mango-v4/ts/client/src/client.ts

1773 lines
49 KiB
TypeScript

import { AnchorProvider, BN, Program, Provider } from '@project-serum/anchor';
import { getFeeRates, getFeeTier } from '@project-serum/serum';
import { Order } from '@project-serum/serum/lib/market';
import {
closeAccount,
initializeAccount,
WRAPPED_SOL_MINT,
} from '@project-serum/serum/lib/token-instructions';
import {
ASSOCIATED_TOKEN_PROGRAM_ID,
Token,
TOKEN_PROGRAM_ID,
} from '@solana/spl-token';
import {
AccountMeta,
Cluster,
Keypair,
LAMPORTS_PER_SOL,
MemcmpFilter,
PublicKey,
Signer,
SystemProgram,
SYSVAR_INSTRUCTIONS_PUBKEY,
SYSVAR_RENT_PUBKEY,
Transaction,
TransactionInstruction,
TransactionSignature,
} from '@solana/web3.js';
import bs58 from 'bs58';
import { Bank, MintInfo } from './accounts/bank';
import { Group } from './accounts/group';
import { I80F48 } from './accounts/I80F48';
import {
AccountSize,
MangoAccount,
MangoAccountData,
} from './accounts/mangoAccount';
import { StubOracle } from './accounts/oracle';
import { OrderType, PerpMarket, Side } from './accounts/perp';
import {
Serum3Market,
Serum3OrderType,
Serum3SelfTradeBehavior,
Serum3Side,
} from './accounts/serum3';
import { SERUM3_PROGRAM_ID } from './constants';
import { Id } from './ids';
import { IDL, MangoV4 } from './mango_v4';
import {
getAssociatedTokenAddress,
I64_MAX_BN,
toNativeDecimals,
} from './utils';
import { simulate } from './utils/anchor';
enum AccountRetriever {
Scanning,
Fixed,
}
// TODO: replace ui values with native as input wherever possible
// TODO: replace token/market names with token or market indices
export class MangoClient {
constructor(
public program: Program<MangoV4>,
public programId: PublicKey,
public cluster: Cluster,
public groupName?: string,
) {
// TODO: evil side effect, but limited backtraces are a nightmare
Error.stackTraceLimit = 1000;
}
/// public
// Group
public async groupCreate(
groupNum: number,
testing: boolean,
version: number,
insuranceMintPk: PublicKey,
): Promise<TransactionSignature> {
const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
return await this.program.methods
.groupCreate(groupNum, testing ? 1 : 0, version)
.accounts({
creator: adminPk,
payer: adminPk,
insuranceMint: insuranceMintPk,
})
.rpc();
}
public async groupEdit(
group: Group,
newAdmin: PublicKey,
newFastListingAdmin: PublicKey,
): Promise<TransactionSignature> {
return await this.program.methods
.groupEdit(newAdmin, newFastListingAdmin)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async groupClose(group: Group): Promise<TransactionSignature> {
const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
return await this.program.methods
.groupClose()
.accounts({
group: group.publicKey,
insuranceVault: group.insuranceVault,
admin: adminPk,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async getGroup(groupPk: PublicKey): Promise<Group> {
const groupAccount = await this.program.account.group.fetch(groupPk);
const group = Group.from(groupPk, groupAccount);
await group.reloadAll(this);
return group;
}
public async getGroupForCreator(
creatorPk: PublicKey,
groupNum?: number,
): Promise<Group> {
const filters: MemcmpFilter[] = [
{
memcmp: {
bytes: creatorPk.toBase58(),
offset: 8,
},
},
];
if (groupNum) {
const bbuf = Buffer.alloc(4);
bbuf.writeUInt32LE(groupNum);
filters.push({
memcmp: {
bytes: bs58.encode(bbuf),
offset: 40,
},
});
}
const groups = (await this.program.account.group.all(filters)).map(
(tuple) => Group.from(tuple.publicKey, tuple.account),
);
await groups[0].reloadAll(this);
return groups[0];
}
// Tokens/Banks
public async tokenRegister(
group: Group,
mintPk: PublicKey,
oraclePk: PublicKey,
oracleConfFilter: number,
tokenIndex: number,
name: string,
adjustmentFactor: number,
util0: number,
rate0: number,
util1: number,
rate1: number,
maxRate: number,
loanFeeRate: number,
loanOriginationFeeRate: number,
maintAssetWeight: number,
initAssetWeight: number,
maintLiabWeight: number,
initLiabWeight: number,
liquidationFee: number,
): Promise<TransactionSignature> {
return await this.program.methods
.tokenRegister(
tokenIndex,
name,
{
confFilter: {
val: I80F48.fromNumber(oracleConfFilter).getData(),
},
} as any, // future: nested custom types dont typecheck, fix if possible?
