perp market parameters for vanity address (#327)

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

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2022-12-09 11:16:47 +01:00 committed by GitHub
parent e2295b2daa
commit 9b173e95b5
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 92 additions and 18 deletions

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@ -44,12 +44,26 @@ const MAINNET_SERUM3_MARKETS = new Map([
['SOL/USDC', '8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6'],
]);
const { MB_CLUSTER_URL, MB_PAYER_KEYPAIR, MB_USER_KEYPAIR, MB_USER4_KEYPAIR } =
process.env;
const MIN_VAULT_TO_DEPOSITS_RATIO = 0.2;
const NET_BORROWS_WINDOW_SIZE_TS = 24 * 60 * 60;
const NET_BORROW_LIMIT_PER_WINDOW_QUOTE = toNative(1000000, 6).toNumber();
const { MB_CLUSTER_URL, MB_PAYER_KEYPAIR, MB_USER_KEYPAIR, MB_USER4_KEYPAIR } =
process.env;
const defaultOracleConfig = {
confFilter: 0.1,
maxStalenessSlots: null,
};
// hoping that dynamic rate parameter adjustment would be enough to tune their rates to the markets needs
const defaultInterestRate = {
adjustmentFactor: 0.004, // rate parameters are chosen to be the same for all high asset weight tokens,
util0: 0.7,
rate0: 0.1,
util1: 0.85,
rate1: 0.2,
maxRate: 2.0,
};
async function buildAdminClient(): Promise<[MangoClient, Keypair]> {
const admin = Keypair.fromSecretKey(
@ -120,20 +134,6 @@ async function registerTokens() {
const group = await client.getGroupForCreator(admin.publicKey, GROUP_NUM);
const defaultOracleConfig = {
confFilter: 0.1,
maxStalenessSlots: null,
};
// hoping that dynamic rate parameter adjustment would be enough to tune their rates to the markets needs
const defaultInterestRate = {
adjustmentFactor: 0.004, // rate parameters are chosen to be the same for all high asset weight tokens,
util0: 0.7,
rate0: 0.1,
util1: 0.85,
rate1: 0.2,
maxRate: 2.0,
};
console.log(`Creating USDC stub oracle...`);
const usdcMainnetMint = new PublicKey(MAINNET_MINTS.get('USDC')!);
await client.stubOracleCreate(group, usdcMainnetMint, 1.0);
@ -349,6 +349,74 @@ async function createUser(userKeypair: string) {
console.log(`...deposited 1 SOL`);
}
async function registerPerpMarket() {
const result = await buildAdminClient();
const client = result[0];
const admin = result[1];
const group = await client.getGroupForCreator(admin.publicKey, GROUP_NUM);
await client.perpCreateMarket(
group,
new PublicKey(MAINNET_ORACLES.get('BTC')!),
0,
'BTC-PERP',
defaultOracleConfig,
6,
10, // 0.1$ is the min tick
100, // if btc price is 20k, one base lot would be 2$
0.975,
0.95,
1.025,
1.05,
0.0125,
-0.0001,
0.0004,
5, // note: quote native
-0.05,
0.05,
100, // if btc is at 20k, this is 200$
true,
true,
1000, // solana tx fee is currently 50 native quote at a sol price of 10$
1000000,
0.01, // less than liquidationFee
0,
1.0,
2 * 60 * 60,
);
await client.perpCreateMarket(
group,
new PublicKey(MAINNET_ORACLES.get('MNGO')!),
1,
'MNGO-PERP',
defaultOracleConfig,
6,
100, // 0.0001$ is the min tick
1000000, // if mngo price is 1 cent, one base lot would be 1 cent
0.995,
0.99, // 100x leverage
1.005,
1.01,
0.0025,
-0.0001,
0.0004,
5,
-0.05,
0.05,
1000, // if mngo price 1 cent, this is 10$
false,
false,
1000,
1000000,
0.001, // less than liquidationFee
0,
1.0,
2 * 60 * 60,
);
}
async function main() {
try {
// await createGroup();
@ -365,9 +433,15 @@ async function main() {
} catch (error) {
console.log(error);
}
try {
await createUser(MB_USER_KEYPAIR!);
await createUser(MB_USER4_KEYPAIR!);
await registerPerpMarket();
} catch (error) {
console.log(error);
}
try {
// await createUser(MB_USER_KEYPAIR!);
// await createUser(MB_USER4_KEYPAIR!);
} catch (error) {
console.log(error);
}