use std::collections::HashMap; use std::collections::HashSet; use std::sync::{Arc, RwLock}; use std::time::{Duration, Instant}; use anchor_client::Cluster; use clap::Parser; use futures_util::StreamExt; use mango_v4::state::{PerpMarketIndex, TokenIndex}; use mango_v4_client::{ account_update_stream, chain_data, error_tracking::ErrorTracking, keypair_from_cli, snapshot_source, websocket_source, Client, MangoClient, MangoGroupContext, TransactionBuilderConfig, }; use crate::cli_args::{BoolArg, Cli, CliDotenv}; use crate::liquidation_state::LiquidationState; use crate::rebalance::Rebalancer; use crate::tcs_state::TcsState; use crate::token_swap_info::TokenSwapInfoUpdater; use itertools::Itertools; use solana_sdk::commitment_config::CommitmentConfig; use solana_sdk::pubkey::Pubkey; use solana_sdk::signer::Signer; use tokio::task::JoinHandle; use tracing::*; pub mod cli_args; pub mod liquidate; mod liquidation_state; pub mod metrics; pub mod rebalance; mod tcs_state; pub mod telemetry; pub mod token_swap_info; pub mod trigger_tcs; mod tx_sender; mod unwrappable_oracle_error; pub mod util; use crate::util::{is_mango_account, is_mint_info, is_perp_market}; // jemalloc seems to be better at keeping the memory footprint reasonable over // longer periods of time #[global_allocator] static ALLOC: jemallocator::Jemalloc = jemallocator::Jemalloc; pub fn encode_address(addr: &Pubkey) -> String { bs58::encode(&addr.to_bytes()).into_string() } #[tokio::main] async fn main() -> anyhow::Result<()> { mango_v4_client::tracing_subscriber_init(); let args: Vec = if let Ok(cli_dotenv) = CliDotenv::try_parse() { dotenv::from_path(cli_dotenv.dotenv)?; std::env::args_os() .take(1) .chain(cli_dotenv.remaining_args.into_iter()) .collect() } else { dotenv::dotenv().ok(); std::env::args_os().collect() }; let cli = Cli::parse_from(args); // // Priority fee setup // let (prio_provider, prio_jobs) = cli .prioritization_fee_cli .make_prio_provider(cli.lite_rpc_url.clone())?; // // Client setup // let liqor_owner = Arc::new(keypair_from_cli(&cli.liqor_owner)); let rpc_url = cli.rpc_url.clone(); let ws_url = rpc_url.replace("https", "wss"); let rpc_timeout = Duration::from_secs(10); let cluster = Cluster::Custom(rpc_url.clone(), ws_url.clone()); let commitment = CommitmentConfig::processed(); let client = Client::builder() .cluster(cluster.clone()) .commitment(commitment) .fee_payer(Some(liqor_owner.clone())) .timeout(rpc_timeout) .jupiter_timeout(Duration::from_secs(cli.jupiter_timeout_secs)) .jupiter_v6_url(cli.jupiter_v6_url.clone()) .jupiter_token(cli.jupiter_token.clone()) .transaction_builder_config( TransactionBuilderConfig::builder() .priority_fee_provider(prio_provider) // Liquidation and tcs triggers set their own budgets, this is a default for other tx .compute_budget_per_instruction(Some(250_000)) .build() .unwrap(), ) .override_send_transaction_urls(cli.override_send_transaction_url.clone()) .build() .unwrap(); // The representation of current on-chain account data let chain_data = Arc::new(RwLock::new(chain_data::ChainData::new())); // Reading accounts from chain_data let account_fetcher = Arc::new(chain_data::AccountFetcher { chain_data: chain_data.clone(), rpc: client.new_rpc_async(), }); let mango_account = account_fetcher .fetch_fresh_mango_account(&cli.liqor_mango_account) .await?; let mango_group = mango_account.fixed.group; let signer_is_owner = mango_account.fixed.owner == liqor_owner.pubkey(); if cli.rebalance == BoolArg::True && !signer_is_owner { warn!("rebalancing on delegated accounts will be unable to free token positions reliably, withdraw dust manually"); } let group_context = MangoGroupContext::new_from_rpc(client.rpc_async(), mango_group).await?; let mango_oracles = group_context .tokens .values() .map(|value| value.oracle) .chain(group_context.perp_markets.values().map(|p| p.oracle)) .unique() .collect::>(); let serum_programs = group_context .serum3_markets .values() .map(|s3| s3.serum_program) .unique() .collect_vec(); // // feed setup // // FUTURE: decouple feed setup and liquidator business logic // feed should send updates to a channel which liquidator can consume info!