mango-v4/programs/mango-v4/src/health/account_retriever.rs

654 lines
24 KiB
Rust

use anchor_lang::prelude::*;
use anchor_lang::ZeroCopy;
use fixed::types::I80F48;
use serum_dex::state::OpenOrders;
use std::cell::Ref;
use std::collections::HashMap;
use crate::accounts_zerocopy::*;
use crate::error::*;
use crate::serum3_cpi;
use crate::state::pyth_mainnet_sol_oracle;
use crate::state::pyth_mainnet_usdc_oracle;
use crate::state::OracleAccountInfos;
use crate::state::{Bank, MangoAccountRef, PerpMarket, PerpMarketIndex, TokenIndex};
/// This trait abstracts how to find accounts needed for the health computation.
///
/// There are different ways they are retrieved from remainingAccounts, based
/// on the instruction:
/// - FixedOrderAccountRetriever requires the remainingAccounts to be in a well
/// defined order and is the fastest. It's used where possible.
/// - ScanningAccountRetriever does a linear scan for each account it needs.
/// It needs more compute, but works when a union of bank/oracle/market accounts
/// are passed because health needs to be computed for different baskets in
/// one instruction (such as for liquidation instructions).
pub trait AccountRetriever {
fn bank_and_oracle(
&self,
group: &Pubkey,
active_token_position_index: usize,
token_index: TokenIndex,
) -> Result<(&Bank, I80F48)>;
fn serum_oo(&self, active_serum_oo_index: usize, key: &Pubkey) -> Result<&OpenOrders>;
fn perp_market_and_oracle_price(
&self,
group: &Pubkey,
active_perp_position_index: usize,
perp_market_index: PerpMarketIndex,
) -> Result<(&PerpMarket, I80F48)>;
}
/// Assumes the account infos needed for the health computation follow a strict order.
///
/// 1. n_banks Bank account, in the order of account.token_iter_active()
/// 2. n_banks oracle accounts, one for each bank in the same order
/// 3. PerpMarket accounts, in the order of account.perps.iter_active_accounts()
/// 4. PerpMarket oracle accounts, in the order of the perp market accounts
/// 5. serum3 OpenOrders accounts, in the order of account.serum3.iter_active()
/// 6. fallback oracle accounts, order and existence of accounts is not guaranteed
pub struct FixedOrderAccountRetriever<T: KeyedAccountReader> {
pub ais: Vec<T>,
pub n_banks: usize,
pub n_perps: usize,
pub begin_perp: usize,
pub begin_serum3: usize,
pub staleness_slot: Option<u64>,
pub begin_fallback_oracles: usize,
pub usdc_oracle_index: Option<usize>,
pub sol_oracle_index: Option<usize>,
}
pub fn new_fixed_order_account_retriever<'a, 'info>(
ais: &'a [AccountInfo<'info>],
account: &MangoAccountRef,
) -> Result<FixedOrderAccountRetriever<AccountInfoRef<'a, 'info>>> {
let active_token_len = account.active_token_positions().count();
let active_serum3_len = account.active_serum3_orders().count();
let active_perp_len = account.active_perp_positions().count();
let expected_ais = active_token_len * 2 // banks + oracles
+ active_perp_len * 2 // PerpMarkets + Oracles
+ active_serum3_len; // open_orders
require_msg_typed!(ais.len() >= expected_ais, MangoError::InvalidHealthAccountCount,
"received {} accounts but expected {} ({} banks, {} bank oracles, {} perp markets, {} perp oracles, {} serum3 oos)",
ais.len(), expected_ais,
active_token_len, active_token_len, active_perp_len, active_perp_len, active_serum3_len
);
let usdc_oracle_index = ais[..]
.iter()
.position(|o| o.key == &pyth_mainnet_usdc_oracle::ID);
let sol_oracle_index = ais[..]
