mango-v4/lib/client/src/context.rs

719 lines
26 KiB
Rust

use std::collections::HashMap;
use anchor_client::ClientError;
use anchor_lang::__private::bytemuck;
use mango_v4::{
accounts_zerocopy::{KeyedAccountReader, KeyedAccountSharedData},
state::{
determine_oracle_type, load_whirlpool_state, oracle_state_unchecked, Group,
MangoAccountValue, OracleAccountInfos, OracleConfig, OracleConfigParams, OracleType,
PerpMarketIndex, Serum3MarketIndex, TokenIndex, MAX_BANKS,
},
};
use fixed::types::I80F48;
use futures::{stream, StreamExt, TryStreamExt};
use itertools::Itertools;
use crate::{gpa::*, AccountFetcher, FallbackOracleConfig};
use solana_client::nonblocking::rpc_client::RpcClient as RpcClientAsync;
use solana_sdk::account::Account;
use solana_sdk::instruction::AccountMeta;
use solana_sdk::pubkey::Pubkey;
#[derive(Clone, PartialEq, Eq)]
pub struct TokenContext {
pub group: Pubkey,
pub token_index: TokenIndex,
pub name: String,
pub mint: Pubkey,
pub oracle: Pubkey,
pub banks: [Pubkey; MAX_BANKS],
pub vaults: [Pubkey; MAX_BANKS],
pub fallback_context: FallbackOracleContext,
pub mint_info_address: Pubkey,
pub decimals: u8,
pub oracle_config: OracleConfig,
}
impl TokenContext {
pub fn native_to_ui(&self, native: I80F48) -> f64 {
(native / I80F48::from(10u64.pow(self.decimals.into()))).to_num()
}
pub fn first_bank(&self) -> Pubkey {
self.banks[0]
}
pub fn first_vault(&self) -> Pubkey {
self.vaults[0]
}
pub fn banks(&self) -> &[Pubkey] {
let n_banks = self
.banks
.iter()
.position(|&b| b == Pubkey::default())
.unwrap_or(MAX_BANKS);
&self.banks[..n_banks]
}
}
#[derive(Clone, PartialEq, Eq)]
pub struct FallbackOracleContext {
pub key: Pubkey,
// only used for CLMM fallback oracles, otherwise Pubkey::default
pub quote_key: Pubkey,
}
impl FallbackOracleContext {
pub fn keys(&self) -> Vec<Pubkey> {
vec![self.key, self.quote_key]
}
}
#[derive(Clone, PartialEq, Eq)]
pub struct Serum3MarketContext {
pub address: Pubkey,
pub name: String,
pub serum_program: Pubkey,
pub serum_market_external: Pubkey,
pub base_token_index: TokenIndex,
pub quote_token_index: TokenIndex,
pub bids: Pubkey,
pub asks: Pubkey,
pub event_q: Pubkey,
pub req_q: Pubkey,
pub coin_vault: Pubkey,
pub pc_vault: Pubkey,
pub vault_signer: Pubkey,
pub coin_lot_size: u64,
pub pc_lot_size: u64,
}
#[derive(Clone, PartialEq, Eq)]
pub struct PerpMarketContext {
pub group: Pubkey,
pub perp_market_index: PerpMarketIndex,
pub settle_token_index: TokenIndex,
pub address: Pubkey,
pub name: String,
pub bids: Pubkey,
pub asks: Pubkey,
pub event_queue: Pubkey,
pub oracle: Pubkey,
pub base_lot_size: i64,
pub quote_lot_size: i64,
pub base_decimals: u8,
pub init_overall_asset_weight: I80F48,
}
pub struct ComputeEstimates {
pub cu_per_mango_instruction: u32,
pub health_cu_per_token: u32,
pub health_cu_per_perp: u32,
pub health_cu_per_serum: u32,
pub cu_per_serum3_order_match: u32,
pub cu_per_serum3_order_cancel: u32,
pub cu_per_perp_order_match: u32,
pub cu_per_perp_order_cancel: u32,
pub cu_per_oracle_fallback: u32,
}
impl Default for ComputeEstimates {
fn default() -> Self {
Self {
cu_per_mango_instruction: 100_000,
health_cu_per_token: 5000,
health_cu_per_perp: 8000,
health_cu_per_serum: 6000,
// measured around 1.5k, see test_serum_compute
cu_per_serum3_order_match: 3_000,
// measured around 11k, see test_serum_compute
cu_per_serum3_order_cancel: 20_000,
// measured around 3.5k, see test_perp_compute
cu_per_perp_order_match: 7_000,
// measured around 3.5k, see test_perp_compute
cu_per_perp_order_cancel: 7_000,
// measured around 2k, see test_health_compute_tokens_fallback_oracles
cu_per_oracle_fallback: 2000,
}
}
}
impl ComputeEstimates {
pub fn health_for_counts(
