1162 lines
31 KiB
Rust
1162 lines
31 KiB
Rust
use super::*;
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#[tokio::test]
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async fn test_token_conditional_swap_basic() -> Result<(), TransportError> {
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pub use utils::assert_equal_f64_f64 as assert_equal_f_f;
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let context = TestContext::new().await;
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let solana = &context.solana.clone();
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let admin = TestKeypair::new();
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let owner = context.users[0].key;
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let payer = context.users[1].key;
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let mints = &context.mints[0..2];
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//
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// SETUP: Create a group, account, register a token (mint0)
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//
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let mango_setup::GroupWithTokens { group, tokens, .. } = mango_setup::GroupWithTokensConfig {
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admin,
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payer,
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mints: mints.to_vec(),
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..mango_setup::GroupWithTokensConfig::default()
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}
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.create(solana)
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.await;
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let quote_token = &tokens[0];
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let base_token = &tokens[1];
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let deposit_amount = 1_000_000_000f64;
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let account = create_funded_account(
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&solana,
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group,
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owner,
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0,
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&context.users[1],
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mints,
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deposit_amount as u64,
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0,
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)
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.await;
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let liqor = create_funded_account(
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&solana,
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group,
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owner,
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1,
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&context.users[1],
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mints,
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deposit_amount as u64,
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0,
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)
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.await;
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let no_tcs_account = send_tx(
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solana,
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AccountCreateInstruction {
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account_num: 2,
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token_conditional_swap_count: 0,
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group,
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owner,
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payer,
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..Default::default()
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},
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)
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.await
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.unwrap()
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.account;
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send_tx(
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solana,
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TokenEdit {
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group,
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admin,
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mint: quote_token.mint.pubkey,
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fallback_oracle: Pubkey::default(),
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options: mango_v4::instruction::TokenEdit {
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token_conditional_swap_taker_fee_rate_opt: Some(0.05),
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token_conditional_swap_maker_fee_rate_opt: Some(0.1),
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..token_edit_instruction_default()
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},
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},
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)
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.await
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.unwrap();
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//
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// TEST: Trying to add a tcs on an account without space will fail
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//
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let tx_result = send_tx(
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solana,
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TokenConditionalSwapCreateInstruction {
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account: no_tcs_account,
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owner,
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buy_mint: quote_token.mint.pubkey,
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sell_mint: base_token.mint.pubkey,
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max_buy: 1000,
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max_sell: 1000,
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price_lower_limit: 1.0,
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price_upper_limit: 10.0,
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price_premium_rate: 0.01,
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allow_creating_deposits: true,
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allow_creating_borrows: true,
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},
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)
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.await;
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assert!(tx_result.is_err());
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//
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// TEST: Extending an account to have space for tcs works
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//
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send_tx(
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solana,
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AccountExpandInstruction {
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account_num: 0,
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token_count: 8,
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serum3_count: 4,
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perp_count: 4,
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perp_oo_count: 16,