.iter()
.position(|o| o.key == &pyth_mainnet_sol_oracle::ID);
Ok(FixedOrderAccountRetriever {
ais: AccountInfoRef::borrow_slice(ais)?,
n_banks: active_token_len,
n_perps: active_perp_len,
begin_perp: active_token_len * 2,
begin_serum3: active_token_len * 2 + active_perp_len * 2,
staleness_slot: Some(Clock::get()?.slot),
begin_fallback_oracles: expected_ais,
usdc_oracle_index,
sol_oracle_index,
})
}
impl<T: KeyedAccountReader> FixedOrderAccountRetriever<T> {
fn bank(&self, group: &Pubkey, account_index: usize, token_index: TokenIndex) -> Result<&Bank> {
let bank = self.ais[account_index].load::<Bank>()?;
require_keys_eq!(bank.group, *group);
require_eq!(bank.token_index, token_index);
Ok(bank)
}
fn perp_market(
&self,
group: &Pubkey,
account_index: usize,
perp_market_index: PerpMarketIndex,
) -> Result<&PerpMarket> {
let market_ai = &self.ais[account_index];
let market = market_ai.load::<PerpMarket>()?;
require_keys_eq!(market.group, *group);
require_eq!(market.perp_market_index, perp_market_index);
Ok(market)
}
fn oracle_price_perp(&self, account_index: usize, perp_market: &PerpMarket) -> Result<I80F48> {
let oracle = &self.ais[account_index];
let oracle_acc_infos = OracleAccountInfos::from_reader(oracle);
perp_market.oracle_price(&oracle_acc_infos, self.staleness_slot)
}
#[inline(always)]
fn create_oracle_infos(
&self,
oracle_index: usize,
fallback_key: &Pubkey,
) -> OracleAccountInfos<T> {
let oracle = &self.ais[oracle_index];
let fallback_opt = self.ais[self.begin_fallback_oracles..]
.iter()
.find(|ai| ai.key() == fallback_key);
OracleAccountInfos {
oracle,
fallback_opt,
usdc_opt: self.usdc_oracle_index.map(|i| &self.ais[i]),
sol_opt: self.sol_oracle_index.map(|i| &self.ais[i]),
}
}
}
impl<T: KeyedAccountReader> AccountRetriever for FixedOrderAccountRetriever<T> {
fn bank_and_oracle(
&self,
group: &Pubkey,
active_token_position_index: usize,
token_index: TokenIndex,
) -> Result<(&Bank, I80F48)> {
let bank_account_index = active_token_position_index;
let bank = self
.bank(group, bank_account_index, token_index)
.with_context(|| {
format!(
"loading bank with health account index {}, token index {}, passed account {}",
bank_account_index,
token_index,
self.ais[bank_account_index].key(),
)
})?;
let oracle_index = self.n_banks + active_token_position_index;
let oracle_acc_infos = &self.create_oracle_infos(oracle_index, &bank.fallback_oracle);
let oracle_price_result = bank.oracle_price(oracle_acc_infos, self.staleness_slot);
let oracle_price = oracle_price_result.with_context(|| {
format!(
"getting oracle for bank with health account index {} and token index {}, passed account {}",
bank_account_index,
token_index,
self.ais[oracle_index].key(),
)
})?;
Ok((bank, oracle_price))
}
fn perp_market_and_oracle_price(
&self,
group: &Pubkey,
active_perp_position_index: usize,
perp_market_index: PerpMarketIndex,
) -> Result<(&PerpMarket, I80F48)> {
let perp_index = self.begin_perp + active_perp_position_index;
let perp_market = self
.perp_market(group, perp_index, perp_market_index)
.with_context(|| {
format!(
"loading perp market with health account index {} and perp market index {}, passed account {}",
perp_index,
perp_market_index,
self.ais[perp_index].key(),
)
})?;
let oracle_index = perp_index + self.n_perps;
let oracle_price = self.oracle_price_perp(oracle_index, perp_market).with_context(|| {
format!(
"getting oracle for perp market with health account index {} and perp market index {}, passed account {}",
oracle_index,
perp_market_index,
self.ais[oracle_index].key(),
)
})?;
Ok((perp_market, oracle_price))
}
fn serum_oo(&self, active_serum_oo_index: usize, key: &Pubkey) -> Result<&OpenOrders> {
let serum_oo_index = self.begin_serum3 + active_serum_oo_index;
let ai = &self.ais[serum_oo_index];
(|| {
require_keys_eq!(*key, *ai.key());
serum3_cpi::load_open_orders(ai)
})()
.with_context(|| {
format!(
"loading serum open orders with health account index {}, passed account {}",
serum_oo_index,
ai.key(),
)
})
}
}
pub struct ScannedBanksAndOracles<'a, 'info> {
banks: Vec<AccountInfoRefMut<'a, 'info>>,
oracles: Vec<AccountInfoRef<'a, 'info>>,
fallback_oracles: Vec<AccountInfoRef<'a, 'info>>,
index_map: HashMap<TokenIndex, usize>,
staleness_slot: Option<u64>,
/// index in fallback_oracles
usd_oracle_index: Option<usize>,
/// index in fallback_oracles
sol_oracle_index: Option<usize>,
}
impl<'a, 'info> ScannedBanksAndOracles<'a, 'info> {
#[inline]
fn bank_index(&self, token_index: TokenIndex) -> Result<usize> {
Ok(*self.index_map.get(&token_index).ok_or_else(|| {
error_msg_typed!(
MangoError::TokenPositionDoesNotExist,
"token index {} not found",
token_index
)
})?)