{ adjustmentFactor, util0, rate0, util1, rate1, maxRate },
loanFeeRate,
loanOriginationFeeRate,
maintAssetWeight,
initAssetWeight,
maintLiabWeight,
initLiabWeight,
liquidationFee,
)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
mint: mintPk,
oracle: oraclePk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
rent: SYSVAR_RENT_PUBKEY,
})
.rpc();
}
public async tokenRegisterTrustless(
group: Group,
mintPk: PublicKey,
oraclePk: PublicKey,
tokenIndex: number,
name: string,
): Promise<TransactionSignature> {
return await this.program.methods
.tokenRegisterTrustless(tokenIndex, name)
.accounts({
group: group.publicKey,
fastListingAdmin: (this.program.provider as AnchorProvider).wallet
.publicKey,
mint: mintPk,
oracle: oraclePk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
rent: SYSVAR_RENT_PUBKEY,
})
.rpc();
}
public async tokenEdit(
group: Group,
tokenName: string,
oracle: PublicKey,
oracleConfFilter: number,
adjustmentFactor: number,
util0: number,
rate0: number,
util1: number,
rate1: number,
maxRate: number,
loanFeeRate: number,
loanOriginationFeeRate: number,
maintAssetWeight: number,
initAssetWeight: number,
maintLiabWeight: number,
initLiabWeight: number,
liquidationFee: number,
): Promise<TransactionSignature> {
const bank = group.banksMap.get(tokenName)!;
const mintInfo = group.mintInfosMap.get(bank.tokenIndex)!;
return await this.program.methods
.tokenEdit(
new BN(0),
oracle,
{
confFilter: {
val: I80F48.fromNumber(oracleConfFilter).getData(),
},
} as any, // future: nested custom types dont typecheck, fix if possible?
{ adjustmentFactor, util0, rate0, util1, rate1, maxRate },
loanFeeRate,
loanOriginationFeeRate,
maintAssetWeight,
initAssetWeight,
maintLiabWeight,
initLiabWeight,
liquidationFee,
)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
mintInfo: mintInfo.publicKey,
})
.remainingAccounts([
{
pubkey: bank.publicKey,
isWritable: true,
isSigner: false,
} as AccountMeta,
])
.rpc({ skipPreflight: true });
}
public async tokenDeregister(
group: Group,
tokenName: string,
): Promise<TransactionSignature> {
const bank = group.banksMap.get(tokenName)!;
const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
const dustVaultPk = await getAssociatedTokenAddress(bank.mint, adminPk);
const ai = await this.program.provider.connection.getAccountInfo(
dustVaultPk,
);
if (!ai) {
const tx = new Transaction();
tx.add(
Token.createAssociatedTokenAccountInstruction(
ASSOCIATED_TOKEN_PROGRAM_ID,
TOKEN_PROGRAM_ID,
bank.mint,
dustVaultPk,
adminPk,
adminPk,
),
);
await this.program.provider.sendAndConfirm(tx);
}
return await this.program.methods
.tokenDeregister(bank.tokenIndex)
.accounts({
group: group.publicKey,
admin: adminPk,
mintInfo: group.mintInfosMap.get(bank.tokenIndex)?.publicKey,
dustVault: dustVaultPk,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.remainingAccounts(
[bank.publicKey, bank.vault].map(
(pk) =>
({ pubkey: pk, isWritable: true, isSigner: false } as AccountMeta),
),
)
.rpc();
}
public async getBanksForGroup(group: Group): Promise<Bank[]> {
return (
await this.program.account.bank.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
])
).map((tuple) => Bank.from(tuple.publicKey, tuple.account));
}
public async getMintInfosForGroup(group: Group): Promise<MintInfo[]> {
return (
await this.program.account.mintInfo.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
])
).map((tuple) => {
return MintInfo.from(tuple.publicKey, tuple.account);
});
}
public async getMintInfoForTokenIndex(
group: Group,
tokenIndex: number,
): Promise<MintInfo[]> {
const tokenIndexBuf = Buffer.alloc(2);
tokenIndexBuf.writeUInt16LE(tokenIndex);
return (
await this.program.account.mintInfo.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
{
memcmp: {
bytes: bs58.encode(tokenIndexBuf),
offset: 40,
},
},
])
).map((tuple) => {
return MintInfo.from(tuple.publicKey, tuple.account);
});
}
// Stub Oracle
public async stubOracleCreate(
group: Group,
mintPk: PublicKey,
price: number,
): Promise<TransactionSignature> {
return await this.program.methods
.stubOracleCreate({ val: I80F48.fromNumber(price).getData() })
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
mint: mintPk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async stubOracleClose(
group: Group,
oracle: PublicKey,
): Promise<TransactionSignature> {
return await this.program.methods
.stubOracleClose()
.accounts({
group: group.publicKey,
oracle: oracle,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async stubOracleSet(
group: Group,
oraclePk: PublicKey,
price: number,
): Promise<TransactionSignature> {
return await this.program.methods
.stubOracleSet({ val: I80F48.fromNumber(price).getData() })
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
oracle: oraclePk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async getStubOracle(
group: Group,
mintPk?: PublicKey,
): Promise<StubOracle[]> {
const filters = [
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
];
if (mintPk) {
filters.push({
memcmp: {
