317 lines
9.9 KiB
TypeScript
317 lines
9.9 KiB
TypeScript
import { AnchorProvider, Wallet } from '@coral-xyz/anchor';
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import { Cluster, Connection, Keypair, PublicKey } from '@solana/web3.js';
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import cloneDeep from 'lodash/cloneDeep';
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import { cpuUsage } from 'process';
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import { Group } from '../../src/accounts/group';
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import { HealthCache } from '../../src/accounts/healthCache';
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import { HealthType, MangoAccount } from '../../src/accounts/mangoAccount';
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import { PerpMarket } from '../../src/accounts/perp';
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import { Serum3Market } from '../../src/accounts/serum3';
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import { MangoClient } from '../../src/client';
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import { MANGO_V4_ID } from '../../src/constants';
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import { ZERO_I80F48 } from '../../src/numbers/I80F48';
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import { toUiDecimalsForQuote } from '../../src/utils';
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const CLUSTER_URL =
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process.env.CLUSTER_URL_OVERRIDE || process.env.MB_CLUSTER_URL;
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const USER_KEYPAIR =
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process.env.USER_KEYPAIR_OVERRIDE || process.env.MB_PAYER_KEYPAIR;
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const MANGO_ACCOUNT_PK = new PublicKey(
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process.env.MANGO_ACCOUNT_PK || PublicKey.default.toBase58(),
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);
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const CLUSTER: Cluster =
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(process.env.CLUSTER_OVERRIDE as Cluster) || 'mainnet-beta';
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async function debugUser(
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client: MangoClient,
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group: Group,
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mangoAccount: MangoAccount,
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): Promise<void> {
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console.log(mangoAccount.toString(group));
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await mangoAccount.reload(client);
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console.log(
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'mangoAccount.getEquity() ' +
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toUiDecimalsForQuote(mangoAccount.getEquity(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getHealth(HealthType.init) ' +
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toUiDecimalsForQuote(
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mangoAccount.getHealth(group, HealthType.init)!.toNumber(),
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),
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);
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console.log(
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'HealthCache.fromMangoAccount(group,mangoAccount).health(HealthType.init) ' +
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toUiDecimalsForQuote(
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HealthCache.fromMangoAccount(group, mangoAccount)
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.health(HealthType.init)
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.toNumber(),
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),
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);
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console.log(
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'mangoAccount.getHealthRatio(HealthType.init) ' +
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mangoAccount.getHealthRatio(group, HealthType.init)!.toNumber(),
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);
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console.log(
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'mangoAccount.getHealthRatioUi(HealthType.init) ' +
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mangoAccount.getHealthRatioUi(group, HealthType.init),
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);
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console.log(
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'mangoAccount.getHealthRatio(HealthType.maint) ' +
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mangoAccount.getHealthRatio(group, HealthType.maint)!.toNumber(),
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);
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console.log(
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'mangoAccount.getHealthRatioUi(HealthType.maint) ' +
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mangoAccount.getHealthRatioUi(group, HealthType.maint),
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);
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console.log(
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'mangoAccount.getCollateralValue() ' +
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toUiDecimalsForQuote(mangoAccount.getCollateralValue(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getAssetsValue() ' +
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toUiDecimalsForQuote(mangoAccount.getAssetsValue(group)!.toNumber()),
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);
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console.log(
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'mangoAccount.getLiabsValue() ' +
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toUiDecimalsForQuote(mangoAccount.getLiabsValue(group)!.toNumber()),
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);
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async function getMaxWithdrawWithBorrowForTokenUiWrapper(
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token,
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): Promise<void> {
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console.log(
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`mangoAccount.getMaxWithdrawWithBorrowForTokenUi(group, ${token}) ` +
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mangoAccount.getMaxWithdrawWithBorrowForTokenUi(
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group,
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group.banksMapByName.get(token)![0].mint,
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),
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);
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}
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for (const srcToken of Array.from(group.banksMapByName.keys())) {
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await getMaxWithdrawWithBorrowForTokenUiWrapper(srcToken);
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}
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function getMaxSourceForTokenSwapWrapper(src, tgt): void {
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// Turn on for debugging specific pairs
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// if (src != 'USDC' || tgt != 'MNGO') return;
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let maxSourceUi;
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try {
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maxSourceUi = mangoAccount.getMaxSourceUiForTokenSwap(
