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mango-v4
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tcs liq test: Add net borrow limit test

This commit is contained in:
Christian Kamm 2023-08-14 16:13:54 +02:00
parent a04f5e0df0
commit ad47e9f2e9
1 changed files with 81 additions and 11 deletions
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92
ts/client/scripts/liqtest/liqtest-make-tcs-candidates.ts
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@ -1,5 +1,6 @@
import { AnchorProvider, BN, Wallet } from '@coral-xyz/anchor';
import { Cluster, Connection, Keypair, PublicKey } from '@solana/web3.js';
import * as splToken from '@solana/spl-token';
import fs from 'fs';
import { Bank } from '../../src/accounts/bank';
import {
@ -11,6 +12,7 @@ import { PerpMarket } from '../../src/accounts/perp';
import { Builder } from '../../src/builder';
import { MangoClient } from '../../src/client';
import {
DefaultTokenRegisterParams,
NullPerpEditParams,
NullTokenEditParams,
} from '../../src/clientIxParamBuilder';
@ -33,7 +35,7 @@ const PRICES = {
const TOKEN_SCENARIOS: [string, [string, number][], [string, number][]][] = [
[
'LIQTEST, FUNDING',
'TCS, FUNDING',
[
['USDC', 5000000],
['ETH', 100000],
@ -41,10 +43,11 @@ const TOKEN_SCENARIOS: [string, [string, number][], [string, number][]][] = [
],
[],
],
['LIQTEST, LIQOR', [['USDC', 1000000]], []],
['LIQTEST, LIQEE1', [['USDC', 1000]], []],
['LIQTEST, LIQEE2', [['USDC', 1000000]], []],
['LIQTEST, LIQEE3', [['USDC', 1000000]], []],
['TCS, LIQOR', [['USDC', 1000000]], []],
['TCS, HEALTH', [['USDC', 1000]], []],
['TCS, FULL+CLOSE', [['USDC', 1000000]], []],
['TCS, EXPIRE', [['USDC', 1000000]], []],
['TCS, NET-BORROW', [['USDC', 10000000]], []],
];
async function main() {
@ -172,9 +175,8 @@ async function main() {
// Case LIQEE1: The liqee does not have enough health for the tcs
{
const account = ensure(
accounts2.find((account) => account.name == 'LIQTEST, LIQEE1'),
accounts2.find((account) => account.name == 'TCS, HEALTH'),
);
await client.accountExpandV2(group, account, 4, 4, 4, 4, 4);
await client.tokenConditionalSwapCreateRaw(
group,
account,
@ -196,9 +198,8 @@ async function main() {
// Case LIQEE2: Full execution - tcs closes afterward
{
const account = ensure(
accounts2.find((account) => account.name == 'LIQTEST, LIQEE2'),
accounts2.find((account) => account.name == 'TCS, FULL+CLOSE'),
);
await client.accountExpandV2(group, account, 4, 4, 4, 4, 4);
await client.tokenConditionalSwapCreateRaw(
group,
account,
@ -220,9 +221,8 @@ async function main() {
// Case LIQEE3: Create a tcs that will expire very soon
{
const account = ensure(
accounts2.find((account) => account.name == 'LIQTEST, LIQEE3'),
accounts2.find((account) => account.name == 'TCS, EXPIRE'),
);
await client.accountExpandV2(group, account, 4, 4, 4, 4, 4);
await client.tokenConditionalSwapCreateRaw(
group,
account,
@ -241,6 +241,76 @@ async function main() {
);
}
// Case LIQEE4: Create a tcs that hits net borrow limits
{
const account = ensure(
accounts2.find((account) => account.name == 'TCS, NET-BORROW'),
);
// To do this, first make a new mint and register it as a new token with tight net borrow limits
const newMint = await splToken.createMint(
connection,
admin,
admin.publicKey,
null,
6,
);
const tokenAccount = await splToken.createAssociatedTokenAccountIdempotent(
connection,
admin,
newMint,
admin.publicKey,
);
await splToken.mintTo(
connection,
admin,
newMint,
tokenAccount,
admin,
1e15,
);
await client.stubOracleCreate(group, newMint, 1.0);
const newOracle = (await client.getStubOracle(group, newMint))[0];
const newTokenIndex = Math.max(...group.banksMapByTokenIndex.keys()) + 1;
await client.tokenRegister(
group,
newMint,
newOracle.publicKey,
newTokenIndex,
'TMP',
{
...DefaultTokenRegisterParams,
loanOriginationFeeRate: 0,
loanFeeRate: 0,
initAssetWeight: 1,
maintAssetWeight: 1,
initLiabWeight: 1,
maintLiabWeight: 1,
liquidationFee: 0,
netBorrowLimitPerWindowQuote: 1500000, // less than the $2 of the tcs
},
);
await group.reloadAll(client);
await client.tokenConditionalSwapCreateRaw(
group,
account,
newMint,
MINTS.get('USDC')!,
new BN(2000000), // $2
new BN(2000000),
null,
0.0,
1000000.0,
0.01,
true,
true,
TokenConditionalSwapDisplayPriceStyle.buyTokenPerSellToken,
TokenConditionalSwapIntention.unknown,
);
}
process.exit();
}