bytes: mintPk.toBase58(),
offset: 40,
},
});
}
return (await this.program.account.stubOracle.all(filters)).map((pa) =>
StubOracle.from(pa.publicKey, pa.account),
);
}
// MangoAccount
public async getOrCreateMangoAccount(
group: Group,
ownerPk: PublicKey,
accountNumber?: number,
accountSize?: AccountSize,
name?: string,
): Promise<MangoAccount> {
let mangoAccounts = await this.getMangoAccountsForOwner(group, ownerPk);
if (mangoAccounts.length === 0) {
await this.createMangoAccount(group, accountNumber, accountSize, name);
mangoAccounts = await this.getMangoAccountsForOwner(group, ownerPk);
}
return mangoAccounts[0];
}
public async createMangoAccount(
group: Group,
accountNumber?: number,
accountSize?: AccountSize,
name?: string,
): Promise<TransactionSignature> {
return await this.program.methods
.accountCreate(
accountNumber ?? 0,
accountSize ?? AccountSize.small,
name ?? '',
)
.accounts({
group: group.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async expandMangoAccount(
group: Group,
account: MangoAccount,
): Promise<TransactionSignature> {
return await this.program.methods
.accountExpand()
.accounts({
group: group.publicKey,
account: account.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async editMangoAccount(
group: Group,
mangoAccount: MangoAccount,
name?: string,
delegate?: PublicKey,
): Promise<TransactionSignature> {
return await this.program.methods
.accountEdit(name, delegate)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc({ skipPreflight: true });
}
public async getMangoAccount(mangoAccount: MangoAccount) {
return MangoAccount.from(
mangoAccount.publicKey,
await this.program.account.mangoAccount.fetch(mangoAccount.publicKey),
);
}
public async getMangoAccountsForOwner(
group: Group,
ownerPk: PublicKey,
): Promise<MangoAccount[]> {
return (
await this.program.account.mangoAccount.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
{
memcmp: {
bytes: ownerPk.toBase58(),
offset: 40,
},
},
])
).map((pa) => {
return MangoAccount.from(pa.publicKey, pa.account);
});
}
public async closeMangoAccount(
group: Group,
mangoAccount: MangoAccount,
): Promise<TransactionSignature> {
return await this.program.methods
.accountClose()
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
solDestination: mangoAccount.owner,
})
.rpc();
}
public async computeAccountData(
group: Group,
mangoAccount: MangoAccount,
): Promise<MangoAccountData> {
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(AccountRetriever.Fixed, group, [
mangoAccount,
]);
// Use our custom simulate fn in utils/anchor.ts so signing the tx is not required
this.program.provider.simulate = simulate;
let res;
try {
res = await this.program.methods
.computeAccountData()
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({
pubkey: pk,
isWritable: false,
isSigner: false,
} as AccountMeta),
),
)
.simulate();
} catch (error) {
console.log(error);
}
return MangoAccountData.from(
res.events.find((event) => (event.name = 'MangoAccountData')).data as any,
);
}
public async tokenDeposit(
group: Group,
mangoAccount: MangoAccount,
tokenName: string,
amount: number,
) {
const bank = group.banksMap.get(tokenName)!;
const tokenAccountPk = await getAssociatedTokenAddress(
bank.mint,
mangoAccount.owner,
);
let wrappedSolAccount: Keypair | undefined;
let preInstructions: TransactionInstruction[] = [];
let postInstructions: TransactionInstruction[] = [];
const additionalSigners: Signer[] = [];
if (bank.mint.equals(WRAPPED_SOL_MINT)) {
wrappedSolAccount = new Keypair();
const lamports = Math.round(amount * LAMPORTS_PER_SOL) + 1e7;
preInstructions = [
SystemProgram.createAccount({
fromPubkey: mangoAccount.owner,
newAccountPubkey: wrappedSolAccount.publicKey,
lamports,
space: 165,
programId: TOKEN_PROGRAM_ID,
}),
initializeAccount({
account: wrappedSolAccount.publicKey,
mint: WRAPPED_SOL_MINT,
owner: mangoAccount.owner,
}),
];
postInstructions = [
closeAccount({
source: wrappedSolAccount.publicKey,
destination: mangoAccount.owner,
owner: mangoAccount.owner,
}),
];
additionalSigners.push(wrappedSolAccount);
}
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(
AccountRetriever.Fixed,
group,
[mangoAccount],
[bank],
);
return await this.program.methods
.tokenDeposit(toNativeDecimals(amount, bank.mintDecimals))
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
bank: bank.publicKey,
vault: bank.vault,
tokenAccount: wrappedSolAccount?.publicKey ?? tokenAccountPk,
tokenAuthority: mangoAccount.owner,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.preInstructions(preInstructions)
.postInstructions(postInstructions)
.signers(additionalSigners)
.rpc({ skipPreflight: true });
}
public async tokenWithdraw(
group: Group,
mangoAccount: MangoAccount,
tokenName: string,
amount: number,
allowBorrow: boolean,
) {
const bank = group.banksMap.get(tokenName)!;
const tokenAccountPk = await getAssociatedTokenAddress(
bank.mint,
mangoAccount.owner,
);
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(
AccountRetriever.Fixed,