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token_conditional_swap_count: 2,
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group,
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owner,
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payer,
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},
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)
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.await
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.unwrap()
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.account;
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let account_data = get_mango_account(solana, account).await;
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assert_eq!(account_data.header.token_conditional_swap_count, 2);
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//
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// TEST: Can create tcs until all slots are filled
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//
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let tcs_ix = TokenConditionalSwapCreateInstruction {
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account,
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owner,
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buy_mint: quote_token.mint.pubkey,
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sell_mint: base_token.mint.pubkey,
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max_buy: 100,
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max_sell: 100,
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price_lower_limit: 0.9,
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price_upper_limit: 10.0,
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price_premium_rate: 0.1,
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allow_creating_deposits: true,
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allow_creating_borrows: true,
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};
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send_tx(
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solana,
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TokenConditionalSwapCreateInstruction {
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max_buy: 101,
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..tcs_ix
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},
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)
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.await
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.unwrap();
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send_tx(
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solana,
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TokenConditionalSwapCreateInstruction {
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max_buy: 102,
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price_lower_limit: 1.1,
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..tcs_ix
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},
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)
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.await
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.unwrap();
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let tx_result = send_tx(solana, tcs_ix.clone()).await;
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assert!(tx_result.is_err());
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let account_data = get_mango_account(solana, account).await;
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assert_eq!(
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account_data
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.token_conditional_swap_by_index(0)
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.unwrap()
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.max_buy,
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101
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);
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assert_eq!(
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account_data
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.token_conditional_swap_by_index(1)
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.unwrap()
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.max_buy,
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102
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);
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//
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// TEST: Can cancel, and then readd a new one
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//
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send_tx(
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solana,
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TokenConditionalSwapCancelInstruction {
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account,
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owner,
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index: 0,
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id: 0,
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},
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)
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.await
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.unwrap();
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send_tx(
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solana,
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TokenConditionalSwapCreateInstruction {
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max_buy: 103,
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..tcs_ix
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},
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)
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.await
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.unwrap();
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let tx_result = send_tx(solana, tcs_ix.clone()).await;
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assert!(tx_result.is_err());
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let account_data = get_mango_account(solana, account).await;
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assert_eq!(
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account_data
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.token_conditional_swap_by_index(0)
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.unwrap()
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.max_buy,
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103
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);
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assert_eq!(
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account_data
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.token_conditional_swap_by_index(1)
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.unwrap()
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.max_buy,
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102
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);
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//
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// TEST: can't trigger if price threshold not reached
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//
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let tx_result = send_tx(
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solana,
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TokenConditionalSwapTriggerInstruction {
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liqee: account,
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liqor,
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liqor_owner: owner,
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index: 1,