&self,
tokens: usize,
perps: usize,
serums: usize,
fallbacks: usize,
) -> u32 {
let tokens: u32 = tokens.try_into().unwrap();
let perps: u32 = perps.try_into().unwrap();
let serums: u32 = serums.try_into().unwrap();
let fallbacks: u32 = fallbacks.try_into().unwrap();
tokens * self.health_cu_per_token
+ perps * self.health_cu_per_perp
+ serums * self.health_cu_per_serum
+ fallbacks * self.cu_per_oracle_fallback
}
pub fn health_for_account(&self, account: &MangoAccountValue, num_fallbacks: usize) -> u32 {
self.health_for_counts(
account.active_token_positions().count(),
account.active_perp_positions().count(),
account.active_serum3_orders().count(),
num_fallbacks,
)
}
}
pub struct MangoGroupContext {
pub group: Pubkey,
pub tokens: HashMap<TokenIndex, TokenContext>,
pub token_indexes_by_name: HashMap<String, TokenIndex>,
pub serum3_markets: HashMap<Serum3MarketIndex, Serum3MarketContext>,
pub serum3_market_indexes_by_name: HashMap<String, Serum3MarketIndex>,
pub perp_markets: HashMap<PerpMarketIndex, PerpMarketContext>,
pub perp_market_indexes_by_name: HashMap<String, PerpMarketIndex>,
pub address_lookup_tables: Vec<Pubkey>,
pub compute_estimates: ComputeEstimates,
}
impl MangoGroupContext {
pub fn mint_info_address(&self, token_index: TokenIndex) -> Pubkey {
self.token(token_index).mint_info_address
}
pub fn perp(&self, perp_market_index: PerpMarketIndex) -> &PerpMarketContext {
self.perp_markets.get(&perp_market_index).unwrap()
}
pub fn perp_market_address(&self, perp_market_index: PerpMarketIndex) -> Pubkey {
self.perp(perp_market_index).address
}
pub fn serum3_market_index(&self, name: &str) -> Serum3MarketIndex {
*self.serum3_market_indexes_by_name.get(name).unwrap()
}
pub fn serum3(&self, market_index: Serum3MarketIndex) -> &Serum3MarketContext {
self.serum3_markets.get(&market_index).unwrap()
}
pub fn serum3_base_token(&self, market_index: Serum3MarketIndex) -> &TokenContext {
self.token(self.serum3(market_index).base_token_index)
}
pub fn serum3_quote_token(&self, market_index: Serum3MarketIndex) -> &TokenContext {
self.token(self.serum3(market_index).quote_token_index)
}
pub fn token(&self, token_index: TokenIndex) -> &TokenContext {
self.tokens.get(&token_index).unwrap()
}
pub fn token_by_mint(&self, mint: &Pubkey) -> anyhow::Result<&TokenContext> {
self.tokens
.values()
.find(|tc| tc.mint == *mint)
.ok_or_else(|| anyhow::anyhow!("no token for mint {}", mint))
}
pub fn token_by_name(&self, name: &str) -> &TokenContext {
let mut tc_iter = self.tokens.values().filter(|tc| tc.name == name);
let tc = tc_iter.next();
assert!(
tc.is_some(),
"token {name} not found; names {:?}",
self.tokens.values().map(|tc| tc.name.clone()).collect_vec()
);
assert!(tc_iter.next().is_none(), "multiple token {name} found");
tc.unwrap()
}
pub async fn new_from_rpc(rpc: &RpcClientAsync, group: Pubkey) -> anyhow::Result<Self> {
let program = mango_v4::ID;
// tokens
let mint_info_tuples = fetch_mint_infos(rpc, program, group).await?;
let mut tokens = mint_info_tuples
.iter()
.map(|(pk, mi)| {
(
mi.token_index,
TokenContext {
token_index: mi.token_index,
name: String::new(),
mint_info_address: *pk,
decimals: u8::MAX,
banks: mi.banks,
vaults: mi.vaults,
oracle: mi.oracle,
fallback_context: FallbackOracleContext {
key: mi.fallback_oracle,
quote_key: Pubkey::default(),
},
oracle_config: OracleConfigParams::default().to_oracle_config(),
group: mi.group,
mint: mi.mint,
},
)
})
.collect::<HashMap<_, _>>();
// reading the banks is only needed for the token names, decimals and oracle configs
// FUTURE: either store the names on MintInfo as well, or maybe don't store them at all
// because they are in metaplex?