}
#[allow(clippy::type_complexity)]
pub fn banks_mut_and_oracles(
&mut self,
token_index1: TokenIndex,
token_index2: TokenIndex,
) -> Result<(&mut Bank, I80F48, Option<(&mut Bank, I80F48)>)> {
if token_index1 == token_index2 {
let index = self.bank_index(token_index1)?;
let price = {
let bank = self.banks[index].load_fully_unchecked::<Bank>()?;
let oracle_acc_infos = self.create_oracle_infos(index, &bank.fallback_oracle);
bank.oracle_price(&oracle_acc_infos, self.staleness_slot)?
};
let bank = self.banks[index].load_mut_fully_unchecked::<Bank>()?;
return Ok((bank, price, None));
}
let index1 = self.bank_index(token_index1)?;
let index2 = self.bank_index(token_index2)?;
let (first, second, swap) = if index1 < index2 {
(index1, index2, false)
} else {
(index2, index1, true)
};
let (price1, price2) = {
let bank1 = self.banks[first].load_fully_unchecked::<Bank>()?;
let bank2 = self.banks[second].load_fully_unchecked::<Bank>()?;
let oracle_infos_1 = self.create_oracle_infos(first, &bank1.fallback_oracle);
let oracle_infos_2 = self.create_oracle_infos(second, &bank2.fallback_oracle);
let price1 = bank1.oracle_price(&oracle_infos_1, self.staleness_slot)?;
let price2 = bank2.oracle_price(&oracle_infos_2, self.staleness_slot)?;
(price1, price2)
};
// split_at_mut after the first bank and after the second bank
let (first_bank_part, second_bank_part) = self.banks.split_at_mut(first + 1);
let bank1 = first_bank_part[first].load_mut_fully_unchecked::<Bank>()?;
let bank2 = second_bank_part[second - (first + 1)].load_mut_fully_unchecked::<Bank>()?;
if swap {
Ok((bank2, price2, Some((bank1, price1))))
} else {
Ok((bank1, price1, Some((bank2, price2))))
}
}
pub fn scanned_bank_and_oracle(&self, token_index: TokenIndex) -> Result<(&Bank, I80F48)> {
let index = self.bank_index(token_index)?;
// The account was already loaded successfully during construction
let bank = self.banks[index].load_fully_unchecked::<Bank>()?;
let oracle_acc_infos = self.create_oracle_infos(index, &bank.fallback_oracle);
let price = bank.oracle_price(&oracle_acc_infos, self.staleness_slot)?;
Ok((bank, price))
}
#[inline(always)]
fn create_oracle_infos(
&self,
oracle_index: usize,
fallback_key: &Pubkey,
) -> OracleAccountInfos<AccountInfoRef> {
let oracle = &self.oracles[oracle_index];
let fallback_opt = if fallback_key == &Pubkey::default() {
None
} else {
self.fallback_oracles
.iter()
.find(|ai| ai.key == fallback_key)
};
OracleAccountInfos {
oracle,
fallback_opt,
usdc_opt: self.usd_oracle_index.map(|i| &self.fallback_oracles[i]),
sol_opt: self.sol_oracle_index.map(|i| &self.fallback_oracles[i]),
}
}
}
/// Takes a list of account infos containing
/// - an unknown number of Banks in any order, followed by
/// - the same number of oracles in the same order as the banks, followed by
/// - an unknown number of PerpMarket accounts
/// - the same number of oracles in the same order as the perp markets
/// - an unknown number of serum3 OpenOrders accounts
/// - an unknown number of fallback oracle accounts
/// and retrieves accounts needed for the health computation by doing a linear
/// scan for each request.
