mango-v4/programs/mango-v4/tests/cases/test_reduce_only.rs

581 lines
14 KiB
Rust

use super::*;
#[tokio::test]
async fn test_reduce_only_token() -> Result<(), TransportError> {
let context = TestContext::new().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..=2];
let payer_mint_accounts = &context.users[1].token_accounts[0..=2];
let initial_token_deposit = 10_000;
//
// SETUP: Create a group and an account
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
//
// SETUP: Prepare accounts
//
let account_0 = create_funded_account(
&solana,
group,
owner,
0,
&context.users[1],
&mints[0..=2],
initial_token_deposit,
0,
)
.await;
let account_1 = create_funded_account(
&solana,
group,
owner,
1,
&context.users[1],
&mints[0..=1],
initial_token_deposit,
0,
)
.await;
// make token reduce only
send_tx(
solana,
TokenMakeReduceOnly {
admin,
group,
mint: mints[0].pubkey,
reduce_only: 1,
force_close: false,
},
)
.await
.unwrap();
//
// Withdraw deposits
//
// deposit without reduce_only should fail
let res = send_tx(
solana,
TokenDepositInstruction {
amount: 10,
reduce_only: false,
account: account_0,
owner,
token_account: payer_mint_accounts[0],
token_authority: payer,
bank_index: 0,
},
)
.await;
assert!(res.is_err());
// deposit with reduce_only should pass with no effect
send_tx(
solana,
TokenDepositInstruction {
amount: 10,
reduce_only: true,
account: account_0,
owner,
token_account: payer_mint_accounts[0],
token_authority: payer,
bank_index: 0,
},
)
.await
.unwrap();
let mango_account_0 = solana.get_account::<MangoAccount>(account_0).await;
let bank = solana.get_account::<Bank>(tokens[0].bank).await;
let native = mango_account_0.tokens[0].native(&bank);
assert_eq!(native.to_num::<u64>(), initial_token_deposit);
// withdraw all should pass
send_tx(
solana,
TokenWithdrawInstruction {
amount: initial_token_deposit,
allow_borrow: false,
account: account_0,
owner,
token_account: payer_mint_accounts[0],
bank_index: 0,
},
)
.await
.unwrap();
// borrowing should fail
let res = send_tx(
solana,
TokenWithdrawInstruction {
amount: 1,
allow_borrow: true,
account: account_0,
owner,
token_account: payer_mint_accounts[0],
bank_index: 0,
},
)
.await;
assert!(res.is_err());
//
// Repay borrows
//
send_tx(
solana,
TokenWithdrawInstruction {
amount: initial_token_deposit / 2,
allow_borrow: true,
account: account_1,
owner,
token_account: payer_mint_accounts[2],
bank_index: 0,
},
)
.await
.unwrap();
// make token reduce only
send_tx(
solana,
TokenMakeReduceOnly {
admin,
group,
mint: mints[2].pubkey,
reduce_only: 1,
force_close: false,
},
)
.await
.unwrap();
send_tx(
solana,
TokenDepositInstruction {
amount: initial_token_deposit,
reduce_only: true,
account: account_1,
owner,
token_account: payer_mint_accounts[2],
token_authority: payer,
bank_index: 0,
},
)
.await
.unwrap();
Ok(())
}
#[tokio::test]
async fn test_perp_reduce_only() -> Result<(), TransportError> {
let context = TestContext::new().await;
let solana = &context.solana.clone();
let admin = TestKeypair::new();
let owner = context.users[0].key;
let payer = context.users[1].key;
let mints = &context.mints[0..=2];
let initial_token_deposit = 1000_000;
//
// SETUP: Create a group and an account
//
let GroupWithTokens { group, tokens, .. } = GroupWithTokensConfig {
admin,
payer,
mints: mints.to_vec(),
..GroupWithTokensConfig::default()
}
.create(solana)
.await;
let account_0 = create_funded_account(
&solana,
group,
owner,
0,
&context.users[1],
&mints[0..1],
initial_token_deposit,
0,
)
.await;
let account_1 = create_funded_account(
&solana,
group,
owner,
1,
&context.users[1],
&mints[0..1],
initial_token_deposit * 100, // Fund 100x, so that this is not the bound for what account_0 can settle
0,
)
.await;
//
// TEST: Create a perp market
//
let mango_v4::accounts::PerpCreateMarket { perp_market, .. } = send_tx(
solana,
PerpCreateMarketInstruction {
group,
admin,
payer,
perp_market_index: 0,
quote_lot_size: 10,
base_lot_size: 100,
maint_base_asset_weight: 0.975,
init_base_asset_weight: 0.95,
maint_base_liab_weight: 1.025,
init_base_liab_weight: 1.05,
base_liquidation_fee: 0.012,
maker_fee: 0.0002,
taker_fee: 0.000,
settle_pnl_limit_factor: -1.,
settle_pnl_limit_window_size_ts: 24 * 60 * 60,
..PerpCreateMarketInstruction::with_new_book_and_queue(&solana, &tokens[1]).await
},
)
.await
.unwrap();
let price_lots = {
let perp_market = solana.get_account::<PerpMarket>(perp_market).await;
perp_market.native_price_to_lot(I80F48::from(1000))
};
// Set the initial oracle price