("startup"); let metrics = metrics::start(); let (account_update_sender, account_update_receiver) = async_channel::unbounded::(); // Sourcing account and slot data from solana via websockets // FUTURE: websocket feed should take which accounts to listen to as an input websocket_source::start( websocket_source::Config { rpc_ws_url: ws_url.clone(), serum_programs, open_orders_authority: mango_group, }, mango_oracles.clone(), account_update_sender.clone(), ); let first_websocket_slot = websocket_source::get_next_create_bank_slot( account_update_receiver.clone(), Duration::from_secs(10), ) .await?; // Getting solana account snapshots via jsonrpc // FUTURE: of what to fetch a snapshot - should probably take as an input snapshot_source::start( snapshot_source::Config { rpc_http_url: rpc_url.clone(), mango_group, get_multiple_accounts_count: cli.get_multiple_accounts_count, parallel_rpc_requests: cli.parallel_rpc_requests, snapshot_interval: Duration::from_secs(cli.snapshot_interval_secs), min_slot: first_websocket_slot + 10, }, mango_oracles, account_update_sender, ); start_chain_data_metrics(chain_data.clone(), &metrics); let shared_state = Arc::new(RwLock::new(SharedState::default())); // // mango client setup // let mango_client = { Arc::new(MangoClient::new_detail( client, cli.liqor_mango_account, liqor_owner, group_context, account_fetcher.clone(), )?) }; let token_swap_info_config = token_swap_info::Config { quote_index: 0, // USDC quote_amount: (cli.jupiter_swap_info_amount * 1e6) as u64, jupiter_version: cli.jupiter_version.into(), }; let token_swap_info_updater = Arc::new(token_swap_info::TokenSwapInfoUpdater::new( mango_client.clone(), token_swap_info_config, )); let liq_config = liquidate::Config { min_health_ratio: cli.min_health_ratio, compute_limit_for_liq_ix: cli.compute_limit_for_liquidation, max_cu_per_transaction: 1_000_000, refresh_timeout: Duration::from_secs(cli.liquidation_refresh_timeout_secs as u64), only_allowed_tokens: cli_args::cli_to_hashset::(cli.only_allow_tokens.clone()), forbidden_tokens: cli_args::cli_to_hashset::(cli.forbidden_tokens.clone()), only_allowed_perp_markets: cli_args::cli_to_hashset::( cli.liquidation_only_allow_perp_markets.clone(), ), forbidden_perp_markets: cli_args::cli_to_hashset::( cli.liquidation_forbidden_perp_markets.clone(), ), }; let tcs_config = trigger_tcs::Config { refresh_timeout: Duration::from_secs(cli.tcs_refresh_timeout_secs), min_health_ratio: cli.min_health_ratio, max_trigger_quote_amount: (cli.tcs_max_trigger_amount * 1e6) as u64, compute_limit_for_trigger: cli.compute_limit_for_tcs, profit_fraction: cli.tcs_profit_fraction, collateral_token_index: 0, // USDC jupiter_version: cli.jupiter_version.into(), jupiter_slippage_bps: cli.rebalance_slippage_bps, mode: cli.tcs_mode.into(), min_buy_fraction: cli.tcs_min_buy_fraction, only_allowed_tokens: liq_config.only_allowed_tokens.clone(), forbidden_tokens: liq_config.forbidden_tokens.clone(), }; let (rebalance_trigger_sender, rebalance_trigger_receiver) = async_channel::bounded::<()>(1); let (tx_tcs_trigger_sender, tx_tcs_trigger_receiver) = async_channel::unbounded::<()>(); let (tx_liq_trigger_sender, tx_liq_trigger_receiver) = async_channel::unbounded::<()>(); let rebalance_config = rebalance::Config { enabled: cli.rebalance == BoolArg::True, slippage_bps: cli.rebalance_slippage_bps, borrow_settle_excess: (1f64 + cli.rebalance_borrow_settle_excess).max(1f64), refresh_timeout: Duration::from_secs(cli.rebalance_refresh_timeout_secs), jupiter_version: cli.jupiter_version.into(), skip_tokens: cli.rebalance_skip_tokens.clone().unwrap_or(Vec::new()), alternate_jupiter_route_tokens: cli .rebalance_alternate_jupiter_route_tokens .clone() .unwrap_or_default(), allow_withdraws: signer_is_owner, }; rebalance_config.validate(&mango_client.context); let rebalancer = Arc::new(rebalance::Rebalancer { mango_client: mango_client.clone(), account_fetcher: account_fetcher.clone(), mango_account_address: cli.liqor_mango_account, config: rebalance_config, }); let liquidation = Box::new(LiquidationState { mango_client: mango_client.clone(), account_fetcher: account_fetcher.clone(), liquidation_config: liq_config, errors: Arc::new(RwLock::new( ErrorTracking::builder() .skip_threshold(2) .skip_threshold_for_type(LiqErrorType::Liq, 5) .skip_duration(Duration::from_secs(120)) .build()?, )), oracle_errors: Arc::new(RwLock::new( ErrorTracking::builder() .skip_threshold(1) .skip_duration(Duration::from_secs( cli.skip_oracle_error_in_logs_duration_secs, )) .build()?, )), }); let tcs = Box::new(TcsState { mango_client: mango_client.clone(), account_fetcher, trigger_tcs_config: tcs_config, token_swap_info: token_swap_info_updater.clone(), errors: Arc::new(RwLock::new( ErrorTracking::builder() .skip_threshold(2) .skip_threshold_for_type(LiqErrorType::Liq, 5) .skip_duration(Duration::from_secs(120)) .build()?, )), }); info!