pub struct ScanningAccountRetriever<'a, 'info> {
banks_and_oracles: ScannedBanksAndOracles<'a, 'info>,
perp_markets: Vec<AccountInfoRef<'a, 'info>>,
perp_oracles: Vec<AccountInfoRef<'a, 'info>>,
serum3_oos: Vec<AccountInfoRef<'a, 'info>>,
perp_index_map: HashMap<PerpMarketIndex, usize>,
}
/// Returns None if `ai` doesn't have the owner or discriminator for T.
/// Forwards "can't borrow" error, so it can be raised immediately.
fn can_load_as<'a, T: ZeroCopy + Owner>(
(i, ai): (usize, &'a AccountInfo),
) -> Option<(usize, Result<Ref<'a, T>>)> {
let load_result = ai.load::<T>();
if load_result.is_anchor_error_with_code(ErrorCode::AccountDiscriminatorMismatch.into())
|| load_result.is_anchor_error_with_code(ErrorCode::AccountDiscriminatorNotFound.into())
|| load_result.is_anchor_error_with_code(ErrorCode::AccountOwnedByWrongProgram.into())
{
return None;
}
Some((i, load_result))
}
impl<'a, 'info> ScanningAccountRetriever<'a, 'info> {
pub fn new(ais: &'a [AccountInfo<'info>], group: &Pubkey) -> Result<Self> {
Self::new_with_staleness(ais, group, Some(Clock::get()?.slot))
}
pub fn new_with_staleness(
ais: &'a [AccountInfo<'info>],
group: &Pubkey,
staleness_slot: Option<u64>,
) -> Result<Self> {
// find all Bank accounts
let mut token_index_map = HashMap::with_capacity(ais.len() / 2);
ais.iter()
.enumerate()
.map_while(can_load_as::<Bank>)
.try_for_each(|(i, loaded)| {
(|| {
let bank = loaded?;
require_keys_eq!(bank.group, *group);
let previous = token_index_map.insert(bank.token_index, i);
require_msg!(
previous.is_none(),
"duplicate bank for token index {}",
bank.token_index
);
Ok(())
})()
.with_context(|| format!("scanning banks, health account index {}", i))
})?;
let n_banks = token_index_map.len();
// skip all banks and oracles, then find number of PerpMarket accounts
let perps_start = n_banks * 2;
let mut perp_index_map = HashMap::with_capacity(ais.len().saturating_sub(perps_start));
ais[perps_start..]
.iter()
.enumerate()
.map_while(can_load_as::<PerpMarket>)
.try_for_each(|(i, loaded)| {
(|| {
let perp_market = loaded?;
require_keys_eq!(perp_market.group, *group);
let previous = perp_index_map.insert(perp_market.perp_market_index, i);
require_msg!(
previous.is_none(),
"duplicate perp market for perp market index {}",
perp_market.perp_market_index
);
Ok(())
})()
.with_context(|| {
format!(
"scanning perp markets, health account index {}",
i + perps_start
)
})
})?;
let n_perps = perp_index_map.len();
let perp_oracles_start = perps_start + n_perps;
let serum3_start = perp_oracles_start + n_perps;
let n_serum3 = ais[serum3_start..]
.iter()
.take_while(|x| {
x.data_len() == std::mem::size_of::<serum_dex::state::OpenOrders>() + 12
&& serum3_cpi::has_serum_header(&x.data.borrow())
})
.count();
let fallback_oracles_start = serum3_start + n_serum3;
let usd_oracle_index = ais[fallback_oracles_start..]