set_perp_stub_oracle_price(solana, group, perp_market, &tokens[1], admin, 1000.0).await;
//
// Place orders and create a position
//
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Bid,
price_lots,
max_base_lots: 2,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 2,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
send_tx(
solana,
PerpConsumeEventsInstruction {
perp_market,
mango_accounts: vec![account_0, account_1],
},
)
.await
.unwrap();
// account_0 - place a new bid
// when user has a long, and market is in reduce only,
// to reduce incoming asks to reduce position, we ignore existing bids
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Bid,
price_lots: price_lots / 2,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
// account_1 - place a new ask
// when user has a short, and market is in reduce only,
// to reduce incoming bids to reduce position, we ignore existing asks
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
//
// Make market reduce only
//
send_tx(
solana,
PerpMakeReduceOnly {
group,
admin,
perp_market,
reduce_only: true,
force_close: false,
},
)
.await
.unwrap();
// account_0 - place a new bid with reduce only false should fail
let res = send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Bid,
price_lots,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await;
assert!(res.is_err());
// account_0 - place a new bid with reduce only true should do nothing
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Bid,
price_lots,
max_base_lots: 1,
reduce_only: true,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_0 = solana.get_account::<MangoAccount>(account_0).await;
assert_eq!(mango_account_0.perps[0].bids_base_lots, 1);
// account_0 - place a new ask should pass
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_0 = solana.get_account::<MangoAccount>(account_0).await;
assert_eq!(mango_account_0.perps[0].asks_base_lots, 1);
// account_0 - place a new ask should pass
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
reduce_only: true,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_0 = solana.get_account::<MangoAccount>(account_0).await;
assert_eq!(mango_account_0.perps[0].asks_base_lots, 2);
// account_0 - place a new ask should fail if not reduce_only
let res = send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await;
assert!(res.is_err());
// account_0 - place a new ask should pass but have no effect
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_0,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
reduce_only: true,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_0 = solana.get_account::<MangoAccount>(account_0).await;
assert_eq!(mango_account_0.perps[0].asks_base_lots, 2);
// account_1 - place a new ask with reduce only false should fail
let res = send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await;
assert!(res.is_err());
// account_1 - place a new ask with reduce only true should pass
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Ask,
price_lots,
max_base_lots: 1,
reduce_only: true,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_1 = solana.get_account::<MangoAccount>(account_1).await;
assert_eq!(mango_account_1.perps[0].asks_base_lots, 1);
// account_1 - place a new bid should pass
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Bid,
price_lots: price_lots / 2,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_1 = solana.get_account::<MangoAccount>(account_1).await;
assert_eq!(mango_account_1.perps[0].bids_base_lots, 1);
// account_1 - place a new bid should pass
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Bid,
price_lots: price_lots / 2,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_1 = solana.get_account::<MangoAccount>(account_1).await;
assert_eq!(mango_account_1.perps[0].bids_base_lots, 2);
// account_1 - place a new bid should fail if reduce only is false
let res = send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Bid,
price_lots: price_lots / 2,
max_base_lots: 1,
..PerpPlaceOrderInstruction::default()
},
)
.await;
assert!(res.is_err());
// account_1 - place a new bid should pass but have no effect
send_tx(
solana,
PerpPlaceOrderInstruction {
account: account_1,
perp_market,
owner,
side: Side::Bid,
price_lots: price_lots / 2,
max_base_lots: 1,
reduce_only: true,
..PerpPlaceOrderInstruction::default()
},
)
.await
.unwrap();
let mango_account_1 = solana.get_account::<MangoAccount>(account_1).await;
assert_eq!(mango_account_1.perps[0].bids_base_lots, 2);
Ok(())
}