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

880 lines
25 KiB
TypeScript

import { AnchorProvider, BN, Program, Provider } from '@project-serum/anchor';
import { getFeeRates, getFeeTier, Market } from '@project-serum/serum';
import { Order } from '@project-serum/serum/lib/market';
import * as spl from '@solana/spl-token';
import {
AccountMeta,
Keypair,
MemcmpFilter,
PublicKey,
SystemProgram,
SYSVAR_RENT_PUBKEY,
TransactionSignature,
} from '@solana/web3.js';
import bs58 from 'bs58';
import { Bank, getMintInfoForTokenIndex } from './accounts/bank';
import { Group } from './accounts/group';
import { I80F48 } from './accounts/I80F48';
import { MangoAccount } from './accounts/mangoAccount';
import { StubOracle } from './accounts/oracle';
import { OrderType, PerpMarket, Side } from './accounts/perp';
import {
Serum3Market,
Serum3OrderType,
Serum3SelfTradeBehavior,
Serum3Side,
} from './accounts/serum3';
import { IDL, MangoV4 } from './mango_v4';
export const MANGO_V4_ID = new PublicKey(
'm43thNJ58XCjL798ZSq6JGAG1BnWskhdq5or6kcnfsD',
);
export class MangoClient {
constructor(public program: Program<MangoV4>, public devnet?: boolean) {}
/// public
// Group
public async createGroup(): Promise<TransactionSignature> {
const adminPk = (this.program.provider as AnchorProvider).wallet.publicKey;
return await this.program.methods
.createGroup()
.accounts({
admin: adminPk,
payer: adminPk,
})
.rpc();
}
public async getGroup(groupPk: PublicKey): Promise<Group> {
const group = Group.from(
groupPk,
await this.program.account.group.fetch(groupPk),
);
await group.reload(this);
return group;
}
public async getGroupForAdmin(adminPk: PublicKey): Promise<Group> {
const groups = (
await this.program.account.group.all([
{
memcmp: {
bytes: adminPk.toBase58(),
offset: 8,
},
},
])
).map((tuple) => Group.from(tuple.publicKey, tuple.account));
await groups[0].reload(this);
return groups[0];
}
// Tokens/Banks
public async registerToken(
group: Group,
mintPk: PublicKey,
oraclePk: PublicKey,
tokenIndex: number,
name: string,
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
.registerToken(
tokenIndex,
name,
{ 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 getBanksForGroup(group: Group): Promise<Bank[]> {
return (
await this.program.account.bank.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 24,
},
},
])
).map((tuple) => Bank.from(tuple.publicKey, tuple.account));
}
// Stub Oracle
public async createStubOracle(
group: Group,
mintPk: PublicKey,
price: number,
): Promise<TransactionSignature> {
return await this.program.methods
.createStubOracle({ val: I80F48.fromNumber(price).getData() })
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
tokenMint: mintPk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async setStubOracle(
group: Group,
mintPk: PublicKey,
price: number,
): Promise<TransactionSignature> {
return await this.program.methods
.setStubOracle({ val: I80F48.fromNumber(price).getData() })
.accounts({
group: group.publicKey,
admin: (this.program.provider as AnchorProvider).wallet.publicKey,
oracle: mintPk,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async getStubOracle(
group: Group,
mintPk: PublicKey,
): Promise<StubOracle> {
const stubOracles = (
await this.program.account.stubOracle.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 8,
},
},
{
memcmp: {
bytes: mintPk.toBase58(),
offset: 40,
},
},
])
).map((pa) => StubOracle.from(pa.publicKey, pa.account));
return stubOracles[0];
}
// MangoAccount
public async getOrCreateMangoAccount(
group: Group,
ownerPk: PublicKey,
accountNumber?: number,
name?: string,
): Promise<MangoAccount> {
let mangoAccounts = await this.getMangoAccountForOwner(group, ownerPk);
if (mangoAccounts.length === 0) {
await this.createMangoAccount(group, accountNumber ?? 0, name ?? '');
mangoAccounts = await this.getMangoAccountForOwner(group, ownerPk);
}
return mangoAccounts[0];
}
public async createMangoAccount(
group: Group,
accountNumber: number,
name?: string,
): Promise<TransactionSignature> {
return await this.program.methods
.createAccount(accountNumber, name ?? '')
.accounts({
group: group.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async getMangoAccount(mangoAccount: MangoAccount) {
return MangoAccount.from(
mangoAccount.publicKey,
await this.program.account.mangoAccount.fetch(mangoAccount.publicKey),
);
}
