- Abstract away account fetching, so it can be done via RPC or from a
websocket stream (or a geyser plugin) that populates a ChainData
instance.
- Separate out information about tokens, markets into MangoGroupContext.
- Separate all gPA calls into functions in a new file
- The liquidator re-fetches critical accounts via RPC before
liquidation. Unfortunately the websocket stream seems slower :/
- Don't re-implement health account derivation in the liquidator.
Instead reuse the existing code from the client.
- More smaller stuff.
Track cumulative net deposits (deposits - withdraws) using prices at the time of the deposit and withdraw.
This is used for calculating overall pnl (across all tokens).
I want to store UI amount * UI price = (native amount / base decimals) * (oracle price * base decimals / quote decimals) => native amount * oracle price / quote decimals.
I have used f32 here to reduce the space required on the mango account - we don't need so much precision for this as it's purely a display value.
I've also included a field for net_settled - this will be used for perp pnl but is not implemented yet (as perp settling instructions are not ready).
Co-authored-by: Christian Kamm <mail@ckamm.de>
- rearrange structs to have gPA data in front and add comments about the
offsets being relevant
- add insuranceMint to group creation in client
- drop quoteTokenIndex storage on PerpMarket
- fixes to editAccount in example1-user and client
* Add logging
* Added new_fixed_order_account_retriever to allow us to more easily access oracle prices outside of health calculations for logging purposes
* Add token balances logging to token and token liquidation and add logging to margin trade
* rust format
* fix clippy errors
* Address PR requested changes
* fix flash_loan
* Recalculate raw_token_index in token withdraw to account for position becoming inactive
* Fix retrieving oracle for logging
in get_mut_or_create(), return the raw index into the account's token
positions as well as the index into active positions only. The latter
index is useful for indexing into banks in the health account list.
* Add logging flash_loan2 and flash_loan3
* Refactoring flash loan logging
Co-authored-by: Christian Kamm <mail@ckamm.de>
For FlashLoan users had to pass the target cpi programs, accounts and
data to the FlashLoan instruction itself.
The new API allows existing instructions to be used unchanged, they
just need to be bracketed by FlashLoan2Begin and FlashLoan2End.
Now all the reserved funds in serum3 open orders accounts are added into
each possible token at the same time. Then the worse case from applying
the reserved funds to either quote or base is selected.
This is reasonably cheap to compute, leads to unchanged results when no
markets share (non USDC) base or quote tokens, but can underestimate
the "true" health value when markets do.
An additional advantage is that HealthCache is now indepenent of serum
open orders and can compute the init and maint health when the user has
active OpenOrders accounts.
* Make health/oracle functions usable from clients
By creating a shared trait that is implementable for AccountInfo and
AccountSharedData.
* Health: fixup tests
microwavedcola1
Christian Kamm
microwavedcola1
Nicholas Clarke