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group,
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group.banksMapByName.get(src)![0].mint,
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group.banksMapByName.get(tgt)![0].mint,
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);
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} catch (error) {
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console.log(`Error for ${src}->${tgt}, ` + error.toString());
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}
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const maxTargetUi =
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maxSourceUi *
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(group.banksMapByName.get(src)![0].uiPrice /
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group.banksMapByName.get(tgt)![0].uiPrice);
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const sim = mangoAccount.simHealthRatioWithTokenPositionUiChanges(group, [
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{
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mintPk: group.banksMapByName.get(src)![0].mint,
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uiTokenAmount: -maxSourceUi,
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},
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{
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mintPk: group.banksMapByName.get(tgt)![0].mint,
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uiTokenAmount: maxTargetUi,
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},
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]);
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console.log(
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`getMaxSourceForTokenSwap ${src.padEnd(4)} ${tgt.padEnd(4)} ` +
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maxSourceUi.toFixed(3).padStart(10) +
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`, health ratio after (${sim.toFixed(3).padStart(10)})`,
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);
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}
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for (const srcToken of Array.from(group.banksMapByName.keys()).sort()) {
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for (const tgtToken of Array.from(group.banksMapByName.keys()).sort()) {
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getMaxSourceForTokenSwapWrapper(srcToken, tgtToken);
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}
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}
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function getMaxForPerpWrapper(perpMarket: PerpMarket): void {
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const maxQuoteUi = mangoAccount.getMaxQuoteForPerpBidUi(
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group,
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perpMarket.perpMarketIndex,
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);
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const simMaxQuote = mangoAccount.simHealthRatioWithPerpBidUiChanges(
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group,
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perpMarket.perpMarketIndex,
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maxQuoteUi / perpMarket.uiPrice,
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);
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const maxBaseUi = mangoAccount.getMaxBaseForPerpAskUi(
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group,
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perpMarket.perpMarketIndex,
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);
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const simMaxBase = mangoAccount.simHealthRatioWithPerpAskUiChanges(
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group,
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perpMarket.perpMarketIndex,
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maxBaseUi,
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);
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console.log(
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`getMaxPerp ${perpMarket.name.padStart(
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10,
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)} getMaxQuoteForPerpBidUi ${maxQuoteUi
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.toFixed(3)
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.padStart(10)} health ratio after (${simMaxQuote
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.toFixed(3)
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.padStart(10)}), getMaxBaseForPerpAskUi ${maxBaseUi
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.toFixed(3)
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.padStart(10)} health ratio after (${simMaxBase
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.toFixed(3)
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.padStart(10)})`,
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);
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}
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for (const perpMarket of Array.from(
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group.perpMarketsMapByMarketIndex.values(),
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)) {
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getMaxForPerpWrapper(perpMarket);
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}
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function getMaxForSerum3Wrapper(serum3Market: Serum3Market): void {
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console.log(
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`getMaxQuoteForSerum3BidUi ${serum3Market.name} ` +
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mangoAccount.getMaxQuoteForSerum3BidUi(
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group,
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serum3Market.serumMarketExternal,
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),
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);
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console.log(
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`- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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mangoAccount.simHealthRatioWithSerum3BidUiChanges(
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group,
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mangoAccount.getMaxQuoteForSerum3BidUi(
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group,
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serum3Market.serumMarketExternal,
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),
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serum3Market.serumMarketExternal,
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HealthType.init,
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),
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);
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console.log(
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`getMaxBaseForSerum3AskUi ${serum3Market.name} ` +
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mangoAccount.getMaxBaseForSerum3AskUi(
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group,
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serum3Market.serumMarketExternal,
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),
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);
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console.log(
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`- simHealthRatioWithSerum3BidUiChanges ${serum3Market.name} ` +
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mangoAccount.simHealthRatioWithSerum3AskUiChanges(
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group,
