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239 lines
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</pre></div><pre class="rust"><code><span class="kw">use </span>anchor_lang::prelude::<span class="kw-2">*</span>;
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<span class="kw">use </span>anchor_lang::Discriminator;
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<span class="kw">use </span>fixed::types::I80F48;
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<span class="kw">use </span>solana_sdk::account::ReadableAccount;
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<span class="kw">use crate</span>::<span class="kw-2">*</span>;
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<span class="kw">use </span>mango_v4::accounts_zerocopy::KeyedAccountSharedData;
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<span class="kw">use </span>mango_v4::state::<span class="kw-2">*</span>;
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<span class="attr">#[derive(Debug, PartialEq)]
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</span><span class="kw">pub enum </span>Direction {
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MaxPositive,
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MaxNegative,
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}
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<span class="doccomment">/// Returns up to `count` accounts with highest abs pnl (by `direction`) in descending order.
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/// Note: keep in sync with perp.ts:getSettlePnlCandidates
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</span><span class="kw">pub async fn </span>fetch_top(
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context: <span class="kw-2">&</span><span class="kw">crate</span>::context::MangoGroupContext,
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fallback_config: <span class="kw-2">&</span>FallbackOracleConfig,
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account_fetcher: <span class="kw-2">&</span><span class="kw">impl </span>AccountFetcher,
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perp_market_index: PerpMarketIndex,
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direction: Direction,
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count: usize,
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) -> anyhow::Result<Vec<(Pubkey, MangoAccountValue, I80F48)>> {
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<span class="kw">use </span>std::time::{SystemTime, UNIX_EPOCH};
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<span class="kw">let </span>now_ts: u64 = SystemTime::now().duration_since(UNIX_EPOCH)<span class="question-mark">?</span>.as_secs();
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<span class="kw">let </span>perp = context.perp(perp_market_index);
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<span class="kw">let </span>perp_market =
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account_fetcher_fetch_anchor_account::<PerpMarket>(account_fetcher, <span class="kw-2">&</span>perp.address).<span class="kw">await</span><span class="question-mark">?</span>;
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<span class="kw">let </span>oracle = account_fetcher
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.fetch_raw_account(<span class="kw-2">&</span>perp_market.oracle)
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.<span class="kw">await</span><span class="question-mark">?</span>;
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<span class="kw">let </span>oracle_acc = <span class="kw-2">&</span>KeyedAccountSharedData::new(perp.oracle, oracle.into());
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<span class="kw">let </span>oracle_price =
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perp_market.oracle_price(&&OracleAccountInfos::from_reader(oracle_acc), <span class="prelude-val">None</span>)<span class="question-mark">?</span>;
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<span class="kw">let </span>accounts = account_fetcher
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.fetch_program_accounts(<span class="kw-2">&</span>mango_v4::id(), MangoAccount::discriminator())
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.<span class="kw">await</span><span class="question-mark">?</span>;
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<span class="kw">let </span><span class="kw-2">mut </span>accounts_pnl = accounts
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.iter()
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.filter_map(|(pk, acc)| {
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<span class="kw">let </span>data = acc.data();
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<span class="kw">let </span>mango_acc = MangoAccountValue::from_bytes(<span class="kw-2">&</span>data[<span class="number">8</span>..]);
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<span class="kw">if </span>mango_acc.is_err() {
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<span class="kw">return </span><span class="prelude-val">None</span>;
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}
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<span class="kw">let </span>mango_acc = mango_acc.unwrap();
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<span class="kw">if </span>mango_acc.fixed.group != perp_market.group {
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<span class="kw">return </span><span class="prelude-val">None</span>;
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}
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<span class="kw">let </span>perp_pos = mango_acc.perp_position(perp_market_index);
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<span class="kw">if </span>perp_pos.is_err() {
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<span class="kw">return </span><span class="prelude-val">None</span>;
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}
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<span class="kw">let </span><span class="kw-2">mut </span>perp_pos = perp_pos.unwrap().clone();