public async getMangoAccountForOwner(
group: Group,
ownerPk: PublicKey,
): Promise<MangoAccount[]> {
return (
await this.program.account.mangoAccount.all([
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 40,
},
},
{
memcmp: {
bytes: ownerPk.toBase58(),
offset: 72,
},
},
])
).map((pa) => {
return MangoAccount.from(pa.publicKey, pa.account);
});
}
public async closeMangoAccount(
mangoAccount: MangoAccount,
): Promise<TransactionSignature> {
return await this.program.methods
.closeAccount()
.accounts({
account: mangoAccount.publicKey,
owner: (this.program.provider as AnchorProvider).wallet.publicKey,
solDestination: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.rpc();
}
public async deposit(
group: Group,
mangoAccount: MangoAccount,
tokenName: string,
amount: number,
) {
const bank = group.banksMap.get(tokenName)!;
const tokenAccountPk = await spl.getAssociatedTokenAddress(
bank.mint,
mangoAccount.owner,
);
const healthRemainingAccounts: PublicKey[] =
await this.buildHealthRemainingAccounts(group, mangoAccount, bank);
return await this.program.methods
.deposit(new BN(amount))
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
bank: bank.publicKey,
vault: bank.vault,
tokenAccount: tokenAccountPk,
tokenAuthority: (this.program.provider as AnchorProvider).wallet
.publicKey,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc();
}
public async withdraw(
group: Group,
mangoAccount: MangoAccount,
tokenName: string,
amount: number,
allowBorrow: boolean,
) {
const bank = group.banksMap.get(tokenName)!;
const tokenAccountPk = await spl.getAssociatedTokenAddress(
bank.mint,
mangoAccount.owner,
);
const healthRemainingAccounts: PublicKey[] =
await this.buildHealthRemainingAccounts(group, mangoAccount, bank);
return await this.program.methods
.withdraw(new BN(amount), allowBorrow)
.accounts({
group: group.publicKey,
account: mangoAccount.publicKey,
bank: bank.publicKey,
vault: bank.vault,
tokenAccount: tokenAccountPk,
})
.remainingAccounts(
healthRemainingAccounts.map(
(pk) =>
({ pubkey: pk, isWritable: false, isSigner: false } as AccountMeta),
),
)
.rpc();
}
// Serum
public async serum3RegisterMarket(
group: Group,
serum3ProgramId: PublicKey,
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: serum3ProgramId,
serumMarketExternal: serum3MarketExternalPk,
baseBank: baseBank.publicKey,
quoteBank: quoteBank.publicKey,
payer: (this.program.provider as AnchorProvider).wallet.publicKey,
})
.rpc();
}
public async serum3GetMarket(
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: 24,
},
},
];
if (baseTokenIndex) {
const bbuf = Buffer.alloc(2);
bbuf.writeUInt16LE(baseTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(bbuf),
offset: 122,
},
});
}
if (quoteTokenIndex) {
const qbuf = Buffer.alloc(2);
qbuf.writeUInt16LE(quoteTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(qbuf),
offset: 124,
},
});
}
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 serum3PlaceOrder(
group: Group,
mangoAccount: MangoAccount,
serum3ProgramId: PublicKey,
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 = await Market.load(
this.program.provider.connection,
serum3Market.serumMarketExternal,
{ commitment: this.program.provider.connection.commitment },
serum3ProgramId,
);
const serum3MarketExternalVaultSigner =
await PublicKey.createProgramAddress(
[
serum3Market.serumMarketExternal.toBuffer(),
serum3MarketExternal.decoded.vaultSignerNonce.toArrayLike(
Buffer,
'le',
8,
),
],
serum3ProgramId,
);
const healthRemainingAccounts: PublicKey[] =
await this.buildHealthRemainingAccounts(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: serum3ProgramId,
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 serum3SettleFunds(
group: Group,
mangoAccount: MangoAccount,
serum3ProgramId: PublicKey,
serum3MarketName: string,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal = await Market.load(
this.program.provider.connection,
serum3Market.serumMarketExternal,
{ commitment: this.program.provider.connection.commitment },
serum3ProgramId,
);
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,
),
],
serum3ProgramId,
);
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: serum3ProgramId,
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,
serum3ProgramId: PublicKey,
serum3MarketName: string,
side: Serum3Side,
orderId: BN,
): Promise<TransactionSignature> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal = await Market.load(
