update

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

ts/client/scripts/offchain-sanity-check.ts

@@ -2,6 +2,9 @@ import { AnchorProvider, BN, Wallet } from '@coral-xyz/anchor';
 import { Cluster, Connection, Keypair, PublicKey } from '@solana/web3.js';
 import * as dotenv from 'dotenv';
 import fetch from 'node-fetch';
+import { Group } from '../src/accounts/group';
+import { MangoAccount } from '../src/accounts/mangoAccount';
+import { PerpMarketIndex } from '../src/accounts/perp';
 import { MangoClient } from '../src/client';
 import { MANGO_V4_ID } from '../src/constants';
 import { toUiDecimalsForQuote } from '../src/utils';
@@ -30,38 +33,103 @@ async function main(): Promise<void> {
 
   const largeMangoAccounts = mangoAccounts
     .sort((a, b) => b.getEquity(group).cmp(a.getEquity(group)))
-    .slice(0, 20);
+    .filter((a) => toUiDecimalsForQuote(a.getEquity(group)) > 1000);
 
+  console.log(`Table 1: On-chain vs Offchain Pnl`);
   console.log(
     `${'Account'.padStart(48)} ${'Equity'.padStart(
-      15,
-    )} ${'Net deposits'.padStart(15)} ${'On-chain PnL'.padStart(
-      15,
-    )} ${'Off-chain PnL'.padStart(15)} ${'Off-chain PnL Date'.padStart(15)}`,
+      16,
+    )} ${'Net deposits'.padStart(16)} ${'On-chain PnL'.padStart(
+      16,
+    )} ${'Off-chain PnL'.padStart(16)} ${'Off-chain PnL Date'.padStart(
+      16,
+    )} ${'Diff'.padStart(16)}`,
   );
-  largeMangoAccounts.forEach(async (a) => {
+  for (const a of largeMangoAccounts) {
     const url = `https://api.mngo.cloud/data/v4/stats/performance_account?mango-account=${a.publicKey}&start-date=2023-04-29`;
     const resp = await fetch(url);
     const data = await resp.json();
     const keys = Object.keys(data).sort(
       (a, b) => new Date(a).getTime() - new Date(b).getTime(),
     );
-    const offChainPnl = data[keys[keys.length - 1]].pnl;
+    const latestEntry = keys.length - 1;
+    const offChainPnl = data[keys[latestEntry]].pnl;
 
+    const onChain = new BN(a.getEquity(group).floor().toNumber()).sub(
+      a.netDeposits,
+    );
+    const diff = toUiDecimalsForQuote(onChain) - offChainPnl;
     console.log(
-      `${a.publicKey} ${toUiDecimalsForQuote(a.getEquity(group))
+      `${a.publicKey.toString().padStart(48)} ${toUiDecimalsForQuote(
+        a.getEquity(group),
+      )
         .toLocaleString()
         .padStart(15)}$ ${toUiDecimalsForQuote(a.netDeposits)
         .toLocaleString()
-        .padStart(15)}$ ${toUiDecimalsForQuote(
-        new BN(a.getEquity(group).floor().toNumber()).sub(a.netDeposits),
-      )
+        .padStart(15)}$ ${toUiDecimalsForQuote(onChain)
         .toLocaleString()
         .padStart(15)}$ ${offChainPnl.toLocaleString().padStart(15)}$ (${
         keys[keys.length - 1]
-      })`,
+      }) ${diff.toLocaleString().padStart(15)}$`,
     );
-  });
+  }
+  console.log();
+
+  console.log(`Table 2: On-chain vs Offchain Cumulating funding`);
+  console.log(
+    `${'Account'.padStart(48)} ${'BTC On-chain'.padStart(
+      11,
+    )} ${'BTC Off-chain'.padStart(11)} ${'diff'.padStart(11)}`,
+  );
+  function funding(
+    group: Group,
+    marketIndex: PerpMarketIndex,
+    mangoAccount: MangoAccount,
+    data: any,
+  ): number[] {
+    const pps = mangoAccount
+      .perpActive()
+      .filter((a) => a.marketIndex === marketIndex);
+    if (pps.length == 0) {
+      return [-1, -1];
+    }
+
+    const pp = pps[0];
+    const onChain = toUiDecimalsForQuote(
+      pp.cumulativeLongFunding - pp.cumulativeShortFunding,
+    );
+    const offChainEntry =
+      data[
+        group.getPerpMarketByMarketIndex(marketIndex as PerpMarketIndex).name
+      ];
+    if (!offChainEntry) {
+      return [onChain, -1];
+    }
+
+    const offChain =
+      offChainEntry['long_funding'] + offChainEntry['short_funding'];
+    return [onChain, offChain];
+  }
+  for (const a of largeMangoAccounts) {
+    const resp = await fetch(
+      `https://api.mngo.cloud/data/v4/stats/funding-account-total?mango-account=${a.publicKey}`,
+    );
+    const data = await resp.json();
+
+    const btc = funding(group, 0 as PerpMarketIndex, a, data);
+    // const sol = funding(group, 2 as PerpMarketIndex, a, data);
+    // const eth = funding(group, 3 as PerpMarketIndex, a, data);
+    if (btc[0] != -1 && btc[1] != -1)
+      console.log(
+        `${a.publicKey.toString().padStart(48)} ${btc[0]
+          .toLocaleString()
+          .padStart(10)}$ ${btc[1].toLocaleString().padStart(10)}$ ${(
+          btc[0] - btc[1]
+        )
+          .toLocaleString()
+          .padStart(10)}$`,
+      );
+  }
 }
 
 try {