import { BN } from '@project-serum/anchor'; import { utf8 } from '@project-serum/anchor/dist/cjs/utils/bytes'; import { PublicKey } from '@solana/web3.js'; import { MangoClient } from '../client'; import { nativeI80F48ToUi } from '../utils'; import { Bank, QUOTE_DECIMALS } from './bank'; import { Group } from './group'; import { HealthCache, HealthCacheDto } from './healthCache'; import { HUNDRED_I80F48, I80F48, I80F48Dto, ONE_I80F48, ZERO_I80F48, } from './I80F48'; export class MangoAccount { public tokens: TokenPosition[]; public serum3: Serum3Orders[]; public perps: PerpPosition[]; public name: string; static from( publicKey: PublicKey, obj: { group: PublicKey; owner: PublicKey; name: number[]; delegate: PublicKey; beingLiquidated: number; accountNum: number; bump: number; netDeposits: BN; netSettled: BN; headerVersion: number; tokens: unknown; serum3: unknown; perps: unknown; perpOpenOrders: unknown; }, ) { return new MangoAccount( publicKey, obj.group, obj.owner, obj.name, obj.delegate, obj.beingLiquidated, obj.accountNum, obj.bump, obj.netDeposits, obj.netSettled, obj.headerVersion, obj.tokens as TokenPositionDto[], obj.serum3 as Serum3PositionDto[], obj.perps as PerpPositionDto[], obj.perpOpenOrders as any, {} as any, ); } constructor( public publicKey: PublicKey, public group: PublicKey, public owner: PublicKey, name: number[], public delegate: PublicKey, beingLiquidated: number, public accountNum: number, bump: number, netDeposits: BN, netSettled: BN, headerVersion: number, tokens: TokenPositionDto[], serum3: Serum3PositionDto[], perps: PerpPositionDto[], perpOpenOrders: PerpPositionDto[], public accountData: MangoAccountData, ) { this.name = utf8.decode(new Uint8Array(name)).split('\x00')[0]; this.tokens = tokens.map((dto) => TokenPosition.from(dto)); this.serum3 = serum3.map((dto) => Serum3Orders.from(dto)); this.perps = perps.map((dto) => PerpPosition.from(dto)); } async reload(client: MangoClient, group: Group) { Object.assign(this, await client.getMangoAccount(this)); await this.reloadAccountData(client, group); } async reloadAccountData(client: MangoClient, group: Group) { this.accountData = await client.computeAccountData(group, this); } findToken(tokenIndex: number): TokenPosition | undefined { return this.tokens.find((ta) => ta.tokenIndex == tokenIndex); } findSerum3Account(marketIndex: number): Serum3Orders | undefined { return this.serum3.find((sa) => sa.marketIndex == marketIndex); } // How to navigate // * if a function is returning a I80F48, then usually the return value is in native quote or native token, unless specified // * if a function is returning a number, then usually the return value is in ui tokens, unless specified // * functions try to be explicit by having native or ui in the name to better reflect the value // * some values might appear unexpected large or small, usually the doc contains a "note" static getEquivalentUsdcPosition( sourceBank: Bank, nativeTokenPosition: TokenPosition, ): I80F48 { return nativeTokenPosition ? nativeTokenPosition.native(sourceBank).mul(sourceBank.price) : ZERO_I80F48; } static getEquivalentTokenPosition( targetBank: Bank, nativeUsdcPosition: I80F48, ): I80F48 { return nativeUsdcPosition.div(targetBank.price); } /** * * @param bank * @returns native balance for a token */ getTokenBalance(bank: Bank): I80F48 { const ta = this.findToken(bank.tokenIndex); return ta ? ta.native(bank) : ZERO_I80F48; } /** * * @param bank * @returns native balance for a token, 0 or more */ getTokenDeposits(bank: Bank): I80F48 { const native = this.getTokenBalance(bank); return native.gte(ZERO_I80F48) ? native : ZERO_I80F48; } /** * * @param bank * @returns native balance for a token, 0 or less */ getTokenBorrows(bank: Bank): I80F48 { const native = this.getTokenBalance(bank); return native.lte(ZERO_I80F48) ? native : ZERO_I80F48; } /** * * @param bank * @returns UI balance for a token */ getTokenBalanceUi(bank: Bank): number { const ta = this.findToken(bank.tokenIndex); return ta ? ta.balanceUi(bank) : 0; } /** * * @param bank * @returns UI balance for a token, 0 or more */ getTokenDepositsUi(bank: Bank): number { const ta = this.findToken(bank.tokenIndex); return ta ? ta.depositsUi(bank) : 0; } /** * * @param bank * @returns UI balance for a token, 0 or less */ getTokenBorrowsUi(bank: Bank): number { const ta = this.findToken(bank.tokenIndex); return ta ? ta.borrowsUi(bank) : 0; } /** * Health, see health.rs or https://docs.mango.markets/mango-markets/health-overview * @param healthType * @returns raw health number, in native quote */ getHealth(healthType: HealthType): I80F48 { return healthType == HealthType.init ? (this.accountData as MangoAccountData).initHealth : (this.accountData as MangoAccountData).maintHealth; } /** * Health ratio, which is computed so `100 * (assets-liabs)/liabs` * Note: health ratio is technically ∞ if liabs are 0 * @param healthType * @returns health ratio, in percentage form */ getHealthRatio(healthType: HealthType): I80F48 { return this.accountData.healthCache.healthRatio(healthType); } /** * Health ratio * @param healthType * @returns health ratio, in percentage form, capped to 100 */ getHealthRatioUi(healthType: HealthType): number { const ratio = this.getHealthRatio(healthType).toNumber(); return ratio > 100 ? 100 : Math.trunc(ratio); } /** * Sum of all the assets i.e. token deposits, borrows, total assets in spot open orders, (perps positions is todo) in terms of quote value. * @returns equity, in native quote */ getEquity(): I80F48 { const equity = (this.accountData as MangoAccountData).equity; const total_equity = equity.tokens.reduce( (a, b) => a.add(b.value), ZERO_I80F48, ); return total_equity; } /** * The amount of native quote you could withdraw against your existing assets. * @returns collateral value, in native quote */ getCollateralValue(): I80F48 { return this.getHealth(HealthType.init); } /** * Sum of all positive assets. * @returns assets, in native quote */ getAssetsValue(healthType: HealthType): I80F48 { return this.accountData.healthCache.assets(healthType); } /** * Sum of all negative assets. * @returns liabs, in native quote */ getLiabsValue(healthType: HealthType): I80F48 { return this.accountData.healthCache.liabs(healthType); } /** * The amount of given native token you can borrow, considering all existing assets as collateral except the deposits for this token. * Note 1: The existing native deposits need to be added to get the full amount that could be withdrawn. * Note 2: The group might have less native deposits than what this returns. TODO: loan origination fees * @returns amount of given native token you can borrow, considering all existing assets as collateral except the deposits for this token, in native token */ getMaxWithdrawWithBorrowForToken(group: Group, mintPk: PublicKey): I80F48 { const bank: Bank = group.getFirstBankByMint(mintPk); const initHealth = (this.accountData as MangoAccountData).initHealth; const inUsdcUnits = MangoAccount.getEquivalentUsdcPosition( bank, this.findToken(bank.tokenIndex), ).max(ZERO_I80F48); const newInitHealth = initHealth.sub(inUsdcUnits.mul(bank.initAssetWeight)); return MangoAccount.getEquivalentTokenPosition( bank, newInitHealth.div(bank.initLiabWeight), ); } /** * The max amount of given source native token you can swap to a target token. * note: slippageAndFeesFactor is a normalized number, <1, * e.g. a slippage of 5% and some fees which are 1%, then slippageAndFeesFactor = 0.94 * the factor is used to compute how much target can be obtained by swapping source * @returns max amount of given source native token you can swap to a target token, in native token */ getMaxSourceForTokenSwap( group: Group, sourceMintPk: PublicKey, targetMintPk: PublicKey, slippageAndFeesFactor: number, ): I80F48 { return this.accountData.healthCache .getMaxSourceForTokenSwap( group, sourceMintPk, targetMintPk, HUNDRED_I80F48, ) .mul(I80F48.fromNumber(slippageAndFeesFactor)); } /** * Simulates new health ratio after applying tokenChanges to the token positions. * e.g. useful to simulate health after a potential swap. * Note: health ratio is technically ∞ if liabs are 0 * @returns health ratio, in percentage form */ simHealthRatioWithTokenPositionChanges( group: Group, tokenChanges: { tokenAmount: number; mintPk: PublicKey; }[], healthType: HealthType = HealthType.init, ): I80F48 { return this.accountData.healthCache.simHealthRatioWithTokenPositionChanges( group, tokenChanges, healthType, ); } /** * The remaining native quote margin available for given market. * * TODO: this is a very bad estimation atm. * It assumes quote asset is always quote, * it assumes that there are no interaction effects, * it assumes that there are no existing borrows for either of the tokens in the market. */ getSerum3MarketMarginAvailable(group: Group, marketName: string): I80F48 { const initHealth = (this.accountData as MangoAccountData).initHealth; const serum3Market = group.serum3MarketsMap.get(marketName)!; const marketAssetWeight = group.getFirstBankByTokenIndex( serum3Market.baseTokenIndex, ).initAssetWeight; return initHealth.div(ONE_I80F48.sub(marketAssetWeight)); } /** * The remaining native quote margin available for given market. * * TODO: this is a very bad estimation atm. * It assumes quote asset is always quote, * it assumes that there are no interaction effects, * it assumes that there are no existing borrows for either of the tokens in the market. */ getPerpMarketMarginAvailable(group: Group, marketName: string): I80F48 { const initHealth = (this.accountData as MangoAccountData).initHealth; const perpMarket = group.perpMarketsMap.get(marketName)!; const marketAssetWeight = perpMarket.initAssetWeight; return initHealth.div(ONE_I80F48.sub(marketAssetWeight)); } tokensActive(): TokenPosition[] { return this.tokens.filter((token) => token.isActive()); } serum3Active(): Serum3Orders[] { return this.serum3.filter((serum3) => serum3.isActive()); } perpActive(): PerpPosition[] { return this.perps.filter((perp) => perp.isActive()); } toString(group?: Group): string { let res = 'MangoAccount'; res = res + '\n pk: ' + this.publicKey.toString(); res = res + '\n name: ' + this.name; res = res + '\n delegate: ' + this.delegate; res = this.tokensActive().length > 0 ? res + '\n tokens:' + JSON.stringify( this.tokens.map((token, i) => token.isActive() ? token.toString(group, i) : `index: ${i} - empty slot`, ), null, 4, ) : res + ''; res = this.serum3Active().length > 0 ? res + '\n serum:' + JSON.stringify(this.serum3Active(), null, 4) : res + ''; res = this.perpActive().length > 0 ? res + '\n perps:' + JSON.stringify(this.perpActive(), null, 4) : res + ''; return res; } } export class TokenPosition { static TokenIndexUnset = 65535; static from(dto: TokenPositionDto) { return new TokenPosition( I80F48.from(dto.indexedPosition), dto.tokenIndex, dto.inUseCount, ); } constructor( public indexedPosition: I80F48, public tokenIndex: number, public inUseCount: number, ) {} public isActive(): boolean { return this.tokenIndex !== TokenPosition.TokenIndexUnset; } public native(bank: Bank): I80F48 { if (this.indexedPosition.isPos()) { return bank.depositIndex.mul(this.indexedPosition); } else { return bank.borrowIndex.mul(this.indexedPosition); } } /** * @param bank * @returns position in UI decimals, is signed */ public balanceUi(bank: Bank): number { return nativeI80F48ToUi(this.native(bank), bank.mintDecimals).toNumber(); } /** * @param bank * @returns position in UI decimals, 0 if position has borrows */ public depositsUi(bank: Bank): number { if (this.indexedPosition && this.indexedPosition.lt(ZERO_I80F48)) { return 0; } return nativeI80F48ToUi( bank.depositIndex.mul(this.indexedPosition), bank.mintDecimals, ).toNumber(); } /** * @param bank * @returns position in UI decimals, can be 0 or negative, 