("main loop"); // Job to update chain_data and notify the liquidation job when a new check is needed. let data_job = tokio::spawn({ use account_update_stream::Message; let shared_state = shared_state.clone(); let mut metric_account_update_queue_len = metrics.register_u64("account_update_queue_length".into()); let mut metric_chain_update_latency = metrics.register_latency("in-memory chain update".into()); let mut metric_mango_accounts = metrics.register_u64("mango_accounts".into()); let mut mint_infos = HashMap::::new(); let mut oracles = HashSet::::new(); let mut perp_markets = HashMap::::new(); async move { loop { let message = account_update_receiver .recv() .await .expect("channel not closed"); let current_time = Instant::now(); metric_account_update_queue_len.set(account_update_receiver.len() as u64); message.update_chain_data(&mut chain_data.write().unwrap()); match message { Message::Account(account_write) => { let mut state = shared_state.write().unwrap(); let reception_time = account_write.reception_time; state.oldest_chain_event_reception_time = Some( state .oldest_chain_event_reception_time .unwrap_or(reception_time), ); metric_chain_update_latency.push(current_time - reception_time); if is_mango_account(&account_write.account, &mango_group).is_some() { // e.g. to render debug logs RUST_LOG="liquidator=debug" debug!( "change to mango account {}...", &account_write.pubkey.to_string()[0..3] ); // Track all MangoAccounts: we need to iterate over them later state.mango_accounts.insert(account_write.pubkey); metric_mango_accounts.set(state.mango_accounts.len() as u64); } } Message::Snapshot(snapshot) => { let mut state = shared_state.write().unwrap(); let mut reception_time = None; // Track all mango account pubkeys for update in snapshot.iter() { reception_time = Some( update .reception_time .min(reception_time.unwrap_or(update.reception_time)), ); state.oldest_chain_event_reception_time = Some( state .oldest_chain_event_reception_time .unwrap_or(update.reception_time), ); if is_mango_account(&update.account, &mango_group).is_some() { state.mango_accounts.insert(update.pubkey); } if let Some(mint_info) = is_mint_info(&update.account, &mango_group) { mint_infos.insert(mint_info.token_index, update.pubkey); oracles.insert(mint_info.oracle); } if let Some(perp_market) = is_perp_market(&update.account, &mango_group) { perp_markets.insert(perp_market.perp_market_index, update.pubkey); oracles.insert(perp_market.oracle); } } if reception_time.is_some() { metric_chain_update_latency .push(current_time - reception_time.unwrap()); } metric_mango_accounts.set(state.mango_accounts.len() as u64); state.one_snapshot_done = true; } _ => {} } } } }); let mut optional_jobs = vec![]; // Could be refactored to only start the below jobs when the first snapshot is done. // But need to take care to abort if the above job aborts beforehand. if cli.rebalance == BoolArg::True { let rebalance_job = spawn_rebalance_job(&shared_state, rebalance_trigger_receiver, rebalancer); optional_jobs.push(rebalance_job); } if cli.liquidation_enabled == BoolArg::True { let liquidation_job = liquidation_state::spawn_liquidation_job( &cli, &shared_state, tx_liq_trigger_sender.clone(), liquidation.clone(), &metrics, ); optional_jobs.push(liquidation_job); } if cli.take_tcs == BoolArg::True { let tcs_job = tcs_state::spawn_tcs_job( &cli, &shared_state, tx_tcs_trigger_sender.clone(), tcs.clone(), &metrics, ); optional_jobs.push(tcs_job); } if cli.liquidation_enabled == BoolArg::True || cli.take_tcs == BoolArg::True { let mut tx_sender_jobs = tx_sender::spawn_tx_senders_job( cli.max_parallel_operations, cli.liquidation_enabled == BoolArg::True, tx_liq_trigger_receiver, tx_tcs_trigger_receiver, tx_tcs_trigger_sender, rebalance_trigger_sender, shared_state.clone(), liquidation, tcs, ); optional_jobs.append(&mut tx_sender_jobs); } if cli.telemetry == BoolArg::True { optional_jobs.push(spawn_telemetry_job(&cli, mango_client.clone())); } let token_swap_info_job = spawn_token_swap_refresh_job(&cli, shared_state, token_swap_info_updater); let check_changes_for_abort_job = spawn_context_change_watchdog_job(mango_client.clone()); let mut jobs: futures::stream::FuturesUnordered<_> = vec![data_job, token_swap_info_job, check_changes_for_abort_job] .into_iter() .chain(optional_jobs) .chain(prio_jobs.into_iter()) .collect(); jobs.next().await; error!