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max_buy_token_to_liqee: 50,
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max_sell_token_to_liqor: 50,
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min_buy_token: 0,
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min_taker_price: 0.0,
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},
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)
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.await;
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assert!(tx_result.is_err());
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//
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// TEST: trigger partially
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//
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send_tx(
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solana,
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TokenConditionalSwapTriggerInstruction {
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liqee: account,
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liqor,
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liqor_owner: owner,
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index: 0,
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max_buy_token_to_liqee: 50,
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max_sell_token_to_liqor: 50,
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min_buy_token: 0,
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min_taker_price: 0.0,
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},
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)
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.await
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.unwrap();
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let liqee_quote = account_position_f64(solana, account, quote_token.bank).await;
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let liqee_base = account_position_f64(solana, account, base_token.bank).await;
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assert!(assert_equal_f_f(
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liqee_quote,
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deposit_amount + 42.0, // roughly 50 / (1.1 * 1.1)
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0.01
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));
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assert!(assert_equal_f_f(liqee_base, deposit_amount - 50.0, 0.01));
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let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
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let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
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assert!(assert_equal_f_f(liqor_quote, deposit_amount - 42.0, 0.01));
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assert!(assert_equal_f_f(liqor_base, deposit_amount + 44.0, 0.01)); // roughly 42*1.1*0.95
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//
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// TEST: requiring a too-high min buy token execution makes it fail
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//
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let r = send_tx(
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solana,
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TokenConditionalSwapTriggerInstruction {
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liqee: account,
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liqor,
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liqor_owner: owner,
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index: 0,
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max_buy_token_to_liqee: 5000,
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max_sell_token_to_liqor: 5000,
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min_buy_token: 50,
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min_taker_price: 0.0,
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},
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)
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.await;
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assert!(r.is_err());
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//
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// TEST: trigger fully
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//
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send_tx(
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solana,
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TokenConditionalSwapTriggerInstruction {
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liqee: account,
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liqor,
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liqor_owner: owner,
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index: 0,
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max_buy_token_to_liqee: 5000,
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max_sell_token_to_liqor: 5000,
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min_buy_token: 40,
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min_taker_price: 0.0,
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},
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)
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.await
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.unwrap();
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let liqee_quote = account_position_f64(solana, account, quote_token.bank).await;
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let liqee_base = account_position_f64(solana, account, base_token.bank).await;
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assert!(assert_equal_f_f(liqee_quote, deposit_amount + 84.0, 0.01));
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assert!(assert_equal_f_f(liqee_base, deposit_amount - 100.0, 0.01));
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let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
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let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
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assert!(assert_equal_f_f(liqor_quote, deposit_amount - 84.0, 0.01));
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assert!(assert_equal_f_f(liqor_base, deposit_amount + 88.0, 0.01));
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let account_data = get_mango_account(solana, account).await;
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assert!(!account_data
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.token_conditional_swap_by_index(0)
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.unwrap()
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.is_configured());
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Ok(())
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}
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#[tokio::test]
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async fn test_token_conditional_swap_linear_auction() -> Result<(), TransportError> {
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pub use utils::assert_equal_f64_f64 as assert_equal_f_f;
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let context = TestContext::new().await;
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let solana = &context.solana.clone();
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let admin = TestKeypair::new();
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let owner = context.users[0].key;
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let payer = context.users[1].key;
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let mints = &context.mints[0..2];