let bank_tuples = fetch_banks(rpc, program, group).await?;
let fallback_keys: Vec<Pubkey> = bank_tuples
.iter()
.map(|tup| tup.1.fallback_oracle)
.collect();
let fallback_oracle_accounts = fetch_multiple_accounts(rpc, &fallback_keys[..]).await?;
for (index, (_, bank)) in bank_tuples.iter().enumerate() {
let token = tokens.get_mut(&bank.token_index).unwrap();
token.name = bank.name().into();
token.decimals = bank.mint_decimals;
token.oracle_config = bank.oracle_config;
let (key, acc_info) = fallback_oracle_accounts[index].clone();
token.fallback_context.quote_key =
get_fallback_quote_key(&KeyedAccountSharedData::new(key, acc_info));
}
assert!(tokens.values().all(|t| t.decimals != u8::MAX));
// serum3 markets
let serum3_market_tuples = fetch_serum3_markets(rpc, program, group).await?;
let serum3_markets_external = stream::iter(serum3_market_tuples.iter())
.then(|(_, s)| fetch_raw_account(rpc, s.serum_market_external))
.try_collect::<Vec<_>>()
.await?;
let serum3_markets = serum3_market_tuples
.iter()
.zip(serum3_markets_external.iter())
.map(|((pk, s), market_external_account)| {
let market_external: &serum_dex::state::MarketState = bytemuck::from_bytes(
&market_external_account.data
[5..5 + std::mem::size_of::<serum_dex::state::MarketState>()],
);
let vault_signer = serum_dex::state::gen_vault_signer_key(
market_external.vault_signer_nonce,
&s.serum_market_external,
&s.serum_program,
)
.unwrap();
(
s.market_index,
Serum3MarketContext {
address: *pk,
base_token_index: s.base_token_index,
quote_token_index: s.quote_token_index,
name: s.name().to_string(),
serum_program: s.serum_program,
serum_market_external: s.serum_market_external,
bids: from_serum_style_pubkey(market_external.bids),
asks: from_serum_style_pubkey(market_external.asks),
event_q: from_serum_style_pubkey(market_external.event_q),
req_q: from_serum_style_pubkey(market_external.req_q),
coin_vault: from_serum_style_pubkey(market_external.coin_vault),
pc_vault: from_serum_style_pubkey(market_external.pc_vault),
vault_signer,
coin_lot_size: market_external.coin_lot_size,
pc_lot_size: market_external.pc_lot_size,
},
)
})
.collect::<HashMap<_, _>>();
// perp markets
let perp_market_tuples = fetch_perp_markets(rpc, program, group).await?;
let perp_markets = perp_market_tuples
.iter()
.map(|(pk, pm)| {
(
pm.perp_market_index,
PerpMarketContext {
address: *pk,
group: pm.group,
oracle: pm.oracle,
perp_market_index: pm.perp_market_index,
settle_token_index: pm.settle_token_index,
asks: pm.asks,
bids: pm.bids,
event_queue: pm.event_queue,
base_decimals: pm.base_decimals,
base_lot_size: pm.base_lot_size,
quote_lot_size: pm.quote_lot_size,
init_overall_asset_weight: pm.init_overall_asset_weight,
name: pm.name().to_string(),
},
)
})
.collect::<HashMap<_, _>>();
// Name lookup tables
let token_indexes_by_name = tokens
.iter()
.map(|(i, t)| (t.name.clone(), *i))
.collect::<HashMap<_, _>>();
let serum3_market_indexes_by_name = serum3_markets
.iter()
.map(|(i, s)| (s.name.clone(), *i))
.collect::<HashMap<_, _>>();
let perp_market_indexes_by_name = perp_markets