group,
[mangoAccount],
[bank],
);
return await this.program.methods
.tokenWithdraw(toNativeDecimals(amount, bank.mintDecimals), allowBorrow)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
bank: bank.publicKey,
vault: bank.vault,
tokenAccount: tokenAccountPk,
owner: mangoAccount.owner,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc({ skipPreflight: true });
}
public async tokenWithdrawNative(
group: Group,
mangoAccount: MangoAccount,
tokenName: string,
nativeAmount: number,
allowBorrow: boolean,
) {
const bank = group.banksMap.get(tokenName)!;
const tokenAccountPk = await getAssociatedTokenAddress(
bank.mint,
mangoAccount.owner,
);
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(
AccountRetriever.Fixed,
group,
[mangoAccount],
[bank],
);
return await this.program.methods
.tokenWithdraw(new BN(nativeAmount), allowBorrow)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
bank: bank.publicKey,
vault: bank.vault,
tokenAccount: tokenAccountPk,
owner: mangoAccount.owner,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc({ skipPreflight: true });
}
// Serum
public async serum3RegisterMarket(
group: Group,
serum3MarketExternalPk: PublicKey,
baseBank: Bank,
quoteBank: Bank,
marketIndex: number,
name: string,
): Promise<TransactionSignature> {
return await this.program.methods
.serum3RegisterMarket(marketIndex, name)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
serumProgram: SERUM3_PROGRAM_ID[this.cluster],
serumMarketExternal: serum3MarketExternalPk,
baseBank: baseBank.publicKey,
quoteBank: quoteBank.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async serum3deregisterMarket(
group: Group,
serum3MarketName: string,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
return await this.program.methods
.serum3DeregisterMarket()
.accounts({
group: group.publicKey,
serumMarket: serum3Market.publicKey,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async serum3GetMarkets(
group: Group,
baseTokenIndex?: number,
quoteTokenIndex?: number,
): Promise<Serum3Market[]> {
const bumpfbuf = Buffer.alloc(1);
bumpfbuf.writeUInt8(255);
const filters: MemcmpFilter[] = [
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
];
if (baseTokenIndex) {
const bbuf = Buffer.alloc(2);
bbuf.writeUInt16LE(baseTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(bbuf),
offset: 40,
},
});
}
if (quoteTokenIndex) {
const qbuf = Buffer.alloc(2);
qbuf.writeUInt16LE(quoteTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(qbuf),
offset: 42,
},
});
}
return (await this.program.account.serum3Market.all(filters)).map((tuple) =>
Serum3Market.from(tuple.publicKey, tuple.account),
);
}
public async serum3CreateOpenOrders(
group: Group,
mangoAccount: MangoAccount,
marketName: string,
): Promise<TransactionSignature> {
const serum3Market: Serum3Market = group.serum3MarketsMap.get(marketName)!;
return await this.program.methods
.serum3CreateOpenOrders()
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
serumMarket: serum3Market.publicKey,
serumProgram: serum3Market.serumProgram,
serumMarketExternal: serum3Market.serumMarketExternal,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async serum3CloseOpenOrders(
group: Group,
mangoAccount: MangoAccount,
serum3MarketName: string,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const openOrders = mangoAccount.serum3.find(
(account) => account.marketIndex === serum3Market.marketIndex,
)?.openOrders;
return await this.program.methods
.serum3CloseOpenOrders()
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
serumMarket: serum3Market.publicKey,
serumProgram: serum3Market.serumProgram,
serumMarketExternal: serum3Market.serumMarketExternal,
openOrders,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async serum3PlaceOrder(
group: Group,
mangoAccount: MangoAccount,
serum3MarketName: string,
side: Serum3Side,
price: number,
size: number,
selfTradeBehavior: Serum3SelfTradeBehavior,
orderType: Serum3OrderType,
clientOrderId: number,
limit: number,
) {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
if (!mangoAccount.findSerum3Account(serum3Market.marketIndex)) {
await this.serum3CreateOpenOrders(group, mangoAccount, 'BTC/USDC');
mangoAccount = await this.getMangoAccount(mangoAccount);
}
const serum3MarketExternal =
group.serum3MarketExternalsMap.get(serum3MarketName)!;
const serum3MarketExternalVaultSigner =
await PublicKey.createProgramAddress(
[
serum3Market.serumMarketExternal.toBuffer(),
serum3MarketExternal.decoded.vaultSignerNonce.toArrayLike(
Buffer,
'le',
8,
),
],
SERUM3_PROGRAM_ID[this.cluster],
);
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(AccountRetriever.Fixed, group, [
mangoAccount,
]);
const limitPrice = serum3MarketExternal.priceNumberToLots(price);
const maxBaseQuantity = serum3MarketExternal.baseSizeNumberToLots(size);
const feeTier = getFeeTier(0, 0 /** TODO: fix msrm/srm balance */);
const rates = getFeeRates(feeTier);
const maxQuoteQuantity = new BN(
serum3MarketExternal.decoded.quoteLotSize.toNumber() *