.iter()
.position(|o| o.key == &pyth_mainnet_usdc_oracle::ID);
let sol_oracle_index = ais[fallback_oracles_start..]
.iter()
.position(|o| o.key == &pyth_mainnet_sol_oracle::ID);
Ok(Self {
banks_and_oracles: ScannedBanksAndOracles {
banks: AccountInfoRefMut::borrow_slice(&ais[..n_banks])?,
oracles: AccountInfoRef::borrow_slice(&ais[n_banks..perps_start])?,
fallback_oracles: AccountInfoRef::borrow_slice(&ais[fallback_oracles_start..])?,
index_map: token_index_map,
staleness_slot,
usd_oracle_index,
sol_oracle_index,
},
perp_markets: AccountInfoRef::borrow_slice(&ais[perps_start..perp_oracles_start])?,
perp_oracles: AccountInfoRef::borrow_slice(&ais[perp_oracles_start..serum3_start])?,
serum3_oos: AccountInfoRef::borrow_slice(&ais[serum3_start..fallback_oracles_start])?,
perp_index_map,
})
}
#[inline]
fn perp_market_index(&self, perp_market_index: PerpMarketIndex) -> Result<usize> {
Ok(*self
.perp_index_map
.get(&perp_market_index)
.ok_or_else(|| error_msg!("perp market index {} not found", perp_market_index))?)
}
#[allow(clippy::type_complexity)]
pub fn banks_mut_and_oracles(
&mut self,
token_index1: TokenIndex,
token_index2: TokenIndex,
) -> Result<(&mut Bank, I80F48, Option<(&mut Bank, I80F48)>)> {
self.banks_and_oracles
.banks_mut_and_oracles(token_index1, token_index2)
}
pub fn scanned_bank_and_oracle(&self, token_index: TokenIndex) -> Result<(&Bank, I80F48)> {
self.banks_and_oracles.scanned_bank_and_oracle(token_index)
}
pub fn scanned_perp_market_and_oracle(
&self,
perp_market_index: PerpMarketIndex,
) -> Result<(&PerpMarket, I80F48)> {
let index = self.perp_market_index(perp_market_index)?;
// The account was already loaded successfully during construction
let perp_market = self.perp_markets[index].load_fully_unchecked::<PerpMarket>()?;
let oracle_acc = &self.perp_oracles[index];
let oracle_acc_infos = OracleAccountInfos::from_reader(oracle_acc);
let price =
perp_market.oracle_price(&oracle_acc_infos, self.banks_and_oracles.staleness_slot)?;
Ok((perp_market, price))
}
pub fn scanned_serum_oo(&self, key: &Pubkey) -> Result<&OpenOrders> {
let oo = self
.serum3_oos
.iter()
.find(|ai| ai.key == key)
.ok_or_else(|| error_msg!("no serum3 open orders for key {}", key))?;
serum3_cpi::load_open_orders(oo)
}
pub fn into_banks_and_oracles(self) -> ScannedBanksAndOracles<'a, 'info> {
self.banks_and_oracles
}
}
impl<'a, 'info> AccountRetriever for ScanningAccountRetriever<'a, 'info> {
fn bank_and_oracle(
&self,
_group: &Pubkey,
_account_index: usize,
token_index: TokenIndex,
) -> Result<(&Bank, I80F48)> {
self.scanned_bank_and_oracle(token_index)
}
fn perp_market_and_oracle_price(
&self,
_group: &Pubkey,
_account_index: usize,
perp_market_index: PerpMarketIndex,
) -> Result<(&PerpMarket, I80F48)> {
self.scanned_perp_market_and_oracle(perp_market_index)
}
fn serum_oo(&self, _account_index: usize, key: &Pubkey) -> Result<&OpenOrders> {
self.scanned_serum_oo(key)
}
}
#[cfg(test)]
mod tests {
use super::super::test::*;
use super::*;
use serum_dex::state::OpenOrders;
use std::convert::identity;
#[test]
fn test_scanning_account_retriever() {