.iter()
.map(|(i, p)| (p.name.clone(), *i))
.collect::<HashMap<_, _>>();
let group_data = fetch_anchor_account::<Group>(rpc, &group).await?;
let address_lookup_tables = group_data
.address_lookup_tables
.iter()
.filter(|&&k| k != Pubkey::default())
.cloned()
.collect::<Vec<Pubkey>>();
Ok(MangoGroupContext {
group,
tokens,
token_indexes_by_name,
serum3_markets,
serum3_market_indexes_by_name,
perp_markets,
perp_market_indexes_by_name,
address_lookup_tables,
compute_estimates: ComputeEstimates::default(),
})
}
pub fn derive_health_check_remaining_account_metas(
&self,
account: &MangoAccountValue,
affected_tokens: Vec<TokenIndex>,
writable_banks: Vec<TokenIndex>,
affected_perp_markets: Vec<PerpMarketIndex>,
fallback_contexts: HashMap<Pubkey, FallbackOracleContext>,
) -> anyhow::Result<(Vec<AccountMeta>, u32)> {
let mut account = account.clone();
for affected_token_index in affected_tokens.iter().chain(writable_banks.iter()) {
account.ensure_token_position(*affected_token_index)?;
}
for affected_perp_market_index in affected_perp_markets {
let settle_token_index = self.perp(affected_perp_market_index).settle_token_index;
account.ensure_perp_position(affected_perp_market_index, settle_token_index)?;
}
// figure out all the banks/oracles that need to be passed for the health check
let mut banks = vec![];
let mut oracles = vec![];
let mut fallbacks = vec![];
for position in account.active_token_positions() {
let token = self.token(position.token_index);
banks.push((
token.first_bank(),
writable_banks.iter().any(|&ti| ti == position.token_index),
));
oracles.push(token.oracle);
if let Some(fallback_context) = fallback_contexts.get(&token.oracle) {
fallbacks.extend(fallback_context.keys());
}
}
let serum_oos = account.active_serum3_orders().map(|&s| s.open_orders);
let perp_markets = account
.active_perp_positions()
.map(|&pa| self.perp_market_address(pa.market_index));
let perp_oracles = account
.active_perp_positions()
.map(|&pa| self.perp(pa.market_index).oracle);
// FUTURE: implement fallback oracles for perps
let fallback_oracles: Vec<Pubkey> = fallbacks
.into_iter()
.unique()
.filter(|key| !oracles.contains(key) && key != &Pubkey::default())
.collect();
let fallbacks_len = fallback_oracles.len();
let to_account_meta = |pubkey| AccountMeta {
pubkey,
is_writable: false,
is_signer: false,
};
let accounts = banks
.iter()
.map(|&(pubkey, is_writable)| AccountMeta {
pubkey,
is_writable,
is_signer: false,
})
.chain(oracles.into_iter().map(to_account_meta))
.chain(perp_markets.map(to_account_meta))
.chain(perp_oracles.map(to_account_meta))
.chain(serum_oos.map(to_account_meta))
.chain(fallback_oracles.into_iter().map(to_account_meta))
.collect();
let cu = self
.compute_estimates
.health_for_account(&account, fallbacks_len);
Ok((accounts, cu))
}
pub fn derive_health_check_remaining_account_metas_two_accounts(
&self,
account1: &MangoAccountValue,
account2: &MangoAccountValue,
affected_tokens: &[TokenIndex],
writable_banks: &[TokenIndex],
fallback_contexts: HashMap<Pubkey, FallbackOracleContext>,