(1 + rates.taker) /** TODO: fix taker/maker */,
).mul(
serum3MarketExternal
.baseSizeNumberToLots(size)
.mul(serum3MarketExternal.priceNumberToLots(price)),
);
return await this.program.methods
.serum3PlaceOrder(
side,
limitPrice,
maxBaseQuantity,
maxQuoteQuantity,
selfTradeBehavior,
orderType,
new BN(clientOrderId),
limit,
)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
?.openOrders,
serumMarket: serum3Market.publicKey,
serumProgram: SERUM3_PROGRAM_ID[this.cluster],
serumMarketExternal: serum3Market.serumMarketExternal,
marketBids: serum3MarketExternal.bidsAddress,
marketAsks: serum3MarketExternal.asksAddress,
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
marketRequestQueue: serum3MarketExternal.decoded.requestQueue,
marketBaseVault: serum3MarketExternal.decoded.baseVault,
marketQuoteVault: serum3MarketExternal.decoded.quoteVault,
marketVaultSigner: serum3MarketExternalVaultSigner,
quoteBank: group.findBank(serum3Market.quoteTokenIndex)?.publicKey,
quoteVault: group.findBank(serum3Market.quoteTokenIndex)?.vault,
baseBank: group.findBank(serum3Market.baseTokenIndex)?.publicKey,
baseVault: group.findBank(serum3Market.baseTokenIndex)?.vault,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc();
}
async serum3CancelAllorders(
group: Group,
mangoAccount: MangoAccount,
serum3MarketName: string,
limit: number,
) {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal =
group.serum3MarketExternalsMap.get(serum3MarketName)!;
return await this.program.methods
.serum3CancelAllOrders(limit)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
?.openOrders,
serumMarket: serum3Market.publicKey,
serumProgram: SERUM3_PROGRAM_ID[this.cluster],
serumMarketExternal: serum3Market.serumMarketExternal,
marketBids: serum3MarketExternal.bidsAddress,
marketAsks: serum3MarketExternal.asksAddress,
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
})
.rpc();
}
async serum3SettleFunds(
group: Group,
mangoAccount: MangoAccount,
serum3MarketName: string,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal =
group.serum3MarketExternalsMap.get(serum3MarketName)!;
const serum3MarketExternalVaultSigner =
// TODO: put into a helper method, and remove copy pasta
await PublicKey.createProgramAddress(
[
serum3Market.serumMarketExternal.toBuffer(),
serum3MarketExternal.decoded.vaultSignerNonce.toArrayLike(
Buffer,
'le',
8,
),
],
SERUM3_PROGRAM_ID[this.cluster],
);
return await this.program.methods
.serum3SettleFunds()
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
?.openOrders,
serumMarket: serum3Market.publicKey,
serumProgram: SERUM3_PROGRAM_ID[this.cluster],
serumMarketExternal: serum3Market.serumMarketExternal,
marketBaseVault: serum3MarketExternal.decoded.baseVault,
marketQuoteVault: serum3MarketExternal.decoded.quoteVault,
marketVaultSigner: serum3MarketExternalVaultSigner,
quoteBank: group.findBank(serum3Market.quoteTokenIndex)?.publicKey,
quoteVault: group.findBank(serum3Market.quoteTokenIndex)?.vault,
baseBank: group.findBank(serum3Market.baseTokenIndex)?.publicKey,
baseVault: group.findBank(serum3Market.baseTokenIndex)?.vault,
})
.rpc();
}
async serum3CancelOrder(
group: Group,
mangoAccount: MangoAccount,
serum3MarketName: string,
side: Serum3Side,
orderId: BN,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal =
group.serum3MarketExternalsMap.get(serum3MarketName)!;
return await this.program.methods
.serum3CancelOrder(side, orderId)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
openOrders: mangoAccount.findSerum3Account(serum3Market.marketIndex)
?.openOrders,
serumMarket: serum3Market.publicKey,
serumProgram: SERUM3_PROGRAM_ID[this.cluster],
serumMarketExternal: serum3Market.serumMarketExternal,
marketBids: serum3MarketExternal.bidsAddress,
marketAsks: serum3MarketExternal.asksAddress,
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
})
.rpc();
}
async getSerum3Orders(
group: Group,
serum3MarketName: string,
): Promise<Order[]> {
const serum3MarketExternal =
group.serum3MarketExternalsMap.get(serum3MarketName)!;
// TODO: filter for mango account
return await serum3MarketExternal.loadOrdersForOwner(
this.program.provider.connection,
group.publicKey,
);
}
/// perps
async perpCreateMarket(
group: Group,
oraclePk: PublicKey,
perpMarketIndex: number,
name: string,
oracleConfFilter: number,
baseTokenIndex: number,
baseTokenDecimals: number,
quoteTokenIndex: number,
quoteLotSize: number,
baseLotSize: number,
maintAssetWeight: number,
initAssetWeight: number,
maintLiabWeight: number,
initLiabWeight: number,
liquidationFee: number,
makerFee: number,
takerFee: number,
minFunding: number,
maxFunding: number,
impactQuantity: number,
): Promise<TransactionSignature> {
const bids = new Keypair();
const asks = new Keypair();
const eventQueue = new Keypair();
return await this.program.methods
.perpCreateMarket(
perpMarketIndex,
name,
{
confFilter: {
val: I80F48.fromNumber(oracleConfFilter).getData(),
},
} as any, // future: nested custom types dont typecheck, fix if possible?
