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mango-v4
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Add a liquidation test case for negative pnl (#388)

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Christian Kamm 2023-01-16 12:30:34 +01:00 committed by GitHub
parent 6d801bb4b0
commit da1dfb2c3c
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1 changed files with 99 additions and 2 deletions
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101
ts/client/src/scripts/mb-liqtest-make-candidates.ts
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@ -262,14 +262,15 @@ async function main() {
await setBankPrice(collateralBank, PRICES['SOL'] * 4);
try {
// placing this order decreases maint health by (0.9 - 1)*$0.06 = $-0.006
await client.perpPlaceOrder(
group,
mangoAccount,
group.perpMarketsMapByName.get('MNGO-PERP')?.perpMarketIndex!,
PerpOrderSide.bid,
0.001, // ui price that won't get hit
1.1, // ui base quantity, 11 base lots, 1.1 MNGO, $0.022
0.022, // ui quote quantity
3.0, // ui base quantity, 30 base lots, 3.0 MNGO, $0.06
0.06, // ui quote quantity
4200,
PerpOrderType.limit,
false,
@ -450,6 +451,102 @@ async function main() {
}
}
// assets and negative perp pnl (but no position)
{
const name = 'LIQTEST, perp negative pnl';
console.log(`Creating mangoaccount...`);
let mangoAccount = await createMangoAccount(name);
console.log(
`...created mangoAccount ${mangoAccount.publicKey} for ${name}`,
);
const perpMarket = group.perpMarketsMapByName.get('MNGO-PERP')!;
const perpIndex = perpMarket.perpMarketIndex;
const liabMint = new PublicKey(MAINNET_MINTS.get('USDC')!);
const collateralMint = new PublicKey(MAINNET_MINTS.get('SOL')!);
const collateralBank = group.banksMapByName.get('SOL')![0];
await client.tokenDepositNative(
group,
mangoAccount,
collateralMint,
new BN(300000),
); // valued as $0.0045 maint collateral
await mangoAccount.reload(client);
try {
await setBankPrice(collateralBank, PRICES['SOL'] * 10);
// Execute two trades that leave the account with -$0.011 negative pnl
await setPerpPrice(perpMarket, PRICES['MNGO'] / 2);
await client.perpPlaceOrder(
group,
fundingAccount,
perpIndex,
PerpOrderSide.bid,
0.01,
1.1, // ui base quantity, 11 base lots, $0.011
0.011, // ui quote quantity
4200,
PerpOrderType.limit,
false,
0,
5,
);
await client.perpPlaceOrder(
group,
mangoAccount,
perpIndex,
PerpOrderSide.ask,
0.01,
1.1, // ui base quantity, 11 base lots, $0.011
0.011, // ui quote quantity
4200,
PerpOrderType.market,
false,
0,
5,
);
await client.perpConsumeAllEvents(group, perpIndex);
await setPerpPrice(perpMarket, PRICES['MNGO']);
await client.perpPlaceOrder(
group,
fundingAccount,
perpIndex,
PerpOrderSide.ask,
0.02,
1.1, // ui base quantity, 11 base lots, $0.022
0.022, // ui quote quantity
4201,
PerpOrderType.limit,
false,
0,
5,
);
await client.perpPlaceOrder(
group,
mangoAccount,
perpIndex,
PerpOrderSide.bid,
0.02,
1.1, // ui base quantity, 11 base lots, $0.022
0.022, // ui quote quantity
4201,
PerpOrderType.market,
false,
0,
5,
);
await client.perpConsumeAllEvents(group, perpIndex);
} finally {
await setPerpPrice(perpMarket, PRICES['MNGO']);
await setBankPrice(collateralBank, PRICES['SOL']);
}
}
process.exit();
}