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//
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// SETUP: Create a group, account, register a token (mint0)
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//
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let mango_setup::GroupWithTokens { group, tokens, .. } = mango_setup::GroupWithTokensConfig {
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admin,
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payer,
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mints: mints.to_vec(),
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..mango_setup::GroupWithTokensConfig::default()
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}
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.create(solana)
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.await;
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let quote_token = &tokens[0];
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let base_token = &tokens[1];
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let deposit_amount = 1_000_000_000f64;
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let account = create_funded_account(
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&solana,
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group,
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owner,
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0,
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&context.users[1],
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mints,
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deposit_amount as u64,
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0,
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)
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.await;
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let liqor = create_funded_account(
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&solana,
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group,
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owner,
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1,
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&context.users[1],
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mints,
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deposit_amount as u64,
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0,
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)
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.await;
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send_tx(
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solana,
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TokenEdit {
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group,
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admin,
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mint: quote_token.mint.pubkey,
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fallback_oracle: Pubkey::default(),
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options: mango_v4::instruction::TokenEdit {
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token_conditional_swap_taker_fee_rate_opt: Some(0.05),
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token_conditional_swap_maker_fee_rate_opt: Some(0.1),
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..token_edit_instruction_default()
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},
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},
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)
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.await
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.unwrap();
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|
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//
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// SETUP: Extending an account to have space for tcs works
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//
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send_tx(
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solana,
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AccountExpandInstruction {
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account_num: 0,
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token_count: 8,
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serum3_count: 4,
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perp_count: 4,
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perp_oo_count: 16,
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token_conditional_swap_count: 2,
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group,
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owner,
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payer,
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},
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)
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.await
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.unwrap()
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.account;
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let account_data = get_mango_account(solana, account).await;
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assert_eq!(account_data.header.token_conditional_swap_count, 2);
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//
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// TEST: Can create tcs auction
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//
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let initial_time = solana.clock_timestamp().await;
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send_tx(
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solana,
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TokenConditionalSwapCreateLinearAuctionInstruction {
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account,
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owner,
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buy_mint: quote_token.mint.pubkey,
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sell_mint: base_token.mint.pubkey,
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max_buy: 100000,
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max_sell: 100000,
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price_start: 1.0,
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price_end: 11.0,
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allow_creating_deposits: true,
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allow_creating_borrows: true,
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start_timestamp: initial_time + 5,
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duration_seconds: 10,
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expiry_timestamp: initial_time + 5 + 10 + 5,
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},
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)
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.await
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.unwrap();
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let account_data = get_mango_account(solana, account).await;
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let tcss = account_data.active_token_conditional_swaps().collect_vec();
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assert_eq!(tcss.len(), 1);
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assert_eq!(
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tcss[0].tcs_type,
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TokenConditionalSwapType::LinearAuction as u8
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);
|
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|
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//
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// TEST: Can't take an auction at any price when it's not started yet