baseTokenIndex,
baseTokenDecimals,
new BN(quoteLotSize),
new BN(baseLotSize),
maintAssetWeight,
initAssetWeight,
maintLiabWeight,
initLiabWeight,
liquidationFee,
makerFee,
takerFee,
minFunding,
maxFunding,
new BN(impactQuantity),
)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
oracle: oraclePk,
bids: bids.publicKey,
asks: asks.publicKey,
eventQueue: eventQueue.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.preInstructions([
// TODO: try to pick up sizes of bookside and eventqueue from IDL, so we can stay in sync with program
// book sides
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 98584,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
8 + 98584,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: bids.publicKey,
}),
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 98584,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
8 + 98584,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: asks.publicKey,
}),
// event queue
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 4 * 2 + 8 + 488 * 208,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
8 + 4 * 2 + 8 + 488 * 208,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: eventQueue.publicKey,
}),
])
.signers([bids, asks, eventQueue])
.rpc();
}
async perpEditMarket(
group: Group,
perpMarketName: string,
oracle: PublicKey,
oracleConfFilter: number,
baseTokenIndex: number,
baseTokenDecimals: number,
maintAssetWeight: number,
initAssetWeight: number,
maintLiabWeight: number,
initLiabWeight: number,
liquidationFee: number,
makerFee: number,
takerFee: number,
minFunding: number,
maxFunding: number,
impactQuantity: number,
): Promise<TransactionSignature> {
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
return await this.program.methods
.perpEditMarket(
oracle,
{
confFilter: {
val: I80F48.fromNumber(oracleConfFilter).getData(),
},
} as any, // future: nested custom types dont typecheck, fix if possible?
baseTokenIndex,
baseTokenDecimals,
maintAssetWeight,
initAssetWeight,
maintLiabWeight,
initLiabWeight,
liquidationFee,
makerFee,
takerFee,
minFunding,
maxFunding,
new BN(impactQuantity),
)
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
perpMarket: perpMarket.publicKey,
})
.rpc();
}
async perpCloseMarket(
group: Group,
perpMarketName: string,
): Promise<TransactionSignature> {
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
return await this.program.methods
.perpCloseMarket()
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
perpMarket: perpMarket.publicKey,
asks: perpMarket.asks,
bids: perpMarket.bids,
eventQueue: perpMarket.eventQueue,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async perpGetMarkets(
group: Group,
baseTokenIndex?: number,
): Promise<PerpMarket[]> {
const bumpfbuf = Buffer.alloc(1);
bumpfbuf.writeUInt8(255);
const filters: MemcmpFilter[] = [
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
];
if (baseTokenIndex) {
const bbuf = Buffer.alloc(2);
bbuf.writeUInt16LE(baseTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(bbuf),
offset: 40,
},
});
}
return (await this.program.account.perpMarket.all(filters)).map((tuple) =>
PerpMarket.from(tuple.publicKey, tuple.account),
);
}
async perpPlaceOrder(
group: Group,
mangoAccount: MangoAccount,
perpMarketName: string,
side: Side,
price: number,
quantity: number,
maxQuoteQuantity: number,
clientOrderId: number,
orderType: OrderType,
expiryTimestamp: number,
limit: number,
) {
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(AccountRetriever.Fixed, group, [
mangoAccount,
]);
const [nativePrice, nativeQuantity] = perpMarket.uiToNativePriceQuantity(
price,
quantity,
);
const maxQuoteQuantityLots = maxQuoteQuantity
? perpMarket.uiQuoteToLots(maxQuoteQuantity)
: I64_MAX_BN;
await this.program.methods
.perpPlaceOrder(
side,
nativePrice,
nativeQuantity,
maxQuoteQuantityLots,
new BN(clientOrderId),
orderType,
new BN(expiryTimestamp),
limit,
)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
perpMarket: perpMarket.publicKey,
asks: perpMarket.asks,
bids: perpMarket.bids,
eventQueue: perpMarket.eventQueue,
oracle: perpMarket.oracle,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc();
}
public async marginTrade({
group,
mangoAccount,
inputToken,
amountIn,
outputToken,
userDefinedInstructions,
}: {
group: Group;
mangoAccount: MangoAccount;
inputToken: string;
amountIn: number;
outputToken: string;