("a critical job aborted, exiting"); Ok(()) } fn spawn_token_swap_refresh_job( cli: &Cli, shared_state: Arc>, token_swap_info_updater: Arc, ) -> JoinHandle<()> { tokio::spawn({ let mut interval = mango_v4_client::delay_interval(Duration::from_secs( cli.token_swap_refresh_interval_secs, )); let mut startup_wait = mango_v4_client::delay_interval(Duration::from_secs(1)); async move { loop { if !shared_state.read().unwrap().one_snapshot_done { startup_wait.tick().await; continue; } interval.tick().await; let token_indexes = token_swap_info_updater .mango_client() .context .tokens .keys() .copied() .collect_vec(); let mut min_delay = mango_v4_client::delay_interval(Duration::from_secs(1)); for token_index in token_indexes { min_delay.tick().await; token_swap_info_updater.update_one(token_index).await; } token_swap_info_updater.log_all(); } } }) } fn spawn_context_change_watchdog_job(mango_client: Arc) -> JoinHandle<()> { tokio::spawn(MangoClient::loop_check_for_context_changes_and_abort( mango_client, Duration::from_secs(300), )) } fn spawn_telemetry_job(cli: &Cli, mango_client: Arc) -> JoinHandle<()> { tokio::spawn(telemetry::report_regularly( mango_client, cli.min_health_ratio, )) } fn spawn_rebalance_job( shared_state: &Arc>, rebalance_trigger_receiver: async_channel::Receiver<()>, rebalancer: Arc, ) -> JoinHandle<()> { let mut rebalance_interval = tokio::time::interval(Duration::from_secs(30)); tokio::spawn({ let shared_state = shared_state.clone(); async move { loop { tokio::select! { _ = rebalance_interval.tick() => {} _ = rebalance_trigger_receiver.recv() => {} } if !shared_state.read().unwrap().one_snapshot_done { continue; } if let Err(err) = rebalancer.zero_all_non_quote().await { error!("failed to rebalance liqor: {:?}", err); // Workaround: We really need a sequence enforcer in the liquidator since we don't want to // accidentally send a similar tx again when we incorrectly believe an earlier one got forked // off. For now, hard sleep on error to avoid the most frequent error cases. tokio::time::sleep(Duration::from_secs(10)).await; } } } }) } #[derive(Default)] pub struct SharedState { /// Addresses of the MangoAccounts belonging to the mango program. /// Needed to check health of them all when the cache updates. mango_accounts: HashSet, /// Is the first snapshot done? Only start checking account health when it is. one_snapshot_done: bool, /// Oldest chain event not processed yet oldest_chain_event_reception_time: Option, /// Liquidation candidates (locally identified as liquidatable) liquidation_candidates_accounts: indexmap::set::IndexSet, /// Interesting TCS that should be triggered interesting_tcs: indexmap::set::IndexSet<(Pubkey, u64, u64)>, /// Liquidation currently being processed by a worker processing_liquidation: HashSet, // TCS currently being processed by a worker processing_tcs: HashSet<(Pubkey, u64, u64)>, } #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)] pub enum LiqErrorType { Liq, /// Errors that suggest we maybe should skip trying to collect tcs for that pubkey TcsCollectionHard, /// Recording errors when some tcs have errors during collection but others don't TcsCollectionPartial, TcsExecution, } impl std::fmt::Display for LiqErrorType { fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result { match self { Self::Liq => write!(f, "liq"), Self::TcsCollectionHard => write!(f, "tcs-collection-hard"), Self::TcsCollectionPartial => write!(f, "tcs-collection-partial"), Self::TcsExecution => write!(f, "tcs-execution"), } } } fn start_chain_data_metrics(chain: Arc>, metrics: &metrics::Metrics) { let mut interval = mango_v4_client::delay_interval(Duration::from_secs(600)); let mut metric_slots_count = metrics.register_u64("chain_data_slots_count".into()); let mut metric_accounts_count = metrics.register_u64("chain_data_accounts_count".into()); let mut metric_account_write_count = metrics.register_u64("chain_data_account_write_count".into()); tokio::spawn(async move { loop { interval.tick().await; let chain_lock = chain.read().unwrap(); metric_slots_count.set(chain_lock.slots_count() as u64); metric_accounts_count.set(chain_lock.accounts_count() as u64); metric_account_write_count.set(chain_lock.account_writes_count() as u64); } }); }