From c68b1b22cf2d68116c1488dec7832b1e8b368f63 Mon Sep 17 00:00:00 2001
From: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com>
Date: Fri, 16 Jun 2023 08:31:33 +0200
Subject: [PATCH] mm rewards (#591)

* mm rewards wip

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

* update

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

* Rename rewards.ts to mm-rewards-calculator.ts

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
---
 ts/client/scripts/mm-rewards-calculator.ts | 162 +++++++++++++++++++++
 1 file changed, 162 insertions(+)
 create mode 100644 ts/client/scripts/mm-rewards-calculator.ts

diff --git a/ts/client/scripts/mm-rewards-calculator.ts b/ts/client/scripts/mm-rewards-calculator.ts
new file mode 100644
index 000000000..d2dcb7dca
--- /dev/null
+++ b/ts/client/scripts/mm-rewards-calculator.ts
@@ -0,0 +1,162 @@
+import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
+import { Connection, Keypair, PublicKey } from '@solana/web3.js';
+import { BookSide, PerpMarket } from '../src/accounts/perp';
+import { MangoClient } from '../src/client';
+import { MANGO_V4_ID } from '../src/constants';
+
+const { MB_CLUSTER_URL } = process.env;
+
+const GROUP_PK = '78b8f4cGCwmZ9ysPFMWLaLTkkaYnUjwMJYStWe5RTSSX';
+
+async function buildClient(): Promise<MangoClient> {
+  const clientKeypair = new Keypair();
+
+  const options = AnchorProvider.defaultOptions();
+  const connection = new Connection(MB_CLUSTER_URL!, options);
+
+  const clientWallet = new Wallet(clientKeypair);
+  const clientProvider = new AnchorProvider(connection, clientWallet, options);
+
+  return await MangoClient.connect(
+    clientProvider,
+    'mainnet-beta',
+    MANGO_V4_ID['mainnet-beta'],
+    {
+      idsSource: 'get-program-accounts',
+    },
+  );
+}
+
+function doBin(
+  bs: BookSide,
+  direction: 'bids' | 'asks',
+  range: {
+    start: number;
+    end: number;
+    scoreMultiplier: number;
+    queueMultiplier: number;
+  },
+): Map<string, { size: number; score: number }> {
+  const bin = new Map<string, number>();
+  const binWithScore = new Map();
+  const best = bs.best();
+  if (!best) {
+    return binWithScore;
+  }
+  const bestPrice = best?.price;
+
+  const binStart =
+    bestPrice +
+    (((direction == 'bids' ? -1 : 1) * range.start) / 10000) * bestPrice;
+  const binEnd =
+    bestPrice +
+    (((direction == 'bids' ? -1 : 1) * range.end) / 10000) * bestPrice;
+
+  let lastSeenPrice = best.price;
+  let queuePosition = 0; // TODO unused
+  for (const item of bs.items()) {
+    if (lastSeenPrice != item.price) {
+      lastSeenPrice = item.price;
+      queuePosition = 0;
+    } else {
+      queuePosition = queuePosition + 1;
+    }
+
+    if (direction == 'bids' ? item.price <= binEnd : item.price >= binEnd) {
+      break;
+    }
+    if (direction == 'bids' ? item.price > binStart : item.price < binStart) {
+      continue;
+    }
+    bin.set(
+      item.owner.toBase58(),
+      (bin.get(item.owner.toBase58()) ?? 0) + item.size,
+    );
+  }
+
+  for (const key of bin.keys()) {
+    const size = bin.get(key);
+    if (!size) {
+      continue;
+    }
+    binWithScore.set(key, {
+      size,
+      score: size * range.scoreMultiplier,
+    });
+  }
+
+  return binWithScore;
+}
+
+function doSide(bs: BookSide, direction: 'bids' | 'asks'): Map<string, number> {
+  const bins: Map<string, { size: number; score: number }>[] = [];
+  for (const range of [
+    // Range end is exclusive, and start in inclusive
+    { start: 0, end: 1, scoreMultiplier: 100, queueMultiplier: 1.25 },
+    { start: 1, end: 5, scoreMultiplier: 50, queueMultiplier: 1.25 },
+    { start: 5, end: 10, scoreMultiplier: 20, queueMultiplier: 1.25 },
+    { start: 10, end: 20, scoreMultiplier: 7.5, queueMultiplier: 1.25 },
+    { start: 20, end: 50, scoreMultiplier: 5, queueMultiplier: 1.25 },
+    { start: 50, end: 100, scoreMultiplier: 2.5, queueMultiplier: 1.25 },
+  ]) {
+    bins.push(doBin(bs, direction, range));
+  }
+
+  const aggr = new Map();
+  for (const bin of bins) {
+    for (const accountPk of bin.keys()) {
+      const value = bin.get(accountPk);
+      if (!value) {
+        continue;
+      }
+      const binScore = value.score;
+      aggr.set(accountPk, (aggr.get(accountPk) ?? 0) + binScore);
+    }
+  }
+  return aggr;
+}
+
+async function doMarket(
+  client: MangoClient,
+  pm: PerpMarket,
+): Promise<Map<string, number>> {
+  const bidsAggr = doSide(await pm.loadBids(client, true), 'bids');
+  const asksAggr = doSide(await pm.loadAsks(client, true), 'asks');
+
+  const marketAggr = new Map();
+  const marketAggrNorm = new Map();
+
+  for (const accountPk of bidsAggr.keys()) {
+    const score = bidsAggr.get(accountPk);
+    if (!score) {
+      continue;
+    }
+    marketAggr.set(accountPk, (marketAggr.get(accountPk) ?? 0) + score);
+  }
+
+  for (const accountPk of asksAggr.keys()) {
+    const score = asksAggr.get(accountPk);
+    if (!score) {
+      continue;
+    }
+    marketAggr.set(accountPk, (marketAggr.get(accountPk) ?? 0) + score);
+  }
+
+  const scoreSum = Array.from(marketAggr.values()).reduce((a, b) => a + b, 0);
+  for (const key of marketAggr.keys()) {
+    marketAggrNorm.set(key, (marketAggr.get(key) / scoreSum) * 100);
+  }
+
+  return marketAggrNorm;
+}
+
+async function main(): Promise<void> {
+  const client = await buildClient();
+  const group = await client.getGroup(new PublicKey(GROUP_PK));
+
+  for (const pm of group.perpMarketsMapByMarketIndex.values()) {
+    console.log(pm.name, await doMarket(client, pm));
+  }
+}
+
+main();