userDefinedInstructions: TransactionInstruction[];
}): Promise<TransactionSignature> {
const inputBank = group.banksMap.get(inputToken);
const outputBank = group.banksMap.get(outputToken);
if (!inputBank || !outputBank) throw new Error('Invalid token');
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(
AccountRetriever.Fixed,
group,
[mangoAccount],
[inputBank, outputBank],
);
const parsedHealthAccounts = healthRemainingAccounts.map(
(pk) =>
({
pubkey: pk,
isWritable: false,
isSigner: false,
} as AccountMeta),
);
console.log('1');
/*
* Find or create associated token accounts
*/
const inputTokenAccountPk = await getAssociatedTokenAddress(
inputBank.mint,
mangoAccount.owner,
);
const inputTokenAccExists =
await this.program.provider.connection.getAccountInfo(
inputTokenAccountPk,
);
const preInstructions = [];
if (!inputTokenAccExists) {
preInstructions.push(
Token.createAssociatedTokenAccountInstruction(
mangoAccount.owner,
inputTokenAccountPk,
mangoAccount.owner,
inputBank.mint,
TOKEN_PROGRAM_ID,
ASSOCIATED_TOKEN_PROGRAM_ID,
),
);
}
const outputTokenAccountPk = await getAssociatedTokenAddress(
outputBank.mint,
mangoAccount.owner,
);
const outputTokenAccExists =
await this.program.provider.connection.getAccountInfo(
outputTokenAccountPk,
);
if (!outputTokenAccExists) {
preInstructions.push(
Token.createAssociatedTokenAccountInstruction(
mangoAccount.owner,
outputTokenAccountPk,
mangoAccount.owner,
outputBank.mint,
TOKEN_PROGRAM_ID,
ASSOCIATED_TOKEN_PROGRAM_ID,
),
);
}
console.log('2');
if (preInstructions.length) {
const tx = new Transaction();
for (const ix of preInstructions) {
tx.add(ix);
}
console.log('preInstructions', preInstructions);
await this.program.provider.sendAndConfirm(tx);
}
console.log('3');
const inputBankAccount = {
pubkey: inputBank.publicKey,
isWritable: true,
isSigner: false,
};
const outputBankAccount = {
pubkey: outputBank.publicKey,
isWritable: true,
isSigner: false,
};
const inputBankVault = {
pubkey: inputBank.vault,
isWritable: true,
isSigner: false,
};
const outputBankVault = {
pubkey: outputBank.vault,
isWritable: true,
isSigner: false,
};
const inputATA = {
pubkey: inputTokenAccountPk,
isWritable: true,
isSigner: false,
};
const outputATA = {
pubkey: outputTokenAccountPk,
isWritable: false,
isSigner: false,
};
const flashLoanEndIx = await this.program.methods
.flashLoanEnd()
.accounts({
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.remainingAccounts([
...parsedHealthAccounts,
inputBankVault,
outputBankVault,
inputATA,
{
isWritable: true,
pubkey: outputTokenAccountPk,
isSigner: false,
},
])
.instruction();
console.log('4');
// userDefinedInstructions.push(flashLoanEndIx);
const flashLoanBeginIx = await this.program.methods
.flashLoanBegin([
toNativeDecimals(amountIn, inputBank.mintDecimals),
new BN(
0,
) /* we don't care about borrowing the target amount, this is just a dummy */,
])
.accounts({
group: group.publicKey,
instructions: SYSVAR_INSTRUCTIONS_PUBKEY,
})
.remainingAccounts([
inputBankAccount,
outputBankAccount,
inputBankVault,
outputBankVault,
inputATA,
outputATA,
])
.instruction();
const tx = new Transaction();
tx.add(flashLoanBeginIx);
for (const i of userDefinedInstructions) {
tx.add(i);
}
tx.add(flashLoanEndIx);
return this.program.provider.sendAndConfirm(tx);
}
/// liquidations
async liqTokenWithToken(
group: Group,
liqor: MangoAccount,
liqee: MangoAccount,
assetTokenName: string,
liabTokenName: string,
maxLiabTransfer: number,
) {
const assetBank: Bank = group.banksMap.get(assetTokenName);
const liabBank: Bank = group.banksMap.get(liabTokenName);
const healthRemainingAccounts: PublicKey[] =
this.buildHealthRemainingAccounts(
AccountRetriever.Scanning,
group,
[liqor, liqee],
[assetBank, liabBank],
);
const parsedHealthAccounts = healthRemainingAccounts.map(
(pk) =>
({
pubkey: pk,
isWritable:
pk.equals(assetBank.publicKey) || pk.equals(liabBank.publicKey)
? true
: false,
isSigner: false,
} as AccountMeta),
);
await this.program.methods
.liqTokenWithToken(assetBank.tokenIndex, liabBank.tokenIndex, {
val: I80F48.fromNumber(maxLiabTransfer).getData(),
})
.accounts({
group: group.publicKey,
liqor: liqor.publicKey,
liqee: liqee.publicKey,
liqorOwner: liqor.owner,
})
.remainingAccounts(parsedHealthAccounts)
.rpc();
}
/// static
static connect(
provider: Provider,
cluster: Cluster,
programId: PublicKey,
): MangoClient {
// TODO: use IDL on chain or in repository? decide...