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perp_pos.settle_funding(<span class="kw-2">&</span>perp_market);
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perp_pos.update_settle_limit(<span class="kw-2">&</span>perp_market, now_ts);
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<span class="kw">let </span>pnl = perp_pos.unsettled_pnl(<span class="kw-2">&</span>perp_market, oracle_price).unwrap();
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<span class="kw">let </span>limited_pnl = perp_pos.apply_pnl_settle_limit(<span class="kw-2">&</span>perp_market, pnl);
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<span class="kw">if </span>limited_pnl >= <span class="number">0 </span>&& direction == Direction::MaxNegative
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|| limited_pnl <= <span class="number">0 </span>&& direction == Direction::MaxPositive
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{
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<span class="kw">return </span><span class="prelude-val">None</span>;
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}
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<span class="prelude-val">Some</span>((<span class="kw-2">*</span>pk, mango_acc, limited_pnl))
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})
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.collect::<Vec<<span class="kw">_</span>>>();
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<span class="comment">// Sort the top accounts to the front
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</span><span class="kw">match </span>direction {
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Direction::MaxPositive => {
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accounts_pnl.sort_by(|a, b| b.<span class="number">2</span>.cmp(<span class="kw-2">&</span>a.<span class="number">2</span>));
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}
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Direction::MaxNegative => {
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accounts_pnl.sort_by(|a, b| a.<span class="number">2</span>.cmp(<span class="kw-2">&</span>b.<span class="number">2</span>));
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}
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}
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<span class="comment">// Negative pnl needs to be limited by perp_max_settle.
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// We're doing it in a second step, because it's pretty expensive and we don't
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// want to run this for all accounts.
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</span><span class="kw">if </span>direction == Direction::MaxNegative {
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<span class="kw">let </span><span class="kw-2">mut </span>stable = <span class="number">0</span>;
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<span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..accounts_pnl.len() {
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<span class="kw">let </span>(<span class="kw">_</span>, acc, pnl) = <span class="kw-2">&</span>accounts_pnl[i];
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<span class="kw">let </span>next_pnl = <span class="kw">if </span>i + <span class="number">1 </span>< accounts_pnl.len() {
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accounts_pnl[i + <span class="number">1</span>].<span class="number">2
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</span>} <span class="kw">else </span>{
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I80F48::ZERO
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};
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<span class="kw">let </span>perp_max_settle =
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<span class="kw">crate</span>::health_cache::new(context, fallback_config, account_fetcher, <span class="kw-2">&</span>acc)
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.<span class="kw">await</span><span class="question-mark">?
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</span>.perp_max_settle(perp_market.settle_token_index)<span class="question-mark">?</span>;
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<span class="kw">let </span>settleable_pnl = <span class="kw">if </span>perp_max_settle > <span class="number">0 </span>{
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(<span class="kw-2">*</span>pnl).max(-perp_max_settle)
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} <span class="kw">else </span>{
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I80F48::ZERO
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};
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accounts_pnl[i].<span class="number">2 </span>= settleable_pnl;
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<span class="comment">// if the ordering was unchanged `count` times we know we have the top `count` accounts
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</span><span class="kw">if </span>settleable_pnl <= next_pnl {
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stable += <span class="number">1</span>;
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<span class="kw">if </span>stable >= count {
|
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<span class="kw">break</span>;
|
||
}
|
||
}
|
||
}
|
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accounts_pnl.sort_by(|a, b| a.<span class="number">2</span>.cmp(<span class="kw-2">&</span>b.<span class="number">2</span>));
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}
|
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<span class="comment">// return highest abs pnl accounts
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</span><span class="prelude-val">Ok</span>(accounts_pnl.into_iter().take(count).collect::<Vec<<span class="kw">_</span>>>())
|
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}
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</code></pre></div></section></main></body></html> |