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mangoAccount.getMaxBaseForSerum3AskUi(
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group,
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serum3Market.serumMarketExternal,
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),
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serum3Market.serumMarketExternal,
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HealthType.init,
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),
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);
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}
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for (const serum3Market of Array.from(
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group.serum3MarketsMapByExternal.values(),
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)) {
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getMaxForSerum3Wrapper(serum3Market);
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}
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// Liquidation price for perp positions
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for (const pp of mangoAccount.perpActive()) {
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const pm = group.getPerpMarketByMarketIndex(pp.marketIndex);
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const health = toUiDecimalsForQuote(
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mangoAccount.getHealth(group, HealthType.maint),
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);
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if (
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// pp.getNotionalValueUi(pm) > 1000 &&
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// !(pp.getNotionalValueUi(pm) < health && pp.getBasePosition(pm).isPos())
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// eslint-disable-next-line no-constant-condition
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true
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) {
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const then = Date.now();
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const startUsage = cpuUsage();
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const lp = await pp.getLiquidationPrice(group, mangoAccount);
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if (lp == null || lp.lt(ZERO_I80F48())) {
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continue;
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}
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const lpUi = group
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.getPerpMarketByMarketIndex(pp.marketIndex)
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.priceNativeToUi(lp.toNumber());
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const gClone: Group = cloneDeep(group);
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gClone.getPerpMarketByMarketIndex(pm.perpMarketIndex)._price = lp;
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const simHealth = toUiDecimalsForQuote(
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mangoAccount.getHealth(gClone, HealthType.maint),
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);
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const now = Date.now();
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const endUsage = cpuUsage(startUsage);
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console.log(
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` - ${pm.name}, health: ${health.toLocaleString()}, side: ${
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pp.getBasePosition(pm).isPos() ? 'LONG' : 'SHORT'
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}, notional: ${pp
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.getNotionalValueUi(pm)
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.toLocaleString()}, liq price: ${lpUi.toLocaleString()}, sim health: ${simHealth.toLocaleString()}, time ${
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now - then
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}ms, cpu usage ${(endUsage['user'] / 1000).toLocaleString()}ms`,
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);
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}
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}
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}
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async function main(): Promise<void> {
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const options = AnchorProvider.defaultOptions();
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const connection = new Connection(CLUSTER_URL!, options);
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const wallet = new Wallet(new Keypair());
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const provider = new AnchorProvider(connection, wallet, options);
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const client = MangoClient.connect(provider, CLUSTER, MANGO_V4_ID[CLUSTER], {
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idsSource: 'api',
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});
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const group = await client.getGroup(
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new PublicKey('78b8f4cGCwmZ9ysPFMWLaLTkkaYnUjwMJYStWe5RTSSX'),
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);
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const mangoAccounts = await client.getAllMangoAccounts(group, true);
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mangoAccounts.sort((a, b) => b.getEquity(group).cmp(a.getEquity(group)));
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for (const mangoAccount of mangoAccounts) {
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if (
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true &&
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(MANGO_ACCOUNT_PK!.equals(PublicKey.default) ||
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// For specific account
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mangoAccount.publicKey.equals(new PublicKey(MANGO_ACCOUNT_PK!))) &&
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// Only interesting perp liq price candidates
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mangoAccount.perpActive().length > 0 &&
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mangoAccount
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.perpActive()
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.filter((pp) =>
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pp
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.getBasePosition(group.getPerpMarketByMarketIndex(pp.marketIndex))
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.gt(ZERO_I80F48()),
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).length > 0
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) {
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console.log(
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`account https://app.mango.markets/?address=${mangoAccount.publicKey}`,
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);
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await debugUser(client, group, mangoAccount);
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}
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}
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process.exit();
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}
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try {
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main();
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} catch (error) {
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console.log(error);
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}
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