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//
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let res = send_tx(
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solana,
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TokenConditionalSwapTriggerInstruction {
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liqee: account,
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liqor,
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liqor_owner: owner,
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index: 0,
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max_buy_token_to_liqee: 100,
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max_sell_token_to_liqor: 100,
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min_buy_token: 0,
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min_taker_price: 0.0,
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},
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)
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.await;
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assert_mango_error(
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&res,
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MangoError::TokenConditionalSwapNotStarted.into(),
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"tcs should not be started yet".to_string(),
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);
|
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|
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//
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// TEST: Check the auction price in the middle
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//
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solana.set_clock_timestamp(initial_time + 7).await;
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send_tx(
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solana,
|
|
TokenConditionalSwapTriggerInstruction {
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liqee: account,
|
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liqor,
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liqor_owner: owner,
|
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index: 0,
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max_buy_token_to_liqee: 1000,
|
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max_sell_token_to_liqor: 3300, // expected price of 3.0 sell per buy, with 10% maker fee
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min_buy_token: 1,
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min_taker_price: 0.0,
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},
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)
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.await
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.unwrap();
|
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|
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let mut account_quote_expected = deposit_amount as f64 + 1000.0;
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let mut account_base_expected = deposit_amount as f64 + -3300.0;
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let mut liqor_quote_expected = deposit_amount as f64 + -1000.0;
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let mut liqor_base_expected = deposit_amount as f64 + 2850.0;
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|
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let account_quote = account_position_f64(solana, account, quote_token.bank).await;
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let account_base = account_position_f64(solana, account, base_token.bank).await;
|
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assert!(assert_equal_f64_f64(
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account_quote,
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account_quote_expected,
|
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0.1
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));
|
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assert!(assert_equal_f64_f64(
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account_base,
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account_base_expected,
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0.1
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));
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let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
|
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let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
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assert!(assert_equal_f64_f64(liqor_quote, liqor_quote_expected, 0.1));
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assert!(assert_equal_f64_f64(liqor_base, liqor_base_expected, 0.1));
|
|
|
|
//
|
|
// TEST: Stays at end price after end and before expiry
|
|
//
|
|
solana.set_clock_timestamp(initial_time + 17).await;
|
|
send_tx(
|
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solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
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liqee: account,
|
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liqor,
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liqor_owner: owner,
|
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index: 0,
|
|
max_buy_token_to_liqee: 1000,
|
|
max_sell_token_to_liqor: 12100, // expected price of 11.0 sell per buy, with 10% maker fee
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
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},
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|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
account_quote_expected += 1000.0;
|
|
account_base_expected += -12100.0;
|
|
liqor_quote_expected += -1000.0;
|
|
liqor_base_expected += 10450.0;
|
|
|
|
let account_quote = account_position_f64(solana, account, quote_token.bank).await;
|
|
let account_base = account_position_f64(solana, account, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(
|
|
account_quote,
|
|
account_quote_expected,
|
|
0.1
|
|
));
|
|
assert!(assert_equal_f64_f64(
|
|
account_base,
|
|
account_base_expected,
|
|
0.1
|
|
));
|
|
|
|
let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
|
|
let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(liqor_quote, liqor_quote_expected, 0.1));
|
|
assert!(assert_equal_f64_f64(liqor_base, liqor_base_expected, 0.1));
|
|
|
|
//
|
|
// TEST: Can't take when expired
|
|
//
|
|
solana.set_clock_timestamp(initial_time + 22).await;
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 100,
|
|
max_sell_token_to_liqor: 100,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapExpired.into(),
|
|
"tcs should be expired".to_string(),
|
|
);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_token_conditional_swap_premium_auction() -> Result<(), TransportError> {
|
|
pub use utils::assert_equal_f64_f64 as assert_equal_f_f;
|
|
|
|
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];
|
|
|
|
//
|
|
// SETUP: Create a group, account, register a token (mint0)
|
|
//
|
|
|
|
let mango_setup::GroupWithTokens { group, tokens, .. } = mango_setup::GroupWithTokensConfig {
|
|
admin,
|
|
payer,
|
|
mints: mints.to_vec(),
|
|
..mango_setup::GroupWithTokensConfig::default()
|
|
}
|
|
.create(solana)
|
|
.await;
|
|
let quote_token = &tokens[0];
|
|
let base_token = &tokens[1];
|
|
|
|
let deposit_amount = 1_000_000_000f64;
|
|
let account = create_funded_account(
|
|
&solana,
|
|
group,
|
|
owner,
|
|
0,
|
|
&context.users[1],
|
|
mints,
|
|
deposit_amount as u64,
|
|
0,
|
|
)
|
|
.await;
|
|
let liqor = create_funded_account(
|
|
&solana,
|
|
group,
|
|
owner,
|
|
1,
|
|
&context.users[1],
|
|
mints,
|
|
deposit_amount as u64,
|
|
0,
|
|
)
|
|
.await;
|
|