// Alternatively we could fetch IDL from chain.
// const idl = await Program.fetchIdl(MANGO_V4_ID, provider);
const idl = IDL;
return new MangoClient(
new Program<MangoV4>(idl as MangoV4, programId, provider),
programId,
cluster,
);
}
static connectForGroupName(
provider: Provider,
groupName: string,
): MangoClient {
// TODO: use IDL on chain or in repository? decide...
// Alternatively we could fetch IDL from chain.
// const idl = await Program.fetchIdl(MANGO_V4_ID, provider);
const idl = IDL;
const id = Id.fromIds(groupName);
return new MangoClient(
new Program<MangoV4>(
idl as MangoV4,
new PublicKey(id.mangoProgramId),
provider,
),
new PublicKey(id.mangoProgramId),
id.cluster,
groupName,
);
}
/// private
public buildHealthRemainingAccounts(
retriever: AccountRetriever,
group: Group,
mangoAccounts: MangoAccount[],
banks?: Bank[] /** TODO for serum3PlaceOrder we are just ingoring this atm */,
) {
if (retriever === AccountRetriever.Fixed) {
return this.buildFixedAccountRetrieverHealthAccounts(
group,
mangoAccounts[0],
banks,
);
} else {
return this.buildScanningAccountRetrieverHealthAccounts(
group,
mangoAccounts,
banks,
);
}
}
public buildFixedAccountRetrieverHealthAccounts(
group: Group,
mangoAccount: MangoAccount,
banks?: Bank[] /** TODO for serum3PlaceOrder we are just ingoring this atm */,
) {
const healthRemainingAccounts: PublicKey[] = [];
const tokenIndices = mangoAccount.tokens
.filter((token) => token.tokenIndex !== 65535)
.map((token) => token.tokenIndex);
if (banks?.length) {
for (const bank of banks) {
tokenIndices.push(bank.tokenIndex);
}
}
const mintInfos = [...new Set(tokenIndices.sort())].map(
(tokenIndex) => group.mintInfosMap.get(tokenIndex)!,
);
healthRemainingAccounts.push(
...mintInfos.map((mintInfo) => mintInfo.firstBank()),
);
healthRemainingAccounts.push(
...mintInfos.map((mintInfo) => mintInfo.oracle),
);
healthRemainingAccounts.push(
...mangoAccount.serum3
.filter((serum3Account) => serum3Account.marketIndex !== 65535)
.map((serum3Account) => serum3Account.openOrders),
);
healthRemainingAccounts.push(
...mangoAccount.perps
.filter((perp) => perp.marketIndex !== 65535)
.map(
(perp) =>
Array.from(group.perpMarketsMap.values()).filter(
(perpMarket) => perpMarket.perpMarketIndex === perp.marketIndex,
)[0].publicKey,
),
);
return healthRemainingAccounts;
}
public buildScanningAccountRetrieverHealthAccounts(
group: Group,
mangoAccounts: MangoAccount[],
banks?: Bank[] /** TODO for serum3PlaceOrder we are just ingoring this atm */,
) {
const healthRemainingAccounts: PublicKey[] = [];
let tokenIndices = [];
for (const mangoAccount of mangoAccounts) {
tokenIndices.push(
...mangoAccount.tokens
.filter((token) => token.tokenIndex !== 65535)
.map((token) => token.tokenIndex),
);
}
tokenIndices = [...new Set(tokenIndices)];
if (banks?.length) {
for (const bank of banks) {
tokenIndices.push(bank.tokenIndex);
}
}
const mintInfos = [...new Set(tokenIndices)].map(
(tokenIndex) => group.mintInfosMap.get(tokenIndex)!,
);
healthRemainingAccounts.push(
...mintInfos.map((mintInfo) => mintInfo.firstBank()),
);
healthRemainingAccounts.push(
...mintInfos.map((mintInfo) => mintInfo.oracle),
);
for (const mangoAccount of mangoAccounts) {
healthRemainingAccounts.push(
...mangoAccount.serum3
.filter((serum3Account) => serum3Account.marketIndex !== 65535)
.map((serum3Account) => serum3Account.openOrders),
);
}
for (const mangoAccount of mangoAccounts) {
healthRemainingAccounts.push(
...mangoAccount.perps
.filter((perp) => perp.marketIndex !== 65535)
.map(
(perp) =>
Array.from(group.perpMarketsMap.values()).filter(
(perpMarket) => perpMarket.perpMarketIndex === perp.marketIndex,
)[0].publicKey,
),
);
}
return healthRemainingAccounts;
}
}