let oracle1_price = 1.0;
let oracle2_price = 5.0;
let group = Pubkey::new_unique();
let (mut bank1, mut oracle1) = mock_bank_and_oracle(group, 1, oracle1_price, 0.2, 0.1);
let (mut bank2, mut oracle2) = mock_bank_and_oracle(group, 4, oracle2_price, 0.5, 0.3);
let (mut bank3, _) = mock_bank_and_oracle(group, 5, 1.0, 0.5, 0.3);
// bank3 reuses the bank2 oracle, to ensure the ScanningAccountRetriever doesn't choke on that
bank3.data().oracle = oracle2.pubkey;
let mut oo1 = TestAccount::<OpenOrders>::new_zeroed();
let oo1key = oo1.pubkey;
oo1.data().native_pc_total = 20;
let mut perp1 = mock_perp_market(
group,
oracle2.pubkey,
oracle2_price,
9,
(0.2, 0.1),
(0.05, 0.02),
);
let mut perp2 = mock_perp_market(
group,
oracle1.pubkey,
oracle1_price,
8,
(0.2, 0.1),
(0.05, 0.02),
);
let oracle1_account_info = oracle1.as_account_info();
let oracle2_account_info = oracle2.as_account_info();
let ais = vec![
bank1.as_account_info(),
bank2.as_account_info(),
bank3.as_account_info(),
oracle1_account_info.clone(),
oracle2_account_info.clone(),
oracle2_account_info.clone(),
perp1.as_account_info(),
perp2.as_account_info(),
oracle2_account_info,
oracle1_account_info,
oo1.as_account_info(),
];
let mut retriever =
ScanningAccountRetriever::new_with_staleness(&ais, &group, None).unwrap();
assert_eq!(retriever.banks_and_oracles.banks.len(), 3);
assert_eq!(retriever.banks_and_oracles.index_map.len(), 3);
assert_eq!(retriever.banks_and_oracles.oracles.len(), 3);
assert_eq!(retriever.perp_markets.len(), 2);
assert_eq!(retriever.perp_oracles.len(), 2);
assert_eq!(retriever.perp_index_map.len(), 2);
assert_eq!(retriever.serum3_oos.len(), 1);
{
let (b1, o1, opt_b2o2) = retriever.banks_mut_and_oracles(1, 4).unwrap();
let (b2, o2) = opt_b2o2.unwrap();
assert_eq!(b1.token_index, 1);
assert_eq!(o1, I80F48::ONE);
assert_eq!(b2.token_index, 4);
assert_eq!(o2, 5 * I80F48::ONE);
}
{
let (b1, o1, opt_b2o2) = retriever.banks_mut_and_oracles(4, 1).unwrap();
let (b2, o2) = opt_b2o2.unwrap();
assert_eq!(b1.token_index, 4);
assert_eq!(o1, 5 * I80F48::ONE);
assert_eq!(b2.token_index, 1);
assert_eq!(o2, I80F48::ONE);
}
{
let (b1, o1, opt_b2o2) = retriever.banks_mut_and_oracles(4, 4).unwrap();
assert!(opt_b2o2.is_none());
assert_eq!(b1.token_index, 4);
assert_eq!(o1, 5 * I80F48::ONE);
}
retriever.banks_mut_and_oracles(4, 2).unwrap_err();
{
let (b, o) = retriever.scanned_bank_and_oracle(5).unwrap();
assert_eq!(b.token_index, 5);
assert_eq!(o, 5 * I80F48::ONE);
}
let oo = retriever.serum_oo(0, &oo1key).unwrap();
assert_eq!(identity(oo.native_pc_total), 20);
assert!(retriever.serum_oo(1, &Pubkey::default()).is_err());
let (perp, oracle_price) = retriever
.perp_market_and_oracle_price(&group, 0, 9)
.unwrap();
assert_eq!(identity(perp.perp_market_index), 9);
assert_eq!(oracle_price, oracle2_price);
let (perp, oracle_price) = retriever
.perp_market_and_oracle_price(&group, 1, 8)
.unwrap();
assert_eq!(identity(perp.perp_market_index), 8);
assert_eq!(oracle_price, oracle1_price);
assert!(retriever
.perp_market_and_oracle_price(&group, 1, 5)
.is_err());
}
}