|
|
send_tx(
|
|
solana,
|
|
TokenEdit {
|
|
group,
|
|
admin,
|
|
mint: quote_token.mint.pubkey,
|
|
fallback_oracle: Pubkey::default(),
|
|
options: mango_v4::instruction::TokenEdit {
|
|
token_conditional_swap_taker_fee_rate_opt: Some(0.05),
|
|
token_conditional_swap_maker_fee_rate_opt: Some(0.1),
|
|
..token_edit_instruction_default()
|
|
},
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
//
|
|
// SETUP: Extending an account to have space for tcs works
|
|
//
|
|
send_tx(
|
|
solana,
|
|
AccountExpandInstruction {
|
|
account_num: 0,
|
|
token_count: 8,
|
|
serum3_count: 4,
|
|
perp_count: 4,
|
|
perp_oo_count: 16,
|
|
token_conditional_swap_count: 2,
|
|
group,
|
|
owner,
|
|
payer,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap()
|
|
.account;
|
|
let account_data = get_mango_account(solana, account).await;
|
|
assert_eq!(account_data.header.token_conditional_swap_count, 2);
|
|
|
|
//
|
|
// TEST: Can create premium auction
|
|
//
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapCreatePremiumAuctionInstruction {
|
|
account,
|
|
owner,
|
|
buy_mint: quote_token.mint.pubkey,
|
|
sell_mint: base_token.mint.pubkey,
|
|
max_buy: 100000,
|
|
max_sell: 100000,
|
|
price_lower_limit: 0.5,
|
|
price_upper_limit: 2.0,
|
|
max_price_premium_rate: 0.01,
|
|
allow_creating_deposits: true,
|
|
allow_creating_borrows: true,
|
|
duration_seconds: 10,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
let account_data = get_mango_account(solana, account).await;
|
|
let tcss = account_data.active_token_conditional_swaps().collect_vec();
|
|
assert_eq!(tcss.len(), 1);
|
|
assert_eq!(
|
|
tcss[0].tcs_type,
|
|
TokenConditionalSwapType::PremiumAuction as u8
|
|
);
|
|
|
|
//
|
|
// TEST: Can't take or start an auction when the oracle price is out of range
|
|
//
|
|
|
|
set_bank_stub_oracle_price(solana, group, &base_token, admin, 10.0).await;
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 100,
|
|
max_sell_token_to_liqor: 100,
|
|
min_buy_token: 0,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapNotStarted.into(),
|
|
"not started yet".to_string(),
|
|
);
|
|
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapStartInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapPriceNotInRange.into(),
|
|
"price not in range".to_string(),
|
|
);
|
|
|
|
//
|
|
// TEST: Cannot trigger without start
|
|
//
|
|
set_bank_stub_oracle_price(solana, group, &base_token, admin, 1.0).await;
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 1000,
|
|
max_sell_token_to_liqor: 1100,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapNotStarted.into(),
|
|
"not started yet".to_string(),
|
|
);
|
|
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapStartInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 1000,
|
|
max_sell_token_to_liqor: 1100, // expected price of 1.0 sell per buy, with 10% maker fee
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
// 0 premium because only just started
|
|
let mut account_quote_expected = deposit_amount as f64 + 1000.0;
|
|
let mut account_base_expected = deposit_amount as f64 + -1100.0 - 1000.0;
|
|
let mut liqor_quote_expected = deposit_amount as f64 + -1000.0;
|
|
let mut liqor_base_expected = deposit_amount as f64 + 950.0 + 1000.0;
|
|
|
|
let account_quote = account_position_f64(solana, account, quote_token.bank).await;
|
|
let account_base = account_position_f64(solana, account, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(
|
|
account_quote,
|
|
account_quote_expected,
|
|
0.1
|
|
));
|
|
assert!(assert_equal_f64_f64(
|
|
account_base,
|
|
account_base_expected,
|
|
0.1
|
|
));
|
|
|
|
let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
|
|
let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(liqor_quote, liqor_quote_expected, 0.1));
|
|
assert!(assert_equal_f64_f64(liqor_base, liqor_base_expected, 0.1));
|
|
|
|
let account_data = get_mango_account(solana, account).await;
|
|
let tcs = account_data
|
|
.active_token_conditional_swaps()
|
|
.next()
|
|
.unwrap();
|
|
assert!(tcs.start_timestamp > 0);
|
|
|
|
//
|
|
// TEST: Premium increases
|
|
//
|
|
solana.set_clock_timestamp(tcs.start_timestamp + 5).await;
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 90000,
|
|
// expected price of 1.0+0.5% premium sell per buy, with 10% maker fee, so buy token transfer of 10k
|
|
max_sell_token_to_liqor: 11055,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
account_quote_expected += 10000.0;
|
|
account_base_expected += -11055.0;
|
|
liqor_quote_expected += -10000.0;
|
|
liqor_base_expected += 9547.0; // 10000 * 1 * 1.005 premium * 0.95 taker fee
|
|
|
|
let account_quote = account_position_f64(solana, account, quote_token.bank).await;
|
|
let account_base = account_position_f64(solana, account, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(
|
|
account_quote,
|
|
account_quote_expected,
|
|
0.1
|
|
));
|
|
assert!(assert_equal_f64_f64(
|
|
account_base,
|
|
account_base_expected,
|
|
0.1
|
|
));
|
|
|
|
let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
|
|
let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(liqor_quote, liqor_quote_expected, 0.1));
|
|
assert!(assert_equal_f64_f64(liqor_base, liqor_base_expected, 0.1));
|
|
|
|
//
|
|
// TEST: Premium stops at max increases
|
|
//
|
|
solana.set_clock_timestamp(tcs.start_timestamp + 50).await;
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 10000,
|
|
// expected price of 1.0+1% premium sell per buy, with 10% maker fee, so sell token transfer of 11110
|
|
max_sell_token_to_liqor: 90000,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
account_quote_expected += 10000.0;
|
|
account_base_expected += -11110.0;
|
|
liqor_quote_expected += -10000.0;
|
|
liqor_base_expected += 9595.0; // 10000 * 1 * 1.01 premium * 0.95 taker fee
|
|
|
|
let account_quote = account_position_f64(solana, account, quote_token.bank).await;
|
|
let account_base = account_position_f64(solana, account, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(
|
|
account_quote,
|
|
account_quote_expected,
|
|
0.1
|
|
));
|
|
assert!(assert_equal_f64_f64(
|
|
account_base,
|
|
account_base_expected,
|
|
0.1
|
|
));
|
|
|
|
let liqor_quote = account_position_f64(solana, liqor, quote_token.bank).await;
|
|
let liqor_base = account_position_f64(solana, liqor, base_token.bank).await;
|
|
assert!(assert_equal_f64_f64(liqor_quote, liqor_quote_expected, 0.1));
|
|
assert!(assert_equal_f64_f64(liqor_base, liqor_base_expected, 0.1));
|
|
|
|
//
|
|
// SETUP: make another premium auction to test starting
|
|
//
|
|
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapCreatePremiumAuctionInstruction {
|
|
account,
|
|
owner,
|
|
buy_mint: quote_token.mint.pubkey,
|
|
sell_mint: base_token.mint.pubkey,
|
|
max_buy: 100000,
|
|
max_sell: 100000,
|
|
price_lower_limit: 1.5,
|
|
price_upper_limit: 3.0,
|
|
max_price_premium_rate: 0.01,
|
|
allow_creating_deposits: true,
|
|
allow_creating_borrows: true,
|
|
duration_seconds: 10,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
//
|
|
// TEST: Can't start if oracle not in range
|
|
//
|
|
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapStartInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 1,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapPriceNotInRange.into(),
|
|
"price is not in range".to_string(),
|
|
);
|
|
|
|
//
|
|
// TEST: Can start if in range
|
|
//
|
|
|
|
set_bank_stub_oracle_price(solana, group, &base_token, admin, 0.5).await;
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapStartInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 1,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
let account_data = get_mango_account(solana, account).await;
|
|
let tcs = account_data.active_token_conditional_swaps().collect_vec()[1];
|
|
assert!(tcs.start_timestamp > 0);
|
|
|
|
// TODO: more checks of the incentive payment!