0 if position has deposits */ public borrowsUi(bank: Bank): number { if (this.indexedPosition && this.indexedPosition.gt(ZERO_I80F48)) { return 0; } return nativeI80F48ToUi( bank.borrowIndex.mul(this.indexedPosition), bank.mintDecimals, ).toNumber(); } public toString(group?: Group, index?: number): string { let extra = ''; if (group) { const bank: Bank = group.getFirstBankByTokenIndex(this.tokenIndex); if (bank) { const native = this.native(bank); extra += ', native: ' + native.toNumber(); extra += ', ui: ' + this.balanceUi(bank); extra += ', tokenName: ' + bank.name; } } return ( (index !== undefined ? 'index: ' + index : '') + ', tokenIndex: ' + this.tokenIndex + ', inUseCount: ' + this.inUseCount + ', indexedValue: ' + this.indexedPosition.toNumber() + extra ); } } export class TokenPositionDto { constructor( public indexedPosition: I80F48Dto, public tokenIndex: number, public inUseCount: number, public reserved: number[], ) {} } export class Serum3Orders { static Serum3MarketIndexUnset = 65535; static from(dto: Serum3PositionDto): Serum3Orders { return new Serum3Orders( dto.openOrders, dto.marketIndex, dto.baseTokenIndex, dto.quoteTokenIndex, ); } constructor( public openOrders: PublicKey, public marketIndex: number, public baseTokenIndex: number, public quoteTokenIndex: number, ) {} public isActive(): boolean { return this.marketIndex !== Serum3Orders.Serum3MarketIndexUnset; } } export class Serum3PositionDto { constructor( public openOrders: PublicKey, public marketIndex: number, public baseTokenIndex: number, public quoteTokenIndex: number, public reserved: number[], ) {} } export class PerpPosition { static PerpMarketIndexUnset = 65535; static from(dto: PerpPositionDto) { return new PerpPosition( dto.marketIndex, dto.basePositionLots.toNumber(), dto.quotePositionNative.val.toNumber(), dto.bidsBaseLots.toNumber(), dto.asksBaseLots.toNumber(), dto.takerBaseLots.toNumber(), dto.takerQuoteLots.toNumber(), ); } constructor( public marketIndex: number, public basePositionLots: number, public quotePositionNative: number, public bidsBaseLots: number, public asksBaseLots: number, public takerBaseLots: number, public takerQuoteLots: number, ) {} isActive(): boolean { return this.marketIndex != PerpPosition.PerpMarketIndexUnset; } } export class PerpPositionDto { constructor( public marketIndex: number, public reserved: [], public basePositionLots: BN, public quotePositionNative: { val: BN }, public bidsBaseLots: BN, public asksBaseLots: BN, public takerBaseLots: BN, public takerQuoteLots: BN, ) {} } export class HealthType { static maint = { maint: {} }; static init = { init: {} }; } export class MangoAccountData { constructor( public healthCache: HealthCache, public initHealth: I80F48, public maintHealth: I80F48, public equity: Equity, ) {} static from(event: { healthCache: HealthCacheDto; initHealth: I80F48Dto; maintHealth: I80F48Dto; equity: { tokens: [{ tokenIndex: number; value: I80F48Dto }]; perps: [{ perpMarketIndex: number; value: I80F48Dto }]; }; initHealthLiabs: I80F48Dto; tokenAssets: any; }) { return new MangoAccountData( new HealthCache(event.healthCache), I80F48.from(event.initHealth), I80F48.from(event.maintHealth), Equity.from(event.equity), ); } } export class Equity { public constructor( public tokens: TokenEquity[], public perps: PerpEquity[], ) {} static from(dto: EquityDto): Equity { return new Equity( dto.tokens.map( (token) => new TokenEquity(token.tokenIndex, I80F48.from(token.value)), ), dto.perps.map( (perpAccount) => new PerpEquity( perpAccount.perpMarketIndex, I80F48.from(perpAccount.value), ), ), ); } } export class TokenEquity { public constructor(public tokenIndex: number, public value: I80F48) {} } export class PerpEquity { public constructor(public perpMarketIndex: number, public value: I80F48) {} } export class EquityDto { tokens: { tokenIndex: number; value: I80F48Dto }[]; perps: { perpMarketIndex: number; value: I80F48Dto }[]; }