MangoClient {
)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[...preInstructions, ix, ...postInstructions],
group.addressLookupTablesList,
{
additionalSigners,
postSendTxCallback: this.postSendTxCallback,
},
{ additionalSigners },
);
}
@ -978,13 +973,9 @@ export class MangoClient {
)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[...preInstructions, ix, ...postInstructions],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1263,13 +1254,15 @@ export class MangoClient {
limit,
);
return await sendTransaction(
this.program.provider as AnchorProvider,
[ix],
const ix2 = await this.serum3SettleFundsIx(
group,
mangoAccount,
externalMarketPk,
);
return await this.sendAndConfirmTransaction(
[ix, ix2],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1304,13 +1297,9 @@ export class MangoClient {
})
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1371,13 +1360,9 @@ export class MangoClient {
externalMarketPk,
);
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1433,13 +1418,9 @@ export class MangoClient {
this.serum3SettleFundsIx(group, mangoAccount, externalMarketPk),
]);
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
ixes,
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1715,28 +1696,24 @@ export class MangoClient {
expiryTimestamp?: number,
limit?: number,
): Promise<TransactionSignature> {
return await sendTransaction(
this.program.provider as AnchorProvider,
[
await this.perpPlaceOrderIx(
group,
mangoAccount,
perpMarketIndex,
side,
price,
quantity,
maxQuoteQuantity,
clientOrderId,
orderType,
reduceOnly,
expiryTimestamp,
limit,
),
],
const ix = await this.perpPlaceOrderIx(
group,
mangoAccount,
perpMarketIndex,
side,
price,
quantity,
maxQuoteQuantity,
clientOrderId,
orderType,
reduceOnly,
expiryTimestamp,
limit,
);
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1812,29 +1789,25 @@ export class MangoClient {
expiryTimestamp?: number,
limit?: number,
): Promise<TransactionSignature> {
return await sendTransaction(
this.program.provider as AnchorProvider,
[
await this.perpPlaceOrderPeggedIx(
group,
mangoAccount,
perpMarketIndex,
side,
priceOffset,
pegLimit,
quantity,
maxQuoteQuantity,
clientOrderId,
orderType,
reduceOnly,
expiryTimestamp,
limit,
),
],
const ix = await this.perpPlaceOrderPeggedIx(
group,
mangoAccount,
perpMarketIndex,
side,
priceOffset,
pegLimit,
quantity,
maxQuoteQuantity,
clientOrderId,
orderType,
reduceOnly,
expiryTimestamp,
limit,
);
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1924,20 +1897,16 @@ export class MangoClient {
perpMarketIndex: PerpMarketIndex,
orderId: BN,
): Promise<TransactionSignature> {
return await sendTransaction(
this.program.provider as AnchorProvider,
[
await this.perpCancelOrderIx(
group,
mangoAccount,
perpMarketIndex,
orderId,
),
],
const ix = await this.perpCancelOrderIx(
group,
mangoAccount,
perpMarketIndex,
orderId,
);
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -1947,20 +1916,16 @@ export class MangoClient {
perpMarketIndex: PerpMarketIndex,
limit: number,
): Promise<TransactionSignature> {
return await sendTransaction(
this.program.provider as AnchorProvider,
[
await this.perpCancelAllOrdersIx(
group,
mangoAccount,
perpMarketIndex,
limit,
),
],
const ix = await this.perpCancelAllOrdersIx(
group,
mangoAccount,
perpMarketIndex,
limit,
);
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2023,13 +1988,9 @@ export class MangoClient {
)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2067,13 +2028,9 @@ export class MangoClient {
)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2292,8 +2249,7 @@ export class MangoClient {
])
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[
...preInstructions,
flashLoanBeginIx,
@ -2301,9 +2257,6 @@ export class MangoClient {
flashLoanEndIx,
],
[...group.addressLookupTablesList, ...userDefinedAlts],
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2379,13 +2332,9 @@ export class MangoClient {
.remainingAccounts(parsedHealthAccounts)
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2403,13 +2352,9 @@ export class MangoClient {
})
.instruction();
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
[ix],
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
@ -2727,13 +2672,9 @@ export class MangoClient {
]);
transactionInstructions.push(cancelOrderIx, placeOrderIx);
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
transactionInstructions,
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
public async modifySerum3Order(
@ -2774,13 +2715,9 @@ export class MangoClient {
]);
transactionInstructions.push(cancelOrderIx, settleIx, placeOrderIx);
return await sendTransaction(
this.program.provider as AnchorProvider,
return await this.sendAndConfirmTransaction(
transactionInstructions,
group.addressLookupTablesList,
{
postSendTxCallback: this.postSendTxCallback,
},
);
}
}

16
ts/client/src/utils/rpc.ts
View File

@ -2,6 +2,7 @@ import { AnchorProvider } from '@project-serum/anchor';
import NodeWallet from '@project-serum/anchor/dist/cjs/nodewallet';
import {
AddressLookupTableAccount,
ComputeBudgetProgram,
MessageV0,
Signer,
TransactionInstruction,
@ -21,6 +22,10 @@ export async function sendTransaction(
const payer = (provider as AnchorProvider).wallet;
if (opts.prioritizationFee) {
ixs = [createComputeBudgetIx(2, 200_000 * ixs.length + 1), ...ixs];
}
const message = MessageV0.compile({
payerKey: (provider as AnchorProvider).wallet.publicKey,
instructions: ixs,
@ -94,6 +99,17 @@ export async function sendTransaction(
return signature;
}
export const createComputeBudgetIx = (
prioritizationFee: number,
units: number,
): TransactionInstruction => {
const computeBudgetIx = ComputeBudgetProgram.requestUnits({
additionalFee: prioritizationFee,
units,
});
return computeBudgetIx;
};
class MangoError extends Error {
message: string;
txid: string;