|
|
assert!(tcs.sold > 0);
|
|
|
|
//
|
|
// TEST: Can't start a second time
|
|
//
|
|
|
|
let res = send_tx(
|
|
solana,
|
|
TokenConditionalSwapStartInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 1,
|
|
},
|
|
)
|
|
.await;
|
|
assert_mango_error(
|
|
&res,
|
|
MangoError::TokenConditionalSwapAlreadyStarted.into(),
|
|
"already started".to_string(),
|
|
);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_token_conditional_swap_deposit_limit() -> Result<(), TransportError> {
|
|
pub use utils::assert_equal_f64_f64 as assert_equal_f_f;
|
|
|
|
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];
|
|
|
|
//
|
|
// SETUP: Create a group, account, tokens
|
|
//
|
|
|
|
let mango_setup::GroupWithTokens { group, tokens, .. } = mango_setup::GroupWithTokensConfig {
|
|
admin,
|
|
payer,
|
|
mints: mints.to_vec(),
|
|
..mango_setup::GroupWithTokensConfig::default()
|
|
}
|
|
.create(solana)
|
|
.await;
|
|
let quote_token = &tokens[0];
|
|
let base_token = &tokens[1];
|
|
|
|
// total deposits on quote and base is 2x this value
|
|
let deposit_amount = 1_000f64;
|
|
let account = create_funded_account(
|
|
&solana,
|
|
group,
|
|
owner,
|
|
0,
|
|
&context.users[1],
|
|
&mints[..1],
|
|
deposit_amount as u64,
|
|
0,
|
|
)
|
|
.await;
|
|
let liqor = create_funded_account(
|
|
&solana,
|
|
group,
|
|
owner,
|
|
1,
|
|
&context.users[1],
|
|
mints,
|
|
deposit_amount as u64,
|
|
0,
|
|
)
|
|
.await;
|
|
create_funded_account(
|
|
&solana,
|
|
group,
|
|
owner,
|
|
99,
|
|
&context.users[1],
|
|
&mints[1..],
|
|
deposit_amount as u64,
|
|
0,
|
|
)
|
|
.await;
|
|
|
|
//
|
|
// SETUP: A base deposit limit
|
|
//
|
|
send_tx(
|
|
solana,
|
|
TokenEdit {
|
|
group,
|
|
admin,
|
|
mint: base_token.mint.pubkey,
|
|
fallback_oracle: Pubkey::default(),
|
|
options: mango_v4::instruction::TokenEdit {
|
|
deposit_limit_opt: Some(2500),
|
|
..token_edit_instruction_default()
|
|
},
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
//
|
|
// SETUP: Sell base token from "account" creating borrows that are deposited into liqor,
|
|
// increasing the total deposits
|
|
//
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapCreateInstruction {
|
|
account,
|
|
owner,
|
|
buy_mint: quote_token.mint.pubkey,
|
|
sell_mint: base_token.mint.pubkey,
|
|
max_buy: 900,
|
|
max_sell: 900,
|
|
price_lower_limit: 0.0,
|
|
price_upper_limit: 10.0,
|
|
price_premium_rate: 0.01,
|
|
allow_creating_deposits: true,
|
|
allow_creating_borrows: true,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
//
|
|
// TEST: Large execution fails, a bit smaller is ok
|
|
//
|
|
|
|
send_tx_expect_error!(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 100000,
|
|
max_sell_token_to_liqor: 501,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
MangoError::BankDepositLimit,
|
|
);
|
|
|
|
send_tx(
|
|
solana,
|
|
TokenConditionalSwapTriggerInstruction {
|
|
liqee: account,
|
|
liqor,
|
|
liqor_owner: owner,
|
|
index: 0,
|
|
max_buy_token_to_liqee: 100000,
|
|
max_sell_token_to_liqor: 499,
|
|
min_buy_token: 1,
|
|
min_taker_price: 0.0,
|
|
},
|
|
)
|
|
.await
|
|
.unwrap();
|
|
|
|
Ok(())
|
|
}
|