) -> anyhow::Result<(Vec<AccountMeta>, u32)> {
// figure out all the banks/oracles that need to be passed for the health check
let mut banks = vec![];
let mut oracles = vec![];
let mut fallbacks = vec![];
let token_indexes = account2
.active_token_positions()
.chain(account1.active_token_positions())
.map(|ta| ta.token_index)
.chain(affected_tokens.iter().copied())
.unique();
for token_index in token_indexes {
let token = self.token(token_index);
let writable_bank = writable_banks.iter().contains(&token_index);
banks.push((token.first_bank(), writable_bank));
oracles.push(token.oracle);
if let Some(fallback_context) = fallback_contexts.get(&token.oracle) {
fallbacks.extend(fallback_context.keys());
}
}
let serum_oos = account2
.active_serum3_orders()
.chain(account1.active_serum3_orders())
.map(|&s| s.open_orders);
let perp_market_indexes = account2
.active_perp_positions()
.chain(account1.active_perp_positions())
.map(|&pa| pa.market_index)
.unique()
.collect::<Vec<_>>();
let perp_markets = perp_market_indexes
.iter()
.map(|&index| self.perp_market_address(index));
let perp_oracles = perp_market_indexes
.iter()
.map(|&index| self.perp(index).oracle);
// FUTURE: implement fallback oracles for perps
let fallback_oracles: Vec<Pubkey> = fallbacks
.into_iter()
.unique()
.filter(|key| !oracles.contains(key) && key != &Pubkey::default())
.collect();
let fallbacks_len = fallback_oracles.len();
let to_account_meta = |pubkey| AccountMeta {
pubkey,
is_writable: false,
is_signer: false,
};
let accounts = banks
.iter()
.map(|(pubkey, is_writable)| AccountMeta {
pubkey: *pubkey,
is_writable: *is_writable,
is_signer: false,
})
.chain(oracles.into_iter().map(to_account_meta))
.chain(perp_markets.map(to_account_meta))
.chain(perp_oracles.map(to_account_meta))
.chain(serum_oos.map(to_account_meta))
.chain(fallback_oracles.into_iter().map(to_account_meta))
.collect();
// Since health is likely to be computed separately for both accounts, we don't use the
// unique'd counts to estimate health cu cost.
let account1_token_count = account1
.active_token_positions()
.map(|ta| ta.token_index)
.chain(affected_tokens.iter().copied())
.unique()
.count();
let account2_token_count = account2
.active_token_positions()
.map(|ta| ta.token_index)
.chain(affected_tokens.iter().copied())
.unique()
.count();
let cu = self.compute_estimates.health_for_counts(
account1_token_count,
account1.active_perp_positions().count(),
account1.active_serum3_orders().count(),
fallbacks_len,
) + self.compute_estimates.health_for_counts(
account2_token_count,
account2.active_perp_positions().count(),
account2.active_serum3_orders().count(),
fallbacks_len,
);
Ok((accounts, cu))
}
/// Returns true if the on-chain context changed significantly, this currently means:
/// - new listings (token, serum, perp)
/// - oracle pubkey or config changes
/// - other config changes visible through the context
/// This is done because those would affect the pubkeys the websocket streams need to listen to,
/// or change limits, oracle staleness or other relevant configuration.
