119 lines
3.0 KiB
TypeScript
119 lines
3.0 KiB
TypeScript
import { PublicKey } from '@solana/web3.js';
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import { Group } from './accounts/group';
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import { MangoAccount, PerpPosition } from './accounts/mangoAccount';
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import { PerpMarket } from './accounts/perp';
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import { MangoClient } from './client';
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import { I80F48 } from './numbers/I80F48';
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/**
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* Returns a list of perp positions alongwith their mango account, sorted descending by notional value
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* @param client
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* @param group
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* @returns
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*/
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export async function getLargestPerpPositions(
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client: MangoClient,
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group: Group,
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accounts?: MangoAccount[],
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perpMarket?: PerpMarket,
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): Promise<{ mangoAccount: PublicKey; perpPosition: PerpPosition }[]> {
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if (!accounts) {
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accounts = await client.getAllMangoAccounts(group, true);
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}
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let allPps = accounts
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.map((a) => {
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const pps = a.perpActive().map((pp) => {
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pp['mangoAccount'] = a.publicKey;
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return pp;
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});
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return pps;
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})
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.flat();
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if (perpMarket) {
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allPps = allPps.filter(
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(pp) => pp.marketIndex == perpMarket?.perpMarketIndex,
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);
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}
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allPps.sort(
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(a, b) =>
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Math.abs(
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b.getNotionalValueUi(group.getPerpMarketByMarketIndex(b.marketIndex)),
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) -
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Math.abs(
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a.getNotionalValueUi(group.getPerpMarketByMarketIndex(a.marketIndex)),
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),
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);
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return allPps.map((pp) => ({
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mangoAccount: pp['mangoAccount'],
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perpPosition: pp,
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}));
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}
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/**
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* Returns a list of perp positions alongwith their mango account, sorted ascending by closest to liquidation
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* @param client
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* @param group
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* @param filterByNotionalValueUi
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* @returns
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*/
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export async function getClosestToLiquidationPerpPositions(
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client: MangoClient,
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group: Group,
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accounts?: MangoAccount[],
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filterByNotionalValueUi = 10,
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): Promise<
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{ mangoAccount: PublicKey; perpPosition: PerpPosition; pct: I80F48 }[]
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> {
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if (!accounts) {
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accounts = await client.getAllMangoAccounts(group, true);
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}
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const accountsMap = new Map(accounts.map((a) => [a.publicKey.toBase58(), a]));
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let allPps: any = accounts
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.map((a) => {
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const pps = a
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.perpActive()
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.filter(
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(pp) =>
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pp.getNotionalValueUi(
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group.getPerpMarketByMarketIndex(pp.marketIndex),
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) > filterByNotionalValueUi,
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)
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.map((pp) => {
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pp['mangoAccount'] = a.publicKey;
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return pp;
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});
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return pps;
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})
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.flat();
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function getChangeToLiquidation(pp: PerpPosition): I80F48 {
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const lp = pp.getLiquidationPrice(
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group,
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accountsMap.get(pp['mangoAccount'].toBase58())!,
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)!;
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const op = group.getPerpMarketByMarketIndex(pp.marketIndex).price;
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return lp.sub(op).abs().div(op).mul(I80F48.fromNumber(100));
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}
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allPps = allPps.filter(
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(pp) =>
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pp.getLiquidationPrice(
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group,
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accountsMap.get(pp['mangoAccount'].toBase58())!,
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) != null,
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);
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return allPps
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.map((pp) => ({
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mangoAccount: pp['mangoAccount'],
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perpPosition: pp,
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pct: getChangeToLiquidation(pp),
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}))
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.sort((a, b) => (a.pct.lte(b.pct) ? -1 : 1));
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}
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