this.program.provider.connection,
serum3Market.serumMarketExternal,
{ commitment: this.program.provider.connection.commitment },
serum3ProgramId,
);
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: serum3ProgramId,
serumMarketExternal: serum3Market.serumMarketExternal,
marketBids: serum3MarketExternal.bidsAddress,
marketAsks: serum3MarketExternal.asksAddress,
marketEventQueue: serum3MarketExternal.decoded.eventQueue,
})
.rpc();
}
async getSerum3Orders(
group: Group,
serum3ProgramId: PublicKey,
serum3MarketName: string,
): Promise<Order[]> {
const serum3Market = group.serum3MarketsMap.get(serum3MarketName)!;
const serum3MarketExternal = await Market.load(
this.program.provider.connection,
serum3Market.serumMarketExternal,
{ commitment: this.program.provider.connection.commitment },
serum3ProgramId,
);
return await serum3MarketExternal.loadOrdersForOwner(
this.program.provider.connection,
group.publicKey,
);
}
/// perps
async perpCreateMarket(
group: Group,
oraclePk: PublicKey,
perpMarketIndex: number,
name: string,
baseTokenIndex: 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();
console.log(
(this.program.provider as AnchorProvider).wallet.publicKey.toBase58(),
);
return await this.program.methods
.perpCreateMarket(
perpMarketIndex,
name,
baseTokenIndex,
quoteTokenIndex,
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([
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 90152,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
90160,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: bids.publicKey,
}),
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 90152,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
90160,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: asks.publicKey,
}),
SystemProgram.createAccount({
programId: this.program.programId,
space: 8 + 102424,
lamports:
await this.program.provider.connection.getMinimumBalanceForRentExemption(
102432,
),
fromPubkey: (this.program.provider as AnchorProvider).wallet
.publicKey,
newAccountPubkey: eventQueue.publicKey,
}),
])
.signers([bids, asks, eventQueue])
.rpc();
}
public async perpGetMarket(
group: Group,
baseTokenIndex?: number,
quoteTokenIndex?: number,
): Promise<PerpMarket[]> {
const bumpfbuf = Buffer.alloc(1);
bumpfbuf.writeUInt8(255);
const filters: MemcmpFilter[] = [
{
memcmp: {
bytes: group.publicKey.toBase58(),
offset: 24,
},
},
];
if (baseTokenIndex) {
const bbuf = Buffer.alloc(2);
bbuf.writeUInt16LE(baseTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(bbuf),
offset: 428,
},
});
}
if (quoteTokenIndex) {
const qbuf = Buffer.alloc(2);
qbuf.writeUInt16LE(quoteTokenIndex);
filters.push({
memcmp: {
bytes: bs58.encode(qbuf),
offset: 430,
},
});
}
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,
priceLots: number,
maxBaseLots: number,
maxQuoteLots: number,
clientOrderId: number,
orderType: OrderType,
expiryTimestamp: number,
limit: number,
) {
const perpMarket = group.perpMarketsMap.get(perpMarketName)!;
await this.program.methods
.perpPlaceOrder(
side,
new BN((priceLots * perpMarket.baseLotSize) / perpMarket.quoteLotSize),
new BN(maxBaseLots),
new BN(maxQuoteLots),
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,
})
.rpc();
}
/// static
static async connect(
provider: Provider,
devnet?: boolean,
): Promise<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);
let idl = IDL;
return new MangoClient(
new Program<MangoV4>(idl as MangoV4, MANGO_V4_ID, provider),
devnet,
);
}
/// private
private async buildHealthRemainingAccounts(
group: Group,
mangoAccount: MangoAccount,
bank?: Bank /** TODO for serum3PlaceOrde we are just ingoring this atm */,
) {
const healthRemainingAccounts: PublicKey[] = [];
const tokenIndices = mangoAccount.tokens
.filter((token) => token.tokenIndex !== 65535)
.map((token) => token.tokenIndex);
if (bank) {
tokenIndices.push(bank.tokenIndex);
}
const mintInfos = await Promise.all(
[...new Set(tokenIndices)].map(async (tokenIndex) =>
getMintInfoForTokenIndex(this, group.publicKey, tokenIndex),
),
);
healthRemainingAccounts.push(
...mintInfos.flatMap((mintinfos) => {
return mintinfos.flatMap((mintinfo) => {
return mintinfo.bank;
});
}),
);
healthRemainingAccounts.push(
...mintInfos.flatMap((mintinfos) => {
return mintinfos.flatMap((mintinfo) => {
return 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;
}
}