pub fn changed_significantly(&self, other: &Self) -> bool {
if other.tokens.len() != self.tokens.len() {
return true;
}
for (&ti, old) in self.tokens.iter() {
if old != other.token(ti) {
return true;
}
}
if other.serum3_markets.len() != self.serum3_markets.len() {
return true;
}
for (&mi, old) in self.serum3_markets.iter() {
if old != other.serum3(mi) {
return true;
}
}
if other.perp_markets.len() != self.perp_markets.len() {
return true;
}
for (&pi, old) in self.perp_markets.iter() {
if old != other.perp(pi) {
return true;
}
}
if other.address_lookup_tables != self.address_lookup_tables {
return true;
}
false
}
pub async fn new_tokens_listed(&self, rpc: &RpcClientAsync) -> anyhow::Result<bool> {
let mint_infos = fetch_mint_infos(rpc, mango_v4::id(), self.group).await?;
Ok(mint_infos.len() > self.tokens.len())
}
pub async fn new_serum3_markets_listed(&self, rpc: &RpcClientAsync) -> anyhow::Result<bool> {
let serum3_markets = fetch_serum3_markets(rpc, mango_v4::id(), self.group).await?;
Ok(serum3_markets.len() > self.serum3_markets.len())
}
pub async fn new_perp_markets_listed(&self, rpc: &RpcClientAsync) -> anyhow::Result<bool> {
let new_perp_markets = fetch_perp_markets(rpc, mango_v4::id(), self.group).await?;
Ok(new_perp_markets.len() > self.perp_markets.len())
}
/// Returns a map of oracle pubkey -> FallbackOracleContext
pub async fn derive_fallback_oracle_keys(
&self,
fallback_oracle_config: &FallbackOracleConfig,
account_fetcher: &dyn AccountFetcher,
) -> anyhow::Result<HashMap<Pubkey, FallbackOracleContext>> {
// FUTURE: implement for perp oracles as well
let fallbacks_by_oracle = match fallback_oracle_config {
FallbackOracleConfig::Never => HashMap::new(),
FallbackOracleConfig::Fixed(keys) => self
.tokens
.iter()
.filter(|token| {
token.1.fallback_context.key != Pubkey::default()
&& keys.contains(&token.1.fallback_context.key)
})
.map(|t| (t.1.oracle, t.1.fallback_context.clone()))
.collect(),
FallbackOracleConfig::All => self
.tokens
.iter()
.filter(|token| token.1.fallback_context.key != Pubkey::default())
.map(|t| (t.1.oracle, t.1.fallback_context.clone()))
.collect(),
FallbackOracleConfig::Dynamic => {
let tokens_by_oracle: HashMap<Pubkey, &TokenContext> =
self.tokens.iter().map(|t| (t.1.oracle, t.1)).collect();
let oracle_keys: Vec<Pubkey> =
tokens_by_oracle.values().map(|b| b.oracle).collect();
let oracle_accounts = account_fetcher
.fetch_multiple_accounts(&oracle_keys)
.await?;
let now_slot = account_fetcher.get_slot().await?;
let mut stale_oracles_with_fallbacks = vec![];
for (key, acc) in oracle_accounts {
let token = tokens_by_oracle.get(&key).unwrap();
let state = oracle_state_unchecked(
&OracleAccountInfos::from_reader(&KeyedAccountSharedData::new(key, acc)),
token.decimals,
)?;
let oracle_is_valid = state
.check_confidence_and_maybe_staleness(&token.oracle_config, Some(now_slot));
if oracle_is_valid.is_err() && token.fallback_context.key != Pubkey::default() {
stale_oracles_with_fallbacks
.push((token.oracle, token.fallback_context.clone()));
}
}
stale_oracles_with_fallbacks.into_iter().collect()
}
};
Ok(fallbacks_by_oracle)
}
}
fn from_serum_style_pubkey(d: [u64; 4]) -> Pubkey {
let b: [u8; 32] = bytemuck::cast(d);
Pubkey::from(b)
}
async fn fetch_raw_account(rpc: &RpcClientAsync, address: Pubkey) -> Result<Account, ClientError> {
rpc.get_account_with_commitment(&address, rpc.commitment())
.await?
.value
.ok_or(ClientError::AccountNotFound)
}
/// Fetch the quote key for a fallback oracle account info.
/// Returns Pubkey::default if no quote key is found or there are any
/// errors occur when trying to fetch the quote oracle.
/// This function will only return a non-default key when a CLMM oracle is used
fn get_fallback_quote_key(acc_info: &impl KeyedAccountReader) -> Pubkey {
let maybe_key = match determine_oracle_type(acc_info).ok() {
Some(oracle_type) => match oracle_type {
OracleType::OrcaCLMM => match load_whirlpool_state(acc_info).ok() {
Some(whirlpool) => whirlpool.get_quote_oracle().ok(),
None => None,
},
_ => None,
},
None => None,
};
maybe_key.unwrap_or